# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013555
**Filing Date:** 2023-2
**Character Count:** 285062
**Document Hash:** d0c7e385d0168b4b6970799e71cd12c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013555.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013555

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683289

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/RAFI Fundamental U.S. Small Cap Fund (Series ID: S000064962)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000210334 | JNL/RAFI Fundamental U.S. Small Cap Fund (A) |  |
| C000210335 | JNL/RAFI Fundamental U.S. Small Cap Fund (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/RAFI Fundamental U.S. Small Cap Fund

- **b. EDGAR series identifier (if any):** S000064962

- **c. LEI of Series:** 549300U2CWOJKYJQK861

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $410650474.41

**Total Liabilities:** $1253044.79

**Net Assets:** $409397429.62

**Cash Not Reported:** $386134.66

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210334 | 11.18%               | 5.29%                | -6.03%               |
| Class ID C000210335 | 11.21%               | 5.38%                | -5.99%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $143285.12               | $42280655.39                               |
| Month 2  | $24908.74                | $21490955.79                               |
| Month 3  | $3475206.86              | $-30683557.73                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC           | JNL Securities Lending Collateral Fund           | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    914312 | NS      | $914311.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | FUTURE - CASH SETTLED                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         3 | NC      | $7759.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                      | FUTURE - CASH SETTLED                            | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         3 | NC      | $-27.88       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corporation                               | iRobot Corporation                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      6814 | NS      | $327957.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                      | Itron, Inc.                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      7483 | NS      | $379013.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                               | Pure Storage, Inc.                               | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     12790 | NS      | $342260.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                         | RXO Inc.                                         | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9622 | NS      | $165498.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                      | Brighthouse Financial, Inc.                      | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     19211 | NS      | $984947.97    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                        | CNO Financial Group, Inc.                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     27713 | NS      | $633242.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                              | Coterra Energy Inc.                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     42564 | NS      | $1045798.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Caci International Inc.                          | Caci International Inc.                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      2965 | NS      | $891249.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                           | Cathay General Bancorp                           | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      8950 | NS      | $365070.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                                | Ciena Corporation                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     19692 | NS      | $1003898.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                                 | AptarGroup, Inc.                                 | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6688 | NS      | $735546.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom, Inc.                                     | DexCom, Inc.                                     | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      4428 | NS      | $501426.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc.                            | Hilltop Holdings Inc.                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     11341 | NS      | $340343.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                    | Hologic, Inc.                                    | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     17618 | NS      | $1318002.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                            | Home BancShares, Inc.                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18770 | NS      | $427768.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG Smith Properties                             | JBG Smith Properties                             | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |     22333 | NS      | $423880.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                    | Liberty Broadband Corporation                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      8433 | NS      | $643184.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                                 | Littelfuse, Inc.                                 | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2033 | NS      | $447666.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                        | Methode Electronics, Inc.                        | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5328 | NS      | $236403.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                            | Myriad Genetics, Inc.                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     11658 | NS      | $169157.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corporation                                  | NCR Corporation                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     30713 | NS      | $718991.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks, Inc.                         | Palo Alto Networks, Inc.                         | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      5494 | NS      | $766632.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                       | Patterson-UTI Energy, Inc.                       | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     36789 | NS      | $619526.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corporation                       | Peabody Energy Corporation                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     33101 | NS      | $874528.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                           | Rush Enterprises, Inc.                           | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      7466 | NS      | $390322.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                             | Light & Wonder, Inc.                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      7458 | NS      | $437038.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.                  | Selective Insurance Group, Inc.                  | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      6208 | NS      | $550090.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                           | Astec Industries, Inc.                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      3790 | NS      | $154101.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corporation                               | Banner Corporation                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5263 | NS      | $332621.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                    | South Jersey Industries, Inc.                    | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     14470 | NS      | $514119.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corporation                             | Unifirst Corporation                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      2194 | NS      | $423420.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties, Inc.                | CBL & Associates Properties, Inc.                | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      3792 | NS      | $87519.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.                  | CSG Systems International, Inc.                  | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4939 | NS      | $282510.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                       | Adeia Inc.                                       | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11366 | NS      | $107749.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                    | Altra Industrial Motion Corp.                    | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      7552 | NS      | $451232.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                            | Walker & Dunlop, Inc.                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3033 | NS      | $238029.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                        | Janus Henderson Group PLC                        | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     36981 | NS      | $869793.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                     | Cadence Bank                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     20638 | NS      | $508933.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                      | Caesars Entertainment, Inc.                      | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      9345 | NS      | $388752.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons, Inc.                              | The Andersons, Inc.                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      8182 | NS      | $286288.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                         | Apogee Enterprises, Inc.                         | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4775 | NS      | $212296.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Limited                              | Nomad Foods Limited                              | CUSIP: N/A<br>LEI: 5493000ZZ1837DS2SI43       | Long             | EC               | CORP              | VG        |     24677 | NS      | $425431.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings, Inc.                            | Cannae Holdings, Inc.                            | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      3673 | NS      | $75847.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial                        | Capitol Federal Financial                        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19137 | NS      | $165535.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                     | Arcosa, Inc.                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      6250 | NS      | $339625.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.               | Atlas Air Worldwide Holdings, Inc.               | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5905 | NS      | $595224.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| The Carlyle Group, Inc.                          | The Carlyle Group, Inc.                          | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     12927 | NS      | $385741.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corporation                               | Cognex Corporation                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     10378 | NS      | $488907.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                            | Cleveland-Cliffs Inc.                            | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     18941 | NS      | $305139.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                 | Five Below, Inc.                                 | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2070 | NS      | $366120.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corporation                       | Curtiss-Wright Corporation                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      4781 | NS      | $798379.19    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc.                                     | Ecovyst Inc.                                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10870 | NS      | $96308.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corporation                            | Flowserve Corporation                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     22224 | NS      | $681832.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                  | Hub Group, Inc.                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5798 | NS      | $460883.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Incorporated                | Elanco Animal Health Incorporated                | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     59673 | NS      | $729204.06    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc.                           | Element Solutions Inc.                           | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     19414 | NS      | $353140.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                    | Kennedy-Wilson Holdings, Inc.                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     13145 | NS      | $206770.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                       | Minerals Technologies Inc.                       | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4300 | NS      | $261096.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                         | FirstCash Holdings, Inc.                         | CUSIP: 33768G107<br>LEI: 549300V2X3UU7K0DG350 | Long             | EC               | CORP              | US        |     11575 | NS      | $1005983.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.             | Frontier Communications Parent, Inc.             | CUSIP: 35909D109<br>LEI: 549300ZCZ76HYCS0H445 | Long             | EC               | CORP              | US        |     12488 | NS      | $318194.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                        | Moog Inc.                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      3527 | NS      | $309529.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                          | Physicians Realty Trust                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     27001 | NS      | $390704.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group, Ltd.                        | G-III Apparel Group, Ltd.                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     14485 | NS      | $198589.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                         | GMS Inc.                                         | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      6354 | NS      | $316429.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.        | Knight-Swift Transportation Holdings Inc.        | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24368 | NS      | $1277126.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                     | Mattel, Inc.                                     | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     32802 | NS      | $585187.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Healthcare Solutions, Inc.               | Premier Healthcare Solutions, Inc.               | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14818 | NS      | $518333.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                         | Service Properties Trust                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     49922 | NS      | $363931.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                 | PDC Energy, Inc.                                 | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      6556 | NS      | $416174.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                    | Pacific Premier Bancorp, Inc.                    | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      9430 | NS      | $297610.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                         | Sleep Number Corporation                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      8035 | NS      | $208749.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc.                                        | Snap Inc.                                        | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     42269 | NS      | $378307.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                   | Signature Bank                                   | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      4155 | NS      | $478739.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corporation                        | TFS Financial Corporation                        | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4018 | NS      | $57899.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Incorporated                      | ABM Industries Incorporated                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     12948 | NS      | $575150.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                        | Alexander & Baldwin, Inc.                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10333 | NS      | $193537.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                         | Atmos Energy Corporation                         | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     12931 | NS      | $1449177.17   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems, Inc.                               | EPAM Systems, Inc.                               | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      1397 | NS      | $457852.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                     | Envista Holdings Corporation                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     21556 | NS      | $725790.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                | Equity Lifestyle Properties, Inc.                | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      7441 | NS      | $480688.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                          | Euronet Worldwide, Inc.                          | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      4926 | NS      | $464915.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                  | FMC Corporation                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      9202 | NS      | $1148409.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                             | FTI Consulting, Inc.                             | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      3881 | NS      | $616302.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                    | FactSet Research Systems Inc.                    | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1184 | NS      | $475032.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                   | GameStop Corp.                                   | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     22771 | NS      | $420352.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| IDEX Corporation                                 | IDEX Corporation                                 | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      4771 | NS      | $1089362.43   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories, Inc.                         | IDEXX Laboratories, Inc.                         | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1722 | NS      | $702507.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corporation                               | Incyte Corporation                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |     15536 | NS      | $1247851.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Naperville, LLC                      | Kite Realty Naperville, LLC                      | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20977 | NS      | $441565.85    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                              | Knowles Corporation                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     17858 | NS      | $293228.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                       | Manhattan Associates, Inc.                       | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2638 | NS      | $320253.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                               | AMC Networks, Inc.                               | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     12276 | NS      | $192364.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.            | Allscripts Healthcare Solutions, Inc.            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     26098 | NS      | $460368.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Company                            | Boise Cascade Company                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      8107 | NS      | $556707.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                     | Casey's General Stores, Inc.                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      5882 | NS      | $1319626.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                   | Catalent, Inc.                                   | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6824 | NS      | $307148.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation                    | Credit Acceptance Corporation                    | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $349632.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet, Inc.                                   | Fortinet, Inc.                                   | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     14328 | NS      | $700495.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                          | Helmerich & Payne, Inc.                          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     23039 | NS      | $1142043.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                | Horace Mann Educators Corporation                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      6885 | NS      | $257292.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                  | Live Nation Entertainment, Inc.                  | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      2332 | NS      | $162633.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Intermodal - Paragon, Inc.                | Matson Intermodal - Paragon, Inc.                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4333 | NS      | $270855.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc.                          | Maxar Technologies Inc.                          | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     10261 | NS      | $530904.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna, Inc.                                    | Moderna, Inc.                                    | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      3306 | NS      | $593823.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Company                                 | Moelis & Company                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      7333 | NS      | $281367.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Now, Inc.                                        | Now, Inc.                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     24497 | NS      | $311111.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                  | Oceaneering International, Inc.                  | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     25852 | NS      | $452151.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                             | Renasant Corporation                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      6952 | NS      | $261325.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Block, Inc.                                      | Block, Inc.                                      | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      8879 | NS      | $557956.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                            | Sun Communities, Inc.                            | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      6295 | NS      | $900185.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                             | Travel + Leisure Co.                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     15864 | NS      | $577449.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc.                                     | Trimble Inc.                                     | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     18146 | NS      | $917461.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                               | Trinet Group, Inc.                               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      3085 | NS      | $209163.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                  | United Therapeutics Corporation                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      5625 | NS      | $1564256.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                               | Royalty Pharma PLC                               | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     11599 | NS      | $458392.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC                 | Sensata Technologies Holding PLC                 | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     19500 | NS      | $787410.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.                 | AMC Entertainment Holdings, Inc.                 | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     26030 | NS      | $105942.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Angi Inc.                                        | Angi Inc.                                        | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     13161 | NS      | $30928.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                    | Alnylam Pharmaceuticals, Inc.                    | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      2544 | NS      | $604581.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                        | BrightView Holdings, Inc.                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      6926 | NS      | $47720.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                          | Burlington Stores, Inc.                          | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      3453 | NS      | $700130.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                               | Cirrus Logic, Inc.                               | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     10495 | NS      | $781667.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                      | Franklin Electric Co., Inc.                      | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      3445 | NS      | $274738.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                               | Hexcel Corporation                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     13770 | NS      | $810364.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                       | Highwoods Properties, Inc.                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     18085 | NS      | $506018.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                | Hillenbrand, Inc.                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      7673 | NS      | $327406.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                  | Hudson Pacific Properties, Inc.                  | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37146 | NS      | $361430.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                  | Interactive Brokers Group, Inc.                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      2008 | NS      | $145278.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co.                               | Levi Strauss & Co.                               | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      7256 | NS      | $112613.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                          | Molina Healthcare, Inc.                          | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      4692 | NS      | $1549392.24   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                                 | PriceSmart, Inc.                                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3769 | NS      | $229079.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                              | Redwood Trust, Inc.                              | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     25404 | NS      | $171731.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                         | Schneider National, Inc.                         | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     12970 | NS      | $303498.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                 | ServiceNow, Inc.                                 | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1722 | NS      | $668600.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | Spire Inc.                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8211 | NS      | $565409.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc.                                   | Steelcase Inc.                                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     24533 | NS      | $173448.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Incorporated                           | Synaptics Incorporated                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      4185 | NS      | $398244.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                         | Trinity Industries, Inc.                         | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     18599 | NS      | $549972.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                                | TripAdvisor, Inc.                                | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     19377 | NS      | $348398.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corporation                    | Tupperware Brands Corporation                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     19174 | NS      | $79380.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APi Group Corp                                   | APi Group Corp                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     13719 | NS      | $258054.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Incorporated                                | ASGN Incorporated                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      5669 | NS      | $461910.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                       | Builders FirstSource, Inc.                       | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      9186 | NS      | $595987.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                 | CVR Energy, Inc.                                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      7449 | NS      | $233451.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corporation                            | ChampionX Corporation                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     12625 | NS      | $365998.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                            | Cheniere Energy, Inc.                            | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |      5604 | NS      | $840375.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                              | Clean Harbors, Inc.                              | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      4819 | NS      | $549944.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                            | Coinbase Global, Inc.                            | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      2011 | NS      | $71169.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                                | Core & Main, Inc.                                | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3914 | NS      | $75579.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cubesmart, L.P.                                  | Cubesmart, L.P.                                  | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               | CORP              | US        |     11904 | NS      | $479136.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Alpharetta Tenant, LLC               | DiamondRock Alpharetta Tenant, LLC               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     43866 | NS      | $359262.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                          | Hawaiian Holdings, Inc.                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     23360 | NS      | $239673.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corporation                                | HEICO Corporation                                | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      3126 | NS      | $480278.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates, Inc.                    | Jack Henry & Associates, Inc.                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      4607 | NS      | $808804.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group Inc.                            | Mr. Cooper Group Inc.                            | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      5931 | NS      | $238011.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corporation                            | Multiplan Corporation                            | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62787 | NS      | $72205.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc.                                      | Seagen Inc.                                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4349 | NS      | $558889.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                               | SITE Centers Corp.                               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     31040 | NS      | $424006.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Operations Inc.                        | Six Flags Operations Inc.                        | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     18399 | NS      | $427776.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Company                                   | Stepan Company                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2208 | NS      | $235063.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                                 | Stericycle, Inc.                                 | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      9780 | NS      | $487924.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Store Capital Corporation                        | Store Capital Corporation                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     23280 | NS      | $746356.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                          | Synovus Financial Corp.                          | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     18740 | NS      | $703687.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.              | Tanger Factory Outlet Centers, Inc.              | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     17262 | NS      | $309680.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corporation                            | Trustmark Corporation                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      8313 | NS      | $290206.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                     | Worthington Industries, Inc.                     | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      6736 | NS      | $334846.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts, Limited                            | Wynn Resorts, Limited                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |      9603 | NS      | $791959.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                       | Xperi Inc.                                       | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2999 | NS      | $25821.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                   | Ameris Bancorp                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      6687 | NS      | $315225.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                    | Avantor, Inc.                                    | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |     13196 | NS      | $278303.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                          | Avis Budget Group, Inc.                          | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3629 | NS      | $594901.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                  | B&G Foods, Inc.                                  | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     19575 | NS      | $218261.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                 | BankUnited, Inc.                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     16790 | NS      | $570356.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                         | Berry Global Group, Inc.                         | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     15309 | NS      | $925122.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                        | Century Communities, Inc.                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      5536 | NS      | $276855.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc.                                     | Cerence Inc.                                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      9841 | NS      | $182353.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                        | Comfort Systems USA, Inc.                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3613 | NS      | $415784.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                  | Insperity, Inc.                                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      2594 | NS      | $294678.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                        | MSCI Inc.                                        | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1878 | NS      | $873589.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                        | MarketAxess Holdings Inc.                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      1172 | NS      | $326859.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                                | Match Group, Inc.                                | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      5877 | NS      | $243837.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mednax, Inc.                                     | Mednax, Inc.                                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17752 | NS      | $263794.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.                  | National Health Investors, Inc.                  | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      5253 | NS      | $274311.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                   | NuVasive, Inc.                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      5830 | NS      | $240429.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                 | OGE Energy Corp.                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     29476 | NS      | $1165775.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                 | Olin Corporation                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     15050 | NS      | $796747.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                                  | PRA Group, Inc.                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      5925 | NS      | $200146.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                    | SkyWest, Inc.                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     14442 | NS      | $238437.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                     | Southwest Gas Holdings, Inc.                     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9772 | NS      | $604691.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                           | Stifel Financial Corp.                           | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8231 | NS      | $480443.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                              | The ODP Corporation                              | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     13779 | NS      | $627495.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                       | TransUnion                                       | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      8195 | NS      | $465066.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday, Inc.                                    | Workday, Inc.                                    | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      5274 | NS      | $882498.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                               | Zillow Group, Inc.                               | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     17200 | NS      | $554012.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                  | Zoom Video Communications, Inc.                  | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      3332 | NS      | $225709.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                              | Tronox Holdings PLC                              | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     10654 | NS      | $146066.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                      | InvenTrust Properties Corp.                      | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      9707 | NS      | $229764.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                   | Lions Gate Entertainment Corp.                   | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     40892 | NS      | $233493.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                              | Lithia Motors, Inc.                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3673 | NS      | $752010.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                       | Lyft, Inc.                                       | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     27455 | NS      | $302554.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                      | ResMed Inc.                                      | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4842 | NS      | $1007765.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corporation                              | Sanmina Corporation                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     12317 | NS      | $705640.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                       | Sarepta Therapeutics, Inc.                       | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3928 | NS      | $508990.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                           | Scholastic Corporation                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $143673.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines                                  | Spirit Airlines                                  | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     23906 | NS      | $465688.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                      | Spirit Realty Capital, Inc.                      | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     14079 | NS      | $562174.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.     | American Axle & Manufacturing Holdings, Inc.     | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45663 | NS      | $357084.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company  | American Equity Investment Life Holding Company  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     15667 | NS      | $714728.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | Apple Hospitality REIT, Inc.                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     46353 | NS      | $731450.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                     | Sprouts Farmers Market, Inc.                     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     28513 | NS      | $922965.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                            | STAG Industrial, Inc.                            | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     12276 | NS      | $396637.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                      | Ares Management Corporation                      | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      2486 | NS      | $170141.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.           | Bright Horizons Family Solutions, Inc.           | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      3746 | NS      | $236372.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                      | Sunrun Inc.                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     18560 | NS      | $445811.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nvent Electric Public Limited Company            | Nvent Electric Public Limited Company            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     23509 | NS      | $904391.23    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                            | Dorman Products, Inc.                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $225708.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                     | Encompass Health Corporation                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     11127 | NS      | $665505.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                  | Paysafe Limited                                  | CUSIP: N/A<br>LEI: 894500TDMZ4S0F5X0Z61       | Long             | EC               | CORP              | BM        |      5516 | NS      | $76617.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc.                                     | Enhabit Inc.                                     | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2782 | NS      | $36611.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                                   | Entegris, Inc.                                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5707 | NS      | $374322.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.              | First Industrial Realty Trust, Inc.              | CUSIP: 32054K103<br>LEI: 549300R8UPDF52PO7C86 | Long             | EC               | CORP              | US        |      7467 | NS      | $360357.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                | First Interstate BancSystem, Inc.                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     11702 | NS      | $452282.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gopro Inc.                                       | Gopro Inc.                                       | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     25586 | NS      | $127418.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                         | Guidewire Software, Inc.                         | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      4343 | NS      | $271698.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corporation                             | Infinera Corporation                             | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     37768 | NS      | $254556.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingersoll Rand Inc.                              | Ingersoll Rand Inc.                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     21456 | NS      | $1121076.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corporation                     | Integer Holdings Corporation                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      4176 | NS      | $285888.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden, Ltd.                              | Steven Madden, Ltd.                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     12836 | NS      | $410238.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                        | Nu Skin Enterprises, Inc.                        | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     14228 | NS      | $599852.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                   | Office Properties Income Trust                   | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |     11046 | NS      | $147464.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.                 | Tempur Sealy International, Inc.                 | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     16359 | NS      | $561604.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mine Safety Appliances Company, LLC              | Mine Safety Appliances Company, LLC              | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |      2349 | NS      | $338702.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                     | Antero Midstream Corporation                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23362 | NS      | $252075.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                  | MSC Industrial Direct Co., Inc.                  | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      9098 | NS      | $743306.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                             | The Macerich Company                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     59781 | NS      | $673134.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.           | Artisan Partners Asset Management Inc.           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      8676 | NS      | $257677.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                       | Avery Dennison Corporation                       | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      7015 | NS      | $1269715.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corporation          | Booz Allen Hamilton Holding Corporation          | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     11600 | NS      | $1212432.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc.                     | Brookdale Senior Living Inc.                     | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     57369 | NS      | $156617.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                        | Commercial Metals Company                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     19986 | NS      | $965323.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings, Co.                              | Crane Holdings, Co.                              | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3086 | NS      | $309988.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                           | Dycom Industries, Inc.                           | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5164 | NS      | $483350.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc.                                    | Innospec Inc.                                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2859 | NS      | $294076.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                       | KAR Auction Services, Inc.                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     30361 | NS      | $396211.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                   | Medical Properties Trust, Inc.                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     67191 | NS      | $748507.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| NewMarket Corporation                            | NewMarket Corporation                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      1083 | NS      | $336932.13    | 0.08%             |  |  |  | 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        |      6119 | NS      | $286613.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                             | Silgan Holdings Inc.                             | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     10244 | NS      | $531048.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation         | Stewart Information Services Corporation         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      4866 | NS      | $207924.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toro Company                                 | The Toro Company                                 | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      8113 | NS      | $918391.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                            | Tradeweb Markets Inc.                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3959 | NS      | $257057.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                             | Huntsman Corporation                             | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     36441 | NS      | $1001398.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc.                                | Life Storage Inc.                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      4612 | NS      | $454282.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                        | UDR, Inc.                                        | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     20421 | NS      | $790905.33    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc.                               | Vista Outdoor Inc.                               | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      8116 | NS      | $197786.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                              | MFA Financial, Inc.                              | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     35483 | NS      | $349507.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.        | Madison Square Garden Entertainment Corp.        | CUSIP: 55826T102<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      5129 | NS      | $230651.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corporation                              | Vontier Corporation                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     20414 | NS      | $394602.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                      | Axalta Coating Systems Ltd.                      | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     25047 | NS      | $637947.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                             | Old National Bancorp                             | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     38273 | NS      | $688148.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Company                | Portland General Electric Company                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     15005 | NS      | $735245.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Company                          | SEI Investments Company                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     17568 | NS      | $1024214.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc.                                      | Splunk Inc.                                      | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      6619 | NS      | $569829.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                                    | Clarivate PLC                                    | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |     42608 | NS      | $355350.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics Public Limited Company      | Horizon Therapeutics Public Limited Company      | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      7577 | NS      | $862262.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                    | Starwood Property Trust, Inc.                    | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     46470 | NS      | $851795.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                        | Strategic Education, Inc.                        | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      3979 | NS      | $311635.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys, Inc.                                  | Stratasys, Inc.                                  | CUSIP: N/A<br>LEI: 529900MU215GIP9SZ741       | Long             | EC               | CORP              | IL        |     10809 | NS      | $128194.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                           | Summit Materials, Inc.                           | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     12987 | NS      | $368700.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                            | Nabors Industries Ltd                            | CUSIP: N/A<br>LEI: 549300VFQWRKICUFNU92       | Long             | EC               | CORP              | BM        |      3123 | NS      | $483659.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair Public Limited Company                   | Pentair Public Limited Company                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     22940 | NS      | $1031841.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                    | AMN Healthcare Services, Inc.                    | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3387 | NS      | $348251.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corporation                         | Agree Realty Corporation                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4220 | NS      | $299324.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corporation                            | Albemarle Corporation                            | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      5296 | NS      | $1148490.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Company                           | Erie Indemnity Company                           | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      1699 | NS      | $422575.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corporation                                 | ESAB Corporation                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      1285 | NS      | $60292.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                        | Essential Utilities, Inc.                        | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     16053 | NS      | $766209.69    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                       | Exact Sciences Corporation                       | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      7824 | NS      | $387366.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                           | Fair Isaac Corporation                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1100 | NS      | $658438.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                  | Federal Realty Investment Trust                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |      6605 | NS      | $667369.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                              | Flowers Foods, Inc.                              | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     26890 | NS      | $772818.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                               | GXO Logistics Inc.                               | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     16316 | NS      | $696530.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.              | Gaming and Leisure Properties, Inc.              | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     18035 | NS      | $939443.15    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Incorporated                            | Gentherm Incorporated                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      4412 | NS      | $288059.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                         | ITT Inc.                                         | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      9528 | NS      | $772720.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.         | The Interpublic Group of Companies, Inc.         | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     43300 | NS      | $1442323.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                             | Jack in the Box Inc.                             | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      5604 | NS      | $382360.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                              | PROG Holdings, Inc.                              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     23593 | NS      | $398485.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                              | ACI Worldwide, Inc.                              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     15663 | NS      | $360249.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                  | Affiliated Managers Group, Inc.                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      7005 | NS      | $1109802.15   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                          | Cinemark Holdings, Inc.                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     30722 | NS      | $266052.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                            | Clearway Energy, Inc.                            | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      9550 | NS      | $304358.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                             | Cohen & Steers, Inc.                             | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1902 | NS      | $122793.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emersub CX, Inc.                                 | Emersub CX, Inc.                                 | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      1580 | NS      | $324532.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                         | Extra Space Storage Inc.                         | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |      5335 | NS      | $785205.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                     | Grand Canyon Education, Inc.                     | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4856 | NS      | $513084.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Incorporated             | Healthcare Realty Trust Incorporated             | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |     35919 | NS      | $692159.13    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                      | Hertz Global Holdings, Inc.                      | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     33732 | NS      | $519135.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| The Howard Hughes Corporation                    | The Howard Hughes Corporation                    | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      4338 | NS      | $331509.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corporation                        | IPG Photonics Corporation                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4311 | NS      | $408122.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                             | Kontoor Brands, Inc.                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      6630 | NS      | $265133.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation               | Masonite International Corporation               | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      4945 | NS      | $398616.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Realogy Holdings Corp.                           | Realogy Holdings Corp.                           | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     42848 | NS      | $273798.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                        | UMB Financial Corporation                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      4274 | NS      | $356964.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                   | Amedisys, Inc.                                   | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      2795 | NS      | $233494.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Company                           | U-Haul Holding Company                           | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      9615 | NS      | $578726.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bank                              | Atlantic Union Bank                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8520 | NS      | $299392.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                      | Benchmark Electronics, Inc.                      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      5256 | NS      | $140282.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                                   | Big Lots, Inc.                                   | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29612 | NS      | $435296.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                       | Bio-Rad Laboratories, Inc.                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1834 | NS      | $771178.66    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                          | Brandywine Realty Trust                          | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     50504 | NS      | $310599.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital, Inc                         | BrightSpire Capital, Inc                         | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |     17418 | NS      | $108514.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.             | Broadridge Financial Solutions, Inc.             | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      7908 | NS      | $1060700.04   | 0.26%             |  |  |  | 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        |      5409 | NS      | $512448.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group, Inc.                        | DigitalBridge Group, Inc.                        | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     36188 | NS      | $395896.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Company, Inc.                          | Donaldson Company, Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     12361 | NS      | $727692.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                  | EQT Corporation                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     28612 | NS      | $967943.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                   | EPR Properties                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     12398 | NS      | $467652.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                              | First Republic Bank                              | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      9398 | NS      | $1145522.22   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corporation                         | ProAssurance Corporation                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      5940 | NS      | $103771.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                  | Reynolds Consumer Products Inc.                  | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      3574 | NS      | $107148.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                 | Tetra Tech, Inc.                                 | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      3594 | NS      | $521812.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                   | Texas Capital Bancshares, Inc.                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      5911 | NS      | $356492.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corporation                    | Webster Financial Corporation                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     15574 | NS      | $737273.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                            | Invitation Homes Inc.                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36509 | NS      | $1082126.76   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                          | KB Home                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     20707 | NS      | $659517.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                      | Keysight Technologies, Inc.                      | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      7409 | NS      | $1267457.63   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corporation                        | Liberty Media Corporation                        | CUSIP: 531229854<br>LEI: 549300SZUIU7Z32Q0664 | Long             | EC               | CORP              | US        |     11435 | NS      | $683584.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                         | Ormat Technologies, Inc.                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      3530 | NS      | $305274.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Integrations, Inc.                         | Power Integrations, Inc.                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3337 | NS      | $239329.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                           | RPM International Inc.                           | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     12215 | NS      | $1190351.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                       | Rackspace Technology, Inc.                       | CUSIP: 750102105<br>LEI: 549300QTYCKLMFSE8I97 | Long             | EC               | CORP              | US        |      9470 | NS      | $27936.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                    | Rayonier Inc.                                    | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     13275 | NS      | $437544.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corporation                | Sensient Technologies Corporation                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      5355 | NS      | $390486.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Public Limited Company | Weatherford International Public Limited Company | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      9001 | NS      | $458330.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                     | LivaNova PLC                                     | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      4589 | NS      | $254873.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                        | AAR Corp.                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      7703 | NS      | $345864.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                              | Acadia Realty Trust                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14566 | NS      | $209022.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                          | Acushnet Holdings Corp.                          | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      4036 | NS      | $171368.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                | Aerojet Rocketdyne Holdings, Inc.                | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     10614 | NS      | $593641.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                 | Advanced Energy Industries, Inc.                 | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      3627 | NS      | $311124.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Boston Beer Company, Inc.                    | The Boston Beer Company, Inc.                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       742 | NS      | $244503.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc.                      | Brixmor Property Group Inc.                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     40116 | NS      | $909429.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.             | Clear Channel Outdoor Holdings, Inc.             | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75303 | NS      | $79068.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                   | Coherent Corp.                                   | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     10005 | NS      | $351175.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                            | Glacier Bancorp, Inc.                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      8267 | NS      | $408555.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc.                                         | IAC Inc.                                         | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      8045 | NS      | $357198.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                        | Insight Enterprises, Inc.                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      6621 | NS      | $663887.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                            | Landstar System, Inc.                            | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4941 | NS      | $804888.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corporation               | Matthews International Corporation               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3487 | NS      | $106144.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                       | Resideo Technologies, Inc.                       | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     20099 | NS      | $330628.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.             | Retail Opportunity Investments Corp.             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15037 | NS      | $226006.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                               | Under Armour, Inc.                               | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     50259 | NS      | $510631.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                         | Allegiant Travel Company                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2745 | NS      | $186632.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight, Inc.                               | Black Knight, Inc.                               | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |      6885 | NS      | $425148.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                 | Carpenter Technology Corporation                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     11148 | NS      | $411807.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                               | Deluxe Corporation                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      6826 | NS      | $115905.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                               | Gentex Corporation                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     34535 | NS      | $941769.45    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                             | Globus Medical, Inc.                             | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      3952 | NS      | $293515.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy Inc.                                     | GoDaddy Inc.                                     | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      8870 | NS      | $663653.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                 | Hanesbrands Inc.                                 | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    103183 | NS      | $656243.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | Ingles Markets, Incorporated                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      3367 | NS      | $324780.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, Inc.                                    | MAXIMUS, Inc.                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     10850 | NS      | $795630.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                          | National Beverage Corp.                          | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      2166 | NS      | $100783.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                        | National Fuel Gas Company                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      9459 | NS      | $598754.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                              | Nektar Therapeutics                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     57121 | NS      | $129093.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                    | New York Mortgage Trust, Inc.                    | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     98283 | NS      | $251604.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| One Gas, Inc.                                    | One Gas, Inc.                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      7209 | NS      | $545865.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Holdings, LLC                       | Independence Holdings, LLC                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     27740 | NS      | $924019.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Canada ULC                               | Ovintiv Canada ULC                               | CUSIP: 69047Q102<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | EC               | CORP              | US        |     23390 | NS      | $1186106.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                              | PC Connection, Inc.                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1605 | NS      | $75274.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                          | Pebblebrook Hotel Trust                          | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     27233 | NS      | $364649.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                   | Performance Food Group Company                   | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     26054 | NS      | $1521293.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest, Inc.                                  | Pinterest, Inc.                                  | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22668 | NS      | $550379.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                | Radian Group Inc.                                | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     32909 | NS      | $627574.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                 | SS&C Technologies Holdings, Inc.                 | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     18987 | NS      | $988463.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                          | United Bankshares, Inc.                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     16732 | NS      | $677478.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                       | United Natural Foods, Inc.                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     14262 | NS      | $552082.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                  | Wolfspeed, Inc.                                  | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      5281 | NS      | $364600.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corporation                   | Zebra Technologies Corporation                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      2965 | NS      | $760255.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                          | Abercrombie & Fitch Co.                          | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     20911 | NS      | $479071.01    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                  | Academy Sports & Outdoors, Inc.                  | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11498 | NS      | $604104.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc.                    | Adtalem Global Education Inc.                    | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     12305 | NS      | $436827.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                     | Airbnb, Inc.                                     | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      3859 | NS      | $329944.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                     | ALLETE, Inc.                                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      8903 | NS      | $574332.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.                  | American Eagle Outfitters, Inc.                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     51638 | NS      | $720866.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                    | American Woodmark Corporation                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      2881 | NS      | $140765.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                           | Amkor Technology, Inc.                           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     16476 | NS      | $395094.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.            | Applied Industrial Technologies, Inc.            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3936 | NS      | $496054.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                 | Armstrong World Industries, Inc.                 | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      4361 | NS      | $299120.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                   | Assurant, Inc.                                   | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6957 | NS      | $870042.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                  | Blackstone Mortgage Trust, Inc.                  | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     23031 | NS      | $487566.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R Block, Inc.                                | H & R Block, Inc.                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     18734 | NS      | $683978.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                            | Bloomin' Brands, Inc.                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     16290 | NS      | $327754.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                     | Azenta, Inc.                                     | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      4085 | NS      | $237828.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.             | Compass Minerals International, Inc.             | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      7486 | NS      | $306926.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corporation                           | Concentrix Corporation                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3497 | NS      | $465660.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                                  | CoreCivic, Inc.                                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     27637 | NS      | $319483.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Incorporated                  | Cousins Properties Incorporated                  | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     21079 | NS      | $533087.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Incorporated                                | Dana Incorporated                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     38720 | NS      | $585833.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                         | Dolby Laboratories, Inc.                         | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      7541 | NS      | $531942.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip, Inc.                                  | Dril-Quip, Inc.                                  | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      7764 | NS      | $210947.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. Corporation                               | F.N.B. Corporation                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     60669 | NS      | $791730.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                             | Houlihan Lokey, Inc.                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      3342 | NS      | $291288.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                             | Hubbell Incorporated                             | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      5381 | NS      | $1262813.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia, Inc.                                | iHeartMedia, Inc.                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21392 | NS      | $131132.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                        | KBR, Inc.                                        | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     13057 | NS      | $689409.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                  | M/I Homes, Inc.                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7718 | NS      | $356417.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corporation                              | Nordson Corporation                              | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      2651 | NS      | $630195.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corporation                              | Oshkosh Corporation                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     13734 | NS      | $1211201.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                              | Owens & Minor, Inc.                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     18117 | NS      | $353825.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                        | RLI Corp.                                        | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2694 | NS      | $353641.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                  | RLJ III-EM Columbus Lessee, LLC                  | CUSIP: 74965L101<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | EC               | CORP              | US        |     47672 | NS      | $504846.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                      | Sally Beauty Holdings, Inc.                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     26608 | NS      | $333132.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                              | Semtech Corporation                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      5987 | NS      | $171767.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                     | Tenet Healthcare Corporation                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     12304 | NS      | $600312.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                            | Thor Industries, Inc.                            | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     13679 | NS      | $1032627.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                         | Tyler Technologies, Inc.                         | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1071 | NS      | $345301.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc.                                    | Ubiquiti Inc.                                    | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $64553.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Uniti Group Inc.                                 | Uniti Group Inc.                                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     52434 | NS      | $289960.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                             | Voya Financial, Inc.                             | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     17855 | NS      | $1097903.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                        | XPO, Inc.                                        | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     16376 | NS      | $545157.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Del Monte Fresh Produce Company                  | Del Monte Fresh Produce Company                  | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |      4744 | NS      | $124245.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                  | Valaris Limited                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      7669 | NS      | $518577.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc.                                      | Bumble Inc.                                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6961 | NS      | $146529.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                        | CNX Resources Corporation                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     38768 | NS      | $652853.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                  | Cable One, Inc.                                  | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       369 | NS      | $262676.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                               | Chemed Corporation                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1208 | NS      | $616599.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corporation                   | Chimera Investment Corporation                   | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |     75030 | NS      | $412665.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Diodes Incorporated                              | Diodes Incorporated                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      4991 | NS      | $380014.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust                           | Americold Realty Trust                           | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |     20697 | NS      | $585932.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks, Inc.                            | Arista Networks, Inc.                            | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6798 | NS      | $824937.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                    | Asbury Automotive Group, Inc.                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3176 | NS      | $569298.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                  | Dun & Bradstreet Holdings, Inc.                  | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17181 | NS      | $210639.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                             | Eagle Materials Inc.                             | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      4265 | NS      | $566605.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Global Holdings Inc.                     | Ashland Global Holdings Inc.                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      7153 | NS      | $769162.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                             | Associated Banc-Corp                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     28372 | NS      | $655109.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                         | Bank OZK                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     14904 | NS      | $597054.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                              | CVB Financial Corp.                              | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13951 | NS      | $359238.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                         | Eastern Bankshares, Inc.                         | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     14983 | NS      | $258456.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc.                                       | Graco Inc.                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      9995 | NS      | $672263.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corporation                                | Cabot Corporation                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      7604 | NS      | $508251.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Incorporated                     | Churchill Downs Incorporated                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1999 | NS      | $422648.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                      | GrafTech International Ltd.                      | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     45220 | NS      | $215247.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co., Ltd.                        | Graham Holdings Co., Ltd.                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       566 | NS      | $341982.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                               | Enovis Corporation                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      5473 | NS      | $292914.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                | Corporate Office Properties Trust                | CUSIP: 22002T108<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | EC               | CORP              | US        |     16346 | NS      | $424015.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Incorporated                | Granite Construction Incorporated                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     10274 | NS      | $360309.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hanover Insurance Group, Inc.                | The Hanover Insurance Group, Inc.                | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      5427 | NS      | $733350.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group, Inc.                               | CoStar Group, Inc.                               | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11516 | NS      | $889956.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                         | Diamondback Energy, Inc.                         | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      7904 | NS      | $1081109.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                            | Harley-Davidson, Inc.                            | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     24097 | NS      | $1002435.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corporation                                | Kirby Corporation                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      9304 | NS      | $598712.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corporation                    | Primoris Services Corporation                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     12092 | NS      | $265298.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                  | Primerica, Inc.                                  | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4757 | NS      | $674637.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corporation                                  | SLM Corporation                                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     42145 | NS      | $699607.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Treehouse Foods, Inc.                            | Treehouse Foods, Inc.                            | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     12511 | NS      | $617793.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                             | Domino's Pizza, Inc.                             | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      3053 | NS      | $1057559.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Doordash, Inc.                                   | Doordash, Inc.                                   | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      5640 | NS      | $275344.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                   | TrueBlue, Inc.                                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6437 | NS      | $126036.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                      | USANA Health Sciences, Inc.                      | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2298 | NS      | $122253.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                          | Victoria's Secret & Co.                          | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      9404 | NS      | $336475.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                            | Virtu Financial, Inc.                            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     10343 | NS      | $211100.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                       | Winnebago Industries, Inc.                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      5227 | NS      | $275462.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Colombia S A S            | Edgewell Personal Care Colombia S A S            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     13459 | NS      | $518709.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                                | EMCOR Group, Inc.                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      8853 | NS      | $1311217.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                  | Acadia Healthcare Company, Inc.                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      7142 | NS      | $587929.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                   | Carter's, Inc.                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      9923 | NS      | $740355.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                             | Crown Holdings, Inc.                             | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      9118 | NS      | $749590.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corporation             | First American Financial Corporation             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     21380 | NS      | $1119029.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                  | First Citizens BancShares, Inc.                  | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       768 | NS      | $582420.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                             | First Hawaiian, Inc.                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     20115 | NS      | $523794.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corporation                                | Kaman Corporation                                | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      5769 | NS      | $128648.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                    | Caleres, Inc.                                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     10148 | NS      | $226097.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc.                             | Designer Brands Inc.                             | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     26305 | NS      | $257262.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                           | Global Net Lease, Inc.                           | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     19308 | NS      | $242701.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company                             | The Chemours Company                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     27018 | NS      | $827291.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                     | Equifax Inc.                                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5108 | NS      | $992790.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                     | Sabra Health Care REIT, Inc.                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     44143 | NS      | $548697.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV Holdings, Inc.                             | MATIV Holdings, Inc.                             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      9006 | NS      | $188225.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess ?, Inc.                                    | Guess ?, Inc.                                    | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     13362 | NS      | $276459.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corporation                                  | HNI Corporation                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6279 | NS      | $178511.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hain Celestial Group, Inc.                   | The Hain Celestial Group, Inc.                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     16909 | NS      | $273587.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                      | Hancock Whitney Corporation                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     10869 | NS      | $525950.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corporation                            | TD SYNNEX Corporation                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      4544 | NS      | $430362.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                              | Syneos Health, Inc.                              | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     12230 | NS      | $448596.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                  | Healthcare Services Group, Inc.                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     22671 | NS      | $272052.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                | McCormick & Company, Incorporated                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     15006 | NS      | $1243847.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                            | Teleflex Incorporated                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      3098 | NS      | $773353.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                | Terex Corporation                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12446 | NS      | $531693.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                          | LiveRamp Holdings, Inc.                          | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |     14587 | NS      | $341919.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                           | Lumentum Holdings Inc.                           | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      5560 | NS      | $290065.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Millerknoll, Inc.                                | Millerknoll, Inc.                                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     14766 | NS      | $310233.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corporation                 | National Instruments Corporation                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     17389 | NS      | $641654.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                            | Texas Roadhouse, Inc.                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      6033 | NS      | $548701.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                     | ViaSat, Inc.                                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     13393 | NS      | $423888.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Osi Systems, Inc.                                | Osi Systems, Inc.                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2835 | NS      | $225439.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc.                                     | Polaris Inc.                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      9406 | NS      | $950006.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                 | National Retail Properties, Inc.                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     16326 | NS      | $747077.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                           | NetScout Systems, Inc.                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     14365 | NS      | $467006.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                  | Genpact Limited                                  | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     19159 | NS      | $887444.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Company                              | Spartannash Company                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      9177 | NS      | $277512.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty, Inc.                                | Ulta Beauty, Inc.                                | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2885 | NS      | $1353266.95   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                        | Nexstar Media Group, Inc.                        | CUSIP: 65336K103<br>LEI: 5493006PK6I4I2OOT688 | Long             | EC               | CORP              | US        |      4502 | NS      | $787985.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc.                              | OUTFRONT Media Inc.                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     25518 | NS      | $423088.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                              | Parsons Corporation                              | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      4967 | NS      | $229723.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Companies, Inc.                        | Patterson Companies, Inc.                        | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     20678 | NS      | $579604.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                     | United Community Banks, Inc.                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      9089 | NS      | $307208.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation               | United States Cellular Corporation               | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      3681 | NS      | $76748.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.               | Piedmont Office Realty Trust, Inc.               | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28441 | NS      | $260803.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                | Pinnacle Financial Partners, Inc.                | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      6494 | NS      | $476659.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                            | Universal Corporation                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4030 | NS      | $212824.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                               | Vail Resorts, Inc.                               | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      3056 | NS      | $728397.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                | Pitney Bowes Inc.                                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     55717 | NS      | $211724.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                     | Plexus Corp.                                     | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4172 | NS      | $429423.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corporation                                 | Pool Corporation                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      1471 | NS      | $444727.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A. O. Smith Corporation                          | A. O. Smith Corporation                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     14881 | NS      | $851788.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                       | Wolverine World Wide, Inc.                       | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     20522 | NS      | $224305.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                     | Two Harbors Investment Corp.                     | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     18517 | NS      | $292013.09    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                             | UFP Industries, Inc.                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      8885 | NS      | $704136.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                           | Urban Outfitters, Inc.                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     21372 | NS      | $509722.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                   | WesBanco, Inc.                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7070 | NS      | $261448.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services, Inc.               | West Pharmaceutical Services, Inc.               | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      2036 | NS      | $479172.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                  | Western Alliance Bancorporation                  | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5738 | NS      | $341755.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc.                                        | Yelp Inc.                                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     15104 | NS      | $412943.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris Limited                                   | Steris Limited                                   | CUSIP: N/A<br>LEI: 549300F1857N5E6G6T48       | Long             | EC               | CORP              | IE        |      5548 | NS      | $1024660.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                   | TechnipFMC PLC                                   | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |    126991 | NS      | $1548020.29   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Limited                 | Textainer Group Holdings Limited                 | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | BM        |      6336 | NS      | $196479.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                            | Air Lease Corporation                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     19984 | NS      | $767785.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corporation                               | Avient Corporation                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     11838 | NS      | $399650.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc.                     | BioMarin Pharmaceutical Inc.                     | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     11033 | NS      | $1141805.17   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                              | Brown & Brown, Inc.                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     12206 | NS      | $695375.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Buckle, Inc.                                 | The Buckle, Inc.                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      6385 | NS      | $289559.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                        | Commerce Bancshares, Inc.                        | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8452 | NS      | $575327.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                      | Community Bank System, Inc.                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      5253 | NS      | $330676.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                   | Community Health Systems, Inc.                   | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |     50925 | NS      | $219996.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coronado Topco, Inc.                             | Coronado Topco, Inc.                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       696 | NS      | $59626.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.                  | Empire State Realty Trust, Inc.                  | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     39479 | NS      | $266088.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corporation                          | Encore Wire Corporation                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2469 | NS      | $339635.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                        | Lamar Advertising Company                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      7235 | NS      | $682984.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings, Inc.                       | Lamb Weston Holdings, Inc.                       | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      6993 | NS      | $624894.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corporation                     | Lancaster Colony Corporation                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      2156 | NS      | $425378.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                        | Lennox International Inc.                        | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      3044 | NS      | $728216.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings, Inc.                   | Life Time Group Holdings, Inc.                   | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3535 | NS      | $42278.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings, Inc.                            | M.D.C. Holdings, Inc.                            | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     15015 | NS      | $474467.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corporation                    | Progress Software Corporation                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6104 | NS      | $307946.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                      | Prosperity Bancshares, Inc.                      | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11915 | NS      | $865982.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                   | Spectrum Brands Holdings, Inc.                   | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      9552 | NS      | $581907.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes Holdings, Inc.                  | TRI Pointe Homes Holdings, Inc.                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37718 | NS      | $701177.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                           | TTM Technologies, Inc.                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     23102 | NS      | $348378.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc.                           | Jackson Financial Inc.                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     17903 | NS      | $622845.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                            | MKS Instruments, Inc.                            | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      6889 | NS      | $583704.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corporation                         | NorthWestern Corporation                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      9720 | NS      | $576784.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.                   | Sinclair Broadcast Group, Inc.                   | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     11634 | NS      | $180443.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                            | Skechers U.S.A., Inc.                            | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     18651 | NS      | $782409.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Corporation                           | Southstate Corporation                           | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      7292 | NS      | $556817.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                   | Sunstone Hotel Investors, Inc.                   | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     46662 | NS      | $450754.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corporation                              | Sylvamo Corporation                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     13478 | NS      | $654896.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.              | Take-Two Interactive Software, Inc.              | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      9072 | NS      | $944667.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                   | Wyndham Hotels & Resorts, Inc.                   | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      6111 | NS      | $435775.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc.                                       | Xylem Inc.                                       | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     12497 | NS      | $1381793.29   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                 | Gates Industrial Corporation PLC                 | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     14479 | NS      | $165205.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd              | White Mountains Insurance Group Ltd              | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       440 | NS      | $622305.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group S.A.                                | Ardagh Group S.A.                                | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |       441 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                      | Ionis Pharmaceuticals, Inc.                      | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      9562 | NS      | $361156.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                           | Red Rock Resorts, Inc.                           | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $129272.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                  | Rexford Industrial Realty, Inc.                  | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      5649 | NS      | $308661.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                   | Archrock, Inc.                                   | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     27595 | NS      | $247803.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                               | BGC Partners, Inc.                               | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     55814 | NS      | $210418.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corporation                        | BOK Financial Corporation                        | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      3396 | NS      | $352470.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BWXT Government Group, Inc.                      | BWXT Government Group, Inc.                      | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      9230 | NS      | $536078.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bellring Intermediate Holdings, Inc.             | Bellring Intermediate Holdings, Inc.             | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2559 | NS      | $65608.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corporation                                | Brady Corporation                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      6713 | NS      | $316182.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corporation                            | Brunswick Corporation                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     12584 | NS      | $907054.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Incorporated                            | Conduent Incorporated                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     44887 | NS      | $181792.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cooper Companies, Inc.                       | The Cooper Companies, Inc.                       | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      2682 | NS      | $886856.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation        | Integra LifeSciences Holdings Corporation        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5325 | NS      | $298572.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corporation             | International Bancshares Corporation             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      6711 | NS      | $307095.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                        | Kilroy Realty Corporation                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     15341 | NS      | $593236.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                             | LXP Industrial Trust                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     33925 | NS      | $339928.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                      | Mercury General Corporation                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      8330 | NS      | $284886.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems, Inc.                   | Monolithic Power Systems, Inc.                   | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       771 | NS      | $272633.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust               | PennyMac Mortgage Investment Trust               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     27009 | NS      | $334641.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Financial Services, Inc.                | PennyMac Financial Services, Inc.                | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      5945 | NS      | $336843.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corporation                      | Quaker Chemical Corporation                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1237 | NS      | $206455.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                        | RPC, Inc.                                        | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     14585 | NS      | $129660.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies, Inc.                           | Rocket Companies, Inc.                           | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10774 | NS      | $75418.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                           | Sealed Air Corporation                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     19169 | NS      | $956149.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation              | Select Medical Holdings Corporation              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14316 | NS      | $355466.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home II Corporation              | Taylor Morrison Home II Corporation              | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     31030 | NS      | $941760.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                             | Teladoc Health, Inc.                             | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     28978 | NS      | $685329.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                      | ANSYS, Inc.                                      | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      3815 | NS      | $921665.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp.                             | Avaya Holdings Corp.                             | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |    117271 | NS      | $22985.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cal-Maine Foods, Inc.                            | Cal-Maine Foods, Inc.                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5335 | NS      | $290490.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corporation                      | Deckers Outdoor Corporation                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2394 | NS      | $955589.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                   | Exelixis, Inc.                                   | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     26431 | NS      | $423953.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. Fuller Company                              | H.B. Fuller Company                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6390 | NS      | $457651.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                     | Fulton Financial Corporation                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     25311 | NS      | $425984.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc.                                     | Genesco Inc.                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4706 | NS      | $216570.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                         | Group 1 Automotive, Inc.                         | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4796 | NS      | $865054.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Company                             | Hecla Mining Company                             | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     57827 | NS      | $321518.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                      | Kaiser Aluminum Corporation                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3914 | NS      | $297307.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                      | LPL Financial Holdings Inc.                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      4717 | NS      | $1019673.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                        | MDU Resources Group, Inc.                        | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     33160 | NS      | $1006074.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corporation                      | MGIC Investment Corporation                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     60612 | NS      | $787956.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                | Mettler-Toledo International Inc.                | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       904 | NS      | $1306686.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The Middleby Corporation                         | The Middleby Corporation                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      4144 | NS      | $554881.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                | OPKO Health, Inc.                                | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     69032 | NS      | $86290.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corporation                    | Permian Resources Corporation                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     27623 | NS      | $259656.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc.                                      | Twilio Inc.                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      9648 | NS      | $472366.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                          | Valley National Bancorp                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     54508 | NS      | $616485.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                   | VeriSign, Inc.                                   | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3612 | NS      | $742049.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corporation                              | Visteon Corporation                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      8706 | NS      | $1139005.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                        | WESCO International, Inc.                        | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      9146 | NS      | $1145079.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wex, Inc.                                        | Wex, Inc.                                        | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2155 | NS      | $352665.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                   | Wintrust Financial Corporation                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      6077 | NS      | $513628.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                       | Liberty Latin America Ltd.                       | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     42480 | NS      | $322848.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corporation                       | Bank of Hawaii Corporation                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5328 | NS      | $413239.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      6762 | NS      | $756532.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cheesecake Factory Incorporated              | The Cheesecake Factory Incorporated              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      9519 | NS      | $301847.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                    | Columbia Banking System, Inc.                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12456 | NS      | $375299.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Company                      | Columbia Sportswear Company                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      5505 | NS      | $482127.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                 | GATX Corporation                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5145 | NS      | $547119.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner, Inc.                                    | Gartner, Inc.                                    | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      1764 | NS      | $592950.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings Inc.                            | Generac Holdings Inc.                            | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      2369 | NS      | $238463.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                       | Korn Ferry                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      7680 | NS      | $388761.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd.                               | Kosmos Energy Ltd.                               | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     40685 | NS      | $258756.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                                | Morningstar, Inc.                                | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       912 | NS      | $197530.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                         | Mueller Industries, Inc.                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8392 | NS      | $495128.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                           | Murphy Oil Corporation                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     27724 | NS      | $1192409.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                  | Murphy USA Inc.                                  | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      4879 | NS      | $1363875.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corporation                 | New Jersey Resources Corporation                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     11948 | NS      | $592859.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc.                       | Palantir Technologies Inc.                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     32187 | NS      | $206640.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Company, Inc.                  | Phillips Edison & Company, Inc.                  | CUSIP: 71844V201<br>LEI: 549300UC1QJSQ49IC243 | Long             | EC               | CORP              | US        |     11460 | NS      | $364886.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.               | Ryman Hospitality Properties, Inc.               | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      3731 | NS      | $305121.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                         | Valmont Industries, Inc.                         | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2014 | NS      | $665969.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc.                               | Veeva Systems Inc.                               | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      2329 | NS      | $375854.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                              | Veritiv Corporation                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      2945 | NS      | $358435.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Company, Inc.                  | CommScope Holding Company, Inc.                  | CUSIP: 20337X109<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | EC               | CORP              | US        |     76054 | NS      | $558996.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                          | EnerSys                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      7283 | NS      | $537776.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ETSY, Inc.                                       | ETSY, Inc.                                       | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3700 | NS      | $443186.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                                    | Evercore Inc.                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6594 | NS      | $719273.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                           | Federated Hermes, Inc.                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     17109 | NS      | $621227.79    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                         | First Financial Bancorp.                         | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      9729 | NS      | $235733.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                        | First Horizon Corporation                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     54159 | NS      | $1326895.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                               | Herc Holdings Inc.                               | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      2067 | NS      | $271955.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc.                      | Hilton Grand Vacations Inc.                      | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      5083 | NS      | $195898.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                               | Hope Bancorp, Inc.                               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     23914 | NS      | $306338.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                                | ICU Medical, Inc.                                | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1972 | NS      | $310550.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group, Inc.                     | Independent Bank Group, Inc.                     | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3729 | NS      | $224038.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc.                                 | Informatica Inc.                                 | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1532 | NS      | $24956.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                          | J & J Snack Foods Corp.                          | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $205402.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corporation                      | Range Resources Corporation                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     12489 | NS      | $312474.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral, Inc.                                | RingCentral, Inc.                                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |      6219 | NS      | $220152.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                  | Simpson Manufacturing Co., Inc.                  | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      4304 | NS      | $381592.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                               | The Timken Company                               | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     10699 | NS      | $756098.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                          | Cushman & Wakefield PLC                          | CUSIP: N/A<br>LEI: 9676003VT8I14HPZLX83       | Long             | EC               | CORP              | GB        |     16648 | NS      | $207434.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     16373 | NS      | $493482.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corporation                              | Arconic Corporation                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     27374 | NS      | $579233.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                    | Topgolf Callaway Brands Corp.                    | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      8953 | NS      | $176821.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                  | Dillard's, Inc.                                  | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       836 | NS      | $270195.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc.                                         | ATI Inc.                                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     10265 | NS      | $306512.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                  | Equitrans Midstream Corporation                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     87690 | NS      | $587523.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Company                | Graphic Packaging Holding Company                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49724 | NS      | $1106359.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                     | Antero Resources Corporation                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     28199 | NS      | $873887.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                      | Apartment Income REIT Corp.                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14428 | NS      | $495026.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.               | Hawaiian Electric Industries, Inc.               | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     11550 | NS      | $483367.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                     | Nelnet, Inc.                                     | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      1964 | NS      | $178233.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                               | Avista Corporation                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     12003 | NS      | $532213.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                 | Ball Corporation                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     21337 | NS      | $1091174.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.                 | New York Community Bancorp, Inc.                 | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    157140 | NS      | $1351404.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                              | PNM Resources, Inc.                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     11352 | NS      | $553864.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                          | Boyd Gaming Corporation                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      5254 | NS      | $286500.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corporation                         | Brown-Forman Corporation                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     14825 | NS      | $973706.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                            | Paramount Group, Inc.                            | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |     56611 | NS      | $336269.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc.                                 | Pegasystems Inc.                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3758 | NS      | $128673.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                               | Bruker Corporation                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      6601 | NS      | $451178.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart, Inc.                                     | Copart, Inc.                                     | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     12272 | NS      | $747242.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                         | PENN Entertainment, Inc.                         | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13124 | NS      | $389782.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                                | PerkinElmer, Inc.                                | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |      6060 | NS      | $849733.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.              | Dave & Buster's Entertainment, Inc.              | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      5262 | NS      | $186485.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                            | Gray Television, Inc.                            | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     18949 | NS      | $212039.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                                | Green Plains Inc.                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      9435 | NS      | $287767.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corporation                          | Haemonetics Corporation                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      5009 | NS      | $393957.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health And Wellness Company, Inc.          | Petco Health And Wellness Company, Inc.          | CUSIP: 71601V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7968 | NS      | $75536.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snowflake Inc.                                   | Snowflake Inc.                                   | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2334 | NS      | $335022.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich American Corporation                      | Zurich American Corporation                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     10043 | NS      | $494115.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc.                                  | Kennametal Inc.                                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     17279 | NS      | $415732.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                         | Kimco Realty Corporation                         | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     53628 | NS      | $1135841.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                | SM Energy Company                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     10648 | NS      | $370869.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                          | Sonoco Products Company                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     16166 | NS      | $981437.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc.                             | VICI Properties Inc.                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     45891 | NS      | $1486868.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                              | SVB Financial Group                              | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2908 | NS      | $669247.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corporation                           | SolarWinds Corporation                           | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4534 | NS      | $42438.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                           | Sonic Automotive, Inc.                           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      6818 | NS      | $335922.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                       | Super Micro Computer, Inc.                       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      7398 | NS      | $607375.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                     | Vishay Intertechnology, Inc.                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     26764 | NS      | $577299.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets, Inc.                               | Weis Markets, Inc.                               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2219 | NS      | $182601.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                         | Werner Enterprises, Inc.                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     13844 | NS      | $557359.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                          | John Wiley & Sons, Inc.                          | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      6065 | NS      | $242963.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc.                                       | TEGNA Inc.                                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     29901 | NS      | $633602.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Incorporated               | Teledyne Technologies Incorporated               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      2456 | NS      | $982178.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                            | Williams-Sonoma, Inc.                            | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7451 | NS      | $856268.92    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Limited                            | Helen of Troy Limited                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      3630 | NS      | $402603.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.                 | Telephone and Data Systems, Inc.                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29263 | NS      | $306968.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                   | Teradyne, Inc.                                   | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     12269 | NS      | $1071697.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                         | Herbalife Nutrition Ltd.                         | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     12280 | NS      | $182726.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                   | TopBuild Corp.                                   | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2736 | NS      | $428156.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                                | Vector Group Ltd.                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     18763 | NS      | $222529.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                           | Verisk Analytics, Inc.                           | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6791 | NS      | $1198068.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc.                             | Viavi Solutions Inc.                             | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     23704 | NS      | $249129.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                               | InterDigital, Inc.                               | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      5676 | NS      | $280848.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                           | JELD-WEN Holding, Inc.                           | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     25342 | NS      | $244550.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                                 | Ziff Davis, Inc.                                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5268 | NS      | $416698.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                         | Laureate Education, Inc.                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     24073 | NS      | $231582.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.                  | Lincoln Electric Holdings, Inc.                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      6004 | NS      | $867517.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                       | The New York Times Company                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     11833 | NS      | $384099.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                      | Regency Centers Corporation                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     17144 | NS      | $1071500.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                    | Rollins, Inc.                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      9111 | NS      | $332915.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                 | Royal Gold, Inc.                                 | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3757 | NS      | $423489.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                               | Ryder System, Inc.                               | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15599 | NS      | $1303608.43   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                 | Schnitzer Steel Industries, Inc.                 | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      8109 | NS      | $248540.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc.                              | Unity Software Inc.                              | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |      5350 | NS      | $152956.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                            | Urban Edge Properties                            | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17439 | NS      | $245715.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                | International Game Technology PLC                | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |     18366 | NS      | $416540.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                            | Roivant Sciences Ltd.                            | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     23178 | NS      | $185192.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                             | Douglas Emmett, Inc.                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25200 | NS      | $395136.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corporation         | Marriott Vacations Worldwide Corporation         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4978 | NS      | $669989.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.                 | Omega Healthcare Investors, Inc.                 | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     30125 | NS      | $841993.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc.                                         | PTC Inc.                                         | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |      3231 | NS      | $387849.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                               | DT Midstream, Inc.                               | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8349 | NS      | $461365.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Draftkings Inc.                                  | Draftkings Inc.                                  | CUSIP: 26142V105<br>LEI: 5493008P45UYYL683Z97 | Long             | EC               | CORP              | US        |      1406 | NS      | $16014.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| East West Bancorp, Inc.                          | East West Bancorp, Inc.                          | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12506 | NS      | $824145.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc.                       | Emergent BioSolutions Inc.                       | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     12852 | NS      | $151782.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                    | IDACORP, Inc.                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5696 | NS      | $614313.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc.                                        | Roku Inc.                                        | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      3157 | NS      | $128489.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                | Sabre Corporation                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    112726 | NS      | $696646.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc.                           | Sage Therapeutics Inc.                           | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      8651 | NS      | $329949.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation   | Science Applications International Corporation   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      8644 | NS      | $958878.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Incorporated                    | Leggett & Platt, Incorporated                    | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     24621 | NS      | $793534.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JNL Government Money Market Fund                 | JNL Government Money Market Fund                 | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      3199 | NS      | $3198.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company                   | The Scotts Miracle-Gro Company                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      6382 | NS      | $310101.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                  | W.P. Carey Inc.                                  | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     15187 | NS      | $1186864.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corporation                             | Seaboard Corporation                             | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        21 | NS      | $79279.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corporation               | Simmons First National Corporation               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     17261 | NS      | $372492.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corporation                    | Louisiana-Pacific Corporation                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     10369 | NS      | $613844.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corporation                       | Meritage Homes Corporation                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      8636 | NS      | $796239.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                  | O-I Glass, Inc.                                  | CUSIP: 67098H104<br>LEI: XRT4MR5HXMYMNAZQA715 | Long             | EC               | CORP              | US        |     35056 | NS      | $580877.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                  | PacWest Bancorp                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     24389 | NS      | $559727.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                              | Post Holdings, Inc.                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      7644 | NS      | $689947.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corporation                       | PotlatchDeltic Corporation                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      7432 | NS      | $326933.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                           | Warrior Met Coal, Inc.                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     20522 | NS      | $710882.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendy's Company                              | The Wendy's Company                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     22503 | NS      | $509242.89    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Beloit Corporation                         | Regal Beloit Corporation                         | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      6935 | NS      | $832061.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corporation International                | Service Corporation International                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     10219 | NS      | $706541.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc.                        | Silicon Laboratories Inc.                        | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      2733 | NS      | $370786.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                | Essent Group Ltd.                                | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     12720 | NS      | $494553.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd.              | Norwegian Cruise Line Holdings Ltd.              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     57172 | NS      | $699785.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | Signet Jewelers Limited                          | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | JE        |      9257 | NS      | $629476.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo Public Limited Company                   | Trinseo Public Limited Company                   | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     17223 | NS      | $391134.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                           | Align Technology, Inc.                           | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      3084 | NS      | $650415.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Systems, Inc.                            | Allison Systems, Inc.                            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     25867 | NS      | $1076067.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apa Corp.                                        | Apa Corp.                                        | CUSIP: 03743Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32413 | NS      | $1513038.84   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.      | Apollo Commercial Real Estate Finance, Inc.      | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     32072 | NS      | $345094.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                      | Belden Inc.                                      | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      6531 | NS      | $469578.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corporation                           | Bio-Techne Corporation                           | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      3982 | NS      | $330028.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corporation                          | Black Hills Corporation                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      8687 | NS      | $611043.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                          | Delek US Holdings, Inc.                          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     27890 | NS      | $753030.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                         | Devon Energy Corporation                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     22454 | NS      | $1381145.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                    | Dropbox, Inc.                                    | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     23827 | NS      | $533248.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                                | First Solar, Inc.                                | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      9557 | NS      | $1431543.03   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corporation                          | Forward Air Corporation                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3338 | NS      | $350122.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Incorporated                            | La-Z-Boy Incorporated                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     12077 | NS      | $275597.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                              | Ladder Capital Corp                              | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     19051 | NS      | $191272.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                   | SBA Communications Corporation                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      1310 | NS      | $367206.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                            | SL Green Realty Corp.                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     20639 | NS      | $695947.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradata Corporation                             | Teradata Corporation                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     19065 | NS      | $641727.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                   | Woodward, Inc.                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      6232 | NS      | $602073.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                     | Xenia Hotels & Resorts, Inc.                     | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     16842 | NS      | $221977.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                              | Acuity Brands, Inc.                              | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5895 | NS      | $976270.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                             | Arch Resources, Inc.                             | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      3467 | NS      | $495052.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems, Incorporated                    | Bentley Systems, Incorporated                    | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      9010 | NS      | $333009.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc.               | Brightsphere Investment Group Inc.               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     11301 | NS      | $232574.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.   | Charles River Laboratories International, Inc.   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      1941 | NS      | $422943.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                       | Cullen/Frost Bankers, Inc.                       | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      5128 | NS      | $685613.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc.                         | Darling Ingredients Inc.                         | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     10530 | NS      | $659072.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                             | EchoStar Corporation                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      8407 | NS      | $140228.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                   | The Greenbrier Companies, Inc.                   | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     12138 | NS      | $406987.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                                  | LHC Group, Inc.                                  | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      2368 | NS      | $382881.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                  | LGI Homes, Inc.                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2787 | NS      | $258076.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                     | MasTec, Inc.                                     | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      8822 | NS      | $752781.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                        | Matador Resources Company                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4510 | NS      | $258152.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc.                            | Univar Solutions Inc.                            | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     24591 | NS      | $781993.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                     | Watsco, Inc.                                     | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      3351 | NS      | $835739.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                   | Watts Water Technologies, Inc.                   | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2399 | NS      | $350805.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions, Inc.                        | Advantage Solutions, Inc.                        | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8572 | NS      | $17829.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                              | Arcbest Corporation                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      4917 | NS      | $344386.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk, Inc.                                   | Autodesk, Inc.                                   | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      5872 | NS      | $1097300.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                   | AutoZone, Inc.                                   | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       403 | NS      | $993870.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc.                                | Barnes Group Inc.                                | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      6357 | NS      | $259683.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                      | Beacon Roofing Supply, Inc.                      | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      8896 | NS      | $469619.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                     | Central Garden & Pet Company                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      6355 | NS      | $227509.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc.                                        | Coty Inc.                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     60921 | NS      | $521483.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                       | EastGroup Properties, Inc.                       | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1786 | NS      | $264435.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                              | Equity Commonwealth                              | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     14714 | NS      | $367408.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                      | Greif, Inc.                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      6150 | NS      | $412419.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                   | LCI Industries                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4294 | NS      | $396980.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC                           | VERIS RESIDENTIAL, INC                           | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |     15895 | NS      | $253207.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corporation                               | Masimo Corporation                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2559 | NS      | $378604.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                       | Saia, Inc.                                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1407 | NS      | $295019.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                         | Washington Federal, Inc.                         | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12303 | NS      | $412765.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME Communities                                 | ELME Communities                                 | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     14239 | NS      | $253454.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer