# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-067571
**Filing Date:** 2023-3
**Character Count:** 174511
**Document Hash:** 2b7e333cfa28b4998f2a7e1b29601446
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067571.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067571

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23763681

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Small-Mid Cap 500 Index Fund (Series ID: S000050321)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000158877 | Fidelity SAI Small-Mid Cap 500 Index Fund | FZFLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

- **a. Name of Series:** Fidelity SAI Small-Mid Cap 500 Index Fund

- **b. EDGAR series identifier (if any):** S000050321

- **c. LEI of Series:** 5493002DMEG3SGBZZZ34

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

- **a. Date of fiscal year-end:** 2023-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1326552964.98

**Total Liabilities:** $76937691.41

**Net Assets:** $1249615273.57

**Cash Not Reported:** $918.40

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000158877 | 5.78%                | -5.46%               | 10.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $49329.84                | $45353952.33                               |
| Month 2  | $-305912.38              | $-62322307.42                              |
| Month 3  | $-1246119.62             | $114039108.73                              |

### Schedule of Portfolio Investments

| Name                                         | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TEMPUR SEALY INTERNATIONAL INC               | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     65269 | NS      | $2659711.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                 | TAPESTRY INC                                  | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     94052 | NS      | $4285949.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC                      | BOSTON BEER COMPANY CL A                      | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3668 | NS      | $1425421.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SKECHERS USA INC                             | SKECHERS USA INC CL A                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     51962 | NS      | $2501970.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                      | TEXAS PACIFIC LAND CORP                       | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2224 | NS      | $4438770.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE MOUNTAINS INS GROUP LTD                | WHITE MOUNTAINS INS GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | BM        |       970 | NS      | $1482121.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                               | MSA SAFETY INC                                | CUSIP: 553498106<br>LEI: 549300ZG8DNJXBML4F23 | Long             | EC               | CORP              | US        |     14338 | NS      | $1955559.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                  | CHEMED CORP                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5674 | NS      | $2866164.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                                | COHERENT CORP                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     46086 | NS      | $2000132.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                    | ESAB CORP                                     | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     19687 | NS      | $1138105.47   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                                 | PENUMBRA INC                                  | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     13852 | NS      | $3468679.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                     | COREBRIDGE FINANCIAL INC                      | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     31141 | NS      | $677628.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                        | CAMDEN PROPERTY TRUST - REIT                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |     40269 | NS      | $4961543.49   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                | NEWS CORP NEW CL A                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    147549 | NS      | $2989342.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HLDGS INC                            | ONEMAIN HOLDINGS INC                          | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     44582 | NS      | $1923267.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                 | EXELIXIS INC                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    122731 | NS      | $2162520.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC INC                                      | IAC INC                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     29850 | NS      | $1686525.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH METAL PACKAGING SA                    | ARDAGH METAL PACKAGING SA                     | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |     57921 | NS      | $325516.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                     | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     55988 | NS      | $5592641.32   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                   | WATSCO INC                                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     12796 | NS      | $3677186.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| TRAVEL+LEISURE CO                            | TRAVEL+LEISURE CO                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     30975 | NS      | $1312410.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT INC                    | MSC INDUSTRIAL DIRECT CO CL A                 | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     17946 | NS      | $1484134.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                   | UNUM GROUP                                    | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     76964 | NS      | $3234796.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORP                                  | ENOVIS CORP                                   | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     19664 | NS      | $1237848.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                        | ARROW ELECTRONICS INC                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     23794 | NS      | $2795557.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SITEONE LANDSCAPE SUPPLY INC                 | SITEONE LANDSCAPE SUPPLY INC                  | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     17281 | NS      | $2618244.31   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| ALASKA AIR GROUP INC                         | ALASKA AIR GROUP INC                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     48050 | NS      | $2466887.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                        | PLAYTIKA HOLDING CORP                         | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     35179 | NS      | $369027.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF HAWAII CORP                          | BANK HAWAII CORP                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     15359 | NS      | $1174809.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| AZEK CO INC/THE                              | AZEK CO INC                                   | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |     43205 | NS      | $1042536.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE       | LIBERTY FORMULA ONE-A                         | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8164 | NS      | $519883.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                  | HEALTHCARE REALTY TRUST INC                   | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    147270 | NS      | $3170723.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                    | JANUS HENDERSON GROUP PLC                     | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     52826 | NS      | $1369249.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                            | U-HAUL HOLDING CO                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      3494 | NS      | $234202.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FORTUNE BRANDS INNOVATIONS INC               | FORTUNE BRANDS INNOVATIONS INC                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     50144 | NS      | $3234789.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORP DEL                 | UNITED THERAPEUTICS CORP DEL                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     17325 | NS      | $4559420.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN and BROWN INC                          | BROWN and BROWN INC                           | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     91833 | NS      | $5377740.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                             | HF SINCLAIR CORP                              | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52397 | NS      | $2981389.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK STREET HEALTH INC                        | OAK STREET HEALTH INC                         | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     45246 | NS      | $1314848.76   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDSON CORP                                 | NORDSON CORP                                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     22217 | NS      | $5405396.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                  | COGNEX CORP                                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     67493 | NS      | $3694566.82   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                                 | AMEDISYS INC                                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     12419 | NS      | $1200420.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COPA HOLDINGS SA                             | COPA HOLDINGS SA CL A                         | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |     11142 | NS      | $1025955.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBANT SA                                   | GLOBANT SA                                    | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     15812 | NS      | $2564390.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC                                    | JABIL INC                                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     51053 | NS      | $4014297.39   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                   | BRIXMOR PPTY GROUP INC                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    115852 | NS      | $2725997.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                      | ARAMARK                                       | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     90045 | NS      | $4009703.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCOR HCM INC                               | PAYCOR HCM INC                                | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21269 | NS      | $534064.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KOHLS CORP                                   | KOHLS CORP                                    | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     45083 | NS      | $1459336.71   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                             | SOTERA HEALTH CO                              | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38387 | NS      | $661791.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERYX INC                                  | ALTERYX INC CL A                              | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |     23321 | NS      | $1294082.29   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                                  | DROPBOX INC CL A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    104197 | NS      | $2420496.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                               | ROYAL GOLD INC                                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     25454 | NS      | $3233421.62   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| OLD REPUBLIC INTL CORP                       | OLD REPUBLIC INTL CORP                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    108445 | NS      | $2861863.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                            | MANPOWERGROUP INC                             | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     19517 | NS      | $1701101.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST            | NATIONAL STORAGE AFFILIATES TRUST             | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32974 | NS      | $1345339.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS LTD                             | WYNN RESORTS LTD                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     40484 | NS      | $4195761.76   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                                 | OSHKOSH CORP                                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     25504 | NS      | $2570293.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                | WESTERN ALLIANCE BANCORP                      | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     41067 | NS      | $3095219.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                              | OGE ENERGY CORP                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     77564 | NS      | $3049816.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ELASTIC NV                                   | ELASTIC NV                                    | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |     30056 | NS      | $1768495.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                             | CARLISLE COS INC                              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     19975 | NS      | $5010928.50   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS INC                         | HAYWARD HOLDINGS INC                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26157 | NS      | $352857.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG PHOTONICS CORP                           | IPG PHOTONICS CORP                            | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     12664 | NS      | $1419634.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBINHOOD MARKETS INC                        | ROBINHOOD MARKETS INC                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |    218294 | NS      | $2272440.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| PREMIER INC                                  | PREMIER INC                                   | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45725 | NS      | $1525386.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC                     | SAREPTA THERAPEUTICS INC                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     32685 | NS      | $4084644.45   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEVELAND-CLIFFS INC                         | CLEVELAND-CLIFFS INC                          | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    198490 | NS      | $4237761.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC/NC             | FIRST CITIZENS BANCSHARES INC CL A            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      4266 | NS      | $3317582.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                 | ALLEGION PLC                                  | CUSIP: N/A<br>LEI: 984500560CAC2E6FB757       | Long             | EC               | CORP              | IE        |     34038 | NS      | $4001166.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                          | AXON ENTERPRISE INC                           | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     26238 | NS      | $5127954.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                          | AFFIRM HOLDINGS INC                           | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84500 | NS      | $1368055.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KIMCO REALTY CORP                            | KIMCO REALTY CORPORATION                      | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    234620 | NS      | $5269565.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                   | DAVITA INC                                    | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     21604 | NS      | $1779953.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                        | LUMENTUM HOLDINGS INC                         | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     26455 | NS      | $1592061.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                  | WIX.COM LTD                                   | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |     21412 | NS      | $1862415.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HLDGS LTD              | NORWEGIAN CRUISE LINE HLDGS LTD               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |    162446 | NS      | $2470803.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKEN CO                                    | TIMKEN CO                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     23753 | NS      | $1956059.55   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SVCS INC                              | QUANTA SVCS INC                               | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     55279 | NS      | $8412911.01   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS CO                           | SEI INV CORP                                  | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     39942 | NS      | $2493579.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                               | AIR LEASE CORP CL A                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     40350 | NS      | $1814539.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS INC                           | ALBERTSONS COS INC                            | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     65369 | NS      | $1385822.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                   | ALCOA CORP                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     68668 | NS      | $3587216.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                             | UNDER ARMOUR INC CL A                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     73184 | NS      | $906749.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                       | JONES LANG LASALLE INC                        | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     18541 | NS      | $3427674.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                | INGREDION INC                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     25458 | NS      | $2617082.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                     | EQT CORPORATION                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    143157 | NS      | $4676939.19   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                         | ASSURED GUARANTY LTD                          | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     22370 | NS      | $1400362.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                          | HARLEY-DAVIDSON INC                           | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     52251 | NS      | $2405113.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LTD                    | AXIS CAPITAL HOLDINGS LTD                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     30221 | NS      | $1890927.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INS GROUP INC                        | HANOVER INSURANCE GROUP INC                   | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13748 | NS      | $1850205.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC/MO                   | COMMERCE BANCSHARES INC                       | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44158 | NS      | $2939156.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS INC                           | STEEL DYNAMICS INC                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     64671 | NS      | $7801909.44   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CERIDIAN HCM HOLDING INC                     | CERIDIAN HCM HLDG INC                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     53156 | NS      | $3842115.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                            | ACUITY BRANDS INC                             | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12451 | NS      | $2347262.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                                | CONFLUENT INC                                 | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     48242 | NS      | $1114390.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                      | ITT INC                                       | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     32425 | NS      | $2969805.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMF HOLDING CORP                            | JAMF HOLDING CORP                             | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |     25697 | NS      | $510599.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                     | PVH CORP                                      | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     25198 | NS      | $2265300.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                   | CARVANA CO CL A                               | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |     40513 | NS      | $412017.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NOVAVAX INC                                  | NOVAVAX INC                                   | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |     30313 | NS      | $330714.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| POOL CORP                                    | POOL CORP                                     | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     14779 | NS      | $5698930.19   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC               | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     69238 | NS      | $3278419.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| H and R BLOCK INC                            | BLOCK H and R INC                             | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     60334 | NS      | $2351819.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY INC                               | PDC ENERGY INC                                | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     34110 | NS      | $2310270.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                       | CHESAPEAKE ENERGY CORP                        | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     47042 | NS      | $4079482.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                                 | EVERCORE INC A                                | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     14161 | NS      | $1838239.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                    | CUBESMART                                     | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86823 | NS      | $3975625.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE INC                             | LIFE STORAGE INC                              | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     32676 | NS      | $3530315.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT INC                                     | LYFT INC                                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    123391 | NS      | $2005103.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS INC                          | MERCURY SYSTEMS INC                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     19107 | NS      | $955063.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                  | BRUKER CORP                                   | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     41644 | NS      | $2920077.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC            | FIRST INDUSTRIAL REALTY TRUST                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51167 | NS      | $2729759.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                      | TORO CO                                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     40533 | NS      | $4520240.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBERT HALF INTERNATIONAL INC                | ROBERT HALF INTERNATIONAL INC.                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     41052 | NS      | $3446725.92   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                                | WOLFSPEED INC                                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     47830 | NS      | $3683388.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| ANTERO RESOURCES CORPORATION                 | ANTERO RES CORP                               | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    110154 | NS      | $3176841.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORP                           | STORE CAPITAL CORP                            | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     98682 | NS      | $3178547.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                           | FTI CONSULTING INC                            | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     13090 | NS      | $2088116.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CERTARA INC                                  | CERTARA INC                                   | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45142 | NS      | $875754.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                      | DARLING INGREDIENTS INC                       | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     62149 | NS      | $4119857.21   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                       | DOLBY LABORATORIES INC CL A                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     23701 | NS      | $1885651.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP                        | STIFEL FINANCIAL CORP                         | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     40127 | NS      | $2704961.07   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                                 | COMERICA INC                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     50740 | NS      | $3719749.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP                                     | APA CORP                                      | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |    124450 | NS      | $5516868.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON and CO                               | ORGANON and CO                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     98704 | NS      | $2973951.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTSMAN CORP                                | HUNTSMAN CORP                                 | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     70808 | NS      | $2243905.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP INC                        | AVIS BUDGET GROUP                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      9919 | NS      | $1984196.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORP NA                             | ZIONS BANCORP                                 | CUSIP: 989701107<br>LEI: YYQWUR1Z2BCX32HQS333 | Long             | EC               | CORP              | US        |     57183 | NS      | $3039848.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                           | REGAL REXNORD CORP                            | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     25698 | NS      | $3577161.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                               | NEWMARKET CORP                                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2264 | NS      | $779970.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNIFY HEALTH INC                           | SIGNIFY HEALTH INC                            | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31441 | NS      | $894810.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC                 | SPECTRUM BRANDS HOLDINGS INC                  | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     15477 | NS      | $1050578.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL and ALUMINUM CO               | RELIANCE STEEL and ALUMINUM CO                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     22683 | NS      | $5159248.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                      | WEX INC                                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     16904 | NS      | $3126732.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AZENTA INC                                   | AZENTA INC                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     28765 | NS      | $1607963.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                 | MEDICAL PPTY TR INC                           | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    230683 | NS      | $2987344.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| VERTIV HOLDINGS CO                           | VERTIV HOLDINGS CO                            | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |    117909 | NS      | $1676665.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                           | CAPRI HOLDINGS LTD                            | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     48775 | NS      | $3243049.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                     | DICKS SPORTING GOODS INC                      | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     20649 | NS      | $2700063.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HLDG CORP                          | PAYLOCITY HOLDING CORP                        | CUSIP: 70438V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15421 | NS      | $3212040.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY INC                         | ASPEN TECHNOLOGY INC                          | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     10471 | NS      | $2081111.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| GATES INDUSTRIAL CORP PLC                    | GATES INDUSTRIAL CORP PLC                     | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |     41910 | NS      | $553631.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X GENOMICS INC                             | 10X GENOMICS INC                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     35744 | NS      | $1673891.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                                | MIDDLEBY CORP                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     20768 | NS      | $3228385.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE GRO CO (THE)                  | SCOTTS MIRACLE GRO CO                         | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     15676 | NS      | $1131650.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACK KNIGHT INC                             | BLACK KNIGHT INC                              | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |     60031 | NS      | $3637278.29   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC ENTERTAINMENT HOLDING INC                | AMC ENTERTAINMENT HLDS CL A                   | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    200744 | NS      | $1073980.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| UNIVAR SOLUTIONS INC                         | UNIVAR INC                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     62450 | NS      | $2153276.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX CO INC                                  | TREX CO INC                                   | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42788 | NS      | $2255783.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                     | UNITED STATES STEEL CORP                      | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     90161 | NS      | $2568686.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                           | CROWN HOLDINGS INC                            | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     44708 | NS      | $3941457.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                     | COTY INC CL A                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    136486 | NS      | $1359400.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER INC                                   | CARTERS INC                                   | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     14488 | NS      | $1207864.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICOLD REALTY TRUST                       | AMERICOLD REALTY TRUST                        | CUSIP: 03064D108<br>LEI: 549300R7N1V5YV8MWH02 | Long             | EC               | CORP              | US        |    104401 | NS      | $3279235.41   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                                 | VONTIER CORP W/I                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     61317 | NS      | $1412130.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS INC DEL     | BRIGHT HORIZONS FAMILY SOLUTIONS INC          | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22336 | NS      | $1714958.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC | CHARLES RIVER LABS INTL INC                   | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |     19586 | NS      | $4764294.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HOLDINGS CO                            | CRANE HOLDINGS CO                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     18270 | NS      | $2117675.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                     | HIGHWOODS PROPERTIES INC                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     40349 | NS      | $1225399.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     51150 | NS      | $4463860.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC                                  | POLARIS INC                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     21378 | NS      | $2455049.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                              | MORNINGSTAR INC                               | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      9658 | NS      | $2345735.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                          | AVERY DENNISON CORP                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     31629 | NS      | $5991797.76   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                       | COLUMBIA SPORTSWEAR CO                        | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     13988 | NS      | $1341449.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                    | PERFORMANCE FOOD GROUP CO                     | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     59069 | NS      | $3622111.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                   | GRAND CANYON EDUCATION INC                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     11905 | NS      | $1387646.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                            | CLEAN HARBORS INC                             | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     19798 | NS      | $2579679.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                            | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      7383 | NS      | $2303422.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                   | CIENA CORP                                    | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     57231 | NS      | $2977156.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 INC                                       | F5 INC                                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |     23127 | NS      | $3414932.82   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                               | NRG ENERGY INC                                | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     88995 | NS      | $3045408.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR INC                                  | POPULAR INC                                   | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     27667 | NS      | $1899062.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| U-HAUL HOLDING CO                            | U-HAUL HOLDING CO                             | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     31453 | NS      | $1943480.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH INC                          | MISTER CAR WASH INC                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30635 | NS      | $314621.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| KEMPER CORP DEL                              | KEMPER CORP                                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     24670 | NS      | $1448869.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC                                      | GAP INC                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     75554 | NS      | $1025267.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ULTRAGENYX PHARMACEUTICAL INC                | ULTRAGENYX PHARMA INC                         | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |     25936 | NS      | $1175678.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARAVAI LIFESCIENCES HOLDINGS INC            | MARAVAI LIFESCIENCES HOLDINGS INC             | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42651 | NS      | $625263.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                            | YETI HOLDINGS INC                             | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     33499 | NS      | $1499415.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS INC                  | RYAN SPECIALTY HOLDINGS INC                   | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31944 | NS      | $1361453.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNRUN INC                                   | SUNRUN INC                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     80898 | NS      | $2125999.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                  | HUBBELL INC                                   | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     20800 | NS      | $4761328.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UPSTART HOLDINGS INC                         | UPSTART HOLDINGS INC                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |     27390 | NS      | $511645.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLOVIN CORP                                | APPLOVIN CORP                                 | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     85002 | NS      | $1079525.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| BENTLEY SYSTEMS INC                          | BENTLEY SYS INC CL B                          | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     65487 | NS      | $2557267.35   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCS INC                         | MANHATTAN ASSOCIATES INC                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     24100 | NS      | $3141676.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                   | VIASAT INC                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     27906 | NS      | $961361.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAPHIC PACKAGING HOLDING CO                 | GRAPHIC PACKAGING HOLDING CO                  | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118789 | NS      | $2861627.01   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORP                      | WINTRUST FINANCIAL CORP                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     23270 | NS      | $2128506.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                          | GUARDANT HEALTH INC                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |     37852 | NS      | $1189688.36   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SENSATA TECHNOLOGIES HOLDING PLC             | SENSATA TECHNOLOGIES HOLDING PLC              | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |     58731 | NS      | $2986471.35   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC                       | CACI INTERNATIONAL INC                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      8998 | NS      | $2772193.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC             | REINSURANCE GROUP OF AMERICA                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     25954 | NS      | $3939038.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC                                  | TEXTRON INC                                   | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     81004 | NS      | $5901141.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                             | UNDER ARMOUR INC CL C                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     76645 | NS      | $835430.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                                 | LESLIE'S INC                                  | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61523 | NS      | $952991.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| GENTEX CORP                                  | GENTEX CORP                                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     91259 | NS      | $2693053.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MACYS INC                                    | MACYS INC                                     | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    104673 | NS      | $2473422.99   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION NEW                          | NCR CORP                                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     49373 | NS      | $1353807.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                       | VALMONT INDUSTRIES INC                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      8160 | NS      | $2690596.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                                 | NOVOCURE LTD                                  | CUSIP: N/A<br>LEI: 213800YPP55UMHWA4826       | Long             | EC               | CORP              | JE        |     40131 | NS      | $3659144.58   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| ENHABIT HOME HEALTH and HOSPICE              | ENHABIT HOME HEALTH and HOSPICE               | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     19018 | NS      | $292116.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                          | CHURCHILL DOWNS INC                           | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     13856 | NS      | $3437673.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                 | FEDERAL REALTY INVESTMENT TR                  | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |     31176 | NS      | $3477059.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP NEW                            | GAMESTOP CORP CL A                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    104273 | NS      | $2280450.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| POST HOLDINGS INC                            | POST HOLDINGS INC                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     21245 | NS      | $2017212.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                           | KILROY REALTY CORP                            | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     45141 | NS      | $1852586.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                       | PENN ENTERTAINMENT INC                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $2127000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC                                      | ADT INC                                       | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81177 | NS      | $713545.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                     | ALLEGRO MICROSYSTEMS INC                      | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25744 | NS      | $982648.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS HLDGS INC                 | SPIRIT AEROSYSTEM HLD INC CL A                | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40532 | NS      | $1465231.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROS INC                                | TOLL BROTHERS INC                             | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     41240 | NS      | $2453367.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTERNATIONAL INC               | SERVICE CORP INTERNATIONAL INC                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     58098 | NS      | $4307966.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC                     | MARKETAXESS HLDGS INC                         | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     14428 | NS      | $5249627.80   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                          | MKS INSTRUMENTS INC                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     22255 | NS      | $2277131.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC                             | PURE STORAGE INC CL A                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    109281 | NS      | $3162592.14   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                     | SLM CORP                                      | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |     97133 | NS      | $1706626.81   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC                                   | UIPATH INC A                                  | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    146418 | NS      | $2248980.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP INC                                  | IDACORP INC                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     19547 | NS      | $2068268.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC              | CHOICE HOTELS INTL INC                        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     12493 | NS      | $1535264.77   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                      | KBR INC                                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     52932 | NS      | $2711706.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                         | BWX TECHNOLOGIES INC                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     35462 | NS      | $2158217.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION          | SIX FLAGS ENTERTAINMENT CORP                  | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     28871 | NS      | $775186.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC                           | GLOBUS MEDICAL INC                            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     29663 | NS      | $2239556.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                           | TELADOC HEALTH INC                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     62374 | NS      | $1833795.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI CORP NEW                                 | UGI CORP NEW                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     81318 | NS      | $3238895.94   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC           | FRONTIER COMMUNICATIONS PARENT INC            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95131 | NS      | $2816828.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW INC                               | FIVE BELOW INC                                | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     21199 | NS      | $4178958.87   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH (AO) CORP                              | SMITH (AO) CORP                               | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     48594 | NS      | $3289813.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                             | BOYD GAMING CORP                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     29655 | NS      | $1847803.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC                               | GLOBE LIFE INC                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     34736 | NS      | $4197845.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP                         | SL GREEN REALTY CORP REIT                     | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     24862 | NS      | $1023071.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JUNIPER NETWORKS INC                         | JUNIPER NETWORKS INC                          | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |    124135 | NS      | $4009560.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY SCHEIN INC                             | HENRY SCHEIN INC                              | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     52516 | NS      | $4524253.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCH INC                  | S and P MID 400 EMINI FUT MAR23 FAH3          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |        11 | NC      | $240292.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO/THE                         | WESTERN UNION CO                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    149455 | NS      | $2117777.35   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP                   | APARTMENT INCOME REIT CORP CL A               | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58148 | NS      | $2224742.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                 | NISOURCE INC                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    157735 | NS      | $4377146.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                | HUDSON PACIFIC PROPERTIES INC                 | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53435 | NS      | $608624.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS CO INC             | PETCO HEALTH AND WELLNESS CO INC              | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |     31255 | NS      | $365370.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC                | JEFFERIES FINANCIAL GROUP INC                 | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     77808 | NS      | $3056298.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                  | CHEMOURS CO/ THE                              | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     58199 | NS      | $2117861.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC               | NEW YORK COMMUNITY BANCORP INC                | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    259982 | NS      | $2597220.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP NEW                                | NEWS CORP NEW CL B                            | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |     45963 | NS      | $939483.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK FINANCIAL CORP                           | BOK FINANCIAL COMMON NEW                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     11273 | NS      | $1132936.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                             | VAIL RESORTS INC                              | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     15624 | NS      | $4098800.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXSTAR MEDIA GROUP INC                      | NEXSTAR MEDIA GROUP INC                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     14078 | NS      | $2882752.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC                        | BILL.COM HOLDINGS INC                         | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     38413 | NS      | $4441311.06   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                   | CASEY GENERAL STORES                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     14397 | NS      | $3396396.27   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                    | LEAR CORP NEW                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     22853 | NS      | $3331510.34   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                   | LATTICE SEMICONDUCTOR CORP                    | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     52710 | NS      | $3994890.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                       | CREDIT ACCEPTANCE CORP                        | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2605 | NS      | $1205177.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PROSPERITY BANCSHARES INC                    | PROSPERITY BANCSHARES INC                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34008 | NS      | $2579846.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC                 | INTERPUBLIC GROUP OF COS INC                  | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    150735 | NS      | $5495798.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                    | QIAGEN NV                                     | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |     88110 | NS      | $4317390.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                                | PRIMERICA INC                                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     14240 | NS      | $2303320.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR and DECOR HOLDINGS INC                 | FLOOR and DECOR HOLDINGS INC                  | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     40092 | NS      | $3639150.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                   | NEUROCRINE BIOSCIENCES INC                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     36813 | NS      | $4083666.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                     | BANK OZK                                      | CUSIP: 06417N103<br>LEI: 549300UULWC5CKW0VZ48 | Long             | EC               | CORP              | US        |     43429 | NS      | $1983402.43   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                  | NUTANIX INC CL A                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |     89201 | NS      | $2486031.87   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                            | HYATT HOTELS CORP CL A                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     18387 | NS      | $2006389.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC INTELLIGENT SOLUTIONS HOLDINGS INC       | CCC INTELLIGENT SOLUTIONS HOLD CL A           | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66372 | NS      | $613941.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTE GROUP INC                              | PULTEGROUP INC                                | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88048 | NS      | $5009050.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                 | WOODWARD INC                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     22861 | NS      | $2337765.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM INC                             | RYDER SYSTEM INC                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     18868 | NS      | $1781327.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                          | THOR INDUSTRIES INC                           | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     20051 | NS      | $1911461.83   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC     | KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC      | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60596 | NS      | $3581223.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE INC                      | PELOTON INTERACTIVE INC CL A                  | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    119706 | NS      | $1547798.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| THOUGHTWORKS HOLDING INC                     | THOUGHTWORKS HOLDING INC                      | CUSIP: 88546E105<br>LEI: 984500E705D15F2DF680 | Long             | EC               | CORP              | US        |     33067 | NS      | $357123.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                               | APTARGROUP INC                                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     25433 | NS      | $2941072.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOAST INC                                    | TOAST INC                                     | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     99030 | NS      | $2209359.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST HORIZON CORP                           | FIRST HORIZON CORP                            | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    205549 | NS      | $5083226.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC               | ARMSTRONG WORLD INDUSTRIES INC                | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     17594 | NS      | $1361951.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                               | ENTERTAINMENT PPTYS TR                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     28755 | NS      | $1221512.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                        | ANTERO MIDSTREAM CORP                         | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130596 | NS      | $1423496.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                         | JBG SMITH PROPERTIES                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41496 | NS      | $835729.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                      | WESCO INTERNATIONAL INC                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     17304 | NS      | $2578469.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TFS FINANCIAL CORP                           | TFS FINANCIAL CORP                            | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19452 | NS      | $277191.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PENSKE AUTOMOTIVE GROUP INC                  | PENSKE AUTOMOTIVE GROUP INC                   | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     10017 | NS      | $1280372.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                           | NVENT ELECTRIC PLC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     64163 | NS      | $2550479.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LAZARD LTD                                   | LAZARD LTD CL A                               | CUSIP: N/A<br>LEI: 254900RIBCDJSUFG1A11       | Long             | EC               | CORP              | BM        |     32152 | NS      | $1288652.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                    | OLIN CORP                                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     49023 | NS      | $3166395.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UST BILLS                                    | UST BILLS 0% 06/29/2023                       | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98122.59     | 0.01%             | 2023-06-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                            | GXO LOGISTICS INC                             | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     41027 | NS      | $2146942.91   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHWESTERN ENERGY CO                       | SOUTHWESTERN ENERGY CO                        | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    427396 | NS      | $2359225.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL FINANCIAL HOLDINGS INC                   | LPL FINL HLDGS INC                            | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     30924 | NS      | $7332698.88   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                         | KYNDRYL HOLDINGS INC                          | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     79380 | NS      | $1062898.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                      | NATIONAL FUEL GAS CO NJ                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     34044 | NS      | $1976594.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORP                         | JETBLUE AIRWAYS CORP                          | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    124577 | NS      | $996616.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                              | MASTERBRAND INC                               | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     50144 | NS      | $461324.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                    | BRIGHTHOUSE FINANCIAL INC                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     26652 | NS      | $1499708.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNATURE BK NEW YORK NY                     | SIGNATURE BANK                                | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     24067 | NS      | $3103439.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                   | NOV INC                                       | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    152027 | NS      | $3715539.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC                           | PLANET FITNESS INC CL A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     32417 | NS      | $2744099.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                           | RITHM CAPITAL CORP                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    168150 | NS      | $1582291.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RELIC INC                                | NEW RELIC INC                                 | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     20695 | NS      | $1263429.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                 | FACTSET RESEARCH SYSTEMS INC                  | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |     14743 | NS      | $6235404.42   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORP                             | QUIDELORTHO CORP                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     18935 | NS      | $1621025.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                         | VORNADO REALTY TRUST                          | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68532 | NS      | $1671495.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP            | MARRIOTT VACATIONS WORLD                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     14523 | NS      | $2324260.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVEREST REINSURANCE GROUP LTD                | EVEREST REINSURANCE GROUP LTD                 | CUSIP: N/A<br>LEI: 549300N24XF2VV0B3570       | Long             | EC               | CORP              | BM        |     15116 | NS      | $5285914.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                           | DOUGLAS EMMETT INC REIT                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65648 | NS      | $1099604.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON TOOLS CORP                           | SNAP-ON INCORPORATED                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     20425 | NS      | $5080310.25   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILON HEALTH INC                            | AGILON HEALTH INC                             | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73434 | NS      | $1597923.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| WEWORK INC                                   | WEWORK INC CL A                               | CUSIP: 96209A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82972 | NS      | $131925.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TRIPADVISOR INC                              | TRIPADVISOR INC                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     39667 | NS      | $924241.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORP                         | UMPQUA HOLDINGS CORP                          | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     83917 | NS      | $1527289.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                     | LENNOX INTERNATIONAL INC                      | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     12409 | NS      | $3234033.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS INC                     | CULLEN FROST BANKERS INC                      | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     22655 | NS      | $2951493.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                 | GINKGO BIOWORKS HOLDINGS INC                  | CUSIP: 37611X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    339181 | NS      | $661402.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                        | TENET HEALTHCARE CORP                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     41286 | NS      | $2264537.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                | LINCOLN ELECTRIC HLDGS INC                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21760 | NS      | $3631091.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                         | MGIC INVESTMENT CORP                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    114712 | NS      | $1619733.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSCAPE CORP                            | QUANTUMSCAPE CORP A                           | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100128 | NS      | $852089.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| MATTEL INC                                   | MATTEL INC                                    | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    136538 | NS      | $2793567.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AGNC INVESTMENT CORP                         | AGNC INVESTMENT CORP                          | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |    221598 | NS      | $2570536.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATICA INC                              | INFORMATICA INC                               | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14297 | NS      | $254486.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust                 | Fidelity Cash Central Fund                    | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   2524085 | NS      | $2524589.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA INC                           | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     83230 | NS      | $3065360.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                        | AMERICAN HOMES 4 RENT                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    119559 | NS      | $4099678.11   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                       | BERRY GLOBAL GROUP INC                        | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |     48636 | NS      | $3002300.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC            | GAMING AND LEISURE PROPRTI INC                | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     94841 | NS      | $5079683.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL INC                          | VIRTU FINANCIAL INC- CL A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     36643 | NS      | $707576.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                        | ELEMENT SOLUTIONS INC                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     87566 | NS      | $1793351.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORP                                    | AGCO CORP                                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     24109 | NS      | $3330176.17   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC.                            | CIRRUS LOGIC INC                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     21282 | NS      | $1923679.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO CO PLC                               | PERRIGO CO PLC                                | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     52162 | NS      | $1951902.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                                 | RAYONIER INC REIT                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     56592 | NS      | $2059382.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESHPET INC                                 | FRESHPET INC                                  | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     17655 | NS      | $1118091.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUBLEVERIFY HOLDINGS INC                    | DOUBLEVERIFY HOLDINGS INC                     | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28480 | NS      | $774371.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL INC                    | SPIRIT RLTY CAP INC                           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     54051 | NS      | $2371757.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                      | CBOE GLOBAL MARKETS INC                       | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |     41126 | NS      | $5053562.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                           | HEXCEL CORPORATION                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     32547 | NS      | $2297167.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                | TOPBUILD CORP                                 | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     12388 | NS      | $2478343.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA INC                          | WILLIAMS-SONOMA INC                           | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     25736 | NS      | $3472815.84   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH GROUP SA                              | ARDAGH GROUP SA                               | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | EC               | CORP              | LU        |      5444 | NS      | $58414.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                   | RENAISSANCERE HLDGS LTD                       | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     16722 | NS      | $3272328.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                              | PEGASYSTEMS INC                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     16056 | NS      | $624257.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                              | CONCENTRIX CORP                               | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16511 | NS      | $2341424.91   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                        | ENCOMPASS HEALTH CORP                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     38037 | NS      | $2375410.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTMT INC                    | WORLD WRESTLING ENTMT CL A                    | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     16719 | NS      | $1414761.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AVNET INC                                    | AVNET INC                                     | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     35322 | NS      | $1620573.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINL PARTNERS INC                   | PINNACLE FINL PARTNERS INC                    | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     29109 | NS      | $2291751.57   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                   | NATERA INC                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37936 | NS      | $1628592.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                            | LITHIA MOTORS INC CL A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     10531 | NS      | $2771759.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP INC                | AFFILIATED MANAGERS GRP INC                   | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     14519 | NS      | $2508012.06   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC NEW                           | TETRA TECH INC                                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     20424 | NS      | $3176340.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SENTINELONE INC                              | SENTINELONE INC                               | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74170 | NS      | $1119225.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT and PLATT INC                        | LEGGETT and PLATT INC                         | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     51680 | NS      | $1889420.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| LANDSTAR SYSTEM INC                          | LANDSTAR SYSTEM INC                           | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     13854 | NS      | $2394386.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC               | REYNOLDS CONSUMER PRODUCTS INC                | CUSIP: 76171L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21092 | NS      | $627908.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS CORP                            | UWM HOLDINGS CORP CL A                        | CUSIP: 91823B109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36009 | NS      | $164921.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK HOTELS and RESORTS INC                  | PARK HOTELS and RESORTS INC                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     86572 | NS      | $1273474.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                            | IRON MOUNTAIN INC                             | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |    112135 | NS      | $6120328.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION INC DEL                           | AUTONATION INC                                | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13094 | NS      | $1659271.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| VOYA FINANCIAL INC                           | VOYA FINANCIAL INC                            | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     37804 | NS      | $2637585.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| EXACT SCIENCES CORP                          | EXACT SCIENCES CORP                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     67905 | NS      | $4584945.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| MADISON SQUARE GARDEN SPORTS CORP            | MADISON SQUARE GARDEN SPORTS CORP             | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7363 | NS      | $1338887.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIVATE PLC                                | CLARIVATE PLC                                 | CUSIP: N/A<br>LEI: 549300WDHIIODXFO0R55       | Long             | EC               | CORP              | JE        |    183351 | NS      | $2038863.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC            | HUNTINGTON INGALLS INDUSTRIES INC             | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |     15287 | NS      | $3371394.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC                                 | DOXIMITY INC                                  | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43416 | NS      | $1531282.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                     | ACADIA HEALTHCARE CO INC                      | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     34588 | NS      | $2906083.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                   | ADVANCED DRAINAGE SYSTEMS INC                 | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     24885 | NS      | $2509403.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORP             | BOOZ ALLEN HAMILTON HLDG CL A                 | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     50993 | NS      | $4825977.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                 | ENVISTA HOLDINGS CORP                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     63215 | NS      | $2464752.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FINL CORP                        | FIRST AMERICAN FINANCIAL CORP                 | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     39184 | NS      | $2424314.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                   | AXALTA COATING SYSTEMS LTD                    | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     85760 | NS      | $2581376.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                            | MP MATERIALS CORP                             | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35241 | NS      | $1145684.91   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PACKAGING CORP OF AMERICA                    | PACKAGING CORP OF AMERICA                     | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |     35448 | NS      | $5058429.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                     | BUILDERS FIRSTSOURCE                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     56488 | NS      | $4502093.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                    | LINCOLN NATIONAL CORP                         | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     65904 | NS      | $2334978.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TANDEM DIABETES CARE INC                     | TANDEM DIABETES CARE INC                      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     24783 | NS      | $1009659.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                         | HOWMET AEROSPACE INC                          | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |    144163 | NS      | $5865992.47   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                  | GROCERY OUTLET HOLDING CORP                   | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34262 | NS      | $1041222.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| GENPACT LTD                                  | GENPACT LTD                                   | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     70122 | NS      | $3315368.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                           | SONOCO PRODUCTS CO                            | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     37795 | NS      | $2309652.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HLDGS INC               | ALLISON TRANSMISSION HLDGS INC                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     35777 | NS      | $1612827.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP      | SCIENCE APPLICATIONS INTERNATIONAL CORP       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     21351 | NS      | $2215806.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN and BRADSTREET HOLDINGS INC              | DUN and BRADSTREET HOLDINGS IN                | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97653 | NS      | $1430616.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                      | ESSENTIAL UTILITIES INC                       | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     89888 | NS      | $4200466.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCORE TECHNOLOGIES INC                     | PROCORE TECHNOLOGIES INC                      | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     27619 | NS      | $1545283.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| WENDYS CO                                    | WENDYS CO                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     66238 | NS      | $1477107.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                      | MDU RESOURCES GROUP INC                       | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |     78456 | NS      | $2425074.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                          | SILGAN HOLDINGS INC                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     32661 | NS      | $1760101.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATLS INC                              | EAGLE MATERIALS INC                           | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     14195 | NS      | $2073605.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC                                | VALVOLINE INC                                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     68677 | NS      | $2517698.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                      | PTC INC                                       | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     40914 | NS      | $5518480.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                | ANNALY CAPITAL MGMT INC REIT                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    181553 | NS      | $4261048.91   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC              | EQUITY LIFESTYLE PPTYS INC                    | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     68988 | NS      | $4951958.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                       | SYNOVUS FINANCIAL CORP.                       | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     55919 | NS      | $2345802.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA PACIFIC CORP                       | LOUISIANA PACIFIC CORP                        | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     27605 | NS      | $1879624.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                  | STARWOOD PROPERTY TRUST INC                   | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    113445 | NS      | $2369866.05   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Fidelity Revere Street Trust                 | Fidelity Securities Lending Cash Central Fund | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  76575793 | NS      | $76583450.12  | 6.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PLC                                  | PENTAIR PLC                                   | CUSIP: N/A<br>LEI: 549300EVR9D56WPSRP15       | Long             | EC               | CORP              | IE        |     63910 | NS      | $3539335.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                | UNIVERSAL HEALTH SVCS INC CL B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     24099 | NS      | $3571712.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS and RESORTS INC                  | HOST HOTELS and RESORTS INC                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |    274991 | NS      | $5183580.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                       | FAIR ISAAC CORP                               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      9432 | NS      | $6281240.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING NEW                            | OWENS CORNING INC                             | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     36232 | NS      | $3501822.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                      | PILGRIM'S PRIDE CORP NEW                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     18079 | NS      | $438958.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP-LIBERTY FORMULA ONE       | LIBERTY FORMULA ONE-C                         | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77948 | NS      | $5518718.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRATI THERAPEUTICS INC                      | Mirati Therapeutics Inc                       | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |     17333 | NS      | $925755.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| WILLSCOT MOBILE MINI HOLDINGS CORP           | WILLSCOT MOBILE MINI HOLDINGS CORP            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     79000 | NS      | $3828340.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET and CO                     | VICTORIA'S SECRET and CO                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     31507 | NS      | $1328020.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                        | CARLYLE GROUP INC (THE)                       | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     80416 | NS      | $2892563.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                 | ASSURANT INC                                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     20667 | NS      | $2740237.53   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                        | EURONET WORLDWIDE INC                         | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     18341 | NS      | $2066663.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTLEFUSE INC                               | LITTELFUSE INC                                | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9389 | NS      | $2410062.41   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                       | WEBSTER FINANCIAL                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     67127 | NS      | $3534236.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                               | BRUNSWICK CORP                                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     28061 | NS      | $2366384.13   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                      | XPO INC                                       | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     39758 | NS      | $1584753.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ZILLOW GROUP INC                             | ZILLOW GROUP INC                              | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     21886 | NS      | $940222.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON INC                                | DONALDSON CO INC                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     47908 | NS      | $2987063.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARGEPOINT HOLDINGS INC                     | CHARGEPOINT HOLDINGS INC CL A                 | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     98306 | NS      | $1193434.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| STERICYCLE INC                               | STERICYCLE INC                                | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     35600 | NS      | $1915636.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                   | MASTEC INC                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     23676 | NS      | $2325693.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC                              | HANESBRANDS INC                               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    135368 | NS      | $1142505.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HOWARD HUGHES CORP                           | HOWARD HUGHES CORP                            | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |     14226 | NS      | $1216180.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                    | GRACO INC                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     65194 | NS      | $4454054.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO TECHNE CORP                              | BIO TECHNE CORP                               | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     60436 | NS      | $4814331.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                            | NEWELL BRANDS INC                             | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    146633 | NS      | $2340262.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS WHOLESALE CLUB HOLDINGS INC              | BJS WHSL CLUB HLDGS INC                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     52046 | NS      | $3771773.62   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORP                               | TD SYNNEX CORP                                | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     18135 | NS      | $1852490.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                  | WAYFAIR INC                                   | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     30632 | NS      | $1853236.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| HERTZ GLOBAL HOLDINGS INC                    | HERTZ GLOBAL HOLDINGS INC                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     73330 | NS      | $1321406.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KIRBY CORP                                   | KIRBY CORP                                    | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     23185 | NS      | $1641034.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORP                         | DECKERS OUTDOOR CORP                          | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10229 | NS      | $4372692.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST SOLAR INC                              | FIRST SOLAR INC                               | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     41266 | NS      | $7328841.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                     | EASTGROUP PPTYS INC                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     15977 | NS      | $2688130.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                             | ZILLOW GROUP INC CL C                         | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |     61312 | NS      | $2710603.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| OMEGA HEALTHCARE INVESTORS INC               | OMEGA HEALTHCARE INVESTORS INC                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     91282 | NS      | $2687342.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH INC                            | SYNEOS HEALTH INC                             | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     39800 | NS      | $1429616.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIVA INC                                   | ENVIVA INC                                    | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |     11888 | NS      | $540666.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                               | FLOWSERVE CORP                                | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     50573 | NS      | $1740722.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB CORP PA                                  | FNB CORP PA                                   | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    135538 | NS      | $1934127.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OLAPLEX HOLDINGS INC                         | OLAPLEX HOLDINGS INC                          | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48274 | NS      | $304608.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL INC                              | ICU MEDICAL INC                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      7833 | NS      | $1513570.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST HAWAIIAN INC                           | FIRST HAWAIIAN INC                            | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     49610 | NS      | $1361298.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCINO INC                                    | NCINO INC                                     | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27047 | NS      | $773544.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDSTROM INC                                | NORDSTROM INC                                 | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     43454 | NS      | $849091.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CABLE ONE INC                                | CABLE ONE INC                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2240 | NS      | $1769331.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                       | UNIVERSAL DISPLAY CORP                        | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16872 | NS      | $2236046.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                        | RPM INTERNATIONAL INC                         | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     49573 | NS      | $4457108.43   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                    | FIVE9 INC                                     | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     27193 | NS      | $2142264.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                           | COUPA SOFTWARE INC                            | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     29224 | NS      | $2335582.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                              | GEN DIGITAL INC                               | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    217283 | NS      | $4999681.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC                                  | ASHLAND INC                                   | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     19673 | NS      | $2149668.71   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                          | SHIFT4 PAYMENTS INC                           | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19603 | NS      | $1255376.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                                | REPLIGEN                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     21481 | NS      | $3980429.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO INC                                      | RXO INC                                       | CUSIP: 74982T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39758 | NS      | $728366.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENT CORP                     | NATIONAL INSTRUMENT CORP                      | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     50792 | NS      | $2742768.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                               | PLUG POWER INC                                | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |    201749 | NS      | $3433767.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| DYNATRACE INC                                | DYNATRACE INC                                 | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77257 | NS      | $2968986.51   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DEFINITIVE HEALTHCARE CORP                   | DEFINITIVE HEALTHCARE CORP                    | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13295 | NS      | $164592.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FLOWERS FOODS INC                            | FLOWERS FOODS INC                             | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     72798 | NS      | $2015776.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES INC                        | MOHAWK INDUSTRIES INC                         | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     20429 | NS      | $2452705.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY CO                            | DXC TECHNOLOGY CO                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     89349 | NS      | $2566996.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                        | US FOODS HOLDING CORP                         | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     78386 | NS      | $2988858.18   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HENRY (JACK) and ASSOCIATES                  | HENRY (JACK) and ASSOCIATES INC               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     28193 | NS      | $5077277.37   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDL RLTY INC                        | REXFORD INDUSTRIAL REALTY INC                 | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     71340 | NS      | $4527949.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                        | EAST WEST BANCORP INC                         | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54931 | NS      | $4313182.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LIMITED                               | AMDOCS LTD                                    | CUSIP: N/A<br>LEI: 549300HQV672RJ7RQV66       | Long             | EC               | CORP              | GG        |     46921 | NS      | $4313447.53   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                  | OVINTIV INC                                   | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96687 | NS      | $4759901.01   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP DE                           | PACWEST BANCORP                               | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     45138 | NS      | $1248517.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                          | CURTISS WRIGHT CORPORATION                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14873 | NS      | $2465943.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLS GROUP INC                     | AMERICAN AIRLINES GROUP INC                   | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250882 | NS      | $4049235.48   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES INC             | HAWAIIAN ELECTRIC INDS INC                    | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     42252 | NS      | $1785992.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORP(REIT)                   | REGENCY CENTERS CORP REIT                     | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     66562 | NS      | $4435026.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORP                              | SEALED AIR CORP                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     56616 | NS      | $3100292.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO LTD                                  | INVESCO LTD                                   | CUSIP: N/A<br>LEI: ECPGFXU8A2SHKVVGJI15       | Long             | EC               | CORP              | BM        |    145040 | NS      | $2684690.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS and RESORTS INC               | WYNDHAM HOTELS and RESORTS INC                | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     33715 | NS      | $2613249.65   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                         | RANGE RESOURCES CORP                          | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     91469 | NS      | $2288554.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                               | BORGWARNER INC                                | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     90652 | NS      | $4286026.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINL GROUP INC OHIO                 | AMERICAN FINL GROUP INC OHIO                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     26135 | NS      | $3726589.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HLDG CORP               | INTEGRA LIFESCIENCES HLDS CORP                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     28129 | NS      | $1611791.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                   | PINNACLE WEST CAPITAL CORP                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     43850 | NS      | $3269017.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO                            | NEW YORK TIMES CO CL A                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     63079 | NS      | $2197672.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA CORP                                  | VISTRA CORP                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    152605 | NS      | $3519071.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIES BARGAIN OUTLET HLDGS INC              | OLLIES BARGAIN OUTLET HOLDINGS INC            | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     24238 | NS      | $1327272.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                      | IAA INC                                       | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     51986 | NS      | $2169375.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORP DEL                            | TERADATA CORP                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     39747 | NS      | $1386375.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW FORTRESS ENERGY INC                      | NEW FORTRESS ENERGY INC                       | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21400 | NS      | $830106.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                     | JAZZ PHARMA PLC                               | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     23913 | NS      | $3746210.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL INC                              | RINGCENTRAL INC CL A                          | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     33094 | NS      | $1291658.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNEIDER NATIONAL INC                       | SCHNEIDER NATIONAL INC CL B                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     20978 | NS      | $555917.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTSHEET INC                               | SMARTSHEET INC                                | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |     49383 | NS      | $2133839.43   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RENEWABLE CORP                    | BROOKFIELD RENEWABLE CORP                     | CUSIP: 11284V105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     49597 | NS      | $1563297.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| IONIS PHARMACEUTICALS INC                    | IONIS PHARMACEUTICALS INC                     | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     54858 | NS      | $2187188.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR MINING INC                               | SSR MINING INC                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     80012 | NS      | $1355403.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| GUIDEWIRE SOFTWARE INC                       | GUIDEWIRE SOFTWARE INC                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     31833 | NS      | $2331448.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                  | MASIMO CORP                                   | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     18427 | NS      | $3134064.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| VITESSE ENERGY INC                           | VITESSE ENERGY INC                            | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9157 | NS      | $146145.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES INC                    | OPENDOOR TECHNOLOGIES INC                     | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    181534 | NS      | $397559.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SEABOARD CORP                                | SEABOARD CORP                                 | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        98 | NS      | $384209.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC                        | SOFI TECHNOLOGIES INC                         | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |    312927 | NS      | $2168584.11   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| LAMAR ADVERTISING CO                         | LAMAR ADVERTISING CO CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     33585 | NS      | $3578145.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE USA INC                               | ALTICE USA INC A                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     81260 | NS      | $398174.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS INC                                 | ENTEGRIS INC                                  | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     57650 | NS      | $4652931.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                             | DT MIDSTREAM INC                              | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37641 | NS      | $2057457.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE and MAIN INC                            | CORE and MAIN INC                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27681 | NS      | $610919.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DRIVEN BRANDS HOLDINGS INC                   | DRIVEN BRANDS HOLDINGS INC                    | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24157 | NS      | $705142.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                       | COUSINS PROPERTIES INC                        | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     58660 | NS      | $1608457.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORP                            | RALPH LAUREN CORP                             | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     15746 | NS      | $1950142.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ERIE INDEMNITY CO                            | ERIE INDEMNITY CO CL A                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |      9738 | NS      | $2379480.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer