# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048891
**Filing Date:** 2023-3
**Character Count:** 149781
**Document Hash:** b798ee7f7fb60f3ccc269cd3571a0885
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048891.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048891

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690532

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

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

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

## Series and Classes Contracts Data

### EQ/400 Managed Volatility Portfolio (Series ID: S000025797)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000077115 | Class IB     |  |
| C000104216 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

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

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

- **a. Name of Series:** EQ/400 Managed Volatility Portfolio

- **b. EDGAR series identifier (if any):** S000025797

- **c. LEI of Series:** 549300VWHSFOOWSKV115

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $853849575.96

**Total Liabilities:** $12745388.28

**Net Assets:** $841104187.68

**Cash Not Reported:** $34894309.56

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000104216 | 9.51%                | 6.06%                | -5.61%               |
| Class ID C000077115 | 9.55%                | 6.00%                | -5.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4825231.57              | $70465226.58                               |
| Month 2  | $428921.66               | $45512707.87                               |
| Month 3  | $8562688.04              | $-55597328.87                              |

**Designated Index Information**

- **Index Name:** S&P MidCap 400 Index

- **Index Identifier:** SNP400

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Werner Enterprises, Inc.                    | Werner Enterprises, Inc.                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     21627 | NS      | $870703.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust           | Corporate Office Properties Trust                                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     40925 | NS      | $1061594.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                 | Crocs, Inc.                                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     22694 | NS      | $2460710.42   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                    | Wintrust Financial Corp.                                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     22317 | NS      | $1886232.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                   | RLI Corp.                                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     14842 | NS      | $1948309.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                              | Carter's, Inc.                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     14041 | NS      | $1047599.01   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                    | FirstCash Holdings, Inc.                                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13804 | NS      | $1199705.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                       | Hancock Whitney Corp.                                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     31436 | NS      | $1521188.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                | Viasat, Inc.                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     28114 | NS      | $889808.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                           | Foot Locker, Inc.                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     29180 | NS      | $1102712.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                     | Louisiana-Pacific Corp.                                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     26380 | NS      | $1561696.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                        | Xerox Holdings Corp.                                                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     41222 | NS      | $601841.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                   | United Therapeutics Corp.                                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     16770 | NS      | $4663569.30   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                   | CubeSmart                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82631 | NS      | $3325897.75   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                             | Ingredion, Inc.                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     24120 | NS      | $2362071.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.             | Interactive Brokers Group, Inc., Class A                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     37851 | NS      | $2738519.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                 | TEGNA, Inc.                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     81833 | NS      | $1734041.27   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                          | Helen of Troy Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      8919 | NS      | $989206.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                  | Esab Corp.                                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     19215 | NS      | $901567.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                            | OGE Energy Corp.                                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     73663 | NS      | $2913371.65   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                       | Landstar System, Inc.                                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     13218 | NS      | $2153212.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                      | Kyndryl Holdings, Inc.                                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     75942 | NS      | $844475.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                               | Polaris, Inc.                                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20046 | NS      | $2024646.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                | Gentex Corp.                                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     86313 | NS      | $2353755.51   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                  | New Jersey Resources Corp.                                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     35333 | NS      | $1753223.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                         | Carlisle Cos., Inc.                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     19029 | NS      | $4484183.85   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                              | EPR Properties                                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     27340 | NS      | $1031264.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                         | Flowers Foods, Inc.                                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     70693 | NS      | $2031716.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                            | Timken Co. (The)                                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     24357 | NS      | $1721309.19   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                           | Haemonetics Corp.                                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     18621 | NS      | $1464541.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                 | Jabil, Inc.                                                         | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     49539 | NS      | $3378559.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                         | Syneos Health, Inc.                                                 | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     38198 | NS      | $1401102.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                          | nVent Electric plc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     61294 | NS      | $2357980.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                           | ICU Medical, Inc.                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      7470 | NS      | $1176375.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                       | AECOM                                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     51383 | NS      | $4363958.19   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                 | Lattice Semiconductor Corp.                                         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     50430 | NS      | $3271898.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                       | Glacier Bancorp, Inc.                                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     40756 | NS      | $2014161.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                        | Curtiss-Wright Corp.                                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     14095 | NS      | $2353724.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                    | Jazz Pharmaceuticals plc                                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     23168 | NS      | $3690894.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                    | Option Care Health, Inc.                                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     56750 | NS      | $1707607.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.          | BJ's Wholesale Club Holdings, Inc.                                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     49698 | NS      | $3288019.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                       | Deckers Outdoor Corp.                                               | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      9738 | NS      | $3887020.08   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                       | Harley-Davidson, Inc.                                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     48946 | NS      | $2036153.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                 | Kinsale Capital Group, Inc.                                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      7926 | NS      | $2072807.52   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                     | Other Repurchase Agreement                                          | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |   2800000 | PA      | $2800000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Medpace Holdings, Inc.                      | Medpace Holdings, Inc.                                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      9343 | NS      | $1984546.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                              | Repligen Corp.                                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     19000 | NS      | $3216890.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                | Neurocrine Biosciences, Inc.                                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     35372 | NS      | $4224831.68   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | Owens Corning                                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     34386 | NS      | $2933125.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                             | LHC Group, Inc.                                                     | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     11403 | NS      | $1843751.07   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                    | Bank OZK                                                            | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     40730 | NS      | $1631643.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                        | Old National Bancorp                                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    107649 | NS      | $1935529.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                          | Crane Holdings Co.                                                  | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     17515 | NS      | $1759381.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                  | Saia, Inc.                                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      9728 | NS      | $2039767.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.        | Frontier Communications Parent, Inc.                                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82034 | NS      | $2090226.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.      | Cracker Barrel Old Country Store, Inc.                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      8157 | NS      | $772794.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                    | Washington Federal, Inc.                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23977 | NS      | $804428.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                             | PacWest Bancorp                                                     | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     43824 | NS      | $1005760.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                | Vishay Intertechnology, Inc.                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     47590 | NS      | $1026516.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                 | Spirit Realty Capital, Inc.                                         | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     51387 | NS      | $2051882.91   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                              | SunPower Corp.                                                      | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     31271 | NS      | $563816.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp.                               | Navient Corp.                                                       | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     38921 | NS      | $640250.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                         | Toll Brothers, Inc.                                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     38780 | NS      | $1935897.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                      | Stifel Financial Corp.                                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     39105 | NS      | $2282558.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                          | Life Storage, Inc.                                                  | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     31400 | NS      | $3092900.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                            | Fair Isaac Corp.                                                    | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      9190 | NS      | $5500950.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                     | Lantheus Holdings, Inc.                                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     25580 | NS      | $1303556.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.           | Choice Hotels International, Inc.                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |     10198 | NS      | $1148702.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                      | Univar Solutions, Inc.                                              | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     60036 | NS      | $1909144.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                   | NCR Corp.                                                           | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     50555 | NS      | $1183492.55   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                   | UGI Corp.                                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     77040 | NS      | $2855872.80   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                 | Acadia Healthcare Co., Inc.                                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     33474 | NS      | $2755579.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                       | JetBlue Airways Corp.                                               | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    119168 | NS      | $772208.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                       | MGIC Investment Corp.                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    109289 | NS      | $1420757.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                 | Fluor Corp.                                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     52201 | NS      | $1809286.66   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                     | Lumentum Holdings, Inc.                                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     25094 | NS      | $1309153.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                           | TripAdvisor, Inc.                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     38765 | NS      | $696994.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                     | Southwestern Energy Co.                                             | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    406054 | NS      | $2375415.90   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                  | EastGroup Properties, Inc.                                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     16033 | NS      | $2373845.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                              | Omnicell, Inc.                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     16480 | NS      | $830921.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                        | Middleby Corp. (The)                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     19826 | NS      | $2654701.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                  | Taylor Morrison Home Corp., Class A                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     39865 | NS      | $1209902.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                    | Ormat Technologies, Inc.                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     18108 | NS      | $1565979.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                   | RXO, Inc.                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     42355 | NS      | $728506.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                         | IPG Photonics Corp.                                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     11830 | NS      | $1119946.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.              | Watts Water Technologies, Inc., Class A                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     10007 | NS      | $1463323.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                     | KB Home                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     30561 | NS      | $973367.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                       | Range Resources Corp.                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     88908 | NS      | $2224478.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                         | Capri Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     47388 | NS      | $2716280.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                          | Under Armour, Inc., Class C                                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     72494 | NS      | $646646.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.            | New York Community Bancorp, Inc.                                    | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    250140 | NS      | $2151204.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                | ALLETE, Inc.                                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     21032 | NS      | $1356774.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                | Grand Canyon Education, Inc.                                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     11285 | NS      | $1192373.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                 | Kirby Corp.                                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     22289 | NS      | $1434297.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp                                              | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     27693 | NS      | $1129597.47   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                              | TopBuild Corp.                                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     11764 | NS      | $1840948.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.  | Knight-Swift Transportation Holdings, Inc.                          | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59127 | NS      | $3098846.07   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.            | Omega Healthcare Investors, Inc.                                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     86166 | NS      | $2408339.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp.                                | Bruker Corp.                                                        | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     36800 | NS      | $2515280.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                           | Brink's Co. (The)                                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     17091 | NS      | $917957.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                           | Essent Group Ltd.                                                   | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     40075 | NS      | $1558116.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                           | HF Sinclair Corp.                                                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49484 | NS      | $2567724.76   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                            | Tetra Tech, Inc.                                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     19494 | NS      | $2830333.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                   | Nexstar Media Group, Inc., Class A                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     13874 | NS      | $2428366.22   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                           | QuidelOrtho Corp.                                                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     19684 | NS      | $1686328.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                               | Visteon Corp.                                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     10464 | NS      | $1369005.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                        | Patterson Cos., Inc.                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     31874 | NS      | $893428.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                     | Paylocity Holding Corp.                                             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     15221 | NS      | $2956831.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                  | GATX Corp.                                                          | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12923 | NS      | $1374231.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                    | Jones Lang LaSalle, Inc.                                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     17464 | NS      | $2783237.68   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                            | Stericycle, Inc.                                                    | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     33848 | NS      | $1688676.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.           | Pinnacle Financial Partners, Inc.                                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     28117 | NS      | $2063787.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                              | Exelixis, Inc.                                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    119757 | NS      | $1920902.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                    | Power Integrations, Inc.                                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     20975 | NS      | $1504327.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                 | Terex Corp.                                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     24687 | NS      | $1054628.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                          | HealthEquity, Inc.                                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     31004 | NS      | $1911086.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                 | Greif, Inc., Class A                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9422 | NS      | $631839.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                     | United Bankshares, Inc.                                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     49495 | NS      | $2004052.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                              | Coherent Corp.                                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     51030 | NS      | $1791153.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                        | Globus Medical, Inc., Class A                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     28666 | NS      | $2129023.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.            | Old Republic International Corp.                                    | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    104129 | NS      | $2514715.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                       | Mercury Systems, Inc.                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     21334 | NS      | $954483.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                | Genpact Ltd.                                                        | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     62034 | NS      | $2873414.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                         | Regal Rexnord Corp.                                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     24340 | NS      | $2920313.20   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                         | Acuity Brands, Inc.                                                 | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11832 | NS      | $1959497.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                          | NorthWestern Corp.                                                  | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     21301 | NS      | $1264001.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                       | Pilgrim's Pride Corp.                                               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     16501 | NS      | $391568.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                             | NewMarket Corp.                                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      2495 | NS      | $776219.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                | Qualys, Inc.                                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     12719 | NS      | $1427453.37   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                      | Amkor Technology, Inc.                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     36956 | NS      | $886204.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                  | Lennox International, Inc.                                          | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     11866 | NS      | $2838703.18   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                  | Performance Food Group Co.                                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     57279 | NS      | $3344520.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                  | Builders FirstSource, Inc.                                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     54152 | NS      | $3513381.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                     | Universal Display Corp.                                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15966 | NS      | $1724966.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                         | UMB Financial Corp.                                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     16178 | NS      | $1351186.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                               | Ashland, Inc.                                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     18319 | NS      | $1969842.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.             | Lincoln Electric Holdings, Inc.                                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21244 | NS      | $3069545.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                         | GXO Logistics, Inc.                                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     43627 | NS      | $1862436.63   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.             | Annaly Capital Management, Inc.                                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    172148 | NS      | $3628879.84   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Mattel, Inc.                                | Mattel, Inc.                                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    130100 | NS      | $2320984.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                             | Brunswick Corp.                                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     26678 | NS      | $1922950.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                   | Darling Ingredients, Inc.                                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     58971 | NS      | $3690994.89   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                    | Cousins Properties, Inc.                                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     56350 | NS      | $1425091.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                | Cognex Corp.                                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     63628 | NS      | $2997515.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                       | Axon Enterprise, Inc.                                               | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     24875 | NS      | $4127508.75   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.             | Simpson Manufacturing Co., Inc.                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     15674 | NS      | $1389656.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                          | Ryder System, Inc.                                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     18489 | NS      | $1545125.73   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                            | Royal Gold, Inc.                                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     24153 | NS      | $2722526.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                      | Chart Industries, Inc.                                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     15524 | NS      | $1788830.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                          | Under Armour, Inc., Class A                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     69305 | NS      | $704138.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                | Watsco, Inc.                                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     12239 | NS      | $3052406.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                       | Williams-Sonoma, Inc.                                               | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     24546 | NS      | $2820826.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                             | Envestnet, Inc.                                                     | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     13933 | NS      | $859666.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                   | ExlService Holdings, Inc.                                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     12166 | NS      | $2061285.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                             | TD SYNNEX Corp.                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     15456 | NS      | $1463837.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                      | Encompass Health Corp.                                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     36716 | NS      | $2195983.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                 | Prosperity Bancshares, Inc.                                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33596 | NS      | $2441757.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                     | Columbia Sportswear Co.                                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     12904 | NS      | $1130132.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                             | Valvoline, Inc.                                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     65133 | NS      | $2126592.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                   | Equitrans Midstream Corp.                                           | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    157826 | NS      | $1057434.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                | R1 RCM, Inc.                                                        | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51092 | NS      | $559457.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                  | Adient plc                                                          | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     34886 | NS      | $1210195.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                 | Sensient Technologies Corp.                                         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     15328 | NS      | $1117717.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                             | Insperity, Inc.                                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     13104 | NS      | $1488614.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                             | Wolfspeed, Inc.                                                     | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     45703 | NS      | $3155335.12   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                             | Dynatrace, Inc.                                                     | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74139 | NS      | $2839523.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                             | Gap, Inc. (The)                                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     77615 | NS      | $875497.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                              | Teradata Corp.                                                      | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     37457 | NS      | $1260802.62   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                         | Kilroy Realty Corp.                                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     38549 | NS      | $1490689.83   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                   | CNO Financial Group, Inc.                                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     42569 | NS      | $972701.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                            | Littelfuse, Inc.                                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      9109 | NS      | $2005801.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                            | Five Below, Inc.                                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     20423 | NS      | $3612216.01   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                   | MDU Resources Group, Inc.                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74821 | NS      | $2270069.14   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                         | S&P Midcap 400 E-Mini Index                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       353 | NC      | $-1650159.89  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                   | WEX, Inc.                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     16040 | NS      | $2624946.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                            | Concentrix Corp.                                                    | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15589 | NS      | $2075831.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                | Neogen Corp.                                                        | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     80416 | NS      | $1224735.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                   | IAA, Inc.                                                           | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     49173 | NS      | $1966920.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                     | Avis Budget Group, Inc.                                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      9154 | NS      | $1500615.22   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                | LivaNova plc                                                        | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     19503 | NS      | $1083196.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.          | Hawaiian Electric Industries, Inc.                                  | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     40163 | NS      | $1680821.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                         | Sonoco Products Co.                                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     35879 | NS      | $2178214.09   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                | Chemed Corp.                                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      5471 | NS      | $2792562.53   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                       | Associated Banc-Corp.                                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     55930 | NS      | $1291423.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                | Grocery Outlet Holding Corp.                                        | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32822 | NS      | $958074.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                         | Clean Harbors, Inc.                                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     18503 | NS      | $2111562.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                  | Super Micro Computer, Inc.                                          | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     17053 | NS      | $1400051.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                            | Murphy Oil Corp.                                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     53767 | NS      | $2312518.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.          | Marriott Vacations Worldwide Corp.                                  | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     14100 | NS      | $1897719.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                      | Federated Hermes, Inc., Class B                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     30859 | NS      | $1120490.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.       | Ollie's Bargain Outlet Holdings, Inc.                               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     21627 | NS      | $1013008.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                           | Hanesbrands, Inc.                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    129518 | NS      | $823734.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                           | Black Hills Corp.                                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     23884 | NS      | $1680000.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                              | GameStop Corp., Class A                                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     92929 | NS      | $1715469.34   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp.                      | Antero Resources Corp.                                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    101598 | NS      | $3148522.02   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                       | Eagle Materials, Inc.                                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     13557 | NS      | $1801047.45   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.               | Topgolf Callaway Brands Corp.                                       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     50488 | NS      | $997138.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                | Enovis Corp.                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     17301 | NS      | $925949.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                     | Pebblebrook Hotel Trust                                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     48240 | NS      | $645933.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                 | Calix, Inc.                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     21121 | NS      | $1445310.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                      | Tenet Healthcare Corp.                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     40146 | NS      | $1958723.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                     | Synovus Financial Corp.                                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     53480 | NS      | $2008174.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                | Macy's, Inc.                                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    100370 | NS      | $2072640.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                | Azenta, Inc.                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     27523 | NS      | $1602389.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                             | Perrigo Co. plc                                                     | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |     49357 | NS      | $1682580.13   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                | Cadence Bank                                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     59106 | NS      | $1457553.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                  | Dana, Inc.                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     47475 | NS      | $718296.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund, IM Shares | JPMorgan Prime Money Market Fund, IM Shares                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  44336103 | NS      | $44358271.04  | 5.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                      | Antero Midstream Corp.                                              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124627 | NS      | $1344725.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                       | BellRing Brands, Inc.                                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     50400 | NS      | $1292256.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                        | Travel + Leisure Co.                                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     29907 | NS      | $1088614.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                       | Matador Resources Co.                                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     41303 | NS      | $2364183.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)            | Goodyear Tire & Rubber Co. (The)                                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    103088 | NS      | $1046343.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                   | KBR, Inc.                                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     50480 | NS      | $2665344.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                | Coca-Cola Consolidated, Inc.                                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1713 | NS      | $877672.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                            | AptarGroup, Inc.                                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     24021 | NS      | $2641829.58   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                         | YETI Holdings, Inc.                                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     32067 | NS      | $1324687.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                      | Cleveland-Cliffs, Inc.                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    189601 | NS      | $3054472.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                | Casey's General Stores, Inc.                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     13708 | NS      | $3075389.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.         | First Industrial Realty Trust, Inc.                                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48618 | NS      | $2346304.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.                | Worthington Industries, Inc.                                        | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     11157 | NS      | $554614.47    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                               | Oshkosh Corp.                                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     24058 | NS      | $2121675.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                  | Silicon Laboratories, Inc.                                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     12246 | NS      | $1661414.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                         | CNX Resources Corp.                                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     66405 | NS      | $1118260.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)         | Hanover Insurance Group, Inc. (The)                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     13085 | NS      | $1768176.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                      | Fulton Financial Corp.                                              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     62275 | NS      | $1048088.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                        | Light & Wonder, Inc.                                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     34467 | NS      | $2019766.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                      | Aspen Technology, Inc.                                              | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |     10768 | NS      | $2211747.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                            | MSA Safety, Inc.                                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     13512 | NS      | $1948295.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                              | Evercore, Inc., Class A                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     13147 | NS      | $1434074.76   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                 | Ciena Corp.                                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     54508 | NS      | $2778817.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                   | NOV, Inc.                                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    144530 | NS      | $3019231.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                  | AGCO Corp.                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     22782 | NS      | $3159635.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                         | Post Holdings, Inc.                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     19975 | NS      | $1802943.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                             | Primerica, Inc.                                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     13576 | NS      | $1925348.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                | Kohl's Corp.                                                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     42916 | NS      | $1083629.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                          | Chemours Co. (The)                                                  | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     55529 | NS      | $1700297.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                | Sabra Health Care REIT, Inc.                                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     85946 | NS      | $1068308.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                              | Penumbra, Inc.                                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     13974 | NS      | $3108656.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                  | Manhattan Associates, Inc.                                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     22959 | NS      | $2787222.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.             | Rexford Industrial Realty, Inc.                                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     67515 | NS      | $3689019.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                             | Synaptics, Inc.                                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     14743 | NS      | $1402943.88   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.              | International Bancshares Corp.                                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     19426 | NS      | $888933.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                  | Allegro MicroSystems, Inc.                                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23933 | NS      | $718468.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                         | PNM Resources, Inc.                                                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     31940 | NS      | $1558352.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                     | Physicians Realty Trust                                             | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     84216 | NS      | $1218605.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                 | RenaissanceRe Holdings Ltd.                                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     16080 | NS      | $2962418.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.             | Independence Realty Trust, Inc.                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     82542 | NS      | $1391658.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                              | Wingstop, Inc.                                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     10980 | NS      | $1511067.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.             | Arrowhead Pharmaceuticals, Inc.                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     39387 | NS      | $1597536.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                     | John Wiley & Sons, Inc., Class A                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     15799 | NS      | $632907.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                     | RPM International, Inc.                                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     47501 | NS      | $4628972.45   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                            | Ziff Davis, Inc.                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     17560 | NS      | $1388996.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                       | MKS Instruments, Inc.                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     21007 | NS      | $1779923.11   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                               | Vontier Corp.                                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     58772 | NS      | $1136062.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                       | Commercial Metals Co.                                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     43175 | NS      | $2085352.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                       | SL Green Realty Corp.                                               | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     23927 | NS      | $806818.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers, Inc.                  | Cullen/Frost Bankers, Inc.                                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     23658 | NS      | $3163074.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.            | Tempur Sealy International, Inc.                                    | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     62912 | NS      | $2159768.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.         | World Wrestling Entertainment, Inc., Class A                        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     15932 | NS      | $1091660.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.              | Wyndham Hotels & Resorts, Inc.                                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     32498 | NS      | $2317432.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.             | MSC Industrial Direct Co., Inc., Class A                            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     17331 | NS      | $1415942.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                 | Park Hotels & Resorts, Inc.                                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     83666 | NS      | $986422.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                   | Fox Factory Holding Corp.                                           | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     15494 | NS      | $1413517.62   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.               | Reliance Steel & Aluminum Co.                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     21595 | NS      | $4371691.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.         | Integra LifeSciences Holdings Corp.                                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     26631 | NS      | $1493200.17   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                | Masimo Corp.                                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     17794 | NS      | $2632622.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                     | Shockwave Medical, Inc.                                             | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     13369 | NS      | $2748800.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                              | Westlake Corp.                                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     12643 | NS      | $1296413.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                              | Trex Co., Inc.                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40377 | NS      | $1709158.41   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.    | Science Applications International Corp.                            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     20284 | NS      | $2250104.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                          | STAAR Surgical Co.                                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     17875 | NS      | $867652.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.   | MACOM Technology Solutions Holdings, Inc.                           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19014 | NS      | $1197501.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                   | Janus Henderson Group plc                                           | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     49314 | NS      | $1159865.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                       | Umpqua Holdings Corp.                                               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     80767 | NS      | $1441690.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                  | Olin Corp.                                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     46866 | NS      | $2481086.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                 | Apartment Income REIT Corp.                                         | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55165 | NS      | $1892711.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                   | XPO, Inc.                                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     42807 | NS      | $1425045.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                 | Spire, Inc.                                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     19533 | NS      | $1345042.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS TREASURY & AGENCY LEX               | DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | CUSIP: 261908107<br>LEI: 54930067A504FBYASH16 | Long             | STIV             | RF                | US        |   1000000 | PA      | $1000000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                       | Thor Industries, Inc.                                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     19752 | NS      | $1491078.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordstrom, Inc.                             | Nordstrom, Inc.                                                     | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     40482 | NS      | $653379.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.             | Papa John's International, Inc.                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11700 | NS      | $963027.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                  | Lear Corp.                                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     21748 | NS      | $2697186.96   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                               | Novanta, Inc.                                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13109 | NS      | $1781119.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                         | ACI Worldwide, Inc.                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     41347 | NS      | $950981.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                    | Penn Entertainment, Inc.                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57074 | NS      | $1695097.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                   | Commerce Bancshares, Inc.                                           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41961 | NS      | $2856285.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                             | ChampionX Corp.                                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     73353 | NS      | $2126503.47   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                            | PBF Energy, Inc., Class A                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     42273 | NS      | $1723892.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.              | American Financial Group, Inc.                                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     25690 | NS      | $3526723.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                | Belden, Inc.                                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     15750 | NS      | $1132425.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                 | Dick's Sporting Goods, Inc.                                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     20459 | NS      | $2461013.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.              | First American Financial Corp.                                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     38098 | NS      | $1994049.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                 | Boston Beer Co., Inc. (The), Class A                                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3468 | NS      | $1142775.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                               | Hubbell, Inc.                                                       | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |     19761 | NS      | $4637511.48   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                     | Western Union Co. (The)                                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    141878 | NS      | $1953660.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.            | First Financial Bankshares, Inc.                                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     48268 | NS      | $1660419.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.            | National Retail Properties, Inc.                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     65905 | NS      | $3015812.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                     | Kite Realty Group Trust                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80466 | NS      | $1693809.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                            | AutoNation, Inc.                                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12585 | NS      | $1350370.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                          | Macerich Co. (The)                                                  | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     79921 | NS      | $899910.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                 | Alcoa Corp.                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     65103 | NS      | $2960233.41   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                 | Avnet, Inc.                                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33673 | NS      | $1400123.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                        | Bank of Hawaii Corp.                                                | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     14649 | NS      | $1136176.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.             | Selective Insurance Group, Inc.                                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     22178 | NS      | $1965192.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                 | Halozyme Therapeutics, Inc.                                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     49751 | NS      | $2830831.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                 | Graco, Inc.                                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     62009 | NS      | $4170725.34   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                            | Murphy USA, Inc.                                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7648 | NS      | $2137921.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                         | ManpowerGroup, Inc.                                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     18602 | NS      | $1547872.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                | Hexcel Corp.                                                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     30901 | NS      | $1818523.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                         | First Horizon Corp.                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    197442 | NS      | $4837329.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                              | Rayonier, Inc.                                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     53819 | NS      | $1773874.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                      | Celsius Holdings, Inc.                                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14918 | NS      | $1552068.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                         | Lithia Motors, Inc., Class A                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     10059 | NS      | $2059479.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                   | ITT, Inc.                                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     30429 | NS      | $2467791.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.              | Texas Capital Bancshares, Inc.                                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     18562 | NS      | $1119474.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                         | Inari Medical, Inc.                                                 | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17880 | NS      | $1136452.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                               | Maximus, Inc.                                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     22207 | NS      | $1628439.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                           | Boyd Gaming Corp.                                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     29187 | NS      | $1591567.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                         | SEI Investments Co.                                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     37703 | NS      | $2198084.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.               | Healthcare Realty Trust, Inc.                                       | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    140029 | NS      | $2698358.83   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                  | Unum Group                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     68807 | NS      | $2823151.21   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                           | Wendy's Co. (The)                                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     63349 | NS      | $1433587.87   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                     | East West Bancorp, Inc.                                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51860 | NS      | $3417574.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                      | Lancaster Colony Corp.                                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      7374 | NS      | $1454890.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                  | National Instruments Corp.                                          | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     48042 | NS      | $1772749.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                     | Arrow Electronics, Inc.                                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     22631 | NS      | $2366523.67   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                   | United States Steel Corp.                                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     86198 | NS      | $2159259.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                        | Douglas Emmett, Inc.                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65411 | NS      | $1025644.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Reinsurance Group of America, Inc.          | Reinsurance Group of America, Inc.                                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     24592 | NS      | $3494277.28   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                        | JBG SMITH Properties                                                | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35859 | NS      | $680603.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                             | Blackbaud, Inc.                                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     16576 | NS      | $975663.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                         | Donaldson Co., Inc.                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     45059 | NS      | $2652623.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                              | Ingevity Corp.                                                      | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12926 | NS      | $910507.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.             | Affiliated Managers Group, Inc.                                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     13860 | NS      | $2195839.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                   | FNB Corp.                                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    128683 | NS      | $1679313.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                               | IDACORP, Inc.                                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     18595 | NS      | $2005470.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                | Southwest Gas Holdings, Inc.                                        | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22939 | NS      | $1419465.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                          | RH                                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      7071 | NS      | $1889300.49   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                     | EnerSys                                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     15129 | NS      | $1117125.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                   | Essential Utilities, Inc.                                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     87822 | NS      | $4191744.06   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                | SiTime Corp.                                                        | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5941 | NS      | $603724.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                    | CACI International, Inc., Class A                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      8635 | NS      | $2595594.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                     | CommVault Systems, Inc.                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     16308 | NS      | $1024794.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                       | Churchill Downs, Inc.                                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     12111 | NS      | $2560628.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                     | Euronet Worldwide, Inc.                                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     17527 | NS      | $1654198.26   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                        | Voya Financial, Inc.                                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     35754 | NS      | $2198513.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial, Inc.                 | Brighthouse Financial, Inc.                                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     25436 | NS      | $1304103.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                 | Vicor Corp.                                                         | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      8202 | NS      | $440857.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.              | Medical Properties Trust, Inc.                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    220030 | NS      | $2451134.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                            | Kennametal, Inc.                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     29353 | NS      | $706233.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                  | ASGN, Inc.                                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     18360 | NS      | $1495972.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                  | Highwoods Properties, Inc.                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     38336 | NS      | $1072641.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                   | PVH Corp.                                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     23998 | NS      | $1694018.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                          | Cirrus Logic, Inc.                                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     20259 | NS      | $1508890.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                       | Texas Roadhouse, Inc.                                               | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     24621 | NS      | $2239279.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                              | Toro Co. (The)                                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     38341 | NS      | $4340201.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.               | Portland General Electric Co.                                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     32728 | NS      | $1603672.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                               | ONE Gas, Inc.                                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     20145 | NS      | $1525379.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                          | DT Midstream, Inc.                                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35592 | NS      | $1966813.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                | Sprouts Farmers Market, Inc.                                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     38947 | NS      | $1260714.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                       | Leggett & Platt, Inc.                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     48642 | NS      | $1567731.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                       | Silgan Holdings, Inc.                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     30725 | NS      | $1592784.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                    | New York Times Co. (The), Class A                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     60577 | NS      | $1966329.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                         | STORE Capital Corp.                                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     97771 | NS      | $3134538.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                | MasTec, Inc.                                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     21673 | NS      | $1849357.09   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                     | Webster Financial Corp.                                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     64025 | NS      | $3030943.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                              | Amedisys, Inc.                                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     12072 | NS      | $1008494.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                              | Woodward, Inc.                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     22137 | NS      | $2138655.57   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                          | MP Materials Corp.                                                  | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34351 | NS      | $834042.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                               | Progyny, Inc.                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27754 | NS      | $864537.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.            | Fortune Brands Innovations, Inc.                                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     47037 | NS      | $2686283.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                | Scotts Miracle-Gro Co. (The)                                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     14838 | NS      | $720978.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                | Avient Corp.                                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     31808 | NS      | $1073838.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                     | Valley National Bancorp                                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    154338 | NS      | $1745562.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.               | Treasury Repurchase Agreement                                       | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   8401454 | PA      | $8401454.35   | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp.                             | Flowserve Corp.                                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     48632 | NS      | $1492029.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                       | Home BancShares, Inc.                                               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69796 | NS      | $1590650.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                | Brixmor Property Group, Inc.                                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    110351 | NS      | $2501657.17   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                             | Cable One, Inc.                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1774 | NS      | $1262839.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                           | EMCOR Group, Inc.                                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     17534 | NS      | $2596960.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                    | Energizer Holdings, Inc.                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     24659 | NS      | $827309.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | Dycom Industries, Inc.                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     10733 | NS      | $1004608.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                   | SLM Corp.                                                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92058 | NS      | $1528162.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                     | Victoria's Secret & Co.                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     29894 | NS      | $1069607.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                       | National Fuel Gas Co.                                               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     33659 | NS      | $2130614.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                       | Lamar Advertising Co., Class A                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     32108 | NS      | $3030995.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                          | Skechers USA, Inc., Class A                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     49382 | NS      | $2071574.90   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                      | Envista Holdings Corp.                                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     59991 | NS      | $2019896.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust           | National Storage Affiliates Trust                                   | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31093 | NS      | $1123079.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                         | Graham Holdings Co., Class B                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1412 | NS      | $853144.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                             | H&R Block, Inc.                                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     57203 | NS      | $2088481.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                 | Service Corp. International                                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     56592 | NS      | $3912770.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                    | Valmont Industries, Inc.                                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      7849 | NS      | $2595428.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                            | PDC Energy, Inc.                                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     33904 | NS      | $2152225.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                  | Coty, Inc., Class A                                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    134276 | NS      | $1149402.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.             | Jefferies Financial Group, Inc.                                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     67404 | NS      | $2310609.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                | Iridium Communications, Inc.                                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     46229 | NS      | $2376170.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                 | Cabot Corp.                                                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     20626 | NS      | $1378641.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                | Kemper Corp.                                                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     23760 | NS      | $1168992.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                        | FTI Consulting, Inc.                                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12666 | NS      | $2011360.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                        | PotlatchDeltic Corp.                                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     29992 | NS      | $1319348.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                | Sunrun, Inc.                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     78926 | NS      | $1895802.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                           | Sotera Health Co.                                                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37240 | NS      | $310209.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                  | Tandem Diabetes Care, Inc.                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     23897 | NS      | $1074170.15   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer