# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048908
**Filing Date:** 2023-3
**Character Count:** 284507
**Document Hash:** 7772f8e27a6355d849901978d96dea85
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048908.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048908

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690549

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### EQ/Mid Cap Value Managed Volatility Portfolio (Series ID: S000009149)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024883 | Class IA     |  |
| C000024884 | Class IB     |  |
| C000104176 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** EQ/Mid Cap Value Managed Volatility Portfolio

- **b. EDGAR series identifier (if any):** S000009149

- **c. LEI of Series:** 549300JQCOOH33L4IU64

**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:** $1657869931.77

**Total Liabilities:** $51162233.58

**Net Assets:** $1606707698.19

**Cash Not Reported:** $87036794.39

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024884 | 8.93%                | 5.59%                | -5.23%               |
| Class ID C000024883 | 8.88%                | 5.65%                | -5.22%               |
| Class ID C000104176 | 8.92%                | 5.63%                | -5.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5646975.88              | $127934559.54                              |
| Month 2  | $5871893.15              | $75838030.10                               |
| Month 3  | $3770224.00              | $-86156695.60                              |

**Designated Index Information**

- **Index Name:** Russell Midcap Value Index

- **Index Identifier:** RMIDV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                               | CBRE Group, Inc., Class A                                           | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     21123 | NS      | $1625626.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown, Inc.                            | Brown & Brown, Inc.                                                 | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     48705 | NS      | $2774723.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts, Inc.                    | Host Hotels & Resorts, Inc.                                         | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     92133 | NS      | $1478734.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                       | Wintrust Financial Corp.                                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      7727 | NS      | $653086.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                     | Wolverine World Wide, Inc.                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    182598 | NS      | $1995796.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                              | Match Group, Inc.                                                   | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |      2495 | NS      | $103517.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino, Inc.                                    | nCino, Inc.                                                         | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7542 | NS      | $199410.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     58758 | NS      | $1930787.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp.                          | First Advantage Corp.                                               | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |    240913 | NS      | $3131869.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                                 | Carter's, Inc.                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4853 | NS      | $362082.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                       | Dolby Laboratories, Inc., Class A                                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      7880 | NS      | $555855.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                   | Viasat, Inc.                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      9234 | NS      | $292256.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co.                           | Vulcan Materials Co.                                                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      8821 | NS      | $1544645.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                        | Louisiana-Pacific Corp.                                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      8398 | NS      | $497161.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                    | Ionis Pharmaceuticals, Inc.                                         | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      1640 | NS      | $61942.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                  | Six Flags Entertainment Corp.                                       | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      5105 | NS      | $118691.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                      | United Therapeutics Corp.                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      5891 | NS      | $1638228.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                      | CubeSmart                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207412 | NS      | $8348333.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington, Inc.   | Expeditors International of Washington, Inc.                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |     14345 | NS      | $1490732.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                               | Zions Bancorp NA                                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     19108 | NS      | $939349.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                                | Ingredion, Inc.                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      8625 | NS      | $844646.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                | Interactive Brokers Group, Inc., Class A                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     12155 | NS      | $879414.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp.                             | QuantumScape Corp.                                                  | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34045 | NS      | $193035.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Esab Corp.                                     | Esab Corp.                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    191085 | NS      | $8965708.20   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                               | OGE Energy Corp.                                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     26273 | NS      | $1039097.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                          | Landstar System, Inc.                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       487 | NS      | $79332.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology, Inc.                     | Microchip Technology, Inc.                                          | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     10059 | NS      | $706644.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp.                                 | Amphenol Corp., Class A                                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     18732 | NS      | $1426254.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets, Inc.                        | Robinhood Markets, Inc., Class A                                    | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |     74224 | NS      | $604183.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Loews Corp.                                    | Loews Corp.                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |     82745 | NS      | $4826515.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                          | Cal-Maine Foods, Inc.                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    132539 | NS      | $7216748.55   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                   | AMETEK, Inc.                                                        | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     30159 | NS      | $4213815.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings, Inc.                   | Driven Brands Holdings, Inc.                                        | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7674 | NS      | $209576.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                         | Kyndryl Holdings, Inc.                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     27385 | NS      | $304521.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                           | Meritage Homes Corp.                                                | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     39167 | NS      | $3611197.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                  | Polaris, Inc.                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1804 | NS      | $182204.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                    | Huntington Bancshares, Inc.                                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    187821 | NS      | $2648276.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD PRIME SVCS                                  | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: 549300ZBQI1JB1844X09       | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                             | CoStar Group, Inc.                                                  | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45241 | NS      | $3496224.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax, Inc.                                  | Equifax, Inc.                                                       | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      8028 | NS      | $1560322.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp.                                     | PG&E Corp.                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    215497 | NS      | $3503981.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                   | Gentex Corp.                                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    152292 | NS      | $4153002.84   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                  | BioMarin Pharmaceutical, Inc.                                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     24145 | NS      | $2498766.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                  | Ovintiv, Inc.                                                       | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9233 | NS      | $468205.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.              | Equity LifeStyle Properties, Inc.                                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      8848 | NS      | $571580.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                            | Carlisle Cos., Inc.                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1037 | NS      | $244369.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      9958 | NS      | $375615.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                            | Flowers Foods, Inc.                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     24387 | NS      | $700882.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                               | Timken Co. (The)                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      7969 | NS      | $563169.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                    | Jabil, Inc.                                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3077 | NS      | $209851.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                            | Syneos Health, Inc.                                                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     77682 | NS      | $2849375.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies, Inc.                    | FleetCor Technologies, Inc.                                         | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     13412 | NS      | $2463516.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                    | Xylem, Inc.                                                         | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     20134 | NS      | $2226216.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                     | Essex Property Trust, Inc.                                          | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      8474 | NS      | $1795810.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd.                              | Enstar Group Ltd.                                                   | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |     10129 | NS      | $2340204.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                             | nVent Electric plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     21618 | NS      | $831644.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                              | ICU Medical, Inc.                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     23392 | NS      | $3683772.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti, Inc.                                 | Ubiquiti, Inc.                                                      | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $105582.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     16207 | NS      | $1376460.51   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Therapeutics plc                       | Horizon Therapeutics plc                                            | CUSIP: N/A<br>LEI: 529900P0GSQ79OOZEV53       | Long             | EC               | CORP              | IE        |      1966 | NS      | $223730.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                         | Integer Holdings Corp.                                              | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     19794 | NS      | $1355097.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                | Hilton Worldwide Holdings, Inc.                                     | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      9659 | NS      | $1220511.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR, Inc.                                      | NVR, Inc.                                                           | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |      1704 | NS      | $7859836.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                 | Doximity, Inc., Class A                                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7891 | NS      | $264821.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                           | Curtiss-Wright Corp.                                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     21352 | NS      | $3565570.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                       | Jazz Pharmaceuticals plc                                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      8047 | NS      | $1281967.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.        | Mid-America Apartment Communities, Inc.                             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |     15015 | NS      | $2357204.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.             | BJ's Wholesale Club Holdings, Inc.                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      6530 | NS      | $432024.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital, Inc.                              | Gen Digital, Inc.                                                   | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |     46993 | NS      | $1007059.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery, Inc.                          | Energy Recovery, Inc.                                               | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |    130839 | NS      | $2680891.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Deckers Outdoor Corp.                          | Deckers Outdoor Corp.                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |       371 | NS      | $148088.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                          | Harley-Davidson, Inc.                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     17766 | NS      | $739065.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                                               | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     13455 | NS      | $2132079.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace, Inc.                         | Howmet Aerospace, Inc.                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    137403 | NS      | $5415052.23   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Renewable Corp.                     | Brookfield Renewable Corp.                                          | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16864 | NS      | $464434.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                        | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |   4000000 | PA      | $4000000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Repligen Corp.                                 | Repligen Corp.                                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2100 | NS      | $355551.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                  | Premier, Inc., Class A                                              | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15143 | NS      | $529702.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins, Inc.                                  | Cummins, Inc.                                                       | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     18448 | NS      | $4469765.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp.                        | Boston Scientific Corp.                                             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     34390 | NS      | $1591225.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                  | Owens Corning                                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     12206 | NS      | $1041171.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.             | Madison Square Garden Sports Corp., Class A                         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1312 | NS      | $240528.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                       | Bank OZK                                                            | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    151595 | NS      | $6072895.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen, Inc.                                   | Biogen, Inc.                                                        | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |     18763 | NS      | $5195849.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     61882 | NS      | $6440678.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                 | WP Carey, Inc.                                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     26984 | NS      | $2108799.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Ltd.                                     | Bunge Ltd.                                                          | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |     18102 | NS      | $1806036.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.              | Fidelity National Financial, Inc.                                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     33990 | NS      | $1278703.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                             | Crane Holdings Co.                                                  | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      6212 | NS      | $623995.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                       | SBA Communications Corp.                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     10776 | NS      | $3020620.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.           | Frontier Communications Parent, Inc.                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32002 | NS      | $815410.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                        | Republic Services, Inc.                                             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     25265 | NS      | $3258932.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd.                          | Everest Re Group Ltd.                                               | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     13841 | NS      | $4585108.07   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide, Inc.                    | CH Robinson Worldwide, Inc.                                         | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     11102 | NS      | $1016499.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                | PacWest Bancorp                                                     | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     15672 | NS      | $359672.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                 | Freshpet, Inc.                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      2786 | NS      | $147017.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc.                      | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       465 | NS      | $101323.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mid-Cap Growth ETF                    | Vanguard Mid-Cap Growth ETF                                         | CUSIP: 922908538<br>LEI: N/A                  | Long             |  | RF                | US        |     28900 | NS      | $5195064.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinterest, Inc.                                | Pinterest, Inc., Class A                                            | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59754 | NS      | $1450827.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                    | Spirit Realty Capital, Inc.                                         | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     17942 | NS      | $716424.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp.                        | Chesapeake Energy Corp.                                             | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     15747 | NS      | $1486044.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DoorDash, Inc.                                 | DoorDash, Inc., Class A                                             | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      3995 | NS      | $195035.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma plc                             | Royalty Pharma plc, Class A                                         | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | GB        |     48483 | NS      | $1916048.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp.                             | Devon Energy Corp.                                                  | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     43505 | NS      | $2675992.55   | 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        |    103196 | NS      | $5375479.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE NY BRANCH                     | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                         | Southwest Airlines Co.                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     77508 | NS      | $2609694.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd.                              | WNS Holdings Ltd.                                                   | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |     55142 | NS      | $4410808.58   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                  | Enhabit, Inc.                                                       | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      6806 | NS      | $89566.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                            | Toll Brothers, Inc.                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      6787 | NS      | $338807.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities, Inc.                          | Sun Communities, Inc.                                               | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     15900 | NS      | $2273700.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class A                                                  | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     38887 | NS      | $1180998.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirati Therapeutics, Inc.                      | Mirati Therapeutics, Inc.                                           | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      5676 | NS      | $257179.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                         | Stifel Financial Corp.                                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     13524 | NS      | $789395.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                             | Life Storage, Inc.                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     10880 | NS      | $1071680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                  | Dropbox, Inc., Class A                                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2649 | NS      | $59284.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble, Inc.                                  | Trimble, Inc.                                                       | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     32218 | NS      | $1628942.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                  | Starwood Property Trust, Inc.                                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     38223 | NS      | $700627.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                          | Cheniere Energy, Inc.                                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     13826 | NS      | $2073346.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                         | Univar Solutions, Inc.                                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     20841 | NS      | $662743.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                              | Ross Stores, Inc.                                                   | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     25705 | NS      | $2983579.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                          | Albertsons Cos., Inc., Class A                                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     21553 | NS      | $447009.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                      | NCR Corp.                                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     15601 | NS      | $365219.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                      | UGI Corp.                                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    181504 | NS      | $6728353.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on, Inc.                                  | Snap-on, Inc.                                                       | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      6945 | NS      | $1586863.05   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                    | Acadia Healthcare Co., Inc.                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     11712 | NS      | $964131.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                          | JetBlue Airways Corp.                                               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    245488 | NS      | $1590762.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                           | Allegiant Travel Co.                                                | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     55490 | NS      | $3772765.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co. (The)                               | Kroger Co. (The)                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     85829 | NS      | $3826256.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                             | DISH Network Corp., Class A                                         | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     33090 | NS      | $464583.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp. (The)                           | Allstate Corp. (The)                                                | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |     34599 | NS      | $4691624.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings, Inc.                 | Spectrum Brands Holdings, Inc.                                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      5110 | NS      | $311301.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp. (The)                      | Howard Hughes Corp. (The)                                           | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      4734 | NS      | $361772.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                          | Camden Property Trust                                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     12542 | NS      | $1403198.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                           | Edison International                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     49212 | NS      | $3130867.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                          | MGIC Investment Corp.                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     39560 | NS      | $514280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                    | Fluor Corp.                                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     51608 | NS      | $1788733.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co.                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     25250 | NS      | $2967632.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp.                             | Hormel Foods Corp.                                                  | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     37339 | NS      | $1700791.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                          | American Homes 4 Rent, Class A                                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     40059 | NS      | $1207378.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                        | Liberty Broadband Corp., Class A                                    | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      1281 | NS      | $97163.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                             | 10X Genomics, Inc., Class A                                         | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |      1315 | NS      | $47918.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                       | Equitable Holdings, Inc.                                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     48233 | NS      | $1384287.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                        | Lumentum Holdings, Inc.                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     65990 | NS      | $3442698.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Software, Inc.                           | Unity Software, Inc.                                                | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |     10618 | NS      | $303568.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial, Inc.                           | Ally Financial, Inc.                                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     39046 | NS      | $954674.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                           | Teladoc Health, Inc.                                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     18765 | NS      | $443792.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                              | TripAdvisor, Inc.                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     12017 | NS      | $216065.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.         | Bright Horizons Family Solutions, Inc.                              | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5250 | NS      | $331275.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair plc                                    | Pentair plc                                                         | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     21629 | NS      | $972872.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 400 Mid Cap Value ETF                 | SPDR S&P 400 Mid Cap Value ETF                                      | CUSIP: 78464A839<br>LEI: 5493007LRKIGGN363454 | Long             |  | RF                | US        |     72588 | NS      | $4697895.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Las Vegas Sands Corp.                          | Las Vegas Sands Corp.                                               | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     27340 | NS      | $1314233.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                        | Southwestern Energy Co.                                             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    135958 | NS      | $795354.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                     | EastGroup Properties, Inc.                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      5393 | NS      | $798487.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                 | Teleflex, Inc.                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      7999 | NS      | $1996790.37   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                           | Middleby Corp. (The)                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     37500 | NS      | $5021250.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                      | RXO, Inc.                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     13121 | NS      | $225681.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                            | IPG Photonics Corp.                                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      4266 | NS      | $403862.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                             | Atmos Energy Corp.                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     18019 | NS      | $2019389.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp.                        | Regions Financial Corp.                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    122326 | NS      | $2637348.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                          | Range Resources Corp.                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     10477 | NS      | $262134.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                 | Cargurus, Inc.                                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     79751 | NS      | $1117311.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                            | Capri Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     16431 | NS      | $941824.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc., Class C                                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     26999 | NS      | $240831.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                             | Steven Madden Ltd.                                                  | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    106331 | NS      | $3398338.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                | Federal Realty Investment Trust                                     | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10601 | NS      | $1071125.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                          | Assured Guaranty Ltd.                                               | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      7536 | NS      | $469191.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp.                                    | Nucor Corp.                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     33561 | NS      | $4423675.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                         | Juniper Networks, Inc.                                              | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     42208 | NS      | $1348967.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                     | Prudential Financial, Inc.                                          | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     48203 | NS      | $4794270.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.               | New York Community Bancorp, Inc.                                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     88386 | NS      | $760119.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv plc                                      | Aptiv plc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |     26497 | NS      | $2467665.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P Mid-Cap 400 Growth ETF             | iShares S&P Mid-Cap 400 Growth ETF                                  | CUSIP: 464287606<br>LEI: 549300QX118GSGGY3M67 | Long             |  | RF                | US        |     76540 | NS      | $5227682.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp.                                      | LKQ Corp.                                                           | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     32713 | NS      | $1747201.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                   | Grand Canyon Education, Inc.                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      4109 | NS      | $434156.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell Mid-Cap ETF                    | iShares Russell Mid-Cap ETF                                         | CUSIP: 464287499<br>LEI: 549300RVM4H7425YNW89 | Long             |  | RF                | US        |      6120 | NS      | $412794.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                    | Kirby Corp.                                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     64605 | NS      | $4157331.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                 | TopBuild Corp.                                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       690 | NS      | $107978.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co.                              | Genuine Parts Co.                                                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     16699 | NS      | $2897443.49   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group, Inc.                     | Simon Property Group, Inc.                                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     21989 | NS      | $2583267.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.        | Essential Properties Realty Trust, Inc.                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    135606 | NS      | $3182672.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                 | Hewlett Packard Enterprise Co.                                      | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |    168231 | NS      | $2684966.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                              | Morningstar, Inc.                                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       326 | NS      | $70608.34     | 0.00%             |  |  |  | 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        |     83988 | NS      | $4401811.08   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                           | Steel Dynamics, Inc.                                                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     21786 | NS      | $2128492.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.               | Omega Healthcare Investors, Inc.                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     30936 | NS      | $864661.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Raymond James Financial, Inc.                  | Raymond James Financial, Inc.                                       | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     23430 | NS      | $2503495.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                         | US Foods Holding Corp.                                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    173607 | NS      | $5906110.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                        | Aramark                                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     30604 | NS      | $1265169.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                 | Teradyne, Inc.                                                      | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      1767 | NS      | $154347.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant, Inc.                                 | Assurant, Inc.                                                      | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6570 | NS      | $821644.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                        | Molina Healthcare, Inc.                                             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     11704 | NS      | $3864894.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life, Inc.                               | Globe Life, Inc.                                                    | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     32392 | NS      | $3904855.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank                            | First Republic Bank                                                 | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     47678 | NS      | $5811471.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                                | KKR & Co., Inc.                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     74860 | NS      | $3475001.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                              | HF Sinclair Corp.                                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17651 | NS      | $915910.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                        | Credit Acceptance Corp.                                             | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       816 | NS      | $387110.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Group, Inc. (The)  | Hartford Financial Services Group, Inc. (The)                       | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     41554 | NS      | $3151039.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                               | Tetra Tech, Inc.                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4025 | NS      | $584389.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp.                             | Jamf Holding Corp.                                                  | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |      1198 | NS      | $25517.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill.com Holdings, Inc.                        | Bill.com Holdings, Inc.                                             | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     12888 | NS      | $1404276.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexstar Media Group, Inc.                      | Nexstar Media Group, Inc., Class A                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      4299 | NS      | $752453.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                              | QuidelOrtho Corp.                                                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      6331 | NS      | $542376.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                  | Visteon Corp.                                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     17141 | NS      | $2242557.03   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                    | Warner Bros Discovery, Inc.                                         | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     82800 | NS      | $784944.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.      | Westinghouse Air Brake Technologies Corp.                           | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     23670 | NS      | $2362502.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health, Inc.                           | Signify Health, Inc., Class A                                       | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10009 | NS      | $286857.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                       | Jones Lang LaSalle, Inc.                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     23649 | NS      | $3768941.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                 | Comerica, Inc.                                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     17253 | NS      | $1153363.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                      | IAC, Inc.                                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      9983 | NS      | $443245.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                               | Stericycle, Inc.                                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     48605 | NS      | $2424903.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                          | McCormick & Co., Inc. (Non-Voting)                                  | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     32808 | NS      | $2719455.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.              | Pinnacle Financial Partners, Inc.                                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      9786 | NS      | $718292.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                 | Exelixis, Inc.                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      5307 | NS      | $85124.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                       | Advance Auto Parts, Inc.                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     15239 | NS      | $2240590.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR, Inc.                                      | UDR, Inc.                                                           | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     68755 | NS      | $2662881.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                  | Popular, Inc.                                                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      9320 | NS      | $618102.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                 | Coherent Corp.                                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     13072 | NS      | $458827.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                       | Skyworks Solutions, Inc.                                            | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     20990 | NS      | $1912818.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies plc                         | Trane Technologies plc                                              | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |     12602 | NS      | $2118270.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                          | Dentsply Sirona, Inc.                                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     94752 | NS      | $3016903.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    159438 | NS      | $5245510.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALFOUNDRIES, Inc.                          | GLOBALFOUNDRIES, Inc.                                               | CUSIP: N/A<br>LEI: 549300BA76VK784VMX48       | Long             | EC               | CORP              | KY        |      6158 | NS      | $331854.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Co., Inc.                 | American Water Works Co., Inc.                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     23814 | NS      | $3629729.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                           | Globus Medical, Inc., Class A                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      9378 | NS      | $696504.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                      | Live Oak Bancshares, Inc.                                           | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150945 | NS      | $4558539.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                         | Lincoln National Corp.                                              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     17770 | NS      | $545894.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp.                                 | Seaboard Corp.                                                      | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        32 | NS      | $120806.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign, Inc.                                 | VeriSign, Inc.                                                      | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     10844 | NS      | $2227791.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                  | Hologic, Inc.                                                       | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     32166 | NS      | $2406338.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.               | Old Republic International Corp.                                    | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     36063 | NS      | $870921.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co.                               | Weyerhaeuser Co.                                                    | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     96313 | NS      | $2985703.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp.                     | Cincinnati Financial Corp.                                          | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     20063 | NS      | $2054250.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax, Inc.                                   | CarMax, Inc.                                                        | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41215 | NS      | $2509581.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                          | Mercury Systems, Inc.                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      6437 | NS      | $287991.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                              | First Solar, Inc.                                                   | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     13873 | NS      | $2078036.67   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                   | Genpact Ltd.                                                        | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     11254 | NS      | $521285.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Regal Rexnord Corp.                            | Regal Rexnord Corp.                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     49906 | NS      | $5987721.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                            | Rithm Capital Corp.                                                 | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     57529 | NS      | $470011.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                      | Church & Dwight Co., Inc.                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     17545 | NS      | $1414302.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                            | Acuity Brands, Inc.                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4272 | NS      | $707485.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                          | Regency Centers Corp.                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     22632 | NS      | $1414500.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                          | Pilgrim's Pride Corp.                                               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      3149 | NS      | $74725.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultragenyx Pharmaceutical, Inc.                | Ultragenyx Pharmaceutical, Inc.                                     | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |      2086 | NS      | $96644.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp.                                     | Hess Corp.                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |      8072 | NS      | $1144771.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                                | NewMarket Corp.                                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       734 | NS      | $228354.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer, Inc.                              | PerkinElmer, Inc.                                                   | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | EC               | CORP              | US        |     16493 | NS      | $2312648.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM           | Liberty Media Corp.-Liberty SiriusXM, Class A                       | CUSIP: 531229409<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6920 | NS      | $272025.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co.                            | Vertiv Holdings Co.                                                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     33564 | NS      | $458484.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                     | Lennox International, Inc.                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      4173 | NS      | $998306.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                     | Performance Food Group Co.                                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     13694 | NS      | $799592.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp.                             | Ralph Lauren Corp.                                                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      5233 | NS      | $552971.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | Bio-Rad Laboratories, Inc., Class A                                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2814 | NS      | $1183258.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group, Inc.                          | TransDigm Group, Inc.                                               | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4119 | NS      | $2593528.35   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                                 | Huntsman Corp.                                                      | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     23854 | NS      | $655507.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services, Inc.                | Universal Health Services, Inc., Class B                            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      8119 | NS      | $1143885.91   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                     | Builders FirstSource, Inc.                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     85037 | NS      | $5517200.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                   | Royal Caribbean Cruises Ltd.                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | LR        |     29094 | NS      | $1438116.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft, Inc.                                     | Lyft, Inc., Class A                                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |      8521 | NS      | $93901.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas, Inc.                                   | Ventas, Inc.                                                        | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     52204 | NS      | $2351790.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd.                     | Axis Capital Holdings Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10386 | NS      | $562609.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Mid-Cap ETF                   | iShares Core S&P Mid-Cap ETF                                        | CUSIP: 464287507<br>LEI: 549300ODQWH5PC0IUZ78 | Long             |  | RF                | US        |      2355 | NS      | $569650.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                           | Coupa Software, Inc.                                                | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |      4284 | NS      | $339164.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                  | Ashland, Inc.                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     68867 | NS      | $7405268.51   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                         | Red Rock Resorts, Inc., Class A                                     | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265500 | NS      | $10622655.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                      | Consolidated Edison, Inc.                                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     46453 | NS      | $4427435.43   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA Financial Corp.                            | CNA Financial Corp.                                                 | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      3600 | NS      | $152208.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                            | Newell Brands, Inc.                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     49168 | NS      | $643117.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                   | Natera, Inc.                                                        | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $27958.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                 | Leslie's, Inc.                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $23492.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MSCI, Inc.                                     | MSCI, Inc.                                                          | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2512 | NS      | $1168507.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica, Inc.                              | Informatica, Inc., Class A                                          | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4181 | NS      | $68108.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| GXO Logistics, Inc.                            | GXO Logistics, Inc.                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     12400 | NS      | $529356.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp.                             | Kimco Realty Corp.                                                  | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     78648 | NS      | $1665764.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                          | Mister Car Wash, Inc.                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1508 | NS      | $13918.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Celanese Corp.                                 | Celanese Corp.                                                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     46012 | NS      | $4704266.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.                | Annaly Capital Management, Inc.                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     61161 | NS      | $1289273.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                   | Mattel, Inc.                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     24048 | NS      | $429016.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                    | Monro, Inc.                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64128 | NS      | $2898585.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy, Inc.                       | Diamondback Energy, Inc.                                            | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     39029 | NS      | $5338386.62   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                                | Brunswick Corp.                                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      7925 | NS      | $571234.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                      | Darling Ingredients, Inc.                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     19674 | NS      | $1231395.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                       | Cousins Properties, Inc.                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     19737 | NS      | $499148.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                   | Cognex Corp.                                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      1666 | NS      | $78485.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                          | Axon Enterprise, Inc.                                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      1956 | NS      | $324559.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                             | Ryder System, Inc.                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      6240 | NS      | $521476.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                               | Royal Gold, Inc.                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      8009 | NS      | $902774.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                           | Avanos Medical, Inc.                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     70079 | NS      | $1896337.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV, Class A                               | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |     33634 | NS      | $2792631.02   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                             | Under Armour, Inc., Class A                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     25688 | NS      | $260990.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva, Inc.                                  | Corteva, Inc.                                                       | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     93644 | NS      | $5504394.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp.                           | Exact Sciences Corp.                                                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     18735 | NS      | $927569.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class A                                                 | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     49299 | NS      | $897241.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                   | Watsco, Inc.                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      2049 | NS      | $511020.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                          | Williams-Sonoma, Inc.                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1849 | NS      | $212487.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                        | Element Solutions, Inc.                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     29591 | NS      | $538260.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                    | HEICO Corp.                                                         | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       394 | NS      | $60534.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                | TD SYNNEX Corp.                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      5629 | NS      | $533122.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                         | Encompass Health Corp.                                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     73512 | NS      | $4396752.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp.                                      | APA Corp.                                                           | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     41924 | NS      | $1957012.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                    | Prosperity Bancshares, Inc.                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11500 | NS      | $835820.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                        | Columbia Sportswear Co.                                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     45819 | NS      | $4012828.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co. (The)                               | Clorox Co. (The)                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      2717 | NS      | $381276.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                | Ardagh Group SA                                                     | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |      2942 | NS      | $25021.71     | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| White Mountains Insurance Group Ltd.           | White Mountains Insurance Group Ltd.                                | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       327 | NS      | $462485.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                              | Eversource Energy                                                   | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     45107 | NS      | $3781770.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                   | John Bean Technologies Corp.                                        | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     27476 | NS      | $2509383.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                   | Nasdaq, Inc.                                                        | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     44999 | NS      | $2760688.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                 | AutoZone, Inc.                                                      | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       228 | NS      | $562289.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                                | Valvoline, Inc.                                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     85769 | NS      | $2800357.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)          | Interpublic Group of Cos., Inc. (The)                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     50779 | NS      | $1691448.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                                         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |     35714 | NS      | $3493900.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                           | Otis Worldwide Corp.                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     47914 | NS      | $3752145.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class A                                         | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      2586 | NS      | $170055.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                       | Darden Restaurants, Inc.                                            | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      4296 | NS      | $594265.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                | Wolfspeed, Inc.                                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     16113 | NS      | $1112441.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life, Inc.                     | F&G Annuities & Life, Inc.                                          | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2368 | NS      | $47383.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                            | Herc Holdings, Inc.                                                 | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     22120 | NS      | $2910328.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY            | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Sovos Brands, Inc.                             | Sovos Brands, Inc.                                                  | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113990 | NS      | $1638036.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd.                                   | Invesco Ltd.                                                        | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |     48780 | NS      | $877552.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                  | Rollins, Inc.                                                       | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |      2382 | NS      | $87038.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp.                                  | Fortive Corp.                                                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     46344 | NS      | $2977602.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                             | Zillow Group, Inc., Class C                                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     19304 | NS      | $621781.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp.                                      | Fox Corp., Class B                                                  | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     18744 | NS      | $533266.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                                     | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     10085 | NS      | $703327.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT, Inc.                                      | ADT, Inc.                                                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26204 | NS      | $237670.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                                | Gap, Inc. (The)                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     26120 | NS      | $294633.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                                 | Teradata Corp.                                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5834 | NS      | $196372.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd.                                    | Lazard Ltd., Class A                                                | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |     10831 | NS      | $375510.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, Inc.                                    | ANSYS, Inc.                                                         | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      5337 | NS      | $1289365.83   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                            | Kilroy Realty Corp.                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     15053 | NS      | $582099.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd.                                    | Amdocs Ltd.                                                         | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     15938 | NS      | $1448764.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SoFi Technologies, Inc.                        | SoFi Technologies, Inc.                                             | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    106456 | NS      | $490762.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Littelfuse, Inc.                               | Littelfuse, Inc.                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      3149 | NS      | $693409.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                                | Whirlpool Corp.                                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      7028 | NS      | $994180.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                         | Alaska Air Group, Inc.                                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     65683 | NS      | $2820428.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co.                                   | Westrock Co.                                                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     33474 | NS      | $1176945.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                        | International Paper Co.                                             | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     46479 | NS      | $1609567.77   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                               | Five Below, Inc.                                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      8789 | NS      | $1554510.43   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                      | MDU Resources Group, Inc.                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26364 | NS      | $799883.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings, Inc.                 | United Airlines Holdings, Inc.                                      | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     42483 | NS      | $1601609.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                         | BWX Technologies, Inc.                                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      7258 | NS      | $421544.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.                  | Graphic Packaging Holding Co.                                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9735 | NS      | $216603.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    109397 | NS      | $4512626.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                      | Ardagh Metal Packaging SA                                           | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |     13950 | NS      | $67099.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                            | S&P Midcap 400 E-Mini Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       316 | NC      | $-1735137.72  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| TFS Financial Corp.                            | TFS Financial Corp.                                                 | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5672 | NS      | $81733.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                      | WEX, Inc.                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1559 | NS      | $255130.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                               | Concentrix Corp.                                                    | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5562 | NS      | $740635.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                    | DoubleVerify Holdings, Inc.                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $25144.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies, Inc.                    | Keysight Technologies, Inc.                                         | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      1713 | NS      | $293042.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                       | VF Corp.                                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     46175 | NS      | $1274891.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                      | IAA, Inc.                                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      3181 | NS      | $127240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                            | SVB Financial Group                                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     18724 | NS      | $4309141.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                        | Avis Budget Group, Inc.                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      3341 | NS      | $547690.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson plc                       | Willis Towers Watson plc                                            | CUSIP: N/A<br>LEI: 549300WHC56FF48KL350       | Long             | EC               | CORP              | IE        |     14090 | NS      | $3446132.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                     | IDEX Corp.                                                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      8145 | NS      | $1859747.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp.                                 | Carnival Corp.                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |    126436 | NS      | $1019074.16   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Okta, Inc.                                     | Okta, Inc.                                                          | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     16976 | NS      | $1159970.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.             | Hawaiian Electric Industries, Inc.                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     14512 | NS      | $607327.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                            | Sonoco Products Co.                                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     12735 | NS      | $773141.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                   | Chemed Corp.                                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      1259 | NS      | $642631.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International, Inc.                | Robert Half International, Inc.                                     | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1709 | NS      | $126175.47    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp.                            | Realty Income Corp.                                                 | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     82148 | NS      | $5210647.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                   | Grocery Outlet Holding Corp.                                        | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10484 | NS      | $306027.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                            | Clean Harbors, Inc.                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     39764 | NS      | $4537867.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp.                                   | Markel Corp.                                                        | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      1341 | NS      | $1766754.09   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                      | Peloton Interactive, Inc., Class A                                  | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     40646 | NS      | $322729.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Oil Corp.                             | Marathon Oil Corp.                                                  | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    220662 | NS      | $5973320.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.             | Marriott Vacations Worldwide Corp.                                  | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4841 | NS      | $651550.19    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies, Inc.                     | Procore Technologies, Inc.                                          | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |      2417 | NS      | $114034.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes, Inc.                         | Invitation Homes, Inc.                                              | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79840 | NS      | $2366457.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                        | Arch Capital Group Ltd.                                             | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |     31167 | NS      | $1956664.26   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GoDaddy, Inc.                                  | GoDaddy, Inc., Class A                                              | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |     17495 | NS      | $1308975.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp.                        | Liberty Broadband Corp., Class C                                    | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      8347 | NS      | $636625.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy, Inc.                              | Xcel Energy, Inc.                                                   | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     71387 | NS      | $5004942.57   | 0.31%             |  |  |  | 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        |      7999 | NS      | $374673.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands, Inc.                           | Conagra Brands, Inc.                                                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     61532 | NS      | $2381288.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                            | Russell 2000 E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       441 | NC      | $-1083429.29  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                              | Hanesbrands, Inc.                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    389096 | NS      | $2474650.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions, Inc.                       | Motorola Solutions, Inc.                                            | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     21552 | NS      | $5554165.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                               | SouthState Corp.                                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     46083 | NS      | $3518897.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                 | SiteOne Landscape Supply, Inc.                                      | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      2216 | NS      | $259981.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding, Inc.                     | Ceridian HCM Holding, Inc.                                          | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     14565 | NS      | $934344.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.              | Petco Health & Wellness Co., Inc.                                   | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     11185 | NS      | $106033.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                       | Lumen Technologies, Inc.                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    135285 | NS      | $706187.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                 | GameStop Corp., Class A                                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     35353 | NS      | $652616.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health, Inc.                          | Cardinal Health, Inc.                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     34294 | NS      | $2636179.78   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.          | Public Service Enterprise Group, Inc.                               | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     65177 | NS      | $3993394.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp.                                     | News Corp., Class B                                                 | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     15922 | NS      | $293601.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                         | Antero Resources Corp.                                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     12754 | NS      | $395246.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                          | Eagle Materials, Inc.                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       750 | NS      | $99637.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp. of America Holdings           | Laboratory Corp. of America Holdings                                | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     11589 | NS      | $2728977.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings, Inc.              | Spirit AeroSystems Holdings, Inc., Class A                          | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116662 | NS      | $3453195.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM Holdings Corp.                             | UWM Holdings Corp.                                                  | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272 | NS      | $900.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovis Corp.                                   | Enovis Corp.                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    104897 | NS      | $5614087.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co.                       | Arthur J Gallagher & Co.                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     24128 | NS      | $4549093.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp.                                      | PPL Corp.                                                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     96459 | NS      | $2818531.98   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                         | Tenet Healthcare Corp.                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     13786 | NS      | $672618.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power, Inc.                               | Plug Power, Inc.                                                    | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     34367 | NS      | $425119.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rockwell Automation, Inc.                      | Rockwell Automation, Inc.                                           | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4886 | NS      | $1258487.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                        | Synovus Financial Corp.                                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    124891 | NS      | $4689657.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                   | Macy's, Inc.                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     35240 | NS      | $727706.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                   | Azenta, Inc.                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      9559 | NS      | $556524.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                                | Perrigo Co. plc                                                     | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     17314 | NS      | $590234.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | Cadence Bank                                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    151336 | NS      | $3731945.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    121308 | NS      | $2113185.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.          | Alexandria Real Estate Equities, Inc.                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     21202 | NS      | $3088495.34   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares    | JPMorgan Prime Money Market Fund, IM Shares                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  60183938 | NS      | $60214029.49  | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Berkley Corp.                               | W R Berkley Corp.                                                   | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     26853 | NS      | $1948722.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                         | Antero Midstream Corp.                                              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44197 | NS      | $476885.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                          | BellRing Brands, Inc.                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |    127693 | NS      | $3274048.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                           | Travel + Leisure Co.                                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2887 | NS      | $105086.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Mid-Cap Value ETF                     | Vanguard Mid-Cap Value ETF                                          | CUSIP: 922908512<br>LEI: N/A                  | Long             |  | RF                | US        |    222200 | NS      | $30050328.00  | 1.87%             |  |  |  | No            |                  1 | On Loan: —       |
| Corning, Inc.                                  | Corning, Inc.                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |     92996 | NS      | $2970292.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                      | KBR, Inc.                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      6249 | NS      | $329947.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     89172 | NS      | $2925733.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                               | AptarGroup, Inc.                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      8588 | NS      | $944508.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp.                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     71076 | NS      | $2980927.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                    | Definitive Healthcare Corp.                                         | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $16605.89     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cleveland-Cliffs, Inc.                         | Cleveland-Cliffs, Inc.                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     66867 | NS      | $1077227.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                   | Casey's General Stores, Inc.                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      4895 | NS      | $1098193.25   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                  | Denny's Corp.                                                       | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    199507 | NS      | $1837459.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.            | First Industrial Realty Trust, Inc.                                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75373 | NS      | $3637500.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                      | Century Communities, Inc.                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      7351 | NS      | $367623.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Oshkosh Corp.                                  | Oshkosh Corp.                                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      8541 | NS      | $753230.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings, Inc.                 | Ginkgo Bioworks Holdings, Inc.                                      | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91026 | NS      | $153833.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Huntington Ingalls Industries, Inc.            | Huntington Ingalls Industries, Inc.                                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4046 | NS      | $933331.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)            | Hanover Insurance Group, Inc. (The)                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     23667 | NS      | $3198121.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource, Inc.                                 | NiSource, Inc.                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     53633 | NS      | $1470616.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services, Inc.               | JB Hunt Transport Services, Inc.                                    | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      1213 | NS      | $211498.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings, Inc.                          | Affirm Holdings, Inc.                                               | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28466 | NS      | $275266.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PPG Industries, Inc.                           | PPG Industries, Inc.                                                | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     14415 | NS      | $1812542.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                          | Quanta Services, Inc.                                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      8533 | NS      | $1215952.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                               | MSA Safety, Inc.                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      2937 | NS      | $423486.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                 | Evercore, Inc., Class A                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4766 | NS      | $519875.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                    | Axalta Coating Systems Ltd.                                         | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     22074 | NS      | $562224.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                  | Certara, Inc.                                                       | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4675 | NS      | $75127.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management, Inc.                 | Apollo Global Management, Inc.                                      | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15064 | NS      | $960932.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Hertz Global Holdings, Inc.                    | Hertz Global Holdings, Inc.                                         | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     24703 | NS      | $380179.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                     | Constellation Energy Corp.                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     42743 | NS      | $3684874.03   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp.                                     | Ball Corp.                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     24063 | NS      | $1230581.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                | James River Group Holdings Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    138495 | NS      | $2895930.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                    | Ciena Corp.                                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     87352 | NS      | $4453204.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.               | AMC Entertainment Holdings, Inc., Class A                           | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     69699 | NS      | $283674.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NOV, Inc.                                      | NOV, Inc.                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     51692 | NS      | $1079845.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                     | AGCO Corp.                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      6976 | NS      | $967501.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP, Inc.                                       | HP, Inc.                                                            | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     71267 | NS      | $1914944.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                  | Sanmina Corp.                                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     65930 | NS      | $3777129.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    105635 | NS      | $9534615.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                                | Primerica, Inc.                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      4859 | NS      | $689103.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath, Inc.                                   | UiPath, Inc., Class A                                               | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |     43788 | NS      | $556545.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                   | Kohl's Corp.                                                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     15187 | NS      | $383471.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                       | Schneider National, Inc., Class B                                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      7570 | NS      | $177138.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                             | Chemours Co. (The)                                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      7798 | NS      | $238774.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                      | Cboe Global Markets, Inc.                                           | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     13782 | NS      | $1729227.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aegon NV                                       | Aegon NV (Registered)                                               | CUSIP: 007924103<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | NL        |   1025448 | NS      | $5168257.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                 | Ameris Bancorp                                                      | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     78502 | NS      | $3700584.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Ltd.                                   | Wix.com Ltd.                                                        | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |      1657 | NS      | $127307.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                     | Manhattan Associates, Inc.                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3124 | NS      | $379253.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                | Rexford Industrial Realty, Inc.                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     24033 | NS      | $1313163.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                | Synaptics, Inc.                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     27204 | NS      | $2588732.64   | 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        |      3795 | NS      | $395173.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     48009 | NS      | $1624144.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                             | Henry Schein, Inc.                                                  | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     17788 | NS      | $1420727.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                             | Brown-Forman Corp., Class B                                         | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      9988 | NS      | $656011.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                     | Allegro MicroSystems, Inc.                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70832 | NS      | $2126376.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.       | International Flavors & Fragrances, Inc.                            | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     33357 | NS      | $3497147.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell Mid-Cap Growth ETF             | iShares Russell Mid-Cap Growth ETF                                  | CUSIP: 464287481<br>LEI: 5493004I787UFE6AN650 | Long             |  | RF                | US        |     61408 | NS      | $5133708.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Mohawk Industries, Inc.                        | Mohawk Industries, Inc.                                             | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      6850 | NS      | $700207.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F5, Inc.                                       | F5, Inc.                                                            | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     37377 | NS      | $5363973.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                    | RenaissanceRe Holdings Ltd.                                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     19859 | NS      | $3658623.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                           | Planet Fitness, Inc., Class A                                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      2765 | NS      | $217882.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell Mid-Cap Value ETF              | iShares Russell Mid-Cap Value ETF                                   | CUSIP: 464287473<br>LEI: 5493005J0UKEGJC13J47 | Long             |  | RF                | US        |    570975 | NS      | $60146506.50  | 3.74%             |  |  |  | No            |                  1 | On Loan: —       |
| Stanley Black & Decker, Inc.                   | Stanley Black & Decker, Inc.                                        | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     19504 | NS      | $1465140.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                   | Zimmer Biomet Holdings, Inc.                                        | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     27459 | NS      | $3501022.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                  | American Airlines Group, Inc.                                       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85305 | NS      | $1085079.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                                   | Twilio, Inc., Class A                                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     14066 | NS      | $688671.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co.                                | Halliburton Co.                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     64259 | NS      | $2528591.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co.                              | Campbell Soup Co.                                                   | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     25604 | NS      | $1453027.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co.                             | Erie Indemnity Co., Class A                                         | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |       859 | NS      | $213650.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                | First Citizens BancShares, Inc., Class A                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1082 | NS      | $820545.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                        | RPM International, Inc.                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     15996 | NS      | $1558810.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                            | BOK Financial Corp.                                                 | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     68605 | NS      | $7120512.95   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                          | MKS Instruments, Inc.                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     49153 | NS      | $4164733.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                  | Vontier Corp.                                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      8433 | NS      | $163009.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                          | PGT Innovations, Inc.                                               | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     51410 | NS      | $923323.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                          | SL Green Realty Corp.                                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      8582 | NS      | $289385.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Flex Ltd.                                      | Flex Ltd.                                                           | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |    155341 | NS      | $3333617.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions, Inc.           | Broadridge Financial Solutions, Inc.                                | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      9469 | NS      | $1270076.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                              | Core & Main, Inc., Class A                                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $106398.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                     | Cullen/Frost Bankers, Inc.                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      7703 | NS      | $1029891.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class A                                               | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     32821 | NS      | $2970300.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.               | Tempur Sealy International, Inc.                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     21826 | NS      | $749286.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                 | Wyndham Hotels & Resorts, Inc.                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     47407 | NS      | $3380593.17   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                       | Western Alliance Bancorp                                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     60461 | NS      | $3601057.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global, Class B                                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     76175 | NS      | $1285834.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Tyson Foods, Inc.                              | Tyson Foods, Inc., Class A                                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     37248 | NS      | $2318688.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.                | MSC Industrial Direct Co., Inc., Class A                            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      6102 | NS      | $498533.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                    | Park Hotels & Resorts, Inc.                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     29358 | NS      | $346130.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                      | Akamai Technologies, Inc.                                           | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     20271 | NS      | $1708845.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp.                           | Avery Dennison Corp.                                                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4075 | NS      | $737575.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                  | Reliance Steel & Aluminum Co.                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     25905 | NS      | $5244208.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                   | Vistra Corp.                                                        | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     21746 | NS      | $504507.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health, Inc.                        | Oak Street Health, Inc.                                             | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     15254 | NS      | $328113.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cooper Cos., Inc. (The)                        | Cooper Cos., Inc. (The)                                             | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      6342 | NS      | $2097109.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.            | Integra LifeSciences Holdings Corp.                                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     77127 | NS      | $4324510.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                   | Masimo Corp.                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1468 | NS      | $217190.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                         | Hayward Holdings, Inc.                                              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9680 | NS      | $90992.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares S&P Mid-Cap 400 Value ETF              | iShares S&P Mid-Cap 400 Value ETF                                   | CUSIP: 464287705<br>LEI: 549300RXJ5JGMYH3Y929 | Long             |  | RF                | US        |    241042 | NS      | $24297033.60  | 1.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Wynn Resorts Ltd.                              | Wynn Resorts Ltd.                                                   | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     11749 | NS      | $968940.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                 | Westlake Corp.                                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      4344 | NS      | $445433.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                        | Triumph Financial, Inc.                                             | CUSIP: 89679E300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27115 | NS      | $1325110.05   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies, Inc.                    | Teledyne Technologies, Inc.                                         | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      6058 | NS      | $2422654.78   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                  | Organon & Co.                                                       | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     33351 | NS      | $931493.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand, Inc.                           | Ingersoll Rand, Inc.                                                | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     78740 | NS      | $4114165.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                   | Allegion plc                                                        | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |      2303 | NS      | $242413.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Group, Inc.                      | T. Rowe Price Group, Inc.                                           | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     28797 | NS      | $3140600.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                                       | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    157875 | NS      | $1757148.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                   | Ameren Corp.                                                        | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     33687 | NS      | $2995448.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                       | Guidewire Software, Inc.                                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     10724 | NS      | $670893.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.       | Science Applications International Corp.                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      7283 | NS      | $807903.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours, Inc.                        | DuPont de Nemours, Inc.                                             | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     65642 | NS      | $4505010.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp.                               | CMS Energy Corp.                                                    | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     37860 | NS      | $2397673.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products, Inc.               | Reynolds Consumer Products, Inc.                                    | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7121 | NS      | $213487.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                  | South Jersey Industries, Inc.                                       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |    102427 | NS      | $3639231.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp.                       | Zebra Technologies Corp., Class A                                   | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      3993 | NS      | $1023845.13   | 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        |     18093 | NS      | $425547.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings, Inc.               | SS&C Technologies Holdings, Inc.                                    | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |    127508 | NS      | $6638066.48   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One        | Liberty Media Corp.-Liberty Formula One, Class A                    | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2595 | NS      | $138650.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                          | Umpqua Holdings Corp.                                               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     28533 | NS      | $509314.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA, Inc.                               | Altice USA, Inc., Class A                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     29080 | NS      | $133768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                     | Olin Corp.                                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     16515 | NS      | $874304.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower, Inc.                                | Welltower, Inc.                                                     | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |     61920 | NS      | $4058856.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                           | Coterra Energy, Inc.                                                | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    459261 | NS      | $11284042.77  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                    | Apartment Income REIT Corp.                                         | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18002 | NS      | $617648.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                      | XPO, Inc.                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     12337 | NS      | $410698.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.            | WillScot Mobile Mini Holdings Corp.                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     12584 | NS      | $568419.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                  | Penske Automotive Group, Inc.                                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      3374 | NS      | $387773.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX                  | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |   8000000 | PA      | $8000000.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                     | Ameriprise Financial, Inc.                                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      5036 | NS      | $1568059.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                          | Thor Industries, Inc.                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      6689 | NS      | $504952.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AvalonBay Communities, Inc.                    | AvalonBay Communities, Inc.                                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     18281 | NS      | $2952747.12   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties, Inc.                          | VICI Properties, Inc.                                               | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    125905 | NS      | $4079322.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                | Nordstrom, Inc.                                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1725 | NS      | $27841.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lear Corp.                                     | Lear Corp.                                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7663 | NS      | $950365.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Americold Realty Trust, Inc.                   | Americold Realty Trust, Inc.                                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |    112736 | NS      | $3191556.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies, Inc.                     | Agilent Technologies, Inc.                                          | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      4016 | NS      | $600994.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor plc                                      | Amcor plc                                                           | CUSIP: N/A<br>LEI: 549300GSODGFCDQ3DI89       | Long             | EC               | CORP              | JE        |    196165 | NS      | $2336325.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                       | Penn Entertainment, Inc.                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20598 | NS      | $611760.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                      | Commerce Bancshares, Inc.                                           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14782 | NS      | $1006210.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza, Inc.                           | Domino's Pizza, Inc.                                                | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |      1276 | NS      | $442006.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                                               | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     35125 | NS      | $3488615.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                 | American Financial Group, Inc.                                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      8886 | NS      | $1219870.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                        | Delek US Holdings, Inc.                                             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     36412 | NS      | $983124.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                              | SentinelOne, Inc., Class A                                          | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6921 | NS      | $100977.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                    | Dick's Sporting Goods, Inc.                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      6956 | NS      | $836737.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                 | First American Financial Corp.                                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     13147 | NS      | $688113.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                    | Boston Beer Co., Inc. (The), Class A                                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        82 | NS      | $27020.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                  | Hubbell, Inc.                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      6975 | NS      | $1636893.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                                  | Nordson Corp.                                                       | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      5733 | NS      | $1362848.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                            | PROG Holdings, Inc.                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     97501 | NS      | $1646791.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMHERST PIERPONT                               | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Union Co. (The)                        | Western Union Co. (The)                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     33743 | NS      | $464641.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global, Inc.                          | Coinbase Global, Inc., Class A                                      | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     20853 | NS      | $737987.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Black Knight, Inc.                             | Black Knight, Inc.                                                  | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     18506 | NS      | $1142745.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos., Inc.                              | Rocket Cos., Inc., Class A                                          | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7241 | NS      | $50687.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties, Inc.               | National Retail Properties, Inc.                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     23087 | NS      | $1056461.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co.                                    | Kellogg Co.                                                         | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |     15071 | NS      | $1073658.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                        | Progress Software Corp.                                             | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     59712 | NS      | $3012470.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                      | MGM Resorts International                                           | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     41975 | NS      | $1407421.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources, Inc.                       | Franklin Resources, Inc.                                            | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     37456 | NS      | $988089.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                               | AutoNation, Inc.                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4411 | NS      | $473300.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group, Inc.                | Principal Financial Group, Inc.                                     | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |     31691 | NS      | $2659508.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                     | Gates Industrial Corp. plc                                          | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |    461075 | NS      | $5260865.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                               | Paycor HCM, Inc.                                                    | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6562 | NS      | $160572.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                               | Paramount Global, Class A                                           | CUSIP: 92556H107<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |      1458 | NS      | $28591.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK Co., Inc. (The)                           | AZEK Co., Inc. (The)                                                | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     14438 | NS      | $293380.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                  | Textron, Inc.                                                       | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     27288 | NS      | $1931990.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics, Inc.                        | Quest Diagnostics, Inc.                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |     14855 | NS      | $2323916.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co.                      | Molson Coors Beverage Co., Class B                                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |     22649 | NS      | $1166876.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.               | Armstrong World Industries, Inc.                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2432 | NS      | $166810.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                             | DXC Technology Co.                                                  | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     30229 | NS      | $801068.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                    | Alcoa Corp.                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     23126 | NS      | $1051539.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                                         | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      8426 | NS      | $350521.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                    | Avnet, Inc.                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     11739 | NS      | $488107.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                           | Bank of Hawaii Corp.                                                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      5282 | NS      | $409671.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive, Inc.                        | Rivian Automotive, Inc., Class A                                    | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67649 | NS      | $1246771.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Evergy, Inc.                                   | Evergy, Inc.                                                        | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     66423 | NS      | $4179999.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix, Inc.                                  | Nutanix, Inc., Class A                                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     14394 | NS      | $374963.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                                         | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     51607 | NS      | $3390579.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.             | Ryman Hospitality Properties, Inc.                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     78107 | NS      | $6387590.46   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                                  | Avantor, Inc.                                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6019 | NS      | $126940.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                    | Graco, Inc.                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6960 | NS      | $468129.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                     | TransUnion                                                          | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      6846 | NS      | $388510.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp. (The)            | Bank of New York Mellon Corp. (The)                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     96149 | NS      | $4376702.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                            | ManpowerGroup, Inc.                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      6506 | NS      | $541364.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                   | Hexcel Corp.                                                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     11067 | NS      | $651292.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                            | First Horizon Corp.                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     68878 | NS      | $1687511.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                 | Rayonier, Inc.                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    156727 | NS      | $5165721.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar Mid-Cap Growth ETF         | iShares Morningstar Mid-Cap Growth ETF                              | CUSIP: 464288307<br>LEI: N/A                  | Long             |  | RF                | US        |    130780 | NS      | $7046426.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Lithia Motors, Inc.                            | Lithia Motors, Inc., Class A                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      3540 | NS      | $724779.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                               | SSR Mining, Inc.                                                    | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     26427 | NS      | $414111.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry, Inc.                                 | Tapestry, Inc.                                                      | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     27407 | NS      | $1043658.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                      | ITT, Inc.                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     11025 | NS      | $894127.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar Mid-Cap Value ETF          | iShares Morningstar Mid-Cap Value ETF                               | CUSIP: 464288406<br>LEI: 549300TLH0RWIJSNKH50 | Long             |  | RF                | US        |    483811 | NS      | $30020472.55  | 1.87%             |  |  |  | No            |                  1 | On Loan: —       |
| Boston Properties, Inc.                        | Boston Properties, Inc.                                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     20336 | NS      | $1374306.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC Investment Corp.                          | AGNC Investment Corp.                                               | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |     74651 | NS      | $772637.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hasbro, Inc.                                   | Hasbro, Inc.                                                        | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     17350 | NS      | $1058523.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                              | Boyd Gaming Corp.                                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     10228 | NS      | $557732.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                         | OneMain Holdings, Inc.                                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     15093 | NS      | $502747.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                    | American Assets Trust, Inc.                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59570 | NS      | $1578605.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                            | SEI Investments Co.                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     13426 | NS      | $782735.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                | Martin Marietta Materials, Inc.                                     | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      7423 | NS      | $2508751.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                    | Pinnacle West Capital Corp.                                         | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     14866 | NS      | $1130410.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                  | Healthcare Realty Trust, Inc.                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     49921 | NS      | $961977.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                     | STERIS plc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     13057 | NS      | $2411497.33   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                     | Unum Group                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     25817 | NS      | $1059271.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp.                           | Alliant Energy Corp.                                                | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     80129 | NS      | $4423922.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                             | Equity Residential                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     48469 | NS      | $2859671.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp.                                    | Masco Corp.                                                         | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     27729 | NS      | $1294112.43   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                             | State Street Corp.                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     48020 | NS      | $3724911.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                        | East West Bancorp, Inc.                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18678 | NS      | $1230880.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                           | Northern Trust Corp.                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     26879 | NS      | $2378522.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                                                 | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     26570 | NS      | $2167314.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                         | Lancaster Colony Corp.                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |     29154 | NS      | $5752084.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                           | Vornado Realty Trust                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23676 | NS      | $492697.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings, Inc.                | Dun & Bradstreet Holdings, Inc.                                     | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33118 | NS      | $406026.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                         | ON Semiconductor Corp.                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     21205 | NS      | $1322555.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                     | National Instruments Corp.                                          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |    100007 | NS      | $3690258.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                        | Arrow Electronics, Inc.                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      7615 | NS      | $796300.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                      | United States Steel Corp.                                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     30562 | NS      | $765578.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree, Inc.                              | Dollar Tree, Inc.                                                   | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     19190 | NS      | $2714233.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group, Inc.                         | WEC Energy Group, Inc.                                              | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     41308 | NS      | $3873038.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                           | Douglas Emmett, Inc.                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135679 | NS      | $2127446.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.             | Reinsurance Group of America, Inc.                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      8647 | NS      | $1228652.23   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                           | JBG SMITH Properties                                                | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14163 | NS      | $268813.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucid Group, Inc.                              | Lucid Group, Inc.                                                   | CUSIP: 549498103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4508 | NS      | $30789.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| U-Haul Holding Co.                             | U-Haul Holding Co.                                                  | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1188 | NS      | $71505.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| PACCAR, Inc.                                   | PACCAR, Inc.                                                        | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     44658 | NS      | $4419802.26   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                            | Donaldson Co., Inc.                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     13331 | NS      | $784795.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                          | Western Digital Corp.                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     41405 | NS      | $1306327.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                               | Baker Hughes Co.                                                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123267 | NS      | $3640074.51   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                      | WESCO International, Inc.                                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |    112864 | NS      | $14130572.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                | Affiliated Managers Group, Inc.                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4870 | NS      | $771554.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                    | Qorvo, Inc.                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     13232 | NS      | $1199348.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets, Inc.                         | Tradeweb Markets, Inc., Class A                                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5120 | NS      | $332441.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                           | United Rentals, Inc.                                                | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      4923 | NS      | $1749732.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                          | Mr Cooper Group, Inc.                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    131129 | NS      | $5262206.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                      | FNB Corp.                                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     46086 | NS      | $601422.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings, Inc.            | Allison Transmission Holdings, Inc.                                 | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      2808 | NS      | $116812.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                  | IDACORP, Inc.                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      6535 | NS      | $704799.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                              | Hershey Co. (The)                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2556 | NS      | $591892.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                             | Zillow Group, Inc., Class A                                         | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      6894 | NS      | $215161.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                       | Tyler Technologies, Inc.                                            | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |       722 | NS      | $232780.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH                                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      1557 | NS      | $416014.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                            | S&P 500 E-Mini Index                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       200 | NC      | $-1166905.84  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications, Inc.                | Zoom Video Communications, Inc., Class A                            | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |     16213 | NS      | $1098268.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions, Inc.                         | Jacobs Solutions, Inc.                                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16680 | NS      | $2002767.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                      | Essential Utilities, Inc.                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     30055 | NS      | $1434525.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                       | CACI International, Inc., Class A                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      3044 | NS      | $914995.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies, Inc.                    | Opendoor Technologies, Inc.                                         | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |     47939 | NS      | $55609.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HEICO Corp.                                    | HEICO Corp., Class A                                                | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       691 | NS      | $82816.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.                | Hudson Pacific Properties, Inc.                                     | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17655 | NS      | $171783.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.              | First Interstate BancSystem, Inc., Class A                          | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    100911 | NS      | $3900210.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                                  | Wayfair, Inc., Class A                                              | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      3909 | NS      | $128567.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Euronet Worldwide, Inc.                        | Euronet Worldwide, Inc.                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1660 | NS      | $156670.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                      | O'Reilly Automotive, Inc.                                           | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      4805 | NS      | $4055564.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp.                                    | Dover Corp.                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     18332 | NS      | $2482336.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                           | Voya Financial, Inc.                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     82547 | NS      | $5075815.03   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial, Inc.                    | Brighthouse Financial, Inc.                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     62748 | NS      | $3217089.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp.                                   | Incyte Corp.                                                        | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      3254 | NS      | $261361.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.                 | Medical Properties Trust, Inc.                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     77992 | NS      | $868830.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AerCap Holdings NV                             | AerCap Holdings NV                                                  | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |     81960 | NS      | $4779907.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                             | U-Haul Holding Co.                                                  | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     10692 | NS      | $587846.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid, Inc.                                 | Avangrid, Inc.                                                      | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |      9327 | NS      | $400874.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Parker-Hannifin Corp.                          | Parker-Hannifin Corp.                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     12950 | NS      | $3768450.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                           | Crown Holdings, Inc.                                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1951 | NS      | $160391.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                     | Highwoods Properties, Inc.                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     13680 | NS      | $382766.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                | Albemarle Corp.                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      7404 | NS      | $1605631.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health, Inc.                     | Elanco Animal Health, Inc.                                          | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |     58226 | NS      | $711521.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                      | PVH Corp.                                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      8484 | NS      | $598885.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                             | Cirrus Logic, Inc.                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     41907 | NS      | $3121233.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac, Inc.                                    | Aflac, Inc.                                                         | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     80710 | NS      | $5806277.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings, Inc.                          | Leidos Holdings, Inc.                                               | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     45385 | NS      | $4774048.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties, Inc.                    | Healthpeak Properties, Inc.                                         | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     70261 | NS      | $1761443.27   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                              | Yum! Brands, Inc.                                                   | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     32666 | NS      | $4183861.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                  | ONE Gas, Inc.                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     32119 | NS      | $2432050.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                             | DT Midstream, Inc.                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12594 | NS      | $695944.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent, Inc.                                 | Catalent, Inc.                                                      | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15947 | NS      | $717774.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                        | Bath & Body Works, Inc.                                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     30179 | NS      | $1271743.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                | Atlantic Union Bankshares Corp.                                     | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $1250984.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp.                                   | Lennar Corp., Class B                                               | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      1954 | NS      | $146120.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup, Inc.                               | PulteGroup, Inc.                                                    | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18064 | NS      | $822453.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                          | Leggett & Platt, Inc.                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     17855 | NS      | $575466.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                          | Silgan Holdings, Inc.                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     11105 | NS      | $575683.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                             | Hyatt Hotels Corp., Class A                                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      6184 | NS      | $559342.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                               | BorgWarner, Inc.                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     75303 | NS      | $3030945.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                      | Carlyle Group, Inc. (The)                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     27069 | NS      | $807738.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                 | Signature Bank                                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |      7766 | NS      | $894798.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health, Inc.                            | agilon health, Inc.                                                 | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1898 | NS      | $30633.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies, Inc.                        | Dell Technologies, Inc., Class C                                    | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     28004 | NS      | $1126320.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                       | New York Times Co. (The), Class A                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     21250 | NS      | $689775.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts, Inc.                          | Electronic Arts, Inc.                                               | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     34025 | NS      | $4157174.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp.                                  | Entergy Corp.                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     26570 | NS      | $2989125.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                      | FMC Corp.                                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     38022 | NS      | $4745145.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                            | STORE Capital Corp.                                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     33505 | NS      | $1074170.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                        | Civitas Resources, Inc.                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     36120 | NS      | $2092431.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                   | MasTec, Inc.                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      7931 | NS      | $676752.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                        | Webster Financial Corp.                                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    271225 | NS      | $12839791.50  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                 | Amedisys, Inc.                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      4204 | NS      | $351202.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                 | Woodward, Inc.                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      7674 | NS      | $741385.14    | 0.05%             |  |  |  | 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        |     51148 | NS      | $626051.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Hawaiian, Inc.                           | First Hawaiian, Inc.                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     16558 | NS      | $431170.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Formula One        | Liberty Media Corp.-Liberty Formula One, Class C                    | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77042 | NS      | $4605570.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.               | Fortune Brands Innovations, Inc.                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     64287 | NS      | $3671430.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                | AES Corp. (The)                                                     | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |     71419 | NS      | $2054010.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     29980 | NS      | $953963.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co. (The)                               | Mosaic Co. (The)                                                    | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |     39031 | NS      | $1712289.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp.                                 | M&T Bank Corp.                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     22501 | NS      | $3263995.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Morningstar Mid-Cap ETF                | iShares Morningstar Mid-Cap ETF                                     | CUSIP: 464288208<br>LEI: 5493007Y85LPQ4743Q29 | Long             |  | RF                | US        |      7464 | NS      | $437912.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Scotts Miracle-Gro Co. (The)                   | Scotts Miracle-Gro Co. (The)                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      3691 | NS      | $179345.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CenterPoint Energy, Inc.                       | CenterPoint Energy, Inc.                                            | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     82437 | NS      | $2472285.63   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                  | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   9816426 | PA      | $9816425.65   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| WeWork, Inc.                                   | WeWork, Inc.                                                        | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18065 | NS      | $25832.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc.                                      | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |     63878 | NS      | $2514876.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                                | Flowserve Corp.                                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     92639 | NS      | $2842164.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group, Inc.                       | Berry Global Group, Inc.                                            | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      8456 | NS      | $510996.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                             | Vail Resorts, Inc.                                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     16438 | NS      | $3917997.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co.                           | Eastman Chemical Co.                                                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     15650 | NS      | $1274536.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                   | Brixmor Property Group, Inc.                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     39095 | NS      | $886283.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                                | Cable One, Inc.                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       294 | NS      | $209286.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp. of America                     | Packaging Corp. of America                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     11941 | NS      | $1527373.31   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                        | Burlington Stores, Inc.                                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      5672 | NS      | $1150054.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                               | Copa Holdings SA, Class A                                           | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |      3874 | NS      | $322200.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                 | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      9551 | NS      | $476117.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate plc                                  | Clarivate plc                                                       | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |     62451 | NS      | $520841.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                      | SLM Corp.                                                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32306 | NS      | $536279.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                      | QIAGEN NV                                                           | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     29959 | NS      | $1494055.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                | Air Lease Corp.                                                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     13668 | NS      | $525124.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage, Inc.                      | Extra Space Storage, Inc.                                           | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15263 | NS      | $2246408.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                    | Garmin Ltd.                                                         | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |     20106 | NS      | $1855582.74   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton, Inc.                                | DR Horton, Inc.                                                     | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     19657 | NS      | $1752224.98   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                       | Sirius XM Holdings, Inc.                                            | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     90650 | NS      | $529396.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology, Inc.                         | Align Technology, Inc.                                              | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2629 | NS      | $554456.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings, Inc.       | CCC Intelligent Solutions Holdings, Inc.                            | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14385 | NS      | $125149.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                        | Victoria's Secret & Co.                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3276 | NS      | $117215.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                          | National Fuel Gas Co.                                               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     10440 | NS      | $660852.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc               | Sensata Technologies Holding plc                                    | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |    146736 | NS      | $5925199.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                          | Lamar Advertising Co., Class A                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1351 | NS      | $127534.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                             | Skechers USA, Inc., Class A                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     14644 | NS      | $614315.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                         | Envista Holdings Corp.                                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     21219 | NS      | $714443.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust              | National Storage Affiliates Trust                                   | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11212 | NS      | $404977.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                                | H&R Block, Inc.                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      3558 | NS      | $129902.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                    | Service Corp. International                                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     19572 | NS      | $1353208.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                       | Valmont Industries, Inc.                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      2389 | NS      | $789970.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                               | PDC Energy, Inc.                                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      5321 | NS      | $337777.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                     | Coty, Inc., Class A                                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     45527 | NS      | $389711.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.                | Jefferies Financial Group, Inc.                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     26093 | NS      | $894468.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                                     | Roku, Inc.                                                          | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |     11582 | NS      | $471387.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taboola.com Ltd.                               | Taboola.com Ltd.                                                    | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | IL        |    360928 | NS      | $1111658.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corp.                                   | Kemper Corp.                                                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |    114583 | NS      | $5637483.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                         | Upstart Holdings, Inc.                                              | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      7310 | NS      | $96638.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FTI Consulting, Inc.                           | FTI Consulting, Inc.                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      2582 | NS      | $410021.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                               | BankUnited, Inc.                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     99763 | NS      | $3388949.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                   | Sunrun, Inc.                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     27121 | NS      | $651446.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty SiriusXM           | Liberty Media Corp.-Liberty SiriusXM, Class C                       | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14757 | NS      | $577441.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay, Inc.                                     | eBay, Inc.                                                          | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     61829 | NS      | $2564048.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                                 | A O Smith Corp.                                                     | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     12658 | NS      | $724543.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp.                                   | Cintas Corp.                                                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $345940.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                          | Virtu Financial, Inc., Class A                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     12686 | NS      | $258921.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                              | Masterbrand, Inc.                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     11094 | NS      | $83759.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                     | Tandem Diabetes Care, Inc.                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       542 | NS      | $24362.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co., Inc.                             | Best Buy Co., Inc.                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     17946 | NS      | $1439448.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer