# EDGAR Filing Document

**Accession Number:** 0000799127
**File Stem:** 0001752724-23-050272
**Filing Date:** 2023-3
**Character Count:** 593307
**Document Hash:** ad23964cb4a7a306da125b1813d5639b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050272.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD QUANTITATIVE FUNDS
- **CENTRAL INDEX KEY:** 0000799127
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04526
- **FILM NUMBER:** 23693853

**BUSINESS ADDRESS:**
- **STREET 1:** 100 VANGUARD BLVD
- **STREET 2:** P O BOX 2600
- **CITY:** MALVERN
- **STATE:** PA
- **ZIP:** 19355
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** 100 VANGUARD BLVD
- **STREET 2:** PO BOX 2600
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD QUANTITATIVE FUNDS /
- **DATE OF NAME CHANGE:** 20010503

## Series and Classes Contracts Data

### Vanguard Growth and Income Fund (Series ID: S000002913)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007979 | Investor Shares | VQNPX           |
| C000007980 | Admiral Shares  | VGIAX           |

## Nport-Ex

Vanguard<sup>®</sup> Growth and Income Fund

#### Schedule of Investments (unaudited)
As of December 31, 2022

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| **Common Stocks (95.6%)** | **Common Stocks (95.6%)** | **Common Stocks (95.6%)** | **Common Stocks (95.6%)** |
| **Communication Services (5.4%)** | **Communication Services (5.4%)** | **Communication Services (5.4%)** | **Communication Services (5.4%)** |
| <sup>\*</sup> | Alphabet Inc. Class A | 1886078 | 166409 |
| <sup>\*</sup> | Alphabet Inc. Class C | 1766135 | 156709 |
| <sup>\*</sup> | Meta Platforms Inc. Class A | 403720 | 48584 |
|  | AT&T Inc. | 2385656 | 43920 |
|  | Verizon Communications Inc. | 770452 | 30356 |
| <sup>\*</sup> | Charter Communications Inc. Class A | 50578 | 17151 |
|  | Comcast Corp. Class A | 484434 | 16941 |
|  | Interpublic Group of Cos. Inc. | 488223 | 16263 |
|  | News Corp. Class A | 584340 | 10635 |
|  | Electronic Arts Inc. | 62419 | 7626 |
|  | Fox Corp. Class B | 264599 | 7528 |
|  | News Corp. Class B | 370434 | 6831 |
| <sup>\*</sup> | Roblox Corp. Class A | 233300 | 6640 |
|  | Omnicom Group Inc. | 76400 | 6232 |
|  | Lumen Technologies Inc. | 1192670 | 6226 |
| <sup>\*</sup> | Live Nation Entertainment Inc. | 80735 | 5630 |
|  | Fox Corp. Class A | 157600 | 4786 |
| <sup>\*</sup> | T-Mobile US Inc. | 15500 | 2170 |
|  | Activision Blizzard Inc. | 25000 | 1914 |
| <sup>\*</sup> | Pinterest Inc. Class A | 78100 | 1896 |
| <sup>\*</sup> | Netflix Inc. | 5840 | 1722 |
|  | Warner Music Group Corp. Class A | 48000 | 1681 |
| <sup>\*</sup> | Warner Bros Discovery Inc. | 152400 | 1445 |
| <sup>\*</sup> | Frontier Communications Parent Inc. | 49856 | 1270 |
| <sup>\*</sup> | Spotify Technology SA | 14400 | 1137 |
| <sup>\*</sup> | Yelp Inc. Class A | 36700 | 1003 |
| <sup>\*</sup> | Liberty Global plc Class A | 49200 | 931 |
|  | Shutterstock Inc. | 15961 | 841 |
| <sup>\*</sup> | Iridium Communications Inc. | 13900 | 714 |
| <sup>\*</sup> | Match Group Inc. | 17001 | 705 |
| <sup>\*</sup> | ZipRecruiter Inc. Class A | 34900 | 573 |
| <sup>\*</sup> | Endeavor Group Holdings Inc. Class A | 18000 | 406 |
|  | Nexstar Media Group Inc. Class A | 2300 | 403 |
| <sup>\*</sup> | Vimeo Inc. | 102700 | 352 |
| <sup>\*</sup> | Cargurus Inc. | 25000 | 350 |
| <sup>\*</sup> | Gogo Inc. | 23100 | 341 |
| <sup>\*</sup> | AMC Networks Inc. Class A | 20600 | 323 |
| <sup>\*</sup> | DISH Network Corp. Class A | 21500 | 302 |
| <sup>\*</sup> | TripAdvisor Inc. | 15700 | 282 |
| <sup>\*</sup> | Liberty Media Corp.-Liberty Formula One Class C | 4600 | 275 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty Formula One Class A | 4800 | 256 |
| <sup>\*</sup> | Lions Gate Entertainment Corp. Class A | 33900 | 194 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Take-Two Interactive Software Inc. | 1800 | 187 |
| <sup>\*</sup> | QuinStreet Inc. | 11327 | 163 |
| <sup>\*</sup> | Cars.com Inc. | 11187 | 154 |
| <sup>\*</sup> | Snap Inc. Class A | 14700 | 132 |
| <sup>\*</sup> | Sciplay Corp. Class A | 7500 | 121 |
| <sup>\*</sup> | Liberty Media Corp.- Liberty SiriusXM Class C | 2500 | 98 |
| <sup>\*</sup> | Playtika Holding Corp. | 6800 | 58 |
| <sup>\*</sup> | Integral Ad Science Holding Corp. | 5771 | 51 |
|  | Gray Television Inc. | 4300 | 48 |
| <sup>\*</sup> | Lions Gate Entertainment Corp. Class B | 7300 | 40 |
| <sup>\*</sup> | Consolidated Communications Holdings Inc. | 8700 | 31 |
| <sup>\*</sup> | IDT Corp. Class B | 1000 | 28 |
| <sup>\*</sup> | Loyalty Ventures Inc. | 11100 | 27 |
|  | Entravision Communications Corp. Class A | 4800 | 23 |
| <sup>\*</sup> | TrueCar Inc. | 7429 | 19 |
| <sup>\*</sup> | WideOpenWest Inc. | 1600 | 15 |
| <sup>\*</sup> | Altice USA Inc. Class A | 2900 | 13 |
| <sup>\*</sup> | Taboola.com Ltd. | 3357 | 10 |
| <sup>\*</sup> | DHI Group Inc. | 1102 | 6 |
| <sup>\*</sup> | comScore Inc. | 4306 | 5 |
| <sup>\*</sup> | Gannett Co. Inc. | 2111 | 4 |
| <sup>\*</sup> | Outbrain Inc. | 1036 | 4 |
| <sup>\*</sup> | Anterix Inc. | 99 | 3 |
|  | New York Times Co. Class A | 98 | 3 |
|  | Scholastic Corp. | 40 | 2 |
|  | Spok Holdings Inc. | 190 | 2 |
|  | TEGNA Inc. | 82 | 2 |
| <sup>\*</sup> | US Cellular Corp. | 99 | 2 |
| <sup>\*</sup> | Liberty Global plc Class C | 91 | 2 |
| <sup>\*</sup> | PubMatic Inc. Class A | 122 | 2 |
| <sup>\*</sup> | Audacy Inc. Class A | 10600 | 2 |
| <sup>\*</sup> | EverQuote Inc. Class A | 100 | 1 |
|  | Sinclair Broadcast Group Inc. Class A | 50 | 1 |
| <sup>\*</sup> | Liberty Latin America Ltd. Class A | 200 | 1 |
|  | Manchester United plc Class A | 40 | 1 |
| <sup>\*</sup> | Stagwell Inc. | 200 | 1 |
| <sup>\*</sup> | Clear Channel Outdoor Holdings Inc. | 300 |  |
| <sup>\*</sup> | Liberty TripAdvisor Holdings Inc. Class A | 100 |  |
| <sup>\*</sup> | Angi Inc. Class A | 100 |  |
| <sup>\*</sup> | Magnite Inc. | 26 |  |
| <sup>\*,1</sup> | Yandex NV Class A | 23500 |  |
|  |  |  | **581215** |
| **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** | **Consumer Discretionary (10.0%)** |
| <sup>\*</sup> | Amazon.com Inc. | 2463924 | 206970 |
| <sup>\*</sup> | Tesla Inc. | 1120843 | 138065 |
|  | Lowe's Cos. Inc. | 494856 | 98595 |
|  | Home Depot Inc. | 278602 | 87999 |
|  | McDonald's Corp. | 219174 | 57759 |
| <sup>\*</sup> | Ulta Beauty Inc. | 116671 | 54727 |
| <sup>\*</sup> | AutoZone Inc. | 15026 | 37057 |
|  | Marriott International Inc. Class A | 244747 | 36440 |
| <sup>\*</sup> | O'Reilly Automotive Inc. | 39496 | 33336 |
|  | Tapestry Inc. | 795980 | 30311 |
| <sup>\*</sup> | Booking Holdings Inc. | 13504 | 27214 |
|  | TJX Cos. Inc. | 264910 | 21087 |
| <sup>\*</sup> | Expedia Group Inc. | 211899 | 18562 |
|  | Starbucks Corp. | 175926 | 17452 |
|  | Yum! Brands Inc. | 129010 | 16524 |

---

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---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | PulteGroup Inc. | 345778 | 15743 |
|  | General Motors Co. | 467320 | 15721 |
|  | eBay Inc. | 340982 | 14141 |
|  | Ford Motor Co. | 1214800 | 14128 |
| <sup>\*</sup> | Chipotle Mexican Grill Inc. Class A | 10127 | 14051 |
|  | Genuine Parts Co. | 66494 | 11537 |
| <sup>\*</sup> | Caesars Entertainment Inc. | 215590 | 8969 |
|  | Domino's Pizza Inc. | 24600 | 8521 |
|  | Bath & Body Works Inc. | 198124 | 8349 |
|  | Lennar Corp. Class A | 80795 | 7312 |
|  | Best Buy Co. Inc. | 79640 | 6388 |
|  | Harley-Davidson Inc. | 142100 | 5911 |
|  | LKQ Corp. | 93364 | 4987 |
|  | NIKE Inc. Class B | 40700 | 4762 |
|  | H&R Block Inc. | 100551 | 3671 |
|  | Ross Stores Inc. | 31452 | 3651 |
|  | Penske Automotive Group Inc. | 31400 | 3609 |
| <sup>\*</sup> | Under Armour Inc. Class C | 402668 | 3592 |
| <sup>\*</sup> | AutoNation Inc. | 31500 | 3380 |
| <sup>\*</sup> | Chegg Inc. | 129400 | 3270 |
|  | Hilton Worldwide Holdings Inc. | 24000 | 3033 |
| <sup>\*</sup> | Airbnb Inc. Class A | 34400 | 2941 |
|  | Dick's Sporting Goods Inc. | 22600 | 2719 |
| <sup>\*</sup> | Overstock.com Inc. | 128300 | 2484 |
|  | Travel & Leisure Co. | 66000 | 2402 |
|  | Dollar General Corp. | 8653 | 2131 |
|  | Garmin Ltd. | 22600 | 2086 |
|  | Tractor Supply Co. | 8184 | 1841 |
|  | Churchill Downs Inc. | 7102 | 1502 |
| <sup>\*</sup> | GoPro Inc. Class A | 284300 | 1416 |
| <sup>\*</sup> | Coupang Inc. | 92600 | 1362 |
|  | Signet Jewelers Ltd. | 16344 | 1111 |
|  | Darden Restaurants Inc. | 7800 | 1079 |
| <sup>\*</sup> | NVR Inc. | 228 | 1052 |
|  | Academy Sports & Outdoors Inc. | 18800 | 988 |
|  | BorgWarner Inc. (XNYS) | 18407 | 741 |
| <sup>\*</sup> | Capri Holdings Ltd. | 10550 | 605 |
|  | Acushnet Holdings Corp. | 13600 | 577 |
|  | Kontoor Brands Inc. | 14400 | 576 |
|  | Bloomin' Brands Inc. | 27300 | 549 |
| <sup>\*</sup> | Chewy Inc. Class A | 12700 | 471 |
| <sup>\*</sup> | Under Armour Inc. Class A | 45600 | 463 |
|  | American Eagle Outfitters Inc. | 32800 | 458 |
|  | Qurate Retail Inc. Series A | 274024 | 447 |
|  | Aramark | 10500 | 434 |
|  | Nordstrom Inc. | 25400 | 410 |
| <sup>\*</sup> | Farfetch Ltd. Class A | 81900 | 387 |
|  | Winnebago Industries Inc. | 7200 | 379 |
| <sup>\*</sup> | Aptiv plc | 3595 | 335 |
|  | Thor Industries Inc. | 4400 | 332 |
| <sup>\*</sup> | Hyatt Hotels Corp. Class A | 3300 | 298 |
|  | Macy's Inc. | 14400 | 297 |
| <sup>\*</sup> | 2U Inc. | 44714 | 280 |
|  | Aaron's Co. Inc. | 22805 | 273 |
| <sup>\*</sup> | Sleep Number Corp. | 10400 | 270 |
| <sup>\*</sup> | Coursera Inc. | 22600 | 267 |
|  | Laureate Education Inc. Class A | 26900 | 259 |
| <sup>\*</sup> | Mattel Inc. | 14300 | 255 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Asbury Automotive Group Inc. | 1400 | 251 |
|  | Rent-A-Center Inc. | 11100 | 250 |
| <sup>\*</sup> | Duolingo Inc. | 3200 | 228 |
|  | Restaurant Brands International Inc. | 3500 | 226 |
| <sup>\*</sup> | Victoria's Secret & Co. | 6169 | 221 |
|  | Marriott Vacations Worldwide Corp. | 1547 | 208 |
| <sup>\*</sup> | Adient plc | 6000 | 208 |
| <sup>\*</sup> | Abercrombie & Fitch Co. Class A | 8400 | 192 |
|  | Red Rock Resorts Inc. Class A | 4700 | 188 |
| <sup>\*</sup> | Grand Canyon Education Inc. | 1700 | 180 |
|  | Williams-Sonoma Inc. | 1500 | 172 |
| <sup>\*</sup> | American Public Education Inc. | 12700 | 156 |
| <sup>\*</sup> | Revolve Group Inc. | 7000 | 156 |
| <sup>\*</sup> | GrowGeneration Corp. | 37900 | 149 |
| <sup>\*</sup> | Six Flags Entertainment Corp. | 6100 | 142 |
| <sup>\*</sup> | Urban Outfitters Inc. | 5900 | 141 |
| <sup>\*</sup> | Stride Inc. | 4000 | 125 |
| <sup>\*</sup> | Fossil Group Inc. | 28589 | 123 |
|  | Gentex Corp. | 3900 | 106 |
| <sup>\*</sup> | Chico's FAS Inc. | 19664 | 97 |
| <sup>\*</sup> | Sally Beauty Holdings Inc. | 7100 | 89 |
|  | Sonic Automotive Inc. Class A | 1600 | 79 |
| <sup>\*</sup> | LL Flooring Holdings Inc. | 13800 | 78 |
| <sup>\*</sup> | Vista Outdoor Inc. | 3200 | 78 |
|  | Wolverine World Wide Inc. | 6800 | 74 |
| <sup>\*</sup> | Udemy Inc. | 6742 | 71 |
| <sup>\*</sup> | Perdoceo Education Corp. | 4564 | 63 |
| <sup>\*</sup> | Target Hospitality Corp. | 4000 | 61 |
|  | Ruth's Hospitality Group Inc. | 3480 | 54 |
| <sup>\*</sup> | Skyline Champion Corp. | 1009 | 52 |
| <sup>\*</sup> | CarParts.com Inc. | 8200 | 51 |
| <sup>\*</sup> | Playa Hotels & Resorts NV | 7600 | 50 |
|  | Oxford Industries Inc. | 523 | 49 |
| <sup>\*</sup> | G-III Apparel Group Ltd. | 3500 | 48 |
| <sup>\*</sup> | SeaWorld Entertainment Inc. | 905 | 48 |
| <sup>\*</sup> | 1-800-Flowers.com Inc. Class A | 4900 | 47 |
| <sup>\*</sup> | Unifi Inc. | 5480 | 47 |
| <sup>\*</sup> | MarineMax Inc. | 1377 | 43 |
| <sup>\*</sup> | Conn's Inc. | 5801 | 40 |
|  | Hasbro Inc. | 600 | 37 |
| <sup>\*</sup> | OneSpaWorld Holdings Ltd. | 3941 | 37 |
| <sup>\*</sup> | Universal Electronics Inc. | 1752 | 36 |
|  | Cato Corp. Class A | 3700 | 35 |
| <sup>\*</sup> | RealReal Inc. | 26279 | 33 |
| <sup>\*</sup> | Boot Barn Holdings Inc. | 500 | 31 |
| <sup>\*</sup> | Vera Bradley Inc. | 6500 | 29 |
| <sup>\*</sup> | American Outdoor Brands Inc. | 2903 | 29 |
| <sup>\*</sup> | Nerdy Inc. | 11700 | 26 |
| <sup>\*</sup> | Inspired Entertainment Inc. | 1949 | 25 |
| <sup>\*</sup> | Accel Entertainment Inc. Class A | 3144 | 24 |
| <sup>\*</sup> | Latham Group Inc. | 6500 | 21 |
| <sup>\*</sup> | Despegar.com Corp. | 3800 | 19 |
| <sup>\*</sup> | Duluth Holdings Inc. Class B | 2968 | 18 |
|  | Graham Holdings Co. Class B | 28 | 17 |
| <sup>\*</sup> | ContextLogic Inc. Class A | 32000 | 16 |
|  | Dillard's Inc. Class A | 47 | 15 |
| <sup>\*</sup> | ONE Group Hospitality Inc. | 2353 | 15 |
| <sup>\*</sup> | Express Inc. | 13200 | 13 |

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Monro Inc. | 294 | 13 |
| <sup>\*</sup> | Container Store Group Inc. | 2800 | 12 |
| <sup>\*</sup> | Golden Entertainment Inc. | 316 | 12 |
| <sup>\*</sup> | Century Casinos Inc. | 1478 | 10 |
| <sup>\*</sup> | Modine Manufacturing Co. | 500 | 10 |
| <sup>\*</sup> | Cavco Industries Inc. | 38 | 9 |
| <sup>\*</sup> | Lulu's Fashion Lounge Holdings Inc. | 3641 | 9 |
| <sup>\*</sup> | Full House Resorts Inc. | 1019 | 8 |
|  | Service Corp. International | 100 | 7 |
| <sup>\*</sup> | Arhaus Inc. | 700 | 7 |
| <sup>\*</sup> | Monarch Casino & Resort Inc. | 79 | 6 |
| <sup>\*</sup> | MakeMyTrip Ltd. | 200 | 6 |
|  | Choice Hotels International Inc. | 42 | 5 |
|  | Johnson Outdoors Inc. Class A | 81 | 5 |
|  | International Game Technology plc | 193 | 4 |
| <sup>\*</sup> | Brilliant Earth Group Inc. Class A | 953 | 4 |
|  | Dine Brands Global Inc. | 50 | 3 |
|  | Jack in the Box Inc. | 41 | 3 |
| <sup>\*</sup> | Red Robin Gourmet Burgers Inc. | 500 | 3 |
|  | Leggett & Platt Inc. | 53 | 2 |
| <sup>\*</sup> | Lindblad Expeditions Holdings Inc. | 199 | 2 |
| <sup>\*</sup> | Noodles & Co. Class A | 400 | 2 |
| <sup>\*</sup> | Quotient Technology Inc. | 500 | 2 |
| <sup>\*</sup> | Universal Technical Institute Inc. | 300 | 2 |
| <sup>\*</sup> | WW International Inc. | 423 | 2 |
| <sup>\*</sup> | Canada Goose Holdings Inc. | 100 | 2 |
|  | Bluegreen Vacations Holding Class A | 60 | 2 |
| <sup>\*</sup> | Neogames SA | 190 | 2 |
|  | Arcos Dorados Holdings Inc. Class A | 196 | 2 |
| <sup>\*</sup> | Arco Platform Ltd. Class A | 173 | 2 |
| <sup>\*</sup> | American Axle & Manufacturing Holdings Inc. | 100 | 1 |
| <sup>\*</sup> | Barnes & Noble Education Inc. | 615 | 1 |
| <sup>\*</sup> | Beazer Homes USA Inc. | 100 | 1 |
|  | El Pollo Loco Holdings Inc. | 93 | 1 |
| <sup>\*</sup> | Everi Holdings Inc. | 59 | 1 |
|  | Gap Inc. | 100 | 1 |
|  | PetMed Express Inc. | 47 | 1 |
| <sup>\*</sup> | Tilly's Inc. Class A | 150 | 1 |
| <sup>\*</sup> | Tupperware Brands Corp. | 269 | 1 |
| <sup>\*</sup> | Visteon Corp. | 4 | 1 |
|  | ADT Inc. | 100 | 1 |
|  | Bassett Furniture Industries Inc. | 71 | 1 |
| <sup>\*</sup> | Sportsman's Warehouse Holdings Inc. | 107 | 1 |
|  | Smith & Wesson Brands Inc. | 100 | 1 |
| <sup>\*</sup> | QuantumScape Corp. Class A | 100 | 1 |
| <sup>\*</sup> | Petco Health & Wellness Co. Inc. Class A | 100 | 1 |
| <sup>\*</sup> | Vizio Holding Corp. Class A | 94 | 1 |
| <sup>\*</sup> | Mister Car Wash Inc. | 100 | 1 |
|  | Big 5 Sporting Goods Corp. | 16 |  |
|  | Clarus Corp. | 31 |  |
|  | Kohl's Corp. | 3 |  |
|  | Polaris Inc. | 4 |  |
| <sup>\*</sup> | Regis Corp. | 300 |  |
| <sup>\*</sup> | Workhorse Group Inc. | 319 |  |
| <sup>\*</sup> | Kandi Technologies Group Inc. | 34 |  |
| <sup>\*</sup> | Luminar Technologies Inc. Class A | 100 |  |
|  |  |  | **1086594** |

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| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | **Market<br> Value<br> ($000)** |
| **Consumer Staples (7.6%)** | **Consumer Staples (7.6%)** | **Consumer Staples (7.6%)** | **Consumer Staples (7.6%)** |
|  | Procter & Gamble Co. | 707429 | 107218 |
|  | Coca-Cola Co. | 1327831 | 84463 |
|  | Costco Wholesale Corp. | 166912 | 76195 |
|  | PepsiCo Inc. | 406726 | 73479 |
|  | Walmart Inc. | 376556 | 53392 |
|  | Philip Morris International Inc. | 504171 | 51027 |
|  | Kroger Co. | 1144220 | 51009 |
|  | Altria Group Inc. | 1104914 | 50506 |
|  | Tyson Foods Inc. Class A | 805171 | 50122 |
|  | Colgate-Palmolive Co. | 500912 | 39467 |
|  | Archer-Daniels-Midland Co. | 302583 | 28095 |
|  | Hershey Co. | 101993 | 23619 |
|  | Lamb Weston Holdings Inc. | 226606 | 20249 |
|  | General Mills Inc. | 236430 | 19825 |
|  | Sysco Corp. | 255894 | 19563 |
|  | Constellation Brands Inc. Class A | 75110 | 17407 |
|  | Brown-Forman Corp. Class B | 185970 | 12214 |
|  | Campbell Soup Co. | 157070 | 8914 |
|  | J M Smucker Co. | 46700 | 7400 |
|  | Mondelez International Inc. Class A | 98055 | 6535 |
|  | Molson Coors Beverage Co. Class B | 106900 | 5507 |
|  | Keurig Dr Pepper Inc. | 133100 | 4746 |
|  | Hormel Foods Corp. | 61300 | 2792 |
|  | Albertsons Cos. Inc. Class A | 65100 | 1350 |
|  | Estee Lauder Cos. Inc. Class A | 4521 | 1122 |
|  | Church & Dwight Co. Inc. | 10800 | 871 |
|  | Vector Group Ltd. | 64400 | 764 |
|  | Coca-Cola Consolidated Inc. | 1330 | 681 |
| <sup>\*</sup> | United Natural Foods Inc. | 14000 | 542 |
|  | Kimberly-Clark Corp. | 2900 | 394 |
| <sup>\*</sup> | Performance Food Group Co. | 6600 | 385 |
| <sup>\*</sup> | Olaplex Holdings Inc. | 67871 | 354 |
|  | Conagra Brands Inc. | 6100 | 236 |
|  | Coca-Cola Europacific Partners plc | 4100 | 227 |
|  | Reynolds Consumer Products Inc. | 6800 | 204 |
| <sup>\*</sup> | USANA Health Sciences Inc. | 3150 | 168 |
|  | Spectrum Brands Holdings Inc. | 2700 | 164 |
|  | Flowers Foods Inc. | 5200 | 149 |
| <sup>\*</sup> | Hain Celestial Group Inc. | 9200 | 149 |
|  | Kellogg Co. | 2001 | 143 |
| <sup>\*</sup> | Pilgrim's Pride Corp. | 5000 | 119 |
| <sup>\*</sup> | BJ's Wholesale Club Holdings Inc. | 1700 | 112 |
| <sup>\*</sup> | Nomad Foods Ltd. | 3728 | 64 |
| <sup>\*</sup> | BellRing Brands Inc. | 2300 | 59 |
| <sup>\*</sup> | Rite Aid Corp. | 11700 | 39 |
| <sup>\*</sup> | National Beverage Corp. | 646 | 30 |
| <sup>\*</sup> | Sovos Brands Inc. | 1182 | 17 |
| <sup>\*</sup> | Nature's Sunshine Products Inc. | 1636 | 14 |
|  | SpartanNash Co. | 299 | 9 |
|  | Natural Grocers by Vitamin Cottage Inc. | 400 | 4 |
|  | Calavo Growers Inc. | 93 | 3 |
|  | McCormick & Co. Inc. | 40 | 3 |
| <sup>\*</sup> | Simply Good Foods Co. | 79 | 3 |
| <sup>\*</sup> | Sprouts Farmers Market Inc. | 89 | 3 |
|  | PriceSmart Inc. | 28 | 2 |
|  | Primo Water Corp. | 107 | 2 |
|  | Adecoagro SA | 244 | 2 |

---

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| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Herbalife Nutrition Ltd. | 45 | 1 |
| <sup>\*</sup> | Zevia PBC Class A | 263 | 1 |
| <sup>\*</sup> | SunOpta Inc. | 100 | 1 |
|  | Cal-Maine Foods Inc. | 9 |  |
|  |  |  | **822135** |
| **Energy (5.9%)** | **Energy (5.9%)** | **Energy (5.9%)** | **Energy (5.9%)** |
|  | Exxon Mobil Corp. | 1481551 | 163415 |
|  | Chevron Corp. | 636305 | 114210 |
|  | Marathon Petroleum Corp. | 507289 | 59043 |
|  | EOG Resources Inc. | 380001 | 49218 |
|  | Valero Energy Corp. | 272426 | 34560 |
|  | Phillips 66 | 308055 | 32062 |
|  | ConocoPhillips | 234798 | 27706 |
|  | APA Corp. | 481663 | 22484 |
|  | Occidental Petroleum Corp. | 333300 | 20995 |
|  | ONEOK Inc. | 274960 | 18065 |
|  | Kinder Morgan Inc. | 778020 | 14067 |
|  | Schlumberger Ltd. | 194100 | 10377 |
|  | Marathon Oil Corp. | 382604 | 10357 |
|  | Targa Resources Corp. | 108820 | 7998 |
|  | Pioneer Natural Resources Co. | 29400 | 6715 |
|  | Diamondback Energy Inc. | 40030 | 5475 |
|  | Hess Corp. | 35300 | 5006 |
|  | Williams Cos. Inc. | 139762 | 4598 |
| <sup>\*</sup> | Southwestern Energy Co. | 596834 | 3492 |
|  | Halliburton Co. | 83390 | 3281 |
|  | Comstock Resources Inc. | 212300 | 2911 |
| <sup>\*</sup> | Transocean Ltd. (XNYS) | 571600 | 2607 |
| <sup>\*</sup> | Antero Resources Corp. | 61900 | 1918 |
|  | Range Resources Corp. | 74598 | 1866 |
|  | Scorpio Tankers Inc. | 32600 | 1753 |
|  | Baker Hughes Co. Class A | 56728 | 1675 |
|  | Ovintiv Inc. (XNYS) | 32500 | 1648 |
|  | EQT Corp. | 42980 | 1454 |
|  | PBF Energy Inc. Class A | 27500 | 1122 |
| <sup>\*</sup> | Denbury Inc. | 9000 | 783 |
| <sup>\*</sup> | NexTier Oilfield Solutions Inc. | 66857 | 618 |
|  | ChampionX Corp. | 20600 | 597 |
| <sup>\*</sup> | Tellurian Inc. | 327900 | 551 |
|  | Texas Pacific Land Corp. | 213 | 499 |
|  | Delek US Holdings Inc. | 16900 | 456 |
| <sup>\*</sup> | CNX Resources Corp. | 24700 | 416 |
| <sup>\*</sup> | Golar LNG Ltd. | 12300 | 280 |
|  | Equitrans Midstream Corp. | 41600 | 279 |
| <sup>\*</sup> | Oceaneering International Inc. | 14000 | 245 |
|  | SFL Corp. Ltd. | 21900 | 202 |
|  | SM Energy Co. | 4800 | 167 |
|  | New Fortress Energy Inc. Class A | 3400 | 144 |
| <sup>\*</sup> | Alto Ingredients Inc. | 47300 | 136 |
| <sup>\*</sup> | Talos Energy Inc. | 4800 | 91 |
| <sup>\*</sup> | US Silica Holdings Inc. | 7000 | 88 |
|  | NOV Inc. | 3400 | 71 |
|  | DTE Midstream LLC | 1200 | 66 |
| <sup>\*</sup> | Gevo Inc. | 29800 | 57 |
|  | Antero Midstream Corp. | 4206 | 45 |
| <sup>\*</sup> | Ardmore Shipping Corp. | 3100 | 45 |
| <sup>\*</sup> | Clean Energy Fuels Corp. | 6100 | 32 |
| <sup>\*</sup> | Teekay Corp. | 6900 | 31 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Geopark Ltd. | 1900 | 29 |
|  | VAALCO Energy Inc. | 4400 | 20 |
|  | Murphy Oil Corp. | 300 | 13 |
|  | Solaris Oilfield Infrastructure Inc. Class A | 1000 | 10 |
|  | Chesapeake Energy Corp. | 74 | 7 |
|  | Patterson-UTI Energy Inc. | 300 | 5 |
|  | NACCO Industries Inc. Class A | 71 | 3 |
|  | Sitio Royalties Corp. Class A | 108 | 3 |
| <sup>\*</sup> | Centrus Energy Corp. Class A | 72 | 2 |
| <sup>\*</sup> | Navigator Holdings Ltd. | 188 | 2 |
| <sup>\*</sup> | Amplify Energy Corp. | 100 | 1 |
|  | Archrock Inc. | 100 | 1 |
| <sup>\*</sup> | Energy Fuels Inc. | 195 | 1 |
|  | Evolution Petroleum Corp. | 100 | 1 |
| <sup>\*</sup> | Helix Energy Solutions Group Inc. | 146 | 1 |
| <sup>\*</sup> | Newpark Resources Inc. | 137 | 1 |
| <sup>\*</sup> | Overseas Shipholding Group Inc. Class A | 400 | 1 |
| <sup>\*</sup> | ProPetro Holding Corp. | 100 | 1 |
|  | RPC Inc. | 100 | 1 |
| <sup>\*</sup> | Ring Energy Inc. | 200 | 1 |
| <sup>\*</sup> | TETRA Technologies Inc. | 300 | 1 |
| <sup>\*</sup> | Uranium Energy Corp. | 119 | 1 |
| <sup>\*</sup> | Kosmos Energy Ltd. | 100 | 1 |
|  | Dorian LPG Ltd. | 25 | 1 |
| <sup>\*</sup> | Plains GP Holdings LP Class A | 100 | 1 |
|  | Northern Oil and Gas Inc. | 40 | 1 |
| <sup>\*</sup> | Par Pacific Holdings Inc. | 8 |  |
|  | Nordic American Tankers Ltd. | 100 |  |
|  | International Seaways Inc. | 8 |  |
| <sup>\*</sup> | Expro Group Holdings NV | 16 |  |
|  |  |  | **636087** |
| **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** | **Financials (11.4%)** |
| <sup>\*</sup> | Berkshire Hathaway Inc. Class B | 466070 | 143969 |
|  | Bank of America Corp. | 3321241 | 109999 |
|  | JPMorgan Chase & Co. | 721558 | 96761 |
|  | Charles Schwab Corp. | 794957 | 66188 |
|  | Chubb Ltd. | 258397 | 57002 |
|  | Everest Re Group Ltd. | 161456 | 53485 |
|  | American Express Co. | 323884 | 47854 |
|  | Progressive Corp. | 294461 | 38195 |
|  | W R Berkley Corp. | 522983 | 37953 |
|  | Wells Fargo & Co. | 911352 | 37630 |
|  | Loews Corp. | 595770 | 34751 |
|  | US Bancorp | 789348 | 34423 |
|  | Synchrony Financial | 982855 | 32297 |
|  | Discover Financial Services | 326471 | 31939 |
|  | American International Group Inc. | 486091 | 30740 |
|  | Citigroup Inc. | 633412 | 28649 |
|  | Comerica Inc. | 412358 | 27566 |
|  | Cboe Global Markets Inc. | 204697 | 25683 |
|  | Hartford Financial Services Group Inc. | 325869 | 24711 |
|  | Ameriprise Financial Inc. | 69233 | 21557 |
|  | CME Group Inc. | 116180 | 19537 |
|  | Capital One Financial Corp. | 201649 | 18745 |
|  | Allstate Corp. | 118134 | 16019 |
|  | Goldman Sachs Group Inc. | 45275 | 15546 |
|  | Marsh & McLennan Cos. Inc. | 87260 | 14440 |
|  | Morgan Stanley | 154915 | 13171 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | PNC Financial Services Group Inc. | 82020 | 12954 |
|  | Assurant Inc. | 92333 | 11547 |
|  | Truist Financial Corp. | 266880 | 11484 |
|  | Travelers Cos. Inc. | 58430 | 10955 |
|  | Zions Bancorp NA | 204752 | 10066 |
|  | Bank of New York Mellon Corp. | 196900 | 8963 |
|  | Globe Life Inc. | 69464 | 8374 |
|  | Affiliated Managers Group Inc. | 50203 | 7954 |
|  | Regions Financial Corp. | 351946 | 7588 |
|  | Moody's Corp. | 27231 | 7587 |
|  | MetLife Inc. | 88900 | 6434 |
| <sup>\*</sup> | Arch Capital Group Ltd. | 101579 | 6377 |
|  | Raymond James Financial Inc. | 35506 | 3794 |
|  | Invesco Ltd. | 193600 | 3483 |
|  | Intercontinental Exchange Inc. | 32100 | 3293 |
|  | Virtu Financial Inc. Class A | 146900 | 2998 |
|  | Signature Bank | 25030 | 2884 |
|  | MarketAxess Holdings Inc. | 9000 | 2510 |
|  | Northern Trust Corp. | 27800 | 2460 |
|  | LPL Financial Holdings Inc. | 10600 | 2291 |
|  | Blackstone Inc. | 28500 | 2114 |
|  | Aon plc Class A (XNYS) | 6894 | 2069 |
|  | First Republic Bank | 14500 | 1767 |
|  | Arthur J Gallagher & Co. | 8000 | 1508 |
|  | Franklin Resources Inc. | 51700 | 1364 |
|  | Blackstone Mortgage Trust Inc. Class A | 48600 | 1029 |
|  | Willis Towers Watson plc | 3500 | 856 |
| <sup>\*</sup> | Encore Capital Group Inc. | 16925 | 811 |
|  | Interactive Brokers Group Inc. Class A | 10000 | 723 |
|  | Nasdaq Inc. | 10100 | 620 |
|  | Equitable Holdings Inc. | 21245 | 610 |
|  | Aflac Inc. | 8282 | 596 |
|  | Principal Financial Group Inc. | 7000 | 587 |
|  | Stifel Financial Corp. | 8600 | 502 |
|  | Lincoln National Corp. | 15800 | 485 |
|  | Sixth Street Specialty Lending Inc. | 22600 | 402 |
|  | Fifth Third Bancorp | 11800 | 387 |
| <sup>\*</sup> | Ryan Specialty Holdings Inc. | 8700 | 361 |
|  | Ares Management Corp. Class A | 4900 | 335 |
| <sup>\*</sup> | Donnelley Financial Solutions Inc. | 7600 | 294 |
|  | BlackRock Inc. | 400 | 283 |
|  | Mercury General Corp. | 8000 | 274 |
| <sup>\*</sup> | LendingClub Corp. | 29500 | 260 |
|  | BGC Partners Inc. Class A | 66200 | 250 |
| <sup>\*</sup> | Brighthouse Financial Inc. | 4200 | 215 |
|  | Cincinnati Financial Corp. | 2100 | 215 |
|  | Central Pacific Financial Corp. | 10238 | 208 |
|  | Rithm Capital Corp. | 25500 | 208 |
|  | Prudential Financial Inc. | 2079 | 207 |
|  | Bank of NT Butterfield & Son Ltd. | 6465 | 193 |
|  | Popular Inc. | 2851 | 189 |
|  | FS KKR Capital Corp. | 10500 | 184 |
|  | Enact Holdings Inc. | 7320 | 177 |
|  | Hanmi Financial Corp. | 6800 | 168 |
| <sup>\*</sup> | Blucora Inc. | 6400 | 163 |
| <sup>\*</sup> | Green Dot Corp. Class A | 9299 | 147 |
|  | First Internet Bancorp | 5500 | 134 |
|  | TCG BDC Inc. | 8700 | 124 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | AFC Gamma Inc. | 7900 | 124 |
|  | MGIC Investment Corp. | 9400 | 122 |
|  | Starwood Property Trust Inc. | 6100 | 112 |
|  | Banner Corp. | 1667 | 105 |
|  | Valley National Bancorp | 8600 | 97 |
|  | Burford Capital Ltd. | 11097 | 90 |
|  | TPG RE Finance Trust Inc. | 11900 | 81 |
|  | New Mountain Finance Corp. | 6002 | 74 |
| <sup>\*</sup> | SVB Financial Group | 300 | 69 |
|  | Greenhill & Co. Inc. | 6604 | 68 |
|  | Ladder Capital Corp. Class A | 6748 | 68 |
|  | First Foundation Inc. | 4300 | 62 |
|  | Brookline Bancorp Inc. | 4100 | 58 |
| <sup>\*</sup> | Enova International Inc. | 1500 | 58 |
|  | TPG Inc. | 2100 | 58 |
|  | First Financial Bancorp | 2300 | 56 |
|  | Pathward Financial Inc. | 1300 | 56 |
|  | Voya Financial Inc. | 915 | 56 |
|  | Carlyle Group Inc. | 1800 | 54 |
| <sup>\*</sup> | Selectquote Inc. | 78200 | 53 |
| <sup>\*</sup> | LendingTree Inc. | 2400 | 51 |
| <sup>\*</sup> | Ocwen Financial Corp. | 1658 | 51 |
|  | Tiptree Inc. | 2703 | 37 |
|  | BlackRock TCP Capital Corp. | 2892 | 37 |
| <sup>\*</sup> | MBIA Inc. | 2800 | 36 |
|  | Western Alliance Bancorp | 587 | 35 |
| <sup>\*</sup> | SiriusPoint Ltd. | 5700 | 34 |
|  | HomeTrust Bancshares Inc. | 1377 | 33 |
| <sup>\*</sup> | Columbia Financial Inc. | 1400 | 30 |
| <sup>\*</sup> | eHealth Inc. | 6300 | 30 |
|  | Bank OZK | 700 | 28 |
|  | Kearny Financial Corp. | 2732 | 28 |
| <sup>\*</sup> | EZCorp. Inc. Class A | 2596 | 21 |
|  | Hope Bancorp Inc. | 1300 | 17 |
| <sup>\*</sup> | PRA Group Inc. | 500 | 17 |
|  | SLM Corp. | 1000 | 17 |
|  | Sierra Bancorp | 615 | 13 |
|  | Central Valley Community Bancorp | 500 | 11 |
|  | Heritage Commerce Corp. | 757 | 10 |
|  | Park National Corp. | 69 | 10 |
|  | Granite Point Mortgage Trust Inc. | 1669 | 9 |
|  | Sculptor Capital Management Inc. Class A | 1002 | 9 |
|  | PennantPark Investment Corp. | 1500 | 9 |
|  | Cathay General Bancorp | 200 | 8 |
|  | Apollo Investment Corp. | 700 | 8 |
|  | ServisFirst Bancshares Inc. | 100 | 7 |
|  | Great Ajax Corp. | 788 | 6 |
|  | Tompkins Financial Corp. | 74 | 6 |
|  | BlackRock Capital Investment Corp. | 1800 | 6 |
|  | PacWest Bancorp | 200 | 5 |
|  | Brightspire Capital Inc. Class A | 800 | 5 |
|  | Bread Financial Holdings Inc. | 100 | 4 |
|  | Citizens Financial Group Inc. | 92 | 4 |
|  | City Holding Co. | 45 | 4 |
|  | Community Trust Bancorp Inc. | 91 | 4 |
|  | First Financial Corp. | 91 | 4 |
|  | Great Southern Bancorp Inc. | 71 | 4 |
|  | Stock Yards Bancorp Inc. | 55 | 4 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | First Interstate BancSystem Inc. Class A | 76 | 3 |
| <sup>\*</sup> | Genworth Financial Inc. Class A | 498 | 3 |
|  | Nelnet Inc. Class A | 38 | 3 |
|  | OneMain Holdings Inc. | 98 | 3 |
|  | PCSB Financial Corp. | 139 | 3 |
|  | Peapack-Gladstone Financial Corp. | 77 | 3 |
|  | Capital Southwest Corp. | 188 | 3 |
| <sup>\*</sup> | Acacia Research Corp. | 391 | 2 |
| <sup>\*</sup> | Ambac Financial Group Inc. | 100 | 2 |
|  | Banc of California Inc. | 100 | 2 |
|  | CVB Financial Corp. | 77 | 2 |
|  | Camden National Corp. | 46 | 2 |
|  | Capitol Federal Financial Inc. | 198 | 2 |
|  | Civista Bancshares Inc. | 86 | 2 |
|  | Cohen & Steers Inc. | 26 | 2 |
|  | ConnectOne Bancorp Inc. | 82 | 2 |
|  | Employers Holdings Inc. | 48 | 2 |
|  | Financial Institutions Inc. | 68 | 2 |
|  | Fulton Financial Corp. | 100 | 2 |
|  | Home BancShares Inc. | 75 | 2 |
|  | Lakeland Bancorp Inc. | 100 | 2 |
|  | Navient Corp. | 100 | 2 |
|  | Northfield Bancorp Inc. | 139 | 2 |
|  | OFG Bancorp | 58 | 2 |
|  | Old Second Bancorp Inc. | 100 | 2 |
|  | Preferred Bank | 28 | 2 |
|  | SEI Investments Co. | 30 | 2 |
|  | TriCo Bancshares | 31 | 2 |
|  | Trustmark Corp. | 66 | 2 |
|  | WesBanco Inc. | 57 | 2 |
|  | WisdomTree Inc. | 385 | 2 |
| <sup>\*</sup> | World Acceptance Corp. | 26 | 2 |
| <sup>\*</sup> | PROG Holdings Inc. | 98 | 2 |
|  | Saratoga Investment Corp. | 64 | 2 |
|  | TriplePoint Venture Growth BDC Corp. | 165 | 2 |
|  | Intercorp Financial Services Inc. | 92 | 2 |
|  | AG Mortgage Investment Trust Inc. | 300 | 2 |
|  | Cadence Bank | 83 | 2 |
|  | Apollo Commercial Real Estate Finance Inc. | 121 | 1 |
|  | Ares Commercial Real Estate Corp. | 111 | 1 |
|  | ARMOUR Residential REIT Inc. | 100 | 1 |
|  | Chimera Investment Corp. | 164 | 1 |
|  | Commerce Bancshares Inc. | 11 | 1 |
|  | Curo Group Holdings Corp. | 199 | 1 |
|  | FNB Corp. | 100 | 1 |
|  | First BanCorp. (XNYS) | 100 | 1 |
|  | Horizon Bancorp Inc. | 49 | 1 |
|  | Huntington Bancshares Inc. | 50 | 1 |
|  | Luther Burbank Corp. | 108 | 1 |
|  | New York Community Bancorp Inc. | 100 | 1 |
|  | Northwest Bancshares Inc. | 100 | 1 |
|  | Oppenheimer Holdings Inc. Class A | 13 | 1 |
| <sup>\*</sup> | Republic First Bancorp Inc. | 369 | 1 |
|  | United Bankshares Inc. | 18 | 1 |
|  | Washington Trust Bancorp Inc. | 20 | 1 |
|  | Essent Group Ltd. | 24 | 1 |
|  | James River Group Holdings Ltd. | 33 | 1 |
| <sup>\*</sup> | Oportun Financial Corp. | 200 | 1 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | XP Inc. Class A | 38 | 1 |
|  | Premier Financial Corp. | 23 | 1 |
|  | Rocket Cos. Inc. Class A | 100 | 1 |
|  | Gladstone Investment Corp. | 100 | 1 |
|  | Golub Capital BDC Inc. | 100 | 1 |
|  | Horizon Technology Finance Corp. | 100 | 1 |
|  | Main Street Capital Corp. | 33 | 1 |
|  | Owl Rock Capital Corp. | 100 | 1 |
|  | Oxford Square Capital Corp. | 352 | 1 |
|  | Prospect Capital Corp. | 200 | 1 |
|  | Amalgamated Financial Corp. | 24 | 1 |
|  | Patria Investments Ltd. Class A | 94 | 1 |
|  | Primis Financial Corp. | 100 | 1 |
|  | TrustCo Bank Corp. NY | 25 | 1 |
|  | Franklin BSP Realty Trust Inc. REIT | 100 | 1 |
|  | MFA Financial Inc. REIT | 100 | 1 |
|  | AMERISAFE Inc. | 10 |  |
|  | BancFirst Corp. | 5 |  |
|  | Cowen Inc. Class A | 4 |  |
|  | First Community Bankshares Inc. | 13 |  |
|  | First of Long Island Corp. | 21 |  |
|  | Flushing Financial Corp. | 2 |  |
|  | Heartland Financial USA Inc. | 2 |  |
|  | Lakeland Financial Corp. | 1 |  |
| <sup>\*</sup> | Mr Cooper Group Inc. | 10 |  |
| <sup>\*</sup> | NMI Holdings Inc. Class A | 15 |  |
|  | OceanFirst Financial Corp. | 1 |  |
| <sup>\*</sup> | Trupanion Inc. | 1 |  |
|  | Universal Insurance Holdings Inc. | 47 |  |
|  | Veritex Holdings Inc. | 11 |  |
|  | Broadmark Realty Capital Inc. | 145 |  |
|  | Barings BDC Inc. | 28 |  |
| <sup>\*</sup> | Bright Health Group Inc. | 100 |  |
|  | Bridge Investment Group Holdings Inc. Class A | 38 |  |
|  | Annaly Capital Management Inc. | 25 |  |
|  |  |  | **1236117** |
| **Health Care (15.0%)** | **Health Care (15.0%)** | **Health Care (15.0%)** | **Health Care (15.0%)** |
|  | Johnson & Johnson | 953434 | 168424 |
|  | UnitedHealth Group Inc. | 302248 | 160246 |
|  | Pfizer Inc. | 2719557 | 139350 |
|  | Merck & Co. Inc. | 942975 | 104623 |
|  | Gilead Sciences Inc. | 894711 | 76811 |
|  | Elevance Health Inc. | 142001 | 72842 |
|  | Agilent Technologies Inc. | 424317 | 63499 |
|  | Amgen Inc. | 204196 | 53630 |
|  | HCA Healthcare Inc. | 218224 | 52365 |
|  | Cigna Corp. | 143177 | 47440 |
|  | AbbVie Inc. | 274156 | 44306 |
| <sup>\*</sup> | Centene Corp. | 482125 | 39539 |
|  | Bristol-Myers Squibb Co. | 526937 | 37913 |
| <sup>\*</sup> | IQVIA Holdings Inc. | 181420 | 37171 |
| <sup>\*</sup> | Biogen Inc. | 133742 | 37036 |
|  | CVS Health Corp. | 386191 | 35989 |
| <sup>\*</sup> | Vertex Pharmaceuticals Inc. | 123589 | 35690 |
|  | McKesson Corp. | 72087 | 27041 |
|  | Medtronic plc | 346400 | 26922 |
|  | Eli Lilly & Co. | 70800 | 25902 |
|  | Laboratory Corp. of America Holdings | 97473 | 22953 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | AmerisourceBergen Corp. Class A | 130381 | 21605 |
|  | Becton Dickinson and Co. | 83550 | 21247 |
| <sup>\*</sup> | Waters Corp. | 48455 | 16600 |
| <sup>\*</sup> | Edwards Lifesciences Corp. | 208046 | 15522 |
| <sup>\*</sup> | Mettler-Toledo International Inc. | 10696 | 15461 |
|  | Abbott Laboratories | 125316 | 13758 |
| <sup>\*</sup> | Molina Healthcare Inc. | 41370 | 13661 |
| <sup>\*</sup> | Incyte Corp. | 169050 | 13578 |
|  | Danaher Corp. | 44190 | 11729 |
|  | Thermo Fisher Scientific Inc. | 20580 | 11333 |
| <sup>\*</sup> | Boston Scientific Corp. | 243800 | 11281 |
| <sup>\*</sup> | Hologic Inc. | 148823 | 11133 |
|  | Humana Inc. | 20688 | 10596 |
| <sup>\*</sup> | Moderna Inc. | 57992 | 10417 |
| <sup>\*</sup> | Regeneron Pharmaceuticals Inc. | 14021 | 10116 |
|  | Zoetis Inc. | 68990 | 10111 |
| <sup>\*</sup> | Align Technology Inc. | 39166 | 8260 |
| <sup>\*</sup> | DexCom Inc. | 71629 | 8111 |
| <sup>\*</sup> | Avantor Inc. | 355971 | 7507 |
|  | Baxter International Inc. | 131500 | 6703 |
| <sup>\*</sup> | Intuitive Surgical Inc. | 24200 | 6421 |
| <sup>\*</sup> | Catalent Inc. | 80600 | 3628 |
| <sup>\*</sup> | BioMarin Pharmaceutical Inc. | 33100 | 3426 |
| <sup>\*</sup> | ACADIA Pharmaceuticals Inc. | 202400 | 3222 |
| <sup>\*</sup> | Henry Schein Inc. | 40001 | 3195 |
| <sup>\*</sup> | Syneos Health Inc. | 79600 | 2920 |
|  | DENTSPLY SIRONA Inc. | 87300 | 2780 |
| <sup>\*</sup> | DaVita Inc. | 32522 | 2428 |
|  | Bio-Techne Corp. | 28600 | 2370 |
|  | Organon & Co. | 83181 | 2323 |
|  | Viatris Inc. | 187357 | 2085 |
| <sup>\*</sup> | Elanco Animal Health Inc. (XNYS) | 161100 | 1969 |
| <sup>\*</sup> | Alnylam Pharmaceuticals Inc. | 7000 | 1664 |
| <sup>\*</sup> | Sage Therapeutics Inc. | 38700 | 1476 |
| <sup>\*</sup> | Natera Inc. | 36300 | 1458 |
| <sup>\*</sup> | Figs Inc. Class A | 201100 | 1353 |
| <sup>\*</sup> | Neogen Corp. | 88000 | 1340 |
|  | Quest Diagnostics Inc. | 8100 | 1267 |
| <sup>\*</sup> | Allscripts Healthcare Solutions Inc. | 70700 | 1247 |
|  | Embecta Corp. | 45364 | 1147 |
| <sup>\*</sup> | Seagen Inc. | 8800 | 1131 |
| <sup>\*</sup> | Bio-Rad Laboratories Inc. Class A | 2600 | 1093 |
| <sup>\*</sup> | Maravai LifeSciences Holdings Inc. Class A | 75910 | 1086 |
|  | Universal Health Services Inc. Class B | 6053 | 853 |
| <sup>\*</sup> | QIAGEN NV | 17000 | 848 |
|  | West Pharmaceutical Services Inc. | 3524 | 829 |
| <sup>\*</sup> | Medpace Holdings Inc. | 3900 | 828 |
| <sup>\*</sup> | Bausch Health Cos. Inc. | 122500 | 769 |
|  | Zimmer Biomet Holdings Inc. | 5100 | 650 |
| <sup>\*</sup> | Exelixis Inc. | 39700 | 637 |
| <sup>\*</sup> | Myriad Genetics Inc. | 40319 | 585 |
|  | Bruker Corp. | 8478 | 580 |
| <sup>\*</sup> | Corcept Therapeutics Inc. | 28500 | 579 |
|  | Patterson Cos. Inc. | 19700 | 552 |
| <sup>\*</sup> | Oak Street Health Inc. | 22400 | 482 |
| <sup>\*</sup> | TransMedics Group Inc. | 7500 | 463 |
| <sup>\*</sup> | Catalyst Pharmaceuticals Inc. | 20073 | 373 |
| <sup>\*</sup> | Lexicon Pharmaceuticals Inc. | 189955 | 363 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Integra LifeSciences Holdings Corp. | 6200 | 348 |
| <sup>\*</sup> | Shockwave Medical Inc. | 1691 | 348 |
| <sup>\*</sup> | AbCellera Biologics Inc. | 28900 | 293 |
| <sup>\*</sup> | Tandem Diabetes Care Inc. | 6500 | 292 |
| <sup>\*</sup> | Community Health Systems Inc. | 66600 | 288 |
| <sup>\*</sup> | Zimvie Inc. | 29700 | 277 |
| <sup>\*</sup> | Emergent BioSolutions Inc. | 21800 | 257 |
| <sup>\*</sup> | Revance Therapeutics Inc. | 13700 | 253 |
| <sup>\*</sup> | Enhabit Inc. | 18000 | 237 |
| <sup>\*</sup> | Pediatrix Medical Group Inc. | 14900 | 221 |
| <sup>\*</sup> | NuVasive Inc. | 4900 | 202 |
| <sup>\*</sup> | Iovance Biotherapeutics Inc. | 29300 | 187 |
| <sup>\*</sup> | Atara Biotherapeutics Inc. | 54800 | 180 |
| <sup>\*</sup> | BioCryst Pharmaceuticals Inc. | 15400 | 177 |
| <sup>\*</sup> | Semler Scientific Inc. | 4568 | 151 |
| <sup>\*</sup> | Quanterix Corp. | 10700 | 148 |
| <sup>\*</sup> | Theravance Biopharma Inc. | 12500 | 140 |
| <sup>\*</sup> | Taro Pharmaceutical Industries Ltd. | 4733 | 137 |
| <sup>\*</sup> | Rigel Pharmaceuticals Inc. | 83700 | 126 |
| <sup>\*</sup> | NanoString Technologies Inc. | 15260 | 122 |
| <sup>\*</sup> | Sharecare Inc. | 74200 | 119 |
| <sup>\*</sup> | Ionis Pharmaceuticals Inc. | 3100 | 117 |
| <sup>\*</sup> | Tenet Healthcare Corp. | 2400 | 117 |
| <sup>\*</sup> | Sotera Health Co. | 14100 | 117 |
| <sup>\*</sup> | Innoviva Inc. | 8682 | 115 |
| <sup>\*</sup> | ADMA Biologics Inc. | 29000 | 113 |
| <sup>\*</sup> | Envista Holdings Corp. | 3300 | 111 |
| <sup>\*</sup> | CareDx Inc. | 9300 | 106 |
| <sup>\*</sup> | LivaNova plc | 1900 | 106 |
| <sup>\*</sup> | Orthofix Medical Inc. | 4900 | 101 |
| <sup>\*</sup> | Accuray Inc. | 43492 | 91 |
| <sup>\*</sup> | NeoGenomics Inc. | 9100 | 84 |
| <sup>\*</sup> | Ovid therapeutics Inc. | 39800 | 74 |
| <sup>\*</sup> | OPKO Health Inc. | 56800 | 71 |
| <sup>\*</sup> | Aurora Cannabis Inc. | 75900 | 70 |
| <sup>\*</sup> | Surgery Partners Inc. | 2300 | 64 |
| <sup>\*</sup> | Azenta Inc. | 1000 | 58 |
| <sup>\*</sup> | GoodRx Holdings Inc. Class A | 12452 | 58 |
| <sup>\*</sup> | AngioDynamics Inc. | 4098 | 56 |
| <sup>\*</sup> | Cronos Group Inc. | 21800 | 55 |
| <sup>\*</sup> | Tactile Systems Technology Inc. | 4600 | 53 |
| <sup>\*</sup> | Pacific Biosciences of California Inc. | 6400 | 52 |
|  | Royalty Pharma plc Class A | 1300 | 51 |
| <sup>\*</sup> | Sight Sciences Inc. | 4180 | 51 |
| <sup>\*</sup> | Schrodinger Inc. | 2600 | 49 |
| <sup>\*</sup> | Cytek Biosciences Inc. | 4690 | 48 |
| <sup>\*</sup> | Amicus Therapeutics Inc. | 3500 | 43 |
| <sup>\*</sup> | Intercept Pharmaceuticals Inc. | 3400 | 42 |
| <sup>\*</sup> | Paratek Pharmaceuticals Inc. | 19100 | 36 |
| <sup>\*</sup> | Vanda Pharmaceuticals Inc. | 4800 | 36 |
| <sup>\*</sup> | Dynavax Technologies Corp. | 3300 | 35 |
| <sup>\*</sup> | Eagle Pharmaceuticals Inc. | 1100 | 32 |
| <sup>\*</sup> | Omnicell Inc. | 600 | 30 |
| <sup>\*</sup> | Avanos Medical Inc. | 1000 | 27 |
| <sup>\*</sup> | Cross Country Healthcare Inc. | 1000 | 27 |
| <sup>\*</sup> | Gossamer Bio Inc. | 11100 | 24 |
| <sup>\*</sup> | MiMedx Group Inc. | 7460 | 21 |
| <sup>\*</sup> | Harvard Bioscience Inc. | 6866 | 19 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Lannett Co. Inc. | 35500 | 19 |
| <sup>\*</sup> | Provention Bio Inc. | 1563 | 17 |
| <sup>\*</sup> | Berkeley Lights Inc. | 6378 | 17 |
| <sup>\*</sup> | AnaptysBio Inc. | 500 | 16 |
| <sup>\*</sup> | Standard Bio Tools Inc. | 13665 | 16 |
| <sup>\*</sup> | Novavax Inc. | 1400 | 14 |
| <sup>\*</sup> | Travere Thrapeutics Inc. | 600 | 13 |
| <sup>\*</sup> | Owens & Minor Inc. | 594 | 12 |
| <sup>\*</sup> | SeaSpine Holdings Corp. | 1323 | 11 |
| <sup>\*</sup> | Kodiak Sciences Inc. | 1400 | 10 |
| <sup>\*</sup> | AtriCure Inc. | 200 | 9 |
| <sup>\*</sup> | Coherus Biosciences Inc. | 1100 | 9 |
| <sup>\*</sup> | MannKind Corp. | 1700 | 9 |
| <sup>\*</sup> | OraSure Technologies Inc. | 1896 | 9 |
| <sup>\*</sup> | Stoke Therapeutics Inc. | 956 | 9 |
| <sup>\*</sup> | ICON plc | 47 | 9 |
|  | AirSculpt Technologies Inc. | 2500 | 9 |
| <sup>\*</sup> | Cerus Corp. | 2300 | 8 |
| <sup>\*</sup> | PetIQ Inc. Class A | 900 | 8 |
| <sup>\*</sup> | Inotiv Inc. | 1600 | 8 |
| <sup>\*</sup> | Repligen Corp. | 39 | 7 |
|  | Alcon Inc. | 100 | 7 |
| <sup>\*</sup> | Joint Corp. | 404 | 6 |
|  | Phibro Animal Health Corp. Class A | 438 | 6 |
| <sup>\*</sup> | Essa Pharma Inc. | 1984 | 5 |
| <sup>\*</sup> | Cardiovascular Systems Inc. | 300 | 4 |
| <sup>\*</sup> | CorVel Corp. | 30 | 4 |
| <sup>\*</sup> | Personalis Inc. | 2100 | 4 |
| <sup>\*</sup> | Deciphera Pharmaceuticals Inc. | 187 | 3 |
| <sup>\*</sup> | Evolent Health Inc. Class A | 98 | 3 |
| <sup>\*</sup> | Invacare Corp. | 7600 | 3 |
| <sup>\*</sup> | Penumbra Inc. | 13 | 3 |
| <sup>\*</sup> | Surmodics Inc. | 98 | 3 |
| <sup>\*</sup> | Immunovant Inc. | 180 | 3 |
| <sup>\*</sup> | Multiplan Corp. | 2600 | 3 |
| <sup>\*</sup> | Aclaris Therapeutics Inc. | 100 | 2 |
| <sup>\*</sup> | Arcus Biosciences Inc. | 99 | 2 |
| <sup>\*</sup> | Collegium Pharmaceutical Inc. | 83 | 2 |
| <sup>\*</sup> | Concert Pharmaceuticals Inc. | 300 | 2 |
| <sup>\*</sup> | Cymabay Therapeutics Inc. | 300 | 2 |
| <sup>\*</sup> | CytomX Therapeutics Inc. | 1184 | 2 |
| <sup>\*</sup> | Exact Sciences Corp. | 45 | 2 |
| <sup>\*</sup> | Harrow Health Inc. | 100 | 2 |
| <sup>\*</sup> | Heron Therapeutics Inc. | 644 | 2 |
| <sup>\*</sup> | Integer Holdings Corp. | 24 | 2 |
| <sup>\*</sup> | Ironwood Pharmaceuticals Inc. Class A | 124 | 2 |
| <sup>\*</sup> | Meridian Bioscience Inc. | 50 | 2 |
| <sup>\*</sup> | Spectrum Pharmaceuticals Inc. | 5600 | 2 |
| <sup>\*</sup> | Syndax Pharmaceuticals Inc. | 79 | 2 |
| <sup>\*</sup> | IGM Biosciences Inc. | 100 | 2 |
| <sup>\*</sup> | InfuSystem Holdings Inc. | 176 | 2 |
| <sup>\*</sup> | PDS Biotechnology Corp. | 165 | 2 |
| <sup>\*</sup> | iTeos Therapeutics Inc. | 100 | 2 |
| <sup>\*</sup> | Chinook Therapeutics Inc. | 67 | 2 |
| <sup>\*</sup> | Certara Inc. | 144 | 2 |
| <sup>\*</sup> | Innovage Holding Corp. | 273 | 2 |
| <sup>\*</sup> | Agiliti Inc. | 100 | 2 |
| <sup>\*</sup> | Assertio Holdings Inc. | 395 | 2 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Agenus Inc. | 200 | 1 |
| <sup>\*</sup> | Allakos Inc. | 100 | 1 |
| <sup>\*</sup> | Bluebird Bio Inc. | 100 | 1 |
| <sup>\*</sup> | Bridgebio Pharma Inc. | 100 | 1 |
| <sup>\*</sup> | Brookdale Senior Living Inc. | 311 | 1 |
| <sup>\*</sup> | CTI BioPharma Corp. | 200 | 1 |
| <sup>\*</sup> | Cara Therapeutics Inc. | 100 | 1 |
| <sup>\*</sup> | CEL–SCI Corp. | 492 | 1 |
| <sup>\*</sup> | Evolus Inc. | 110 | 1 |
| <sup>\*</sup> | Gritstone bio Inc. | 254 | 1 |
| <sup>\*</sup> | ImmunoGen Inc. | 200 | 1 |
|  | LeMaitre Vascular Inc. | 27 | 1 |
| <sup>\*</sup> | Lineage Cell Therapeutics Inc. | 900 | 1 |
| <sup>\*</sup> | Masimo Corp. | 9 | 1 |
| <sup>\*</sup> | Mersana Therapeutics Inc. | 100 | 1 |
| <sup>\*</sup> | Nektar Therapeutics Class A | 300 | 1 |
| <sup>\*</sup> | Omeros Corp. | 287 | 1 |
| <sup>\*</sup> | Scholar Rock Holding Corp. | 100 | 1 |
| <sup>\*</sup> | TG Therapeutics Inc. | 100 | 1 |
| <sup>\*</sup> | ViewRay Inc. | 300 | 1 |
| <sup>\*</sup> | Voyager Therapeutics Inc. | 100 | 1 |
| <sup>\*</sup> | Alkermes plc | 18 | 1 |
| <sup>\*</sup> | CRISPR Therapeutics AG | 16 | 1 |
| <sup>\*</sup> | Organogenesis Holdings Inc. Class A | 200 | 1 |
| <sup>\*</sup> | Liquidia Corp. | 166 | 1 |
| <sup>\*</sup> | Gamida Cell Ltd. | 428 | 1 |
| <sup>\*</sup> | Allovir Inc. | 200 | 1 |
| <sup>\*</sup> | Viemed Healthcare Inc. | 106 | 1 |
| <sup>\*</sup> | Marinus Pharmaceuticals Inc. | 125 | 1 |
| <sup>\*</sup> | Athira Pharma Inc. | 300 | 1 |
| <sup>\*</sup> | LifeStance Health Group Inc. | 167 | 1 |
| <sup>\*</sup> | Definitive Healthcare Corp. Class A | 95 | 1 |
| <sup>\*</sup> | Xeris Biopharma Holdings Inc. | 662 | 1 |
| <sup>\*,1</sup> | Radius Health Inc. CVR | 17800 | 1 |
| <sup>\*</sup> | Amneal Pharmaceuticals Inc. | 200 |  |
| <sup>\*</sup> | Chimerix Inc. | 100 |  |
| <sup>\*</sup> | Computer Programs and Systems Inc. | 5 |  |
| <sup>\*</sup> | Eiger BioPharmaceuticals Inc. | 100 |  |
| <sup>\*</sup> | Insmed Inc. | 6 |  |
| <sup>\*</sup> | Karyopharm Therapeutics Inc. | 100 |  |
| <sup>\*</sup> | Kura Oncology Inc. | 33 |  |
| <sup>\*</sup> | Sangamo Therapeutics Inc. | 100 |  |
| <sup>\*</sup> | Senseonics Holdings Inc. | 200 |  |
| <sup>\*</sup> | Seres Therapeutics Inc. | 22 |  |
| <sup>\*</sup> | Sorrento Therapeutics Inc. | 466 |  |
| <sup>\*</sup> | NextCure Inc. | 200 |  |
| <sup>\*</sup> | Arbutus Biopharma Corp. | 100 |  |
| <sup>\*</sup> | Affimed NV | 100 |  |
| <sup>\*</sup> | Precigen Inc. | 200 |  |
| <sup>\*</sup> | VBI Vaccines Inc. | 1100 |  |
| <sup>\*</sup> | Vaxart Inc. | 300 |  |
| <sup>\*</sup> | Compugen Ltd. | 193 |  |
| <sup>\*</sup> | Canopy Growth Corp. | 200 |  |
| <sup>\*</sup> | EyePoint Pharmaceuticals Inc. | 100 |  |
| <sup>\*</sup> | Akoya Biosciences Inc. | 47 |  |
| <sup>\*</sup> | Aveanna Healthcare Holdings Inc. | 600 |  |
| <sup>\*</sup> | Sema4 Holdings Corp. | 400 |  |
| <sup>\*</sup> | ATAI Life Sciences NV | 148 |  |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Agile Therapeutics Inc. | 446 |  |
|  |  |  | **1626080** |
| **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** | **Industrials (7.6%)** |
|  | United Parcel Service Inc. Class B | 328135 | 57043 |
|  | General Dynamics Corp. | 214864 | 53310 |
|  | Lockheed Martin Corp. | 102800 | 50011 |
| <sup>\*</sup> | United Rentals Inc. | 115356 | 41000 |
|  | Caterpillar Inc. | 168068 | 40262 |
|  | Union Pacific Corp. | 168665 | 34925 |
|  | PACCAR Inc. | 324306 | 32097 |
|  | Emerson Electric Co. | 322041 | 30935 |
|  | Trane Technologies plc | 163008 | 27400 |
|  | Textron Inc. | 364397 | 25799 |
|  | Republic Services Inc. Class A | 199669 | 25755 |
|  | Illinois Tool Works Inc. | 116705 | 25710 |
|  | WW Grainger Inc. | 44329 | 24658 |
|  | Otis Worldwide Corp. | 307086 | 24048 |
|  | Waste Management Inc. | 131600 | 20645 |
|  | Northrop Grumman Corp. | 37332 | 20369 |
|  | Cintas Corp. | 43733 | 19751 |
|  | Johnson Controls International plc | 233400 | 14938 |
|  | Fastenal Co. | 315288 | 14919 |
|  | Norfolk Southern Corp. | 59147 | 14575 |
|  | IDEX Corp. | 61284 | 13993 |
|  | Fortive Corp. | 207085 | 13305 |
|  | JB Hunt Transport Services Inc. | 76026 | 13256 |
|  | AMETEK Inc. | 88922 | 12424 |
|  | General Electric Co. | 137400 | 11513 |
|  | Raytheon Technologies Corp. | 96330 | 9722 |
|  | Honeywell International Inc. | 42336 | 9073 |
| <sup>\*</sup> | United Airlines Holdings Inc. | 229960 | 8669 |
|  | A O Smith Corp. | 151000 | 8643 |
| <sup>\*</sup> | Alaska Air Group Inc. | 192729 | 8276 |
|  | Carrier Global Corp. | 193600 | 7986 |
|  | TransDigm Group Inc. | 12497 | 7869 |
|  | Snap-on Inc. | 33800 | 7723 |
| <sup>\*</sup> | Southwest Airlines Co. | 210535 | 7089 |
|  | Robert Half International Inc. | 92753 | 6848 |
|  | 3M Co. | 53645 | 6433 |
| <sup>\*</sup> | Delta Air Lines Inc. | 194733 | 6399 |
|  | Waste Connections Inc. (XTSE) | 41700 | 5528 |
|  | CSX Corp. | 146088 | 4526 |
|  | Dover Corp. | 27115 | 3672 |
|  | Eaton Corp. plc | 21547 | 3382 |
| <sup>\*</sup> | Fluor Corp. | 94000 | 3258 |
|  | Fortune Brands Innovations Inc | 55800 | 3187 |
|  | L3Harris Technologies Inc. | 12645 | 2633 |
|  | Allegion plc | 24430 | 2571 |
|  | Deere & Co. | 5866 | 2515 |
| <sup>\*</sup> | Copart Inc. | 40740 | 2481 |
| <sup>\*</sup> | Uber Technologies Inc. | 97800 | 2419 |
|  | Advanced Drainage Systems Inc. | 28500 | 2336 |
|  | Equifax Inc. | 8986 | 1747 |
|  | CH Robinson Worldwide Inc. | 14400 | 1318 |
|  | Howmet Aerospace Inc. | 32300 | 1273 |
|  | Allison Transmission Holdings Inc. | 27154 | 1130 |
| <sup>\*</sup> | Lyft Inc. Class A | 99300 | 1094 |
| <sup>\*</sup> | Aerojet Rocketdyne Holdings Inc. | 18200 | 1018 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | American Airlines Group Inc. | 72800 | 926 |
| <sup>\*</sup> | Parsons Corp. | 19930 | 922 |
| <sup>\*</sup> | SunPower Corp. | 50800 | 916 |
| <sup>\*</sup> | Upwork Inc. | 79900 | 834 |
|  | Air Lease Corp. Class A | 20400 | 784 |
|  | nVent Electric plc | 19800 | 762 |
| <sup>\*</sup> | Masterbrand Inc. | 100330 | 757 |
|  | Hexcel Corp. | 12000 | 706 |
| <sup>\*</sup> | FuelCell Energy Inc. | 242700 | 675 |
| <sup>\*</sup> | Avis Budget Group Inc. | 3900 | 639 |
|  | Pentair plc | 14100 | 634 |
|  | TransUnion | 11033 | 626 |
|  | Pitney Bowes Inc. | 163400 | 621 |
| <sup>\*</sup> | Sunrun Inc. | 24300 | 584 |
| <sup>\*</sup> | Array Technologies Inc. | 27700 | 535 |
| <sup>\*</sup> | WESCO International Inc. | 4000 | 501 |
|  | Watsco Inc. | 2000 | 499 |
|  | Knight-Swift Transportation Holdings Inc. | 9000 | 472 |
|  | REV Group Inc. | 37200 | 469 |
|  | Maxar Technologies Inc. | 7600 | 393 |
|  | Triton International Ltd. | 5513 | 379 |
|  | GrafTech International Ltd. | 78977 | 376 |
|  | Shyft Group Inc. | 13200 | 328 |
|  | Carlisle Cos. Inc. | 1300 | 306 |
| <sup>\*</sup> | Resideo Technologies Inc. | 18600 | 306 |
| <sup>\*</sup> | Enovix Corp. | 24200 | 301 |
| <sup>\*</sup> | Kratos Defense & Security Solutions Inc. | 26500 | 273 |
| <sup>\*</sup> | Beacon Roofing Supply Inc. | 5100 | 269 |
| <sup>\*</sup> | Middleby Corp. | 2000 | 268 |
|  | Lennox International Inc. | 1100 | 263 |
| <sup>\*</sup> | Triumph Group Inc. | 23400 | 246 |
| <sup>\*</sup> | SkyWest Inc. | 13923 | 230 |
| <sup>\*</sup> | Harsco Corp. | 33000 | 208 |
|  | AECOM | 2117 | 180 |
| <sup>\*</sup> | Great Lakes Dredge & Dock Corp. | 29720 | 177 |
| <sup>\*</sup> | Mercury Systems Inc. | 3800 | 170 |
|  | Wabash National Corp. | 6800 | 154 |
|  | Acuity Brands Inc. | 900 | 149 |
|  | Verisk Analytics Inc. Class A | 800 | 141 |
| <sup>\*</sup> | 3D Systems Corp. | 18200 | 135 |
|  | Heidrick & Struggles International Inc. | 4453 | 125 |
| <sup>\*</sup> | MRC Global Inc. | 9000 | 104 |
| <sup>\*</sup> | Driven Brands Holdings Inc. | 3200 | 87 |
|  | Herc Holdings Inc. | 600 | 79 |
|  | Werner Enterprises Inc. | 1800 | 72 |
| <sup>\*</sup> | BlueLinx Holdings Inc. | 923 | 66 |
| <sup>\*</sup> | Quad/Graphics Inc. | 14582 | 59 |
| <sup>\*</sup> | Kornit Digital Ltd. | 2400 | 55 |
| <sup>\*</sup> | Shoals Technologies Group Inc. Class A | 2200 | 54 |
|  | HEICO Corp. | 328 | 50 |
| <sup>\*</sup> | Manitowoc Co. Inc. | 5300 | 49 |
| <sup>\*</sup> | AAR Corp. | 1100 | 49 |
|  | Kennametal Inc. | 2000 | 48 |
| <sup>\*</sup> | First Advantage Corp. | 3700 | 48 |
|  | Expeditors International of Washington Inc. | 400 | 42 |
| <sup>\*</sup> | AerCap Holdings NV | 600 | 35 |
| <sup>\*</sup> | Planet Labs PBC | 8100 | 35 |
|  | Trinity Industries Inc. | 1100 | 33 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Rush Enterprises Inc. Class A | 600 | 31 |
|  | Enerpac Tool Group Corp. Class A | 1200 | 31 |
|  | Leidos Holdings Inc. | 284 | 30 |
| <sup>\*</sup> | Hireright Holdings Corp. | 2500 | 30 |
|  | Moog Inc. Class A | 293 | 26 |
| <sup>\*</sup> | Copa Holdings SA Class A | 300 | 25 |
| <sup>\*</sup> | Northwest Pipe Co. | 582 | 20 |
|  | Matthews International Corp. Class A | 600 | 18 |
| <sup>\*</sup> | Gibraltar Industries Inc. | 360 | 17 |
| <sup>\*</sup> | JELD-WEN Holding Inc. | 1773 | 17 |
| <sup>\*</sup> | Mesa Air Group Inc. | 11200 | 17 |
| <sup>\*</sup> | Univar Solutions Inc. | 500 | 16 |
|  | Kaman Corp. | 652 | 15 |
| <sup>\*</sup> | KAR Auction Services Inc. | 1100 | 14 |
| <sup>\*</sup> | TriNet Group Inc. | 200 | 14 |
|  | Lindsay Corp. | 71 | 12 |
|  | Old Dominion Freight Line Inc. | 43 | 12 |
| <sup>\*</sup> | Titan International Inc. | 700 | 11 |
| <sup>\*</sup> | TrueBlue Inc. | 496 | 10 |
| <sup>\*</sup> | Yellow Corp. | 3400 | 9 |
|  | Caesarstone Ltd. | 1241 | 7 |
| <sup>\*</sup> | Astronics Corp. | 576 | 6 |
|  | Barnes Group Inc. | 98 | 4 |
| <sup>\*</sup> | CBIZ Inc. | 91 | 4 |
|  | Oshkosh Corp. | 47 | 4 |
| <sup>\*</sup> | TuSimple Holdings Inc. Class A | 2335 | 4 |
| <sup>\*</sup> | DLH Holdings Corp. | 300 | 4 |
|  | Heartland Express Inc. | 173 | 3 |
|  | Rollins Inc. | 94 | 3 |
| <sup>\*</sup> | Titan Machinery Inc. | 66 | 3 |
|  | Universal Logistics Holdings Inc. | 86 | 3 |
|  | AZZ Inc. | 41 | 2 |
|  | Apogee Enterprises Inc. | 51 | 2 |
|  | Brady Corp. Class A | 38 | 2 |
| <sup>\*</sup> | Daseke Inc. | 347 | 2 |
| <sup>\*</sup> | Evoqua Water Technologies Corp. | 63 | 2 |
|  | HNI Corp. | 88 | 2 |
|  | Kelly Services Inc. Class A | 118 | 2 |
|  | MDU Resources Group Inc. | 57 | 2 |
| <sup>\*</sup> | NOW Inc. | 146 | 2 |
| <sup>\*</sup> | Tutor Perini Corp. | 291 | 2 |
| <sup>\*</sup> | Gates Industrial Corp. plc | 153 | 2 |
|  | Vertiv Holdings Co. Class A | 140 | 2 |
| <sup>\*</sup> | Corp. America Airports SA | 200 | 2 |
| <sup>\*</sup> | Hayward Holdings Inc. | 175 | 2 |
| <sup>\*</sup> | American Superconductor Corp. | 300 | 1 |
| <sup>\*</sup> | Babcock & Wilcox Enterprises Inc. | 113 | 1 |
| <sup>\*</sup> | BrightView Holdings Inc. | 156 | 1 |
| <sup>\*</sup> | CECO Environmental Corp. | 100 | 1 |
| <sup>\*</sup> | CoreCivic Inc. | 99 | 1 |
| <sup>\*</sup> | Forrester Research Inc. | 40 | 1 |
| <sup>\*</sup> | GEO Group Inc. | 100 | 1 |
|  | Greenbrier Cos. Inc. | 39 | 1 |
| <sup>\*</sup> | Hawaiian Holdings Inc. | 76 | 1 |
|  | Interface Inc. Class A | 100 | 1 |
| <sup>\*</sup> | JetBlue Airways Corp. | 200 | 1 |
|  | Kimball International Inc. Class B | 200 | 1 |
|  | Marten Transport Ltd. | 50 | 1 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | MillerKnoll Inc. | 60 | 1 |
|  | Parker-Hannifin Corp. | 4 | 1 |
| <sup>\*</sup> | Plug Power Inc. | 100 | 1 |
| <sup>\*</sup> | Radiant Logistics Inc. | 282 | 1 |
|  | Steelcase Inc. Class A | 142 | 1 |
|  | Luxfer Holdings plc | 94 | 1 |
|  | Genco Shipping & Trading Ltd. | 98 | 1 |
|  | ACCO Brands Corp. | 204 | 1 |
|  | Pangaea Logistics Solutions Ltd. | 200 | 1 |
|  | Atlas Corp. | 58 | 1 |
| <sup>\*</sup> | Sun Country Airlines Holdings Inc. | 83 | 1 |
|  | Aris Water Solution Inc. Class A | 100 | 1 |
| <sup>\*</sup> | Archer Aviation Inc. Class A | 400 | 1 |
| <sup>\*</sup> | Aurora Innovation Inc. | 600 | 1 |
| <sup>\*</sup> | Masonite International Corp. | 6 |  |
| <sup>\*</sup> | Matrix Service Co. | 6 |  |
|  | Primoris Services Corp. | 4 |  |
|  | Quanex Building Products Corp. | 1 |  |
|  | Resources Connection Inc. | 12 |  |
|  | Eneti Inc. | 2 |  |
|  | Zurn Elkay Water Solutions Corp. | 3 |  |
|  |  |  | **823138** |
| **Information Technology (26.3%)** | **Information Technology (26.3%)** | **Information Technology (26.3%)** | **Information Technology (26.3%)** |
|  | Apple Inc. | 4776307 | 620586 |
|  | Microsoft Corp. | 2566875 | 615588 |
|  | Mastercard Inc. Class A | 318236 | 110660 |
|  | Accenture plc Class A | 360898 | 96302 |
|  | Broadcom Inc. | 167656 | 93742 |
|  | QUALCOMM Inc. | 695672 | 76482 |
|  | Visa Inc. Class A | 331352 | 68842 |
|  | Automatic Data Processing Inc. | 283703 | 67765 |
|  | Texas Instruments Inc. | 376963 | 62282 |
|  | NVIDIA Corp. | 425899 | 62241 |
|  | Cisco Systems Inc. | 1176496 | 56048 |
|  | Cognizant Technology Solutions Corp. Class A | 875143 | 50049 |
|  | Applied Materials Inc. | 504640 | 49142 |
| <sup>\*</sup> | Adobe Inc. | 124999 | 42066 |
|  | Paychex Inc. | 329710 | 38101 |
|  | NXP Semiconductors NV | 235689 | 37246 |
| <sup>\*</sup> | PayPal Holdings Inc. | 519789 | 37019 |
| <sup>\*</sup> | Paycom Software Inc. | 107347 | 33311 |
|  | Micron Technology Inc. | 636614 | 31818 |
| <sup>\*</sup> | Cadence Design Systems Inc. | 182524 | 29321 |
| <sup>\*</sup> | ServiceNow Inc. | 73872 | 28682 |
|  | Lam Research Corp. | 66605 | 27994 |
| <sup>\*</sup> | Synopsys Inc. | 86397 | 27586 |
|  | CDW Corp. | 150497 | 26876 |
| <sup>\*</sup> | Salesforce Inc. | 202111 | 26798 |
| <sup>\*</sup> | Gartner Inc. | 79611 | 26760 |
| <sup>\*</sup> | VeriSign Inc. | 128486 | 26396 |
|  | Monolithic Power Systems Inc. | 71580 | 25311 |
|  | KLA Corp. | 66822 | 25194 |
| <sup>\*</sup> | Enphase Energy Inc. | 94862 | 25135 |
| <sup>\*</sup> | Fortinet Inc. | 442496 | 21634 |
|  | Intel Corp. | 719600 | 19019 |
|  | HP Inc. | 650872 | 17489 |
|  | Oracle Corp. | 184927 | 15116 |
| <sup>\*</sup> | FleetCor Technologies Inc. | 78462 | 14412 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Motorola Solutions Inc. | 53535 | 13797 |
|  | Microchip Technology Inc. | 195300 | 13720 |
| <sup>\*</sup> | Keysight Technologies Inc. | 79101 | 13532 |
| <sup>\*</sup> | ON Semiconductor Corp. | 200200 | 12486 |
|  | Skyworks Solutions Inc. | 126890 | 11563 |
|  | NetApp Inc. | 187986 | 11290 |
| <sup>\*</sup> | Western Digital Corp. | 298076 | 9404 |
|  | Fidelity National Information Services Inc. | 120701 | 8190 |
|  | Vontier Corp. | 403000 | 7790 |
|  | International Business Machines Corp. | 48300 | 6805 |
|  | Gen Digital Inc. | 313805 | 6725 |
|  | Analog Devices Inc. | 40800 | 6692 |
|  | Amdocs Ltd. | 72100 | 6554 |
| <sup>\*</sup> | Qorvo Inc. | 60700 | 5502 |
|  | Corning Inc. | 159900 | 5107 |
|  | Teradyne Inc. | 56390 | 4926 |
| <sup>\*</sup> | Check Point Software Technologies Ltd. | 35200 | 4441 |
| <sup>\*</sup> | DocuSign Inc. Class A | 79200 | 4389 |
|  | Roper Technologies Inc. | 8400 | 3630 |
| <sup>\*</sup> | Rambus Inc. | 94600 | 3389 |
| <sup>\*</sup> | EPAM Systems Inc. | 9940 | 3258 |
| <sup>\*</sup> | Fair Isaac Corp. | 5049 | 3022 |
| <sup>\*</sup> | Box Inc. Class A | 82000 | 2553 |
| <sup>\*</sup> | Dropbox Inc. Class A | 99700 | 2231 |
|  | SS&C Technologies Holdings Inc. | 41300 | 2150 |
| <sup>\*</sup> | Crowdstrike Holdings Inc. Class A | 16400 | 1727 |
| <sup>\*</sup> | Kyndryl Holdings Inc. | 154200 | 1715 |
| <sup>\*</sup> | Palantir Technologies Inc. Class A | 256300 | 1645 |
|  | InterDigital Inc. | 32700 | 1618 |
| <sup>\*</sup> | Semtech Corp. | 49000 | 1406 |
| <sup>\*</sup> | Akamai Technologies Inc. | 16200 | 1366 |
|  | Juniper Networks Inc. | 42151 | 1347 |
| <sup>\*</sup> | Workiva Inc. Class A | 15800 | 1327 |
| <sup>\*</sup> | Atlassian Corp. Ltd. Class A | 9200 | 1184 |
| <sup>\*</sup> | Teradata Corp. | 31500 | 1060 |
| <sup>\*</sup> | ANSYS Inc. | 4200 | 1015 |
|  | Global Payments Inc. | 10000 | 993 |
| <sup>\*</sup> | DXC Technology Co. | 36900 | 978 |
|  | TE Connectivity Ltd. | 8512 | 977 |
| <sup>\*</sup> | PagSeguro Digital Ltd. Class A | 105110 | 919 |
| <sup>\*</sup> | NetScout Systems Inc. | 26100 | 849 |
| <sup>\*</sup> | Digital Turbine Inc. | 54000 | 823 |
| <sup>\*</sup> | Momentive Global Inc. | 117300 | 821 |
|  | Concentrix Corp. | 5000 | 666 |
| <sup>\*</sup> | Super Micro Computer Inc. | 7700 | 632 |
| <sup>\*</sup> | Rogers Corp. | 5100 | 609 |
| <sup>\*</sup> | Canadian Solar Inc. | 19500 | 603 |
|  | Ebix Inc. | 24800 | 495 |
| <sup>\*</sup> | Infinera Corp. | 71800 | 484 |
|  | Western Union Co. | 35092 | 483 |
| <sup>\*</sup> | Conduent Inc. | 119000 | 482 |
| <sup>\*</sup> | Gitlab Inc. Class A | 9800 | 445 |
|  | Clear Secure Inc. Class A | 16200 | 444 |
| <sup>\*</sup> | Pure Storage Inc. Class A | 16100 | 431 |
| <sup>\*</sup> | Flex Ltd. | 20000 | 429 |
| <sup>\*</sup> | Fiserv Inc. | 4000 | 404 |
| <sup>\*</sup> | Qualys Inc. | 3600 | 404 |
| <sup>\*</sup> | Flywire Corp. | 16100 | 394 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Varonis Systems Inc. Class B | 15700 | 376 |
| <sup>\*</sup> | Trade Desk Inc. Class A | 8346 | 374 |
| <sup>\*</sup> | Zoom Video Communications Inc. Class A | 5400 | 366 |
| <sup>\*</sup> | ACI Worldwide Inc. | 15800 | 363 |
| <sup>\*</sup> | Lattice Semiconductor Corp. | 5600 | 363 |
| <sup>\*</sup> | Everbridge Inc. | 11900 | 352 |
| <sup>\*</sup> | LiveRamp Holdings Inc. | 14600 | 342 |
| <sup>\*</sup> | Euronet Worldwide Inc. | 3600 | 340 |
| <sup>\*</sup> | Autodesk Inc. | 1800 | 336 |
| <sup>\*</sup> | Verra Mobility Corp. Class A | 24100 | 333 |
| <sup>\*</sup> | Stratasys Ltd. | 23800 | 282 |
| <sup>\*</sup> | Datadog Inc. Class A | 3800 | 279 |
| <sup>\*</sup> | Tenable Holdings Inc. | 7300 | 278 |
| <sup>\*</sup> | Impinj Inc. | 2500 | 273 |
|  | Jack Henry & Associates Inc. | 1500 | 263 |
| <sup>\*</sup> | Zebra Technologies Corp. Class A | 1000 | 256 |
| <sup>\*</sup> | Asana Inc. Class A | 17100 | 235 |
| <sup>\*</sup> | Viavi Solutions Inc. | 21500 | 226 |
| <sup>\*</sup> | TTM Technologies Inc. | 14700 | 222 |
| <sup>\*</sup> | Domo Inc. Class B | 15400 | 219 |
| <sup>\*</sup> | Cognyte Software Ltd. | 69487 | 216 |
| <sup>\*</sup> | Grid Dynamics Holdings Inc. | 18900 | 212 |
| <sup>\*</sup> | StoneCo. Ltd. Class A | 20993 | 198 |
| <sup>\*</sup> | Paycor HCM Inc. | 7786 | 191 |
| <sup>\*</sup> | Splunk Inc. | 2100 | 181 |
| <sup>\*</sup> | MACOM Technology Solutions Holdings Inc. Class H | 2800 | 176 |
| <sup>\*</sup> | Cerence Inc. | 9400 | 174 |
|  | Marvell Technology Inc. | 4583 | 170 |
| <sup>\*</sup> | Appian Corp. Class A | 4800 | 156 |
| <sup>\*</sup> | Squarespace Inc. Class A | 6500 | 144 |
| <sup>\*</sup> | Avid Technology Inc. | 5200 | 138 |
| <sup>\*</sup> | Payoneer Global Inc. | 24600 | 135 |
| <sup>\*</sup> | SolarWinds Corp. | 14000 | 131 |
| <sup>\*</sup> | Elastic NV | 2500 | 129 |
| <sup>\*</sup> | Upland Software Inc. | 17300 | 123 |
| <sup>\*</sup> | Dynatrace Inc. | 3024 | 116 |
| <sup>\*</sup> | Wolfspeed Inc. | 1600 | 110 |
| <sup>\*</sup> | Lightspeed Commerce Inc. | 6200 | 89 |
| <sup>\*</sup> | Q2 Holdings Inc. | 3200 | 86 |
|  | Hackett Group Inc. | 3912 | 80 |
| <sup>\*</sup> | Unisys Corp. | 15224 | 78 |
| <sup>\*</sup> | TELUS International CDA Inc. | 3800 | 75 |
| <sup>\*</sup> | Qualtrics International Inc. Class A | 7100 | 74 |
| <sup>\*</sup> | Magnachip Semiconductor Corp. | 7500 | 70 |
| <sup>\*</sup> | Dlocal Ltd. Class A | 4500 | 70 |
| <sup>\*</sup> | WM Technology Inc. | 67479 | 68 |
| <sup>\*</sup> | Arlo Technologies Inc. | 18800 | 66 |
| <sup>\*</sup> | Paysafe Ltd. | 4700 | 65 |
| <sup>\*</sup> | ON24 Inc. | 7275 | 63 |
| <sup>\*</sup> | Daktronics Inc. | 20107 | 57 |
|  | Ubiquiti Inc. | 200 | 55 |
| <sup>\*</sup> | Rimini Street Inc. | 14190 | 54 |
| <sup>\*</sup> | Sitime Corp. | 500 | 51 |
| <sup>\*</sup> | Casa Systems Inc. | 17100 | 47 |
| <sup>\*</sup> | Veeco Instruments Inc. | 2392 | 44 |
| <sup>\*</sup> | ACM Research Inc. Class A | 5076 | 39 |
| <sup>\*</sup> | LivePerson Inc. | 3600 | 37 |
| <sup>\*</sup> | Repay Holdings Corp. Class A | 4500 | 36 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | SecureWorks Corp. Class A | 5475 | 35 |
| <sup>\*</sup> | Kopin Corp. | 26100 | 32 |
| <sup>\*</sup> | Cloudflare Inc. Class A | 700 | 32 |
| <sup>\*</sup> | Zuora Inc. Class A | 4900 | 31 |
| <sup>\*</sup> | Blackbaud Inc. | 500 | 29 |
| <sup>\*</sup> | IPG Photonics Corp. | 300 | 28 |
| <sup>\*</sup> | FormFactor Inc. | 1200 | 27 |
| <sup>\*</sup> | Amplitude Inc. Class A | 2200 | 27 |
| <sup>\*</sup> | Expensify Inc. Class A | 3100 | 27 |
| <sup>\*</sup> | Radware Ltd. | 1084 | 21 |
| <sup>\*</sup> | eGain Corp. | 1593 | 14 |
| <sup>\*</sup> | MaxLinear Inc. | 400 | 14 |
| <sup>\*</sup> | Brightcove Inc. | 2056 | 11 |
| <sup>\*</sup> | N-Able Inc. | 1086 | 11 |
| <sup>\*</sup> | Ouster Inc. | 10250 | 9 |
| <sup>\*</sup> | Immersion Corp. | 1100 | 8 |
| <sup>\*</sup> | Identiv Inc. | 1117 | 8 |
| <sup>\*</sup> | Rackspace Technology Inc. | 2500 | 7 |
| <sup>\*</sup> | Xperi Inc. | 800 | 7 |
|  | Badger Meter Inc. | 51 | 6 |
| <sup>\*</sup> | Silicon Laboratories Inc. | 41 | 6 |
| <sup>\*</sup> | Blackline Inc. | 38 | 3 |
| <sup>\*</sup> | Evo Payments Inc. Class A | 81 | 3 |
|  | NVE Corp. | 49 | 3 |
| <sup>\*</sup> | RingCentral Inc. Class A | 96 | 3 |
| <sup>\*</sup> | Everspin Technologies Inc. | 500 | 3 |
| <sup>\*</sup> | Arteris Inc. | 600 | 3 |
|  | A10 Networks Inc. | 100 | 2 |
| <sup>\*</sup> | AXT Inc. | 385 | 2 |
| <sup>\*</sup> | CalAmp Corp. | 400 | 2 |
| <sup>\*</sup> | FARO Technologies Inc. | 84 | 2 |
|  | Hewlett Packard Enterprise Co. | 100 | 2 |
| <sup>\*</sup> | KVH Industries Inc. | 197 | 2 |
| <sup>\*</sup> | Knowles Corp. | 100 | 2 |
| <sup>\*</sup> | Pixelworks Inc. | 1300 | 2 |
|  | TD SYNNEX Corp. | 19 | 2 |
| <sup>\*</sup> | Yext Inc. | 300 | 2 |
|  | Hollysys Automation Technologies Ltd. | 100 | 2 |
| <sup>\*</sup> | Velodyne Lidar Inc. | 2300 | 2 |
| <sup>\*</sup> | DigitalOcean Holdings Inc. | 76 | 2 |
| <sup>\*</sup> | Remitly Global Inc. | 178 | 2 |
| <sup>\*</sup> | Axcelis Technologies Inc. | 10 | 1 |
|  | Benchmark Electronics Inc. | 55 | 1 |
| <sup>\*</sup> | Benefitfocus Inc. | 100 | 1 |
| <sup>\*</sup> | Black Knight Inc. | 11 | 1 |
| <sup>\*</sup> | Calix Inc. | 9 | 1 |
| <sup>\*</sup> | Ceridian HCM Holding Inc. | 8 | 1 |
| <sup>\*</sup> | CommScope Holding Co. Inc. | 103 | 1 |
| <sup>\*</sup> | 8x8 Inc. | 300 | 1 |
| <sup>\*</sup> | ePlus Inc. | 14 | 1 |
|  | Information Services Group Inc. | 209 | 1 |
| <sup>\*</sup> | MicroVision Inc. | 300 | 1 |
| <sup>\*</sup> | Mitek Systems Inc. | 137 | 1 |
| <sup>\*</sup> | MoneyGram International Inc. | 110 | 1 |
| <sup>\*</sup> | PDF Solutions Inc. | 46 | 1 |
|  | PFSweb Inc. | 100 | 1 |
| <sup>\*</sup> | Ribbon Communications Inc. | 470 | 1 |
| <sup>\*</sup> | Sanmina Corp. | 21 | 1 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Turtle Beach Corp. | 170 | 1 |
| <sup>\*</sup> | ViaSat Inc. | 26 | 1 |
|  | Xerox Holdings Corp. | 100 | 1 |
| <sup>\*</sup> | SMART Global Holdings Inc. | 77 | 1 |
| <sup>\*</sup> | Celestica Inc. | 90 | 1 |
|  | Sapiens International Corp. NV | 72 | 1 |
|  | Ituran Location and Control Ltd. | 26 | 1 |
| <sup>\*</sup> | Consensus Cloud Solutions Inc. | 15 | 1 |
| <sup>\*</sup> | Diebold Nixdorf Inc. | 200 |  |
| <sup>\*</sup> | Eastman Kodak Co. | 29 |  |
| <sup>\*</sup> | Inseego Corp. | 200 |  |
|  | Vishay Intertechnology Inc. | 1 |  |
| <sup>\*</sup> | Vishay Precision Group Inc. | 2 |  |
| <sup>\*</sup> | Phunware Inc. | 400 |  |
| <sup>\*</sup> | Maxeon Solar Technologies Ltd. | 12 |  |
| <sup>\*</sup> | JFrog Ltd. | 15 |  |
| <sup>\*</sup> | Sierra Wireless Inc. | 15 |  |
| <sup>\*</sup> | Alkami Technology Inc. | 3 |  |
| <sup>\*</sup> | Exela Technologies Inc. | 51 |  |
|  |  |  | **2845877** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | Dow Inc. | 547419 | 27584 |
|  | Westrock Co. | 566490 | 19918 |
|  | Mosaic Co. | 450425 | 19760 |
|  | Packaging Corp. of America | 132683 | 16971 |
|  | LyondellBasell Industries NV Class A | 188692 | 15667 |
|  | CF Industries Holdings Inc. | 175971 | 14993 |
|  | Nucor Corp. | 83222 | 10970 |
|  | Linde plc | 30933 | 10090 |
|  | Sealed Air Corp. | 197230 | 9838 |
|  | Corteva Inc. | 145000 | 8523 |
|  | Freeport-McMoRan Inc. | 203100 | 7718 |
|  | Avery Dennison Corp. | 33952 | 6145 |
|  | Nutrien Ltd. | 71300 | 5207 |
|  | Newmont Corp. | 104800 | 4947 |
|  | International Paper Co. | 61347 | 2124 |
|  | Albemarle Corp. | 9205 | 1996 |
|  | United States Steel Corp. | 79100 | 1981 |
|  | Steel Dynamics Inc. | 12300 | 1202 |
| <sup>\*</sup> | ATI Inc. | 39800 | 1188 |
| <sup>\*</sup> | MP Materials Corp. | 42500 | 1032 |
|  | Warrior Met Coal Inc. | 26300 | 911 |
|  | Amcor plc | 71513 | 852 |
|  | DuPont de Nemours Inc. | 11275 | 774 |
|  | Wheaton Precious Metals Corp. | 19100 | 746 |
| <sup>\*</sup> | Cleveland-Cliffs Inc. | 45900 | 739 |
|  | Eastman Chemical Co. | 8585 | 699 |
| <sup>\*</sup> | Ingevity Corp. | 9700 | 683 |
| <sup>\*</sup> | Livent Corp. | 27200 | 540 |
| <sup>\*</sup> | LSB Industries Inc. | 35200 | 468 |
| <sup>\*</sup> | Intrepid Potash Inc. | 14100 | 407 |
|  | Martin Marietta Materials Inc. | 762 | 258 |
|  | Alamos Gold Inc. Class A | 22300 | 225 |
|  | Teck Resources Ltd. Class B | 5500 | 208 |
| <sup>\*</sup> | Century Aluminum Co. | 25100 | 205 |
| <sup>\*</sup> | Ferroglobe plc | 48300 | 186 |
|  | Graphic Packaging Holding Co. | 7300 | 162 |
|  | Pan American Silver Corp. | 9300 | 152 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | International Flavors & Fragrances Inc. | 1421 | 149 |
|  | Ashland Inc. | 1200 | 129 |
|  | Valvoline Inc. | 3200 | 104 |
|  | Celanese Corp. Class A | 900 | 92 |
| <sup>\*</sup> | Summit Materials Inc. Class A | 2949 | 84 |
|  | Sonoco Products Co. | 1333 | 81 |
|  | Chemours Co. | 2300 | 70 |
|  | SunCoke Energy Inc. | 7700 | 66 |
|  | Olin Corp. | 1100 | 58 |
|  | Glatfelter Corp. | 20300 | 56 |
| <sup>\*</sup> | Arconic Corp. | 2400 | 51 |
|  | Huntsman Corp. | 1700 | 47 |
|  | Avient Corp. | 1300 | 44 |
| <sup>\*</sup> | O-I Glass Inc. | 2300 | 38 |
|  | Commercial Metals Co. | 695 | 34 |
| <sup>\*</sup> | Ranpak Holdings Corp. Class A | 4600 | 27 |
|  | Trinseo plc | 1099 | 25 |
|  | Valhi Inc. | 845 | 19 |
| <sup>\*</sup> | Diversey Holdings Ltd. | 4300 | 18 |
|  | Materion Corp. | 53 | 5 |
| <sup>\*</sup> | Aspen Aerogels Inc. | 300 | 4 |
|  | Haynes International Inc. | 95 | 4 |
|  | Innospec Inc. | 35 | 4 |
|  | American Vanguard Corp. | 95 | 2 |
|  | Barrick Gold Corp. (XTSE) | 100 | 2 |
|  | Myers Industries Inc. | 71 | 2 |
|  | Ryerson Holding Corp. | 49 | 2 |
| <sup>\*</sup> | IAMGOLD Corp. | 600 | 2 |
| <sup>\*</sup> | Eldorado Gold Corp. | 200 | 2 |
|  | Hecla Mining Co. | 200 | 1 |
|  | Minerals Technologies Inc. | 18 | 1 |
|  | Tredegar Corp. | 100 | 1 |
|  | Tronox Holdings plc Class A | 100 | 1 |
|  | Osisko Gold Royalties Ltd. | 100 | 1 |
|  | Yamana Gold Inc. | 100 | 1 |
| <sup>\*</sup> | Novagold Resources Inc. | 100 | 1 |
|  | Orion Engineered Carbons SA | 80 | 1 |
|  | Ramaco Resources Inc. | 100 | 1 |
| <sup>\*</sup> | Equinox Gold Corp. | 200 | 1 |
|  | First Majestic Silver Corp. | 100 | 1 |
|  | Mercer International Inc. | 100 | 1 |
| <sup>\*</sup> | Constellium SE Class A | 65 | 1 |
|  | Nexa Resources SA | 116 | 1 |
|  | ICL Group Ltd. | 118 | 1 |
| <sup>\*</sup> | Ecovyst Inc. | 105 | 1 |
|  |  |  | **197306** |
| **Other (0.1%)** | **Other (0.1%)** | **Other (0.1%)** | **Other (0.1%)** |
|  | SPDR S&P 500 ETF Trust | 45200 | 17286 |
| <sup>\*,1</sup> | Aduro Biotech Inc. CVR | 67 |  |
| <sup>\*,1</sup> | Achillion Pharma CVR Alexion Pharmaceuticals Inc. | 400 |  |
| <sup>\*,1</sup> | Strongbridge Biopharm CVR | 335 |  |
|  |  |  | **17286** |
| **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** | **Real Estate (2.2%)** |
|  | Simon Property Group Inc. | 193562 | 22740 |
|  | Camden Property Trust | 193381 | 21635 |
|  | Regency Centers Corp. | 331175 | 20698 |
|  | Extra Space Storage Inc. | 137759 | 20275 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Host Hotels & Resorts Inc. | 1148129 | 18427 |
|  | SBA Communications Corp. Class A | 62450 | 17505 |
|  | Public Storage | 61421 | 17210 |
|  | Crown Castle Inc. | 126000 | 17091 |
|  | Mid-America Apartment Communities Inc. | 100614 | 15795 |
|  | Ventas Inc. | 262075 | 11807 |
|  | Federal Realty Investment Trust | 107576 | 10870 |
| <sup>\*</sup> | CBRE Group Inc. Class A | 133300 | 10259 |
|  | Equity Residential | 122217 | 7211 |
|  | Essex Property Trust Inc. | 19834 | 4203 |
|  | Apartment Income REIT Corp. | 76600 | 2628 |
|  | Prologis Inc. | 21115 | 2380 |
|  | AvalonBay Communities Inc. | 14400 | 2326 |
|  | American Tower Corp. | 8845 | 1874 |
|  | Boston Properties Inc. | 23756 | 1605 |
|  | WP Carey Inc. | 17409 | 1361 |
|  | Innovative Industrial Properties Inc. | 13184 | 1336 |
|  | Iron Mountain Inc. | 18600 | 927 |
|  | UDR Inc. | 23300 | 902 |
|  | Weyerhaeuser Co. | 27800 | 862 |
|  | Newmark Group Inc. Class A | 84700 | 675 |
|  | Healthpeak Properties Inc. | 17000 | 426 |
| <sup>\*</sup> | Veris Residential Inc. | 26157 | 417 |
|  | Kilroy Realty Corp. | 8400 | 325 |
|  | Park Hotels & Resorts Inc. | 24000 | 283 |
|  | Brixmor Property Group Inc. | 10990 | 249 |
|  | Macerich Co. | 20300 | 229 |
|  | VICI Properties Inc. | 4800 | 156 |
|  | Essential Properties Realty Trust Inc. | 6015 | 141 |
|  | Douglas Emmett Inc. | 7500 | 118 |
|  | Piedmont Office Realty Trust Inc. Class A | 12000 | 110 |
|  | Hudson Pacific Properties Inc. | 10500 | 102 |
|  | Kimco Realty Corp. | 4400 | 93 |
| <sup>\*</sup> | Anywhere Real Estate Inc. | 13200 | 84 |
|  | EPR Properties | 2000 | 75 |
|  | Highwoods Properties Inc. | 2659 | 74 |
|  | Farmland Partners Inc. | 5300 | 66 |
|  | Uniti Group Inc. | 11900 | 66 |
|  | National Storage Affiliates Trust | 1800 | 65 |
|  | Diversified Healthcare Trust | 93000 | 60 |
|  | Agree Realty Corp. | 800 | 57 |
|  | Industrial Logistics Properties Trust | 17300 | 57 |
|  | Retail Opportunity Investments Corp. | 3500 | 53 |
|  | Spirit Realty Capital Inc. | 1200 | 48 |
|  | Life Storage Inc. | 300 | 30 |
|  | City Office REIT Inc. | 3030 | 25 |
| <sup>\*</sup> | Ashford Hospitality Trust Inc. | 2641 | 12 |
|  | Douglas Elliman Inc. | 3057 | 12 |
|  | Service Properties Trust | 912 | 7 |
| <sup>\*</sup> | Five Point Holdings LLC | 1922 | 5 |
|  | Alpine Income Property Trust Inc. | 155 | 3 |
|  | Getty Realty Corp. | 56 | 2 |
|  | Hersha Hospitality Trust Class A | 220 | 2 |
|  | JBG SMITH Properties | 96 | 2 |
|  | LXP Industrial Trust | 149 | 2 |
|  | Omega Healthcare Investors Inc. | 69 | 2 |
|  | Sabra Health Care REIT Inc. | 189 | 2 |
|  | Tanger Factory Outlet Centers Inc. | 100 | 2 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
|  | Urban Edge Properties | 171 | 2 |
|  | Urstadt Biddle Properties Inc. Class A | 99 | 2 |
|  | Orion Office REIT Inc. | 190 | 2 |
|  | Acadia Realty Trust | 98 | 1 |
|  | Brandywine Realty Trust | 100 | 1 |
|  | DiamondRock Hospitality Co. | 60 | 1 |
|  | Empire State Realty Trust Inc. Class A | 100 | 1 |
|  | Gladstone Commercial Corp. | 70 | 1 |
|  | iStar Inc. | 100 | 1 |
|  | Kite Realty Group Trust | 62 | 1 |
|  | Medical Properties Trust Inc. | 44 | 1 |
|  | Physicians Realty Trust | 100 | 1 |
|  | Plymouth Industrial REIT Inc. | 46 | 1 |
|  | RLJ Lodging Trust | 100 | 1 |
|  | RMR Group Inc. Class A | 40 | 1 |
| <sup>\*</sup> | Seritage Growth Properties Class A | 100 | 1 |
|  | SITE Centers Corp. | 100 | 1 |
|  | Summit Hotel Properties Inc. | 158 | 1 |
|  | Sunstone Hotel Investors Inc. | 100 | 1 |
|  | Welltower Inc. | 17 | 1 |
| <sup>\*</sup> | Zillow Group Inc. Class A | 45 | 1 |
| <sup>\*</sup> | Cushman & Wakefield plc | 100 | 1 |
| <sup>\*</sup> | Altisource Portfolio Solutions SA | 100 | 1 |
|  | SL Green Realty Corp. | 30 | 1 |
|  | Kennedy-Wilson Holdings Inc. | 17 |  |
|  | Safehold Inc. | 7 |  |
|  | Apartment Investment and Management Co. Class A | 18 |  |
|  | Broadstone Net Lease Inc. | 2 |  |
|  | Healthcare Realty Trust Inc. Class A | 12 |  |
|  | DigitalBridge Group Inc. | 14 |  |
|  |  |  | **236091** |
| **Utilities (2.3%)** | **Utilities (2.3%)** | **Utilities (2.3%)** | **Utilities (2.3%)** |
|  | American Electric Power Co. Inc. | 360198 | 34201 |
|  | Duke Energy Corp. | 298766 | 30770 |
|  | NiSource Inc. | 1013229 | 27783 |
|  | PPL Corp. | 786519 | 22982 |
|  | Dominion Energy Inc. | 279700 | 17151 |
|  | Evergy Inc. | 233535 | 14696 |
|  | Constellation Energy Corp. | 156594 | 13500 |
|  | Consolidated Edison Inc. | 106700 | 10170 |
|  | Alliant Energy Corp. | 173161 | 9560 |
|  | Pinnacle West Capital Corp. | 122545 | 9318 |
|  | Exelon Corp. | 208400 | 9009 |
|  | Sempra Energy (XNYS) | 50140 | 7749 |
|  | NRG Energy Inc. | 234797 | 7471 |
|  | FirstEnergy Corp. | 163230 | 6846 |
|  | Southern Co. | 79665 | 5689 |
|  | Edison International | 75743 | 4819 |
|  | AES Corp. | 126424 | 3636 |
|  | DTE Energy Co. | 26473 | 3111 |
|  | Public Service Enterprise Group Inc. | 29497 | 1807 |
|  | CenterPoint Energy Inc. | 52300 | 1568 |
|  | Eversource Energy | 18330 | 1537 |
|  | Entergy Corp. | 9497 | 1068 |
|  | WEC Energy Group Inc. | 5148 | 483 |
|  | Xcel Energy Inc. | 6500 | 456 |
|  | CMS Energy Corp. | 5919 | 375 |
|  | Atmos Energy Corp. | 3000 | 336 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | Market<br> Value<br> ($000) |
| <sup>\*</sup> | Montauk Renewables Inc. | 12432 | 137 |
|  | PNM Resources Inc. | 2000 | 98 |
|  | Avangrid Inc. | 34 | 1 |
|  | Ormat Technologies Inc. (XNYS) | 7 | 1 |
|  | Via Renewables Inc. Class A | 162 | 1 |
|  |  |  | **246329** |
| **Total Common Stocks (Cost $7,890,983)** | **Total Common Stocks (Cost $7,890,983)** | **Total Common Stocks (Cost $7,890,983)** | **10354255** |
| **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** | **Temporary Cash Investments (2.4%)** |
| **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** |
| <sup>2</sup> | Vanguard Market Liquidity Fund, 4.334% **(Cost $261,015)** | 2611383 | **261112** |
| **Total Investments (98.0%) (Cost $8,151,998)** | **Total Investments (98.0%) (Cost $8,151,998)** | **Total Investments (98.0%) (Cost $8,151,998)** | **10615367** |
| **Other Assets and Liabilities—Net (2.0%)** | **Other Assets and Liabilities—Net (2.0%)** | **Other Assets and Liabilities—Net (2.0%)** | **213457** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **10828824** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| \* | Non-income-producing security. |
| 1 | Security value determined using significant unobservable inputs. |
| 2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | CVR—Contingent Value Rights. |
|  | REIT—Real Estate Investment Trust. |

---

------

#### Derivative Financial Instruments Outstanding as of Period End

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-Mini S&P 500 Index | March 2023 | 2395 | 462355 | &nbsp;&nbsp;(5047) |

---

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices.Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The fund may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The

------

clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of December 31, 2022, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks | 10354254 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;10354255 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261112 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261112 |
| Total | &nbsp;&nbsp;10615366 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;10615367 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047 |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD QUANTITATIVE FUNDS

- **b. Investment Company Act file number:** 811-04526

- **c. CIK number of Registrant:** 0000799127

- **d. LEI of Registrant:** 5493007AJT3TIGZKYP66

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GROWTH AND INCOME FUND

- **b. EDGAR series identifier (if any):** S000002913

- **c. LEI of Series:** BZQEUHY2KE1ZMR7IWO60

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

- **a. Date of fiscal year-end:** 2023-09-30

- **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:** $10858687441.17

**Total Liabilities:** $15282106.57

**Net Assets:** $10843405334.60

**Cash Not Reported:** $23616911.60

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007980 | 8.37%                | 5.39%                | -6.13%               |
| Class ID C000007979 | 8.36%                | 5.38%                | -6.15%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-33616334.60            | $860966724.67                              |
| Month 2  | $11672435.82             | $549620536.62                              |
| Month 3  | $26003843.93             | $-742577036.90                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-C                 | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $274988.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                              | SURGERY PARTNERS                | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      2300 | NS      | $64078.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                      | SFL CORP LTD                    | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | US        |     21900 | NS      | $201918.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc                      | UNITED AIRLINES                 | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |    229960 | NS      | $8669492.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                 | GENERAL MOTORS C                | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |    466639 | NS      | $15697735.96  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                        | FINANCIAL INST                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $1656.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc                             | GOLUB CAPITAL BD                | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |       100 | NS      | $1316.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                      | NOODLES & CO                    | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       400 | NS      | $2196.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                               | NEKTAR THERAPEUT                | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |       300 | NS      | $678.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corp America Airports SA                          | CORP AMERICA AIR                | CUSIP: L1995B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $1746.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                              | CAMDEN NATIONAL                 | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |        46 | NS      | $1917.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennantPark Investment Corp                       | PENNANTPARK INVE                | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               | CORP              | US        |      1500 | NS      | $8625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                   | MICROVISION INC                 | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |       300 | NS      | $705.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                          | EBAY INC                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    340982 | NS      | $14140523.54  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                     | HILTON WORLDWIDE                | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     24600 | NS      | $3108456.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                       | MASONITE INTERNA                | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |         6 | NS      | $483.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                     | RITE AID CORP                   | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     11700 | NS      | $39078.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corp                           | TEXAS PACIFIC LA                | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       213 | NS      | $499320.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                       | ARTERIS INC                     | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $2580.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                       | HOLOGIC INC                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |    149235 | NS      | $11164270.35  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                  | DUKE ENERGY CORP                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    299766 | NS      | $30872900.34  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                      | EMBECTA CORP                    | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     44600 | NS      | $1127934.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                             | FULTON FINANCIAL                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       100 | NS      | $1683.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                              | WASTE MANAGEMENT                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |    131600 | NS      | $20645408.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                      | CHIMERIX INC                    | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |       100 | NS      | $186.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                       | MAGNITE INC                     | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |        26 | NS      | $275.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                         | ISTAR INC                       | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       100 | NS      | $763.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                      | THERMO FISHER                   | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     20580 | NS      | $11333200.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                    | ASTRONICS CORP                  | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       576 | NS      | $5932.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp/The                                      | AES CORP                        | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    126424 | NS      | $3635954.24   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                         | SORRENTO THERAPE                | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |       466 | NS      | $412.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                      | PENUMBRA INC                    | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        13 | NS      | $2891.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                        | ARHAUS INC                      | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $6825.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                                       | AVANTOR INC                     | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    355971 | NS      | $7507428.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                                      | TERADYNE INC                    | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     56390 | NS      | $4925666.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                             | CAMDEN PROP TR                  | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |    193381 | NS      | $21635466.28  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL A                  | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    585641 | NS      | $10658666.20  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                              | ONEMAIN HOLDINGS                | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |        98 | NS      | $3264.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                          | LUMINAR TECHNOLO                | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |       100 | NS      | $495.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                      | SYNOPSYS INC                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     86397 | NS      | $27585698.13  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                      | EXELIXIS INC                    | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     39700 | NS      | $636788.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gartner Inc                                       | GARTNER INC                     | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |     79611 | NS      | $26760441.54  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street Specialty Lending Inc                | SIXTH STREET SPE                | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               | CORP              | US        |     22600 | NS      | $402280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                           | DOW INC                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    547419 | NS      | $27584443.41  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                             | COSTCO WHOLESALE                | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |    166912 | NS      | $76195328.00  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                       | WORKIVA INC                     | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     16000 | NS      | $1343520.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                          | TPG RE FINANCE T                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11900 | NS      | $80801.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                 | ATHIRA PHARMA IN                | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $951.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                   | PANGAEA LOGISTIC                | CUSIP: G6891L105<br>LEI: 54930055ZYLTF0B2VS67 | Long             | EC               | CORP              | US        |       200 | NS      | $1030.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                        | ZIMMER BIOMET HO                | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |      5100 | NS      | $650250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                             | UBER TECHNOLOGIE                | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     90500 | NS      | $2238065.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |        10 | NS      | $793.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                | GRAHAM HOLDING-B                | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        28 | NS      | $16917.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                       | PHILLIPS 66                     | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    308055 | NS      | $32062364.40  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP                             | PLAINS GP HOLD-A                | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |       100 | NS      | $1244.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | INNOSPEC INC                    | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |        35 | NS      | $3600.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zevia PBC                                         | ZEVIA PBC-A                     | CUSIP: 98955K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $1075.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rimini Street Inc                                 | RIMINI STREET IN                | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     14190 | NS      | $54063.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     27800 | NS      | $559336.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                     | MEDTRONIC PLC                   | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |    346400 | NS      | $26922208.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                    | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      4900 | NS      | $202076.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                 | OMNICOM GROUP                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     76400 | NS      | $6231948.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                           | AON PLC-CLASS A                 | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |      6894 | NS      | $2069165.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                                | ALBERTSONS COS-A                | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     65100 | NS      | $1350174.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                         | BENCHMARK ELECTR                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |        55 | NS      | $1467.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                        | WATSCO INC                      | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      2000 | NS      | $498800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB                | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        50 | NS      | $3230.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc           | MACOM TECHNOLOGY                | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $176344.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                         | TEGNA INC                       | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |        82 | NS      | $1737.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                  | WIDEOPENWEST INC                | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      1600 | NS      | $14576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                           | AMICUS THERAPEUT                | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      3900 | NS      | $47619.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                          | SANGAMO THERAPEU                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       100 | NS      | $314.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                               | SVB FINANCIAL GR                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |       300 | NS      | $69042.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                              | ALIGN TECHNOLOGY                | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |     39366 | NS      | $8302289.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                           | PROCTER & GAMBLE                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    709629 | NS      | $107551371.24 | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                   | XCEL ENERGY INC                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      6500 | NS      | $455715.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                        | NASDAQ INC                      | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      9400 | NS      | $576690.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                               | LUTHER BURBANK C                | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |       108 | NS      | $1199.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exela Technologies Inc                            | EXELA TECHNOLOGI                | CUSIP: 30162V706<br>LEI: 549300CP95F46H3HDR87 | Long             | EC               | CORP              | US        |        51 | NS      | $4.18         | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Overseas Shipholding Group Inc                    | OVERSEAS SHIP -A                | CUSIP: 69036R863<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $1156.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                 | TUTOR PERINI COR                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       291 | NS      | $2197.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                   | FIRST INTER/MT-A                | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |        76 | NS      | $2937.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                         | GOPRO INC-CL A                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    284300 | NS      | $1415814.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      4453 | NS      | $124550.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                 | RMR GROUP-A                     | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |        40 | NS      | $1130.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                         | PHIBRO ANIMAL-A                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       438 | NS      | $5873.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Cannabis Inc                               | AURORA CANNABIS                 | CUSIP: 05156X884<br>LEI: 549300F6VHCLKCUWDT34 | Long             | EC               | CORP              | US        |     69400 | NS      | $64028.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                          | ON24 INC                        | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7275 | NS      | $62783.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                              | ALASKA AIR GROUP                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |    192729 | NS      | $8275783.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                           | EXTRA SPACE STOR                | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137759 | NS      | $20275369.62  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                  | CONTEXTLOGIC I-A                | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     16679 | NS      | $8134.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Activision Blizzard Inc                           | ACTIVISION BLIZZ                | CUSIP: 00507V109<br>LEI: 549300TPQQDBP9GNOF40 | Long             | EC               | CORP              | US        |     25450 | NS      | $1948197.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                          | CSX CORP                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    148700 | NS      | $4606726.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | BREAD FINANCIAL                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       100 | NS      | $3766.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                | KELLY SERVICES-A                | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $1994.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                     | DECIPHERA PHARMA                | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |       187 | NS      | $3064.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                  | LATHAM GROUP INC                | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $20930.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                      | PLYMOUTH INDUSTR                | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $882.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                             | DELEK US HOLDING                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     16900 | NS      | $456300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc/old                               | MATCH GROUP INC                 | CUSIP: 57667L107<br>LEI: 549300BIJKT86CPCKK96 | Long             | EC               | CORP              | US        |     15798 | NS      | $655459.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                     | EVERQUOTE INC-A                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1474.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                             | QUEST DIAGNOSTIC                | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      8100 | NS      | $1267164.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                    | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      8682 | NS      | $115036.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN                | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      7000 | NS      | $87500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                       | COMMUNI TRUST BA                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $4179.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                             | WASTE CONNECTION                | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |     41700 | NS      | $5527752.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                               | CENTRUS ENERGY-A                | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        72 | NS      | $2338.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14900 | NS      | $221414.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                         | BIG 5 SPORTING                  | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |        16 | NS      | $141.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                      | BIOCRYST PHARM                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     16700 | NS      | $191716.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Majestic Silver Corp                        | FIRST MAJESTIC S                | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Long             | EC               | CORP              | US        |       100 | NS      | $834.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                             | ENVISTA HOLDINGS                | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3300 | NS      | $111111.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                      | DUOLINGO                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $227616.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                          | WOLVERINE WORLD                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      6800 | NS      | $74324.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriplePoint Venture Growth BDC Corp               | TRIPLEPOINT VENT                | CUSIP: 89677Y100<br>LEI: 549300ATPBY6JIFH9Z88 | Long             | EC               | CORP              | US        |       165 | NS      | $1720.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                    | FORTUNE BRANDS I                | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     57000 | NS      | $3255270.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                          | AT&T INC                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |   2385656 | NS      | $43919926.96  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                             | NEWPARK RESOURCE                | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       137 | NS      | $568.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                               | ALLIANT ENERGY                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |    173161 | NS      | $9560218.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamida Cell Ltd                                   | GAMIDA CELL LTD                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       428 | NS      | $552.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arco Platform Ltd                                 | ARCO PLATFORM-A                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       173 | NS      | $2335.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Co                               | CENTURY ALUMINUM                | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     25100 | NS      | $205318.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                         | AMGEN INC                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    204196 | NS      | $53630037.44  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                     | IMMUNOGEN INC                   | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |       200 | NS      | $992.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                             | SAGE THERAPEUTIC                | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     38700 | NS      | $1476018.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                            | INTL PAPER CO                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     61347 | NS      | $2124446.61   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kopin Corp                                        | KOPIN CORP                      | CUSIP: 500600101<br>LEI: 52990031GUBB61RXCD89 | Long             | EC               | CORP              | US        |     26100 | NS      | $32364.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                | COHEN & STEERS                  | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |        26 | NS      | $1678.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR                | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       100 | NS      | $1366.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                                  | CARPARTS.COM INC                | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      8200 | NS      | $51332.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                        | ABBVIE INC                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    273187 | NS      | $44149751.07  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                   | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $38111.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                            | ARBUTUS BIOPHARM                | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |       100 | NS      | $233.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                   | NOMAD FOODS                     | CUSIP: G6564A105<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | US        |      3728 | NS      | $64270.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altisource Portfolio Solutions SA                 | ALTISOURCE PORT                 | CUSIP: L0175J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $946.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corp                                    | ATLASSIAN CORP-A                | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      9200 | NS      | $1183856.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc             | PACIFIC BIOSCIEN                | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      5000 | NS      | $40900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                     | OLD DOMINION FRT                | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        43 | NS      | $12202.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                  | GENUINE PARTS CO                | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |     66494 | NS      | $11537373.94  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                         | APPLE INC                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   4776307 | NS      | $620585568.51 | 5.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                      | PARSONS CORP                    | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     19710 | NS      | $911587.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                | CONAGRA BRANDS I                | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      6100 | NS      | $236070.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                   | SOLARWINDS CORP                 | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $131040.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                      | ENTERGY CORP                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      9497 | NS      | $1068412.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATAI Life Sciences NV                             | ATAI LIFE SCIENC                | CUSIP: N0731H103<br>LEI: 391200Z8UWPJSNBNCA11 | Long             | EC               | CORP              | US        |       148 | NS      | $393.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T                | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       149 | NS      | $1492.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                        | BRIXMOR PROPERTY                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     10990 | NS      | $249143.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                           | ARAMARK                         | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10500 | NS      | $434070.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                 | PATTERSON COS                   | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     19700 | NS      | $552191.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                  | DT MIDSTREAM                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $66312.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Copa Holdings SA                                  | COPA HOLDIN-CL A                | CUSIP: P31076105<br>LEI: 529900BB9UQJV6QQHA59 | Long             | EC               | CORP              | US        |       300 | NS      | $24951.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                        | EVERGY INC                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    234135 | NS      | $14734115.55  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                            | ORMAT TECHNOLOGI                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |         7 | NS      | $605.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                | ANALOG DEVICES                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     40800 | NS      | $6692424.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                              | LOYALTY VENTURES                | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |     11100 | NS      | $26751.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR CORP                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1100 | NS      | $49390.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                       | KOHLS CORP                      | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |         3 | NS      | $75.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                      | HUNTINGTON BANC                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |        50 | NS      | $705.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                              | HAYWARD HOLDINGS                | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $1645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                          | GEVO INC                        | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     29800 | NS      | $56620.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                   | Q2 HOLDINGS INC                 | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3200 | NS      | $85984.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                       | US CELLULAR CORP                | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |        99 | NS      | $2064.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                         | XPERI INC                       | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $6888.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                         | CALIX INC                       | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |         9 | NS      | $615.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                         | UNIVERSAL ELEC                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1752 | NS      | $36459.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     14700 | NS      | $221676.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                             | Bath & Body Works Inc           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |    198124 | NS      | $8348945.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                              | KYNDRYL HOLDINGS                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    153200 | NS      | $1703584.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                                     | TELLURIAN INC                   | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |    327900 | NS      | $550872.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                           | BRIGHTSPIRE CAPI                | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |       800 | NS      | $4984.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Square Capital Corp                        | OXFORD SQUARE CA                | CUSIP: 69181V107<br>LEI: 549300EGQH8WWU1U6Q06 | Long             | EC               | CORP              | US        |       352 | NS      | $1098.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                          | REVANCE THERAPEU                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     13700 | NS      | $252902.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                              | LAKELAND BANCORP                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |       100 | NS      | $1761.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                         | RIBBON COMMUNICA                | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       470 | NS      | $1311.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICON PLC                                          | ICON PLC                        | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | US        |        47 | NS      | $9129.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                     | BLACKSTONE MOR-A                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     48600 | NS      | $1028862.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                               | AMPLIFY ENERGY C                | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       100 | NS      | $879.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                            | TRANE TECHNOLOGI                | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | US        |    163008 | NS      | $27400014.72  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                                 | MARATHON OIL                    | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |    383904 | NS      | $10392281.28  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                   | T-MOBILE US INC                 | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     15500 | NS      | $2170000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                          | VOYAGER THERAPEU                | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |       100 | NS      | $610.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                              | JELD-WEN HOLDING                | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      1773 | NS      | $17109.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                          | BROADSTONE NET                  | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |         2 | NS      | $32.42        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                          | CONSTELLATION-A                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     75110 | NS      | $17406742.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                    | AMAZON.COM INC                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   2458424 | NS      | $206507616.00 | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $782.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                              | NACCO INDS-CL A                 | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2698.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                         | ENETI INC                       | CUSIP: Y2294C107<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | US        |         2 | NS      | $20.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                            | PRIMORIS SERVICE                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |         4 | NS      | $87.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                              | ARES MANAGEM- A                 | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      4900 | NS      | $335356.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                     | TREDEGAR CORP                   | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       100 | NS      | $1022.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                      | COURSERA                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     21600 | NS      | $255528.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                  | FOSSIL GROUP INC                | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     28589 | NS      | $123218.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Gold Corp                                | ELDORADO GOLD                   | CUSIP: 284902509<br>LEI: 5493004PWQ01YDD1IH62 | Long             | EC               | CORP              | US        |       200 | NS      | $1672.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $8597.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                             | PRIMIS FINANCIAL                | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       100 | NS      | $1185.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                 | NATIONAL STORAGE                | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $65016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                       | TIPTREE INC                     | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2703 | NS      | $37409.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                         | CH ROBINSON                     | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     14400 | NS      | $1318464.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                   | SELECTQUOTE INC                 | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     78500 | NS      | $52744.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                          | MBIA INC                        | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      2800 | NS      | $35980.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                    | CONOCOPHILLIPS                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    234798 | NS      | $27706164.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1272.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                            | NAVIGATOR HOLDIN                | CUSIP: N/A<br>LEI: 213800H7RVOFYARK2W19       | Long             | EC               | CORP              | US        |       188 | NS      | $2248.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                      | OSHKOSH CORP                    | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |        47 | NS      | $4144.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                   | SOUTHERN CO                     | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     79665 | NS      | $5688877.65   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                          | WESTERN ALLIANCE                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       587 | NS      | $34961.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                             | VEECO INSTRUMENT                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2392 | NS      | $44443.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                              | ORTHOFIX MEDICAL                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $102650.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                  | CARLISLE COS INC                | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1300 | NS      | $306345.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                        | DOVER CORP                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     27115 | NS      | $3671642.15   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                             | CYTEK BIOSCIENCE                | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      4690 | NS      | $47884.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                          | WILLIS TOWERS WA                | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | US        |      3500 | NS      | $856030.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                    | MICROSOFT CORP                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |   2566875 | NS      | $615587962.50 | 5.68%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                         | QIAGEN NV                       | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | US        |     16600 | NS      | $827842.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lannett Co Inc                                    | LANNETT CO INC                  | CUSIP: 516012101<br>LEI: 5299001DJ6C90XX17G45 | Long             | EC               | CORP              | US        |     35800 | NS      | $18644.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Allakos Inc                                       | ALLAKOS INC                     | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |       100 | NS      | $842.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals Inc                      | SPECTRUM PHARMAC                | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |      6400 | NS      | $2358.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                                | IPG PHOTONICS                   | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       300 | NS      | $28401.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                  | MIMEDX GROUP INC                | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7460 | NS      | $20738.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                     | WELLTOWER INC                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |        17 | NS      | $1114.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                    | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $9711.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                    | SERVICENOW INC                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     73872 | NS      | $28682281.44  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL                | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |        77 | NS      | $1145.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                         | GATES INDUSTRIAL                | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |       153 | NS      | $1745.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                       | ENDEAVOR GROUP-A                | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $405720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                                     | FORD MOTOR CO                   | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |   1214800 | NS      | $14128124.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                   | BEST BUY CO INC                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |     79640 | NS      | $6387924.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                       | STONECO LTD-A                   | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | US        |     20993 | NS      | $198173.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                          | SNAP INC - A                    | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     14700 | NS      | $131565.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                     | SURMODICS INC                   | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        98 | NS      | $3343.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                       | WATERS CORP                     | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |     48455 | NS      | $16599713.90  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                               | TG THERAPEUTICS                 | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       100 | NS      | $1183.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                             | ASSERTIO HOLDING                | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $1698.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc        | EXPEDITORS INTL                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |       400 | NS      | $41568.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                        | SEAWORLD ENTERTA                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       905 | NS      | $48426.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                 | LAM RESEARCH                    | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     66805 | NS      | $28078141.50  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp                         | CONSTELLATION EN                | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |    156594 | NS      | $13499968.74  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp               | RETAIL OPPORTUNI                | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $52605.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-C                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1763935 | NS      | $156513952.55 | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                           | COHERUS BIOSCIEN                | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1100 | NS      | $8712.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                 | KIMCO REALTY                    | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      4400 | NS      | $93192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                        | DAVITA INC                      | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     32522 | NS      | $2428417.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                              | PROGRESSIVE CORP                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |    294461 | NS      | $38194536.31  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                             | BLUELINX HOLDING                | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       923 | NS      | $65634.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yamana Gold Inc                                   | YAMANA GOLD INC                 | CUSIP: 98462Y100<br>LEI: 54930002VY22NXG01418 | Long             | EC               | CORP              | US        |       100 | NS      | $555.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                              | TRUSTCO BANK NY                 | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $939.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $72.97        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                   | 3D SYSTEMS CORP                 | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     18200 | NS      | $134680.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                            | AMER VANGUARD                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |        95 | NS      | $2062.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                    | CONSTELLIUM SE                  | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | US        |        65 | NS      | $768.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                           | MODINE MFG CO                   | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       500 | NS      | $9930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                           | KITE REALTY GROU                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        62 | NS      | $1305.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                               | LADDER CAPITAL                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      6748 | NS      | $67749.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                             | DIVERSEY HOLDING                | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $18318.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                              | MEDPACE HOLDINGS                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      3800 | NS      | $807158.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                          | VISA INC-CLASS A                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |    330648 | NS      | $68695428.48  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                          | PRUDENTL FINL                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      2079 | NS      | $206777.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                        | ELASTIC NV                      | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               | CORP              | US        |      2500 | NS      | $128750.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                                  | EPAM SYSTEMS INC                | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      9940 | NS      | $3257735.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                            | CIVISTA BANCSHAR                | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        86 | NS      | $1892.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                 | EVERSOURCE ENERG                | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     18330 | NS      | $1536787.20   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                     | SHOALS TECHNOL-A                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $54274.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                      | PRECIGEN INC                    | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       200 | NS      | $304.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                       | NORDIC AMERICAN                 | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | US        |       100 | NS      | $306.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                    | CLOUDFLARE INC-A                | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       700 | NS      | $31647.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                | SEI INVESTMENTS                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |        30 | NS      | $1749.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                                       | WESTROCK CO                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |    566490 | NS      | $19917788.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                    | AIR LEASE C                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     20400 | NS      | $783768.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                       | CERTARA INC                     | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $2314.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                   | OPKO HEALTH                     | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     56800 | NS      | $71000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                               | ACADIA REALTY                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $1406.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                   | RING ENERGY INC                 | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |       200 | NS      | $492.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                               | OTIS WORLDWI                    | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |    307086 | NS      | $24047904.66  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                           | BRISTOL-MYER SQB                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    526937 | NS      | $37913117.15  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corp                                        | CIGNA CORP                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |    143977 | NS      | $47705339.18  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                | UNITED RENTALS                  | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |    115356 | NS      | $40999829.52  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                      | BROADMARK REALTY                | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $516.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMOUR-A                  | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     46900 | NS      | $476504.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                         | EPLUS INC                       | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |        14 | NS      | $619.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                          | ACLARIS THERAPEU                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |       100 | NS      | $1575.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                | IQVIA HOLDINGS I                | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |    181420 | NS      | $37171143.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                           | CLEAN ENERGY FUE                | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      6100 | NS      | $31720.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                  | BLACK KNIGHT                    | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        11 | NS      | $679.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | S&P500 EMINI FUT  Mar23         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      2462 | NC      | $-5413302.84  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                     | AMERISAFE INC                   | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        10 | NS      | $519.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                       | SUNOPTA INC                     | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |       100 | NS      | $844.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corp                                          | EQT CORP                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     42980 | NS      | $1454013.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                         | AMCOR PLC                       | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |     71513 | NS      | $851719.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                     | DHI GROUP INC                   | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      1102 | NS      | $5829.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                               | HARLEY-DAVIDSON                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |    142100 | NS      | $5911360.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                           | TOMPKINS FINANCI                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        74 | NS      | $5740.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                      | GENCO SHIPPING &                | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | US        |        98 | NS      | $1505.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                        | BRADY CORP - A                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |        38 | NS      | $1789.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                       | GOLDMAN SACHS GP                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     45275 | NS      | $15546529.50  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                            | ARRAY TECHNOLOGI                | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     27700 | NS      | $535441.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                         | ADOBE INC                       | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    125299 | NS      | $42166872.47  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                         | INTERNATIONAL SE                | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |         8 | NS      | $296.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                        | US BANCORP                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    789348 | NS      | $34423466.28  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                        | CAPITAL ONE FINA                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    201649 | NS      | $18745291.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                        | COMMERCE BCSHS                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $748.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                             | 3M CO                           | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     53645 | NS      | $6433108.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone Inc                                      | AUTOZONE INC                    | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |     15026 | NS      | $37056820.68  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                   | YUM! BRANDS INC                 | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    129010 | NS      | $16523600.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                            | COMSTOCK RES INC                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    212300 | NS      | $2910633.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc                                | STEEL DYNAMICS                  | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     12300 | NS      | $1201710.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems Inc                                  | CASA SYSTEMS INC                | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |     17100 | NS      | $46683.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust             | INDUSTRIAL LOGIS                | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     17300 | NS      | $56571.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - A                    | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    157600 | NS      | $4786312.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC                | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    163400 | NS      | $620920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yellow Corp                                       | YELLOW CORP                     | CUSIP: 985510106<br>LEI: 529900SEX4UQ2WLPRC40 | Long             | EC               | CORP              | US        |      3400 | NS      | $8534.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                                 | ACUITY BRANDS                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $149049.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radware Ltd                                       | RADWARE LTD                     | CUSIP: M81873107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $25359.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                         | ONEOK INC                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    274960 | NS      | $18064872.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                               | KIMBERLY-CLARK                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      2900 | NS      | $393675.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                              | FIRST FOUNDATION                | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      4300 | NS      | $61619.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                         | AFLAC INC                       | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |      8282 | NS      | $595807.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                      | CITIZENS FINANCI                | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        92 | NS      | $3622.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                             | ON SEMICONDUCTOR                | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |    200200 | NS      | $12486474.00  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                     | AMER EAGLE OUTF                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     31500 | NS      | $439740.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                 | PNM RESOURCES                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      2000 | NS      | $97580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                | CTI BIOPHARMA CO                | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $1202.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                     | REGENERON PHARM                 | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     14021 | NS      | $10116011.29  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                | META PLATFORMS-A                | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    409220 | NS      | $49245534.80  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                    | LIVEPERSON INC                  | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      3600 | NS      | $36504.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                              | ALTO INGREDIENTS                | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     47300 | NS      | $136224.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                         | IDEX CORP                       | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     61284 | NS      | $13992975.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecoagro SA                                      | ADECOAGRO SA                    | CUSIP: L00849106<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | US        |       244 | NS      | $2022.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                  | PEAPACK GLADSTON                | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        77 | NS      | $2865.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                                    | CBRE GROUP INC-A                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |    133300 | NS      | $10258768.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                       | VIEWRAY INC                     | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       300 | NS      | $1344.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kornit Digital Ltd                                | KORNIT DIGITAL L                | CUSIP: M6372Q113<br>LEI: 5299006DPCQWP3VTFK34 | Long             | EC               | CORP              | US        |      2400 | NS      | $55128.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                           | AZZ INC                         | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |        41 | NS      | $1648.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | KONTOOR BRAND                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     14400 | NS      | $575856.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                   | TYSON FOODS-A                   | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    805171 | NS      | $50121894.75  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Saratoga Investment Corp                          | SARATOGA INVESTM                | CUSIP: 80349A208<br>LEI: 54930023WJCWPAGSWE41 | Long             | EC               | CORP              | US        |        64 | NS      | $1631.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                           | SCHWAB (CHARLES)                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    795365 | NS      | $66222089.90  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                     | H&R BLOCK INC                   | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     99600 | NS      | $3636396.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                            | CONNECTONE BANCO                | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |        82 | NS      | $1985.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO GROUP INC/TH                | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       100 | NS      | $1095.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings Inc                | LULU'S FASHION L                | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $9138.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                       | HONEYWELL INTL                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     42536 | NS      | $9115464.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                        | DEERE & CO                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5866 | NS      | $2515106.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                                   | ALAMOS GOLD INC                 | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | US        |     21100 | NS      | $213321.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                          | MERCER INTERNATI                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |       100 | NS      | $1164.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                  | INTEGRAL AD SCIE                | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6171 | NS      | $54243.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One            | LIBERTY MEDIA-A                 | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $267150.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                 | VISTA OUTDOOR                   | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      3200 | NS      | $77984.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                               | DENTSPLY SIRONA                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     88100 | NS      | $2805104.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                             | VERIS RESIDENTIA                | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26157 | NS      | $416681.01    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                              | BRIDGEBIO PHARMA                | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       100 | NS      | $762.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                 | TURTLE BEACH COR                | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       170 | NS      | $1218.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                       | LIVENT CORP                     | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     28600 | NS      | $568282.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                            | EQUITABLE HOLDIN                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     20400 | NS      | $585480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                 | LINDBLAD EXPEDIT                | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       199 | NS      | $1532.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The                  | BANK NY MELLON                  | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    196900 | NS      | $8962888.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                     | INTERCEPT PHARMA                | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      3400 | NS      | $42058.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                    | IMMERSION CORP                  | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |      1100 | NS      | $7733.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                          | LL FLOORING HOLD                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $77556.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | MATERION CORP                   | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        53 | NS      | $4638.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightspeed Commerce Inc                           | LIGHTSPEED COMME                | CUSIP: 53229C107<br>LEI: 254900T8MDWRTGMFZ257 | Long             | EC               | CORP              | US        |      6200 | NS      | $88660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                   | MILLERKNOLL INC                 | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |        60 | NS      | $1260.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                        | PACCAR INC                      | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    324306 | NS      | $32096564.82  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                         | GLADSTONE COMMER                | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |        70 | NS      | $1295.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The              | BANK NT BUTTERFI                | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | US        |      6465 | NS      | $192721.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust Inc                  | ALPINE INCOME                   | CUSIP: 02083X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $2957.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                           | BRIGHTVIEW HOLDI                | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       156 | NS      | $1074.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Goose Holdings Inc                         | CANADA GOOSE HOL                | CUSIP: 135086106<br>LEI: 529900891XBE6RV8JR07 | Long             | EC               | CORP              | US        |       100 | NS      | $1781.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| HCA Healthcare Inc                                | HCA HEALTHCARE I                | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    218224 | NS      | $52365031.04  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                                      | FARFETCH LTD-A                  | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | US        |     81900 | NS      | $387387.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oceaneering International Inc                     | OCEANEERING INTL                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     14000 | NS      | $244860.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                               | MERCURY SYSTEMS                 | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3800 | NS      | $170012.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                       | BRUKER CORP                     | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      8478 | NS      | $579471.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                        | VENTAS INC                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    262075 | NS      | $11806478.75  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                           | WARNER MUSIC-A                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $1680960.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc                     | ROBERT HALF INTL                | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     92753 | NS      | $6847953.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                       | EHEALTH INC                     | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      6900 | NS      | $33396.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                               | DIEBOLD NIXDORF                 | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       200 | NS      | $284.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                                | CAPRI HOLDINGS L                | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |     10550 | NS      | $604726.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                             | ANTERO RESOURCES                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     63000 | NS      | $1952370.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                        | CARDIOVASCULAR S                | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       300 | NS      | $4086.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc                    | AMERICAN ELECTRI                | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    360198 | NS      | $34200800.10  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                            | WERNER ENT                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1800 | NS      | $72468.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                                  | SCHLUMBERGER LTD                | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    196100 | NS      | $10483506.00  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                        | EL POLLO LOCO HO                | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        93 | NS      | $926.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                 | ANGIODYNAMICS IN                | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4098 | NS      | $56429.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                                 | BROWN-FORMAN -B                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |    185970 | NS      | $12214509.60  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                            | SKYWORKS SOLUTIO                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |    126890 | NS      | $11563485.70  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                         | NERDY INC                       | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $28350.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                       | BIOMARIN PHARMAC                | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     32800 | NS      | $3394472.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                             | STIFEL FINANCIAL                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      8600 | NS      | $501982.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                               | TITAN MACHINERY                 | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        66 | NS      | $2622.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                | PROVENTION BIO I                | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      1563 | NS      | $16520.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |       100 | NS      | $615.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                             | NXP SEMICONDUCTO                | CUSIP: N6596X109<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | US        |    235689 | NS      | $37245932.67  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                           | PHYSICIANS REALT                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |       100 | NS      | $1447.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                  | SECUREWORKS CO-A                | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5175 | NS      | $33068.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |        51 | NS      | $2267.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                          | NVE CORP                        | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |        49 | NS      | $3172.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                        | IRIDIUM COMMUNIC                | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     14300 | NS      | $735020.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund  | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     14643 | NS      | $1464163.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                     | CME GROUP INC                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |    116180 | NS      | $19536828.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                      | COMERICA INC                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    412358 | NS      | $27566132.30  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                      | AVANGRID INC                    | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |        34 | NS      | $1461.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                         | CHUBB LTD                       | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |    258397 | NS      | $57002378.20  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                     | TRUPANION INC                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |         1 | NS      | $47.53        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                   | ZURN ELKAY WATER                | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |         3 | NS      | $63.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                | PARK NATL CORP                  | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |        69 | NS      | $9711.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES                | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       173 | NS      | $2653.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                               | DULUTH HLDGS - B                | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |      2968 | NS      | $18342.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                      | XERIS BIOPHARMA                 | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       662 | NS      | $880.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                                      | ALLEGION PLC                    | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | US        |     24430 | NS      | $2571501.80   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Molson Coors Beverage Co                          | MOLSON COORS-B                  | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               | CORP              | US        |    106900 | NS      | $5507488.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       158 | NS      | $1140.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                         | BRIGHTHOUSE FINA                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      4200 | NS      | $215334.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                   | SCULPTOR CAPITAL                | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |       702 | NS      | $6079.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                    | EATON CORP PLC                  | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     21947 | NS      | $3444581.65   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                             | GENERAL DYNAMICS                | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |    214364 | NS      | $53185852.04  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                               | ELECTRONIC ARTS                 | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     62419 | NS      | $7626353.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                            | MARVELL TECHNOLO                | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $77784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                     | BLACKROCK INC                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       400 | NS      | $283452.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                                     | HUNTSMAN CORP                   | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1700 | NS      | $46716.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcos Dorados Holdings Inc                        | ARCOS DORADOS-A                 | CUSIP: G0457F107<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | US        |       196 | NS      | $1638.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                        | BIOGEN INC                      | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |    134042 | NS      | $37118910.64  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Secured Lending Inc                       | CARLYLE SECURED                 | CUSIP: 872280102<br>LEI: 5493003POT0JT6WD1D83 | Long             | EC               | CORP              | US        |      8700 | NS      | $124497.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BellRing Brands Inc                               | BELLRING BRANDS                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      2300 | NS      | $58972.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                             | AVIS BUDGET GROU                | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      4100 | NS      | $672113.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                  | ZIONS BANCORP NA                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    205152 | NS      | $10085272.32  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                       | ROBLOX CORP - A                 | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232400 | NS      | $6614104.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                               | VICI PROPERTIES                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      4800 | NS      | $155520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                         | SPIRIT REALTY                   | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      1200 | NS      | $47916.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                      | AUTODESK INC                    | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      1800 | NS      | $336366.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                    | MERCK & CO                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    939661 | NS      | $104255387.95 | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                             | CARLYLE GROUP IN                | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1800 | NS      | $53712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                 | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     11900 | NS      | $65807.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                         | KEYSIGHT TEC                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |     79101 | NS      | $13531808.07  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                             | FARMLAND PARTNER                | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      5300 | NS      | $66038.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinus Pharmaceuticals Inc                       | MARINUS PHARMACE                | CUSIP: 56854Q200<br>LEI: 549300NCT4OJF7JV1084 | Long             | EC               | CORP              | US        |       125 | NS      | $497.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                 | DONNELLEY FINANC                | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      7800 | NS      | $301470.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                             | ARLO TECHNOLOGIE                | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     18000 | NS      | $63180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                               | FS KKR CAPITAL C                | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |     10500 | NS      | $183750.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                      | ORGANON & CO                    | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     83781 | NS      | $2340003.33   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Southwest Corp                            | CAP SOUTHWEST                   | CUSIP: 140501107<br>LEI: 54930023YZ4YEJEDBO56 | Long             | EC               | CORP              | US        |       188 | NS      | $3214.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                    | PUBLIC STORAGE                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |     61245 | NS      | $17160236.55  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                                        | GITLAB INC-CL A                 | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $445312.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                                     | SEMPRA ENERGY                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     50140 | NS      | $7748635.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $987752.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                        | AZENTA INC                      | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1000 | NS      | $58220.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                     | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      6400 | NS      | $163392.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                               | DOMINION ENERGY                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    278100 | NS      | $17053092.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                            | CATHAY GENERAL B                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       200 | NS      | $8158.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc               | SOLARIS OIL IN-A                | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1000 | NS      | $9930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                              | WESTERN DIGITAL                 | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |    298076 | NS      | $9404297.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |         9 | NS      | $490.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                          | GIBRALTAR INDUST                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $16516.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                 | GENERAL MILLS IN                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |    236985 | NS      | $19871192.25  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                    | LOWE'S COS INC                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |    494856 | NS      | $98595109.44  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos Inc                             | BAUSCH HEALTH CO                | CUSIP: 071734107<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | EC               | CORP              | US        |    124553 | NS      | $782192.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                     | AUTOMATIC DATA                  | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |    283303 | NS      | $67669754.58  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                 | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |        10 | NS      | $401.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                                   | GEN DIGITAL INC                 | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |    315105 | NS      | $6752700.15   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                     | AMERICAN PUBLIC                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     12700 | NS      | $156083.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                           | CHIMERA INV CORP                | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       164 | NS      | $902.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                        | HEICO CORP                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |       328 | NS      | $50393.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                             | VIEMED HEALTHCAR                | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $801.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                           | EXPRO GROUP HOLD                | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | US        |        16 | NS      | $290.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                       | TILLY'S INC-CL A                | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $1357.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                      | MEDICAL PROPERTI                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |        44 | NS      | $490.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                          | TRITON INTERNATI                | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5513 | NS      | $379184.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                          | THERAVANCE B                    | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | US        |     12500 | NS      | $140250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                 | UNIVERSAL TECHNI                | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       300 | NS      | $2016.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Main Street Capital Corp                          | MAIN STREET CAPI                | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |        33 | NS      | $1219.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yandex NV                                         | YANDEX NV-A                     | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | US        |     23500 | NS      | $0.24         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Dick's Sporting Goods Inc                         | DICK'S SPORTING                 | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     22000 | NS      | $2646380.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                     | INGEVITY CORP                   | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      9700 | NS      | $683268.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                      | ARCHROCK INC                    | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       100 | NS      | $898.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                                  | FIRSTENERGY CORP                | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |    163981 | NS      | $6877363.14   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                    | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $2409.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheaton Precious Metals Corp                      | WHEATON PRECIOUS                | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | US        |     19100 | NS      | $746428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Health Inc                                 | HARROW HEALTH IN                | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1476.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                       | RAYMOND JAMES                   | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |     35506 | NS      | $3793816.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                                       | EQUIFAX INC                     | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      8986 | NS      | $1746518.96   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                         | EMERGENT BIOSOLU                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     21800 | NS      | $257458.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Achillion Pharmaceuticals Inc                     | ACHILLION PHARMACEUTICALS - CVR | CUSIP: N/A<br>LEI: 529900LZPJ796VSWZM38       | Long             | EC               | CORP              | US        |       400 | NS      | $184.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Atlas Corp                                        | ATLAS CORP                      | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        58 | NS      | $889.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc           | KRATOS DEFENSE &                | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     26500 | NS      | $273480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify Inc                                     | EXPENSIFY INC-A                 | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3100 | NS      | $27373.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                                 | MIDDLEBY CORP                   | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2000 | NS      | $267800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                         | CINCINNATI FIN                  | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      2100 | NS      | $215019.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                        | HASBRO INC                      | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |       600 | NS      | $36606.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard BioTools Inc                             | STANDARD BIOTOOL                | CUSIP: 34385P108<br>LEI: 549300GX8Y96GSB6YP89 | Long             | EC               | CORP              | US        |     13665 | NS      | $15988.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICL Group Ltd                                     | ICL GROUP LTD                   | CUSIP: M5920A109<br>LEI: 529900FQVQD88SHIGM04 | Long             | EC               | CORP              | US        |       118 | NS      | $862.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                          | BAXTER INTL INC                 | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |    131500 | NS      | $6702555.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodRx Holdings Inc                               | GOODRX HOLDIN-A                 | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12452 | NS      | $58026.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                   | SIRIUSPOINT LTD                 | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | US        |      5700 | NS      | $33630.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                                  | SOTERA HEALTH CO                | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14100 | NS      | $117453.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                            | NORTHFIELD BANCO                | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $2186.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                  | BLUEBIRD BIO INC                | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $692.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                            | SEASPINE HOLD                   | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      1323 | NS      | $11047.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                                 | DISH NETWORK-A                  | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     22300 | NS      | $313092.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                       | ORACLE CORP                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |    184927 | NS      | $15115932.98  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                          | CBIZ INC                        | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |        91 | NS      | $4263.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                             | AURORA INNOVATIO                | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $726.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                               | BERKELEY LIGHTS                 | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      6378 | NS      | $17093.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                     | RED ROBIN GOURME                | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |       500 | NS      | $2790.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                     | REV GROUP INC                   | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     37200 | NS      | $469464.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc                                | GREENHILL & CO                  | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      6604 | NS      | $67691.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        79 | NS      | $6074.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                   | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |        99 | NS      | $1144.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                          | ORASURE TECH                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      1896 | NS      | $9138.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                              | UNIVAR SOLUTIONS                | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       500 | NS      | $15900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                           | CUSHMAN & WAKEFI                | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1246.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources SA                                 | NEXA RESOURCES                  | CUSIP: L67359106<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | US        |       116 | NS      | $699.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                            | FIRST INTERNET B                | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      5500 | NS      | $133540.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                          | US STEEL CORP                   | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     79100 | NS      | $1981455.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                        | LOEWS CORP                      | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    596170 | NS      | $34774596.10  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                           | AXT INC                         | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       385 | NS      | $1686.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                       | ARMOUR RESIDENTI                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       100 | NS      | $563.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                  | ACM RESEARCH-A                  | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      5076 | NS      | $39135.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                                | JM SMUCKER CO                   | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |     46700 | NS      | $7400082.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                        | INTEL CORP                      | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    706000 | NS      | $18659580.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       523 | NS      | $48733.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                          | OPPENHEIMER HO-A                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $550.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                | UNION PAC CORP                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    168665 | NS      | $34925461.55  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                      | MONOLITHIC POWER                | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     71580 | NS      | $25311403.80  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                            | MONTAUK RENEWABL                | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12432 | NS      | $137124.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                               | IGM BIOSCIENCES                 | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |       100 | NS      | $1701.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                  | CLEAR SECURE I-A                | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15940 | NS      | $437234.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                         | HEALTHPEAK PROPE                | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |     17000 | NS      | $426190.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                       | HEARTLAND FINL                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |         2 | NS      | $93.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                  | EVO PAYMENTS-A                  | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |        81 | NS      | $2741.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1037.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                | CNX RESOURCES CO                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     25400 | NS      | $427736.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                        | ZIMVIE INC                      | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     29174 | NS      | $272485.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                           | QUOTIENT TECHNOL                | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |       500 | NS      | $1715.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compugen Ltd                                      | COMPUGEN LTD                    | CUSIP: M25722105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       193 | NS      | $138.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                          | HOMETRUST BANCSH                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1377 | NS      | $33282.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                                | NVENT ELECTRIC                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19800 | NS      | $761706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                 | HORMEL FOODS CRP                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     62400 | NS      | $2842320.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                          | HIGHWOODS PROP                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      2659 | NS      | $74398.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                     | PREFERRED BANK                  | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |        28 | NS      | $2089.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                            | TUPPERWARE BRAND                | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       269 | NS      | $1113.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co                      | PIONEER NATURAL                 | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |     29400 | NS      | $6714666.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zebra Technologies Corp                           | ZEBRA TECH CORP                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1100 | NS      | $282051.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                   | NEOGENOMICS INC                 | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9100 | NS      | $84084.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                             | AECOM                           | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2117 | NS      | $179796.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                       | POLARIS INC                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |         4 | NS      | $404.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                       | DENBURY INC                     | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      9000 | NS      | $783180.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                                       | ACCURAY INC                     | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |     43492 | NS      | $90898.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DLH Holdings Corp                                 | DLH HOLDINGS COR                | CUSIP: 23335Q100<br>LEI: 549300KRYPLQFKWVTE62 | Long             | EC               | CORP              | US        |       300 | NS      | $3559.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                               | REPAY HOLDINGS C                | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $36225.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                          | EVOLUTION PETROL                | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |       100 | NS      | $755.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                   | CAESARSTONE LTD                 | CUSIP: M20598104<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | US        |      1241 | NS      | $7086.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                   | LENDINGTREE INC                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      2400 | NS      | $51192.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                    | EVOQUA WATER TEC                | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |        63 | NS      | $2494.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                      | SCIPLAY CORP-A                  | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      7500 | NS      | $120600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Group Inc/The         | HARTFORD FINL SV                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |    325869 | NS      | $24710646.27  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                     | AFC GAMMA INC                   | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |      8166 | NS      | $128451.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                            | HORIZON BANCORP                 | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |        49 | NS      | $738.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                               | AVERY DENNISON                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |     33952 | NS      | $6145312.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                       | AVIENT CORP                     | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1300 | NS      | $43888.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                      | WASH TRUST BANC                 | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |        20 | NS      | $943.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                      | LINDSAY CORP                    | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        71 | NS      | $11562.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                       | PENTAIR PLC                     | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | US        |     14600 | NS      | $656708.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                         | PERFORMANCE FOOD                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      6267 | NS      | $365930.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                      | SINCLAIR BROAD-A                | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |        50 | NS      | $775.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                | HOME DEPOT INC                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    279281 | NS      | $88213696.66  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                                    | HALLIBURTON CO                  | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     83390 | NS      | $3281396.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                | AERCAP HOLDINGS                 | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | US        |       600 | NS      | $34992.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                        | EGAIN CORP                      | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1593 | NS      | $14384.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                        | GRAND CANYON EDU                | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1700 | NS      | $179622.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canopy Growth Corp                                | CANOPY GROWTH CO                | CUSIP: 138035100<br>LEI: 529900CSD7NH1UBC9X07 | Long             | EC               | CORP              | US        |       200 | NS      | $462.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | LIONS GATE ENT-B                | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |      7300 | NS      | $39639.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                         | OCCIDENTAL PETE                 | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |    335600 | NS      | $21139444.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                       | FASTENAL CO                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    314688 | NS      | $14891036.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty SiriusXM               | LIBERTY MEDIA-C                 | CUSIP: 531229607<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $97825.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                                    | NRG ENERGY                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |    234797 | NS      | $7471240.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                              | COLGATE-PALMOLIV                | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |    500304 | NS      | $39418952.16  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                       | POPULAR INC                     | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | US        |      2851 | NS      | $189078.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                    | BRIGHTCOVE                      | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      2056 | NS      | $10752.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                               | DOLLAR GENERAL C                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      8653 | NS      | $2130801.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                       | GAP INC/THE                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       100 | NS      | $1128.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                         | CAESARS ENTERTAI                | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    215590 | NS      | $8968544.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                    | IMMUNOVANT INC                  | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $3195.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WISDOMTREE INC                  | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       385 | NS      | $2098.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3150 | NS      | $167580.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                  | ARES COMMERCIAL                 | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |       111 | NS      | $1142.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                          | SUPER MICRO COMP                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      7700 | NS      | $632170.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                      | HAIN CELESTIAL                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      9600 | NS      | $155328.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                           | CONS EDISON INC                 | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |    106700 | NS      | $10169577.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                    | STARBUCKS CORP                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    176626 | NS      | $17521299.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                   | GLATFELTER CORP                 | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     20300 | NS      | $56434.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                        | SUNRUN INC                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     24300 | NS      | $583686.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                      | WESBANCO INC                    | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $2107.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                           | HIRERIGHT HOLDIN                | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $29650.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                        | PFSWEB INC                      | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $615.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                             | SEMLER SCIENTIFI                | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      4568 | NS      | $150744.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                        | NUCOR CORP                      | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     82822 | NS      | $10916767.82  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                     | LIONS GATE-A                    | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |     32400 | NS      | $185004.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                   | TJX COS INC                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    264910 | NS      | $21086836.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                             | SKYLINE CHAMPION                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $51973.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutrien Ltd                                       | NUTRIEN LTD                     | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | US        |     71300 | NS      | $5207039.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Maravai LifeSciences Holdings Inc                 | MARAVAI LIFESC-A                | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74600 | NS      | $1067526.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                             | MCCORMICK-N/V                   | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        40 | NS      | $3315.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                      | COMMUNITY HEALTH                | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66600 | NS      | $287712.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT                | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     70700 | NS      | $1247148.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                               | EMERSON ELEC CO                 | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |    322041 | NS      | $30935258.46  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Capital Investment Corp                 | BLACKROCK CAPITA                | CUSIP: 092533108<br>LEI: H88PPRS67HRMQX6CRF26 | Long             | EC               | CORP              | US        |      1800 | NS      | $6516.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                           | ADT INC                         | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $907.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                       | APPIAN CORP-A                   | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      4800 | NS      | $156288.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                         | ATARA BIOTHERAPE                | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     53900 | NS      | $176792.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                          | MARSH & MCLENNAN                | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     87260 | NS      | $14439784.80  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                       | METLIFE INC                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     88900 | NS      | $6433693.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                             | WORLD ACCEPTANCE                | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $1714.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                        | AGENUS INC                      | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |       200 | NS      | $480.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                        | VIASAT INC                      | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |        26 | NS      | $822.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                      | GRAPHIC PACKAGIN                | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $162425.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                     | STEELCASE INC-A                 | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       142 | NS      | $1003.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                             | RADIANT LOGISTIC                | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |       282 | NS      | $1435.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                         | QORVO INC                       | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     60700 | NS      | $5501848.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                   | HECLA MINING CO                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       200 | NS      | $1112.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1667 | NS      | $105354.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc              | BRIDGE INVESTM-A                | CUSIP: 10806B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $457.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                          | NORTHERN OIL AND                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |        40 | NS      | $1232.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                                | VELODYNE LIDAR I                | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |      2300 | NS      | $1699.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                          | CURO GROUP HOLDI                | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       199 | NS      | $706.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                 | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     16644 | NS      | $1131792.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                          | RACKSPACE TECHNO                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $6195.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                        | PFIZER INC                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   2719557 | NS      | $139350100.68 | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                                   | WEYERHAEUSER CO                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     28550 | NS      | $885050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                         | TESLA INC                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |   1120843 | NS      | $138065440.74 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                         | ANSYS INC                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      4400 | NS      | $1062996.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      2300 | NS      | $55729.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                   | AVEANNA HEALTHCA                | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $468.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AG Mortgage Investment Trust Inc                  | AG MORTGAGE INVE                | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |       300 | NS      | $1593.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS International CDA Inc                       | TELUS INTERNATIO                | CUSIP: 87975H100<br>LEI: 549300VLM68O3RZJ7X31 | Long             | EC               | CORP              | US        |      3800 | NS      | $75202.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                               | GROWGENERATION C                | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37900 | NS      | $148568.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                         | BEACON ROOFING S                | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      5100 | NS      | $269229.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                     | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     18000 | NS      | $236880.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corp                                         | HESS CORP                       | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |     35300 | NS      | $5006246.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                       | NANOSTRING TECHN                | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     15260 | NS      | $121622.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                      | LIVANOVA PLC                    | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |      1900 | NS      | $105526.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp                               | SEMA4 HOLDINGS C                | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $158.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                       | TEXTRON INC                     | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    364397 | NS      | $25799307.60  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                              | BEAZER HOMES USA                | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       100 | NS      | $1276.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                | EVERI HOLDINGS I                | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |        59 | NS      | $846.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                       | DATADOG INC-A                   | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |      3800 | NS      | $279300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                    | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |        21 | NS      | $1203.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Investment Corp                         | GLADSTONE INVEST                | CUSIP: 376546107<br>LEI: 549300HFFTVIBC98Z362 | Long             | EC               | CORP              | US        |       100 | NS      | $1291.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      6800 | NS      | $153680.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                          | ANGI INC                        | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       100 | NS      | $235.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                        | OUSTER INC                      | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10250 | NS      | $8845.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                        | ACADIA PHARMACEU                | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    202400 | NS      | $3222208.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings BDC Inc                                   | BARINGS BDC INC                 | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |        28 | NS      | $228.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality Inc/The                     | ONE GROUP HOSPIT                | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |      2353 | NS      | $14823.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                  | BGC PARTNERS-A                  | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     66200 | NS      | $249574.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                       | GENTEX CORP                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3900 | NS      | $106353.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                        | MACY'S INC                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     14400 | NS      | $297360.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                               | TE CONNECTIVITY                 | CUSIP: H84989104<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | US        |      8512 | NS      | $977177.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                             | CARA THERAPEUTIC                | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       100 | NS      | $1074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                           | STOCK YARDS BANC                | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |        55 | NS      | $3573.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                      | VONTIER CORP                    | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    403000 | NS      | $7789990.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Everspin Technologies Inc                         | EVERSPIN TECHNOL                | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |       500 | NS      | $2780.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                              | RUSH ENTER-CL A                 | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       600 | NS      | $31368.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                                | VIA RENEWABLES I                | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |       162 | NS      | $827.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                 | QURATE RETAIL-A                 | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |    271094 | NS      | $441883.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                    | QUINSTREET INC                  | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     11700 | NS      | $167895.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                                 | QUANTUMSCAPE COR                | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $567.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                | LIBERTY GLOBAL-C                | CUSIP: G5480U120<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | US        |        91 | NS      | $1768.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cymabay Therapeutics Inc                          | CYMABAY THERAPEU                | CUSIP: 23257D103<br>LEI: 549300YT9GNL852E7F84 | Long             | EC               | CORP              | US        |       300 | NS      | $1881.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                         | COWEN INC - A                   | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |         4 | NS      | $154.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                               | CHURCHILL DOWNS                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      7102 | NS      | $1501575.86   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                 | DXC TECHNOLOGY C                | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     36900 | NS      | $977850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Manchester United Plc                             | MANCHESTER UNI-A                | CUSIP: G5784H106<br>LEI: 529900GWGZPE83MJOV59 | Long             | EC               | CORP              | US        |        40 | NS      | $933.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                      | NAVIENT CORP                    | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       100 | NS      | $1645.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celestica Inc                                     | CELESTICA INC                   | CUSIP: 15101Q108<br>LEI: 549300J3CG5T6RZWLN53 | Long             | EC               | CORP              | US        |        90 | NS      | $1014.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                                | KILROY REALTY                   | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      8400 | NS      | $324828.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                          | MICROCHIP TECH                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    195300 | NS      | $13719825.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                       | ALLOVIR INC                     | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $1026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     25700 | NS      | $835507.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                               | INTREPID POTASH                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     13700 | NS      | $395519.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                  | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       700 | NS      | $10724.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                      | EIGER BIOPHARMAC                | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       100 | NS      | $118.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | DOUGLAS ELLIMAN                 | CUSIP: 25961D105<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      3057 | NS      | $12441.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                     | MARRIOTT INTL-A                 | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    244747 | NS      | $36440380.83  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                        | QUALYS INC                      | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      3600 | NS      | $404028.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                        | NELNET INC-CL A                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |        38 | NS      | $3448.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEL-SCI Corp                                      | CEL-SCI CORP                    | CUSIP: 150837607<br>LEI: 549300FIWOFSETIVMI17 | Long             | EC               | CORP              | US        |       492 | NS      | $1156.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                          | CERIDIAN HCM HOL                | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |         8 | NS      | $513.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                               | ELEVANCE HEALTH                 | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |    142101 | NS      | $72893549.97  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                         | VANDA PHARMACEUT                | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      4800 | NS      | $35472.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd                                         | JFROG LTD                       | CUSIP: M6191J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $319.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                                    | FERROGLOBE PLC                  | CUSIP: G33856108<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | US        |     47000 | NS      | $180950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                       | LIFESTANCE HEALT                | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $824.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                     | SERVICE CORP INT                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       100 | NS      | $6914.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalent Inc                                      | CATALENT INC                    | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80600 | NS      | $3627806.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                          | SERVICE PROPERTI                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       912 | NS      | $6648.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                       | WALMART INC                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    376556 | NS      | $53391875.24  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                          | MARKETAXESS                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      9100 | NS      | $2537899.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Check Point Software Technologies Ltd             | CHECK POINT SOFT                | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Long             | EC               | CORP              | US        |     35000 | NS      | $4415600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patria Investments Ltd                            | PATRIA INVESTM-A                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        94 | NS      | $1309.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                  | PURE STORAGE-A                  | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     16100 | NS      | $430836.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                | EQUITY RESIDENTI                | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |    122217 | NS      | $7210803.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1500 | NS      | $57555.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                         | PETIQ INC                       | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       900 | NS      | $8298.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                   | AEROJET ROCKETDY                | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     19400 | NS      | $1085042.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                    | ANAPTYSBIO INC                  | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       500 | NS      | $15495.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                          | FOX CORP - B                    | CUSIP: 35137L204<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |    264999 | NS      | $7539221.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                        | UPWORK INC                      | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     79000 | NS      | $824760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                  | AMERICAN INTERNA                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    486091 | NS      | $30740394.84  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                          | SLM CORP                        | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |      1000 | NS      | $16600.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                              | ACACIA RESEARCH                 | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |       391 | NS      | $1646.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                                       | CINTAS CORP                     | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43733 | NS      | $19750697.46  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                    | CHAMPIONX CORP                  | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     20100 | NS      | $582699.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                   | CMS ENERGY CORP                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      5919 | NS      | $374850.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                         | SCHOLAR ROCK HOL                | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |       100 | NS      | $905.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc                   | CHOICE HOTELS                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        42 | NS      | $4730.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taboola.com Ltd                                   | TABOOLA.COM LTD                 | CUSIP: N/A<br>LEI: 984500F5945AFAFFCB30       | Long             | EC               | CORP              | US        |      4500 | NS      | $13860.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                     | INFINERA CORP                   | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     70900 | NS      | $477866.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                              | SL GREEN REALTY                 | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |        30 | NS      | $1011.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                                 | GRITSTONE BIO IN                | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |       254 | NS      | $876.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                | EVOLENT HEALTH-A                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |        98 | NS      | $2751.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                         | DIGITALOCEAN HOL                | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |        76 | NS      | $1935.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                     | LIVE NATION ENTE                | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |     80735 | NS      | $5630458.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                  | GRANITE POINT MO                | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      1669 | NS      | $8945.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                      | SEMTECH CORP                    | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     49000 | NS      | $1405810.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     26300 | NS      | $911032.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualtrics International Inc                       | QUALTRICS INT-A                 | CUSIP: 747601201<br>LEI: 549300NW34K5PVZGTN68 | Long             | EC               | CORP              | US        |      7400 | NS      | $76812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                  | REALREAL INC/THE                | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     26279 | NS      | $32848.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                  | SOVOS BRANDS INC                | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1182 | NS      | $16985.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The                          | ESTEE LAUDER                    | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      4521 | NS      | $1121705.31   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                          | HERSHA HOSPITA-A                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       220 | NS      | $1874.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                            | ACUSHNET HOLDING                | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     13600 | NS      | $577456.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | CATALYST PHARMAC                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     20073 | NS      | $373357.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                       | EXPRESS INC                     | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $13464.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                                | TRADE DESK INC-A                | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      8346 | NS      | $374151.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                            | REGIONS FINANCIA                | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    351946 | NS      | $7587955.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                          | IDT CORP-CLASS B                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      1000 | NS      | $28170.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                       | ROLLINS INC                     | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        94 | NS      | $3434.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN                | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |        98 | NS      | $1655.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc                             | AKOYA BIOSCIENCE                | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $449.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                        | RAMBUS INC                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     95000 | NS      | $3402900.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                    | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      2400 | NS      | $50784.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      6100 | NS      | $141825.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd                             | PAGSEGURO DIGI-A                | CUSIP: G68707101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102400 | NS      | $894976.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                        | MONDELEZ INTER-A                | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     99355 | NS      | $6622010.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                         | SMITH & WESSON B                | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       100 | NS      | $868.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                     | PRINCIPAL FINL                  | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      7000 | NS      | $587440.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regis Corp                                        | REGIS CORP                      | CUSIP: 758932107<br>LEI: 5493000Q1S5TJIDIQH89 | Long             | EC               | CORP              | US        |       300 | NS      | $366.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                               | SCORPIO TANKERS                 | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | US        |     32200 | NS      | $1731394.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                              | MANITOWOC CO                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      5300 | NS      | $48548.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                 | SLEEP NUMBER COR                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     10400 | NS      | $270192.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                                    | SMITH (A.O.)CORP                | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |    151000 | NS      | $8643240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                         | MONRO INC                       | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $13288.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $2070.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                | FRONTIER COMMUNI                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49856 | NS      | $1270330.88   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       300 | NS      | $5052.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                              | BOOKING HOLDINGS                | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     13504 | NS      | $27214341.12  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                         | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     40100 | NS      | $1197386.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp                                       | CALAMP CORP                     | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |       400 | NS      | $1792.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                 | MFA FINANCIAL                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       100 | NS      | $985.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                    | ROCKET COS INC-A                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $700.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc            | NATURAL GROCERS                 | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       400 | NS      | $3656.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                 | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     10238 | NS      | $207626.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                            | STOKE THERAPEUTI                | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       956 | NS      | $8823.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                     | DYNATRACE INC                   | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3024 | NS      | $115819.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                 | GETTY REALTY                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |        56 | NS      | $1895.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                        | SEAGEN INC                      | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9335 | NS      | $1199640.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                     | ANNALY CAPITAL M                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |        25 | NS      | $527.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                              | JUNIPER NETWORKS                | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     42151 | NS      | $1347145.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       316 | NS      | $11818.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                          | NIKE INC -CL B                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     41800 | NS      | $4891018.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI                | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |       498 | NS      | $2634.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                  | HENRY SCHEIN INC                | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     40001 | NS      | $3194879.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                               | EASTMAN CHEMICAL                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      8585 | NS      | $699162.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                              | PARKER HANNIFIN                 | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         4 | NS      | $1164.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                       | SITIME CORP                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $50810.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                | AVANOS MEDICAL I                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1000 | NS      | $27060.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                               | PAYPAL HOLDINGS                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |    519789 | NS      | $37019372.58  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                           | FIVE POINT HOL-A                | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1922 | NS      | $4478.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essa Pharma Inc                                   | ESSA PHARMA INC                 | CUSIP: 29668H708<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $4999.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                       | HEALTHCARE REALT                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        12 | NS      | $231.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                              | WESTERN UNION                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     35092 | NS      | $483216.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                 | ACI WORLDWIDE IN                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     16700 | NS      | $384100.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                            | ARCH CAPITAL GRP                | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | US        |    101579 | NS      | $6377129.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                    | SIERRA BANCORP                  | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $13062.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     16925 | NS      | $811384.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                     | FIRST OF LONG IS                | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $378.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                           | ARTHUR J GALLAGH                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8000 | NS      | $1508320.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                            | PREMIER FINANCIA                | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $620.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                     | SUNPOWER CORP                   | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     50800 | NS      | $915924.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                                      | NISOURCE INC                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |   1013229 | NS      | $27782739.18  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10500 | NS      | $102165.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                        | N-ABLE INC                      | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1086 | NS      | $11164.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                     | WOLFSPEED INC                   | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      1600 | NS      | $110464.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                          | LKQ CORP                        | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     93364 | NS      | $4986571.24   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                   | CHEMOURS CO                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2300 | NS      | $70426.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     64400 | NS      | $763784.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geopark Ltd                                       | GEOPARK LTD                     | CUSIP: G38327105<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | EC               | CORP              | US        |      1900 | NS      | $29355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                    | NY COMM BANCORP                 | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       100 | NS      | $860.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                  | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |        66 | NS      | $2304.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                           | O'REILLY AUTOMOT                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     39496 | NS      | $33335808.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                       | INCYTE CORP                     | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |    169050 | NS      | $13578096.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                               | VERRA MOBILITY C                | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     23200 | NS      | $320856.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                                  | VBI VACCINES INC                | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | US        |      1100 | NS      | $430.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                     | BLACKLINE INC                   | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |        38 | NS      | $2556.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                          | EBIX INC                        | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     24600 | NS      | $491016.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                         | NEWS CORP-CL B                  | CUSIP: 65249B208<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |    371134 | NS      | $6843710.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | SAFEHOLD INC                    | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |         7 | NS      | $200.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                              | EVEREST RE GROUP                | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |    161456 | NS      | $53485529.12  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                       | TEEKAY CORP                     | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | US        |      6900 | NS      | $31326.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                | VALERO ENERGY                   | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |    272426 | NS      | $34559962.36  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       100 | NS      | $1663.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Holdings               | LABORATORY CP                   | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     97673 | NS      | $23000038.04  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                        | CADENCE DESIGN                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |    182524 | NS      | $29320655.36  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                           | NEXSTAR MEDIA                   | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      2300 | NS      | $402569.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                     | DILLARDS INC-A                  | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        47 | NS      | $15190.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                            | FIRST REPUBLIC B                | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     15007 | NS      | $1829203.23   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                 | TRIUMPH GROUP                   | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     22300 | NS      | $234596.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                                | DOMINO'S PIZZA                  | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     24600 | NS      | $8521440.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                       | TRUECAR INC                     | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      7429 | NS      | $18646.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc                    | REYNOLDS CONSUME                | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |      6800 | NS      | $203864.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                            | ROPER TECHNOLOGI                | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      8400 | NS      | $3629556.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                               | GRAY TELEVISION                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      4300 | NS      | $48117.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                         | IONIS PHARMACEUT                | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      3100 | NS      | $117087.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                               | SHYFT GROUP INC/                | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     13200 | NS      | $328152.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                        | LATTICE SEMICOND                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      5100 | NS      | $330888.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Corp                  | MIDCAP FINANCIAL                | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |       700 | NS      | $7980.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                  | WR BERKLEY CORP                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |    523375 | NS      | $37981323.75  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Paratek Pharmaceuticals Inc                       | PARATEK PHARMACE                | CUSIP: 699374302<br>LEI: 5493007V5QDIWECEYV79 | Long             | EC               | CORP              | US        |     19100 | NS      | $35717.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                        | ORGANOGENESIS HO                | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       200 | NS      | $538.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                            | FORRESTER RESEAR                | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        40 | NS      | $1430.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Outdoor Brands Inc                       | AMERICAN OUTDOOR                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2903 | NS      | $29088.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The                  | INTERPUBLIC GRP                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    488223 | NS      | $16262708.13  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                    | FORMFACTOR INC                  | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1200 | NS      | $26676.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                            | PATHWARD FINANCI                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1600 | NS      | $68880.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                          | KEARNY FINANCIAL                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2732 | NS      | $27729.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc                     | ZOOM VIDEO COM-A                | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      5400 | NS      | $365796.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                            | HOME BANCSHARES                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $1709.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                                    | TRANSOCEAN LTD                  | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | US        |    571600 | NS      | $2606496.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                           | MERIDIAN BIOSCI                 | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |        50 | NS      | $1660.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                         | RIGEL PHARMACEUT                | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     84500 | NS      | $126750.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | UNITED NATURAL                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     14000 | NS      | $541940.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                         | FLEETCOR TECHNOL                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     78462 | NS      | $14411900.16  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                | LSB INDUS INC                   | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     35200 | NS      | $468160.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                        | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     37413 | NS      | $1022871.42   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                                 | HYATT HOTELS-A                  | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      3300 | NS      | $298485.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                      | RUTH'S HOSPITALI                | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      3480 | NS      | $53870.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                          | ONESPAWORLD HOLD                | CUSIP: P73684113<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | US        |      3941 | NS      | $36769.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                    | PULTEGROUP INC                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345778 | NS      | $15743272.34  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                  | TRINET GROUP INC                | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       200 | NS      | $13560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                       | ENOVIX CORP                     | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     24200 | NS      | $301048.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                                     | STRATASYS LTD                   | CUSIP: M85548101<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | US        |     22700 | NS      | $269222.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund  | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        | 255185572 | NS      | $255160053.47 | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc            | INTL FLVR & FRAG                | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      1421 | NS      | $148977.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                 | INTERNATIONAL GA                | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |       193 | NS      | $4377.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                              | SONIC AUTOMOTI-A                | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      1600 | NS      | $78832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                 | MP MATERIALS COR                | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42500 | NS      | $1031900.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                  | BADGER METER INC                | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        51 | NS      | $5560.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                               | THOR INDUSTRIES                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      4400 | NS      | $332156.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                            | BOSTON SCIENTIFC                | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |    245384 | NS      | $11353917.68  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                | TECK RESOURCES-B                | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | US        |      5500 | NS      | $208010.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                     | HEWLETT PACKA                   | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       100 | NS      | $1596.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                        | ADIENT PLC                      | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |      6000 | NS      | $208140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                        | FISERV INC                      | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      4000 | NS      | $404280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concert Pharmaceuticals Inc                       | CONCERT PHARMACE                | CUSIP: 206022105<br>LEI: 529900PYI5BSGQNATP82 | Long             | EC               | CORP              | US        |       300 | NS      | $1752.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                    | ELI LILLY & CO                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     71009 | NS      | $25977932.56  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                          | ELANCO ANIMAL HE                | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    161100 | NS      | $1968642.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                  | LENDINGCLUB CORP                | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     29500 | NS      | $259600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                              | VERISK ANALYTI                  | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |       800 | NS      | $141136.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc        | FIDELITY NATIONA                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |    120701 | NS      | $8189562.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                            | CRISPR THERAPEUT                | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | US        |        16 | NS      | $650.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                  | BLUEGREEN VACATI                | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |        60 | NS      | $1497.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                    | TACTILE SYSTEMS                 | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      4700 | NS      | $53956.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                      | FORTINET INC                    | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    442496 | NS      | $21633629.44  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                               | TRANSDIGM GROUP                 | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12497 | NS      | $7868736.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                  | COCA-COLA CO/THE                | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |   1329331 | NS      | $84558744.91  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc/dupe                | FRANKLIN BSP REA                | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1290.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | RESOURCES CONNEC                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        12 | NS      | $220.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                               | NORTHERN TRUST                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     27800 | NS      | $2460022.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                            | CHURCH & DWIGHT                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     10800 | NS      | $870588.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                              | FREEPORT-MCMORAN                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    203100 | NS      | $7717800.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                         | KIMBALL INTL -B                 | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |       200 | NS      | $1300.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextCure Inc                                      | NEXTCURE INC                    | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |       200 | NS      | $282.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                         | ASANA INC- CL A                 | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $206550.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                            | HERON THERAPEUTI                | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |       644 | NS      | $1610.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | ABERCROMBIE & FI                | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8400 | NS      | $192444.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                    | EPR PROPERTIES                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2000 | NS      | $75440.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                               | ABBOTT LABS                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    125816 | NS      | $13813338.64  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                   | MACERICH CO                     | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     20300 | NS      | $228578.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                              | RAMACO RESOURCES                | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       100 | NS      | $879.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                 | OWENS & MINOR                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       594 | NS      | $11600.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                       | CERENCE INC                     | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      9400 | NS      | $174182.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                               | MYRIAD GENETICS                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     39600 | NS      | $574596.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                    | HERSHEY CO/THE                  | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    101993 | NS      | $23618519.01  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                | REMIT GLOBAL INC                | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       178 | NS      | $2038.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                        | SABRA HEALTH CAR                | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       189 | NS      | $2349.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                      | WP CAREY INC                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     17300 | NS      | $1351995.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                | AARON'S CO INC                  | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22805 | NS      | $272519.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                           | WESCO INTL                      | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      4200 | NS      | $525840.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                               | SYNCHRONY FINANC                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    982855 | NS      | $32296615.30  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                          | FIGS INC-CLASS A                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199200 | NS      | $1340616.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Inc                             | BOSTON PROPERTIE                | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |     23756 | NS      | $1605430.48   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                      | STAGWELL INC                    | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       200 | NS      | $1242.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovid therapeutics Inc                             | OVID THERAPEUTIC                | CUSIP: 690469101<br>LEI: 549300H36NUI4L6U8F17 | Long             | EC               | CORP              | US        |     40200 | NS      | $74772.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                        | AFFIMED NV                      | CUSIP: N01045108<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | US        |       100 | NS      | $124.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co            | APARTMENT INVEST                | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |        18 | NS      | $128.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198 | NS      | $1712.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                             | TUSIMPLE HOLD-A                 | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2335 | NS      | $3829.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                  | CROWN CASTLE INC                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    126000 | NS      | $17090640.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                | ENPHASE ENERGY                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     94862 | NS      | $25134635.52  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc                       | PENSKE AUTOMOTIV                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     31400 | NS      | $3608802.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                 | REVOLVE GROUP IN                | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7389 | NS      | $164479.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                       | INVESCO LTD                     | CUSIP: G491BT108<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |    193600 | NS      | $3482864.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                         | SALLY BEAUTY HOL                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      7100 | NS      | $88892.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | PAYONEER GLOBAL                 | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24600 | NS      | $134562.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                        | CAREDX INC                      | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      8700 | NS      | $99267.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Inc                                           | TPG INC                         | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      2100 | NS      | $58443.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strongbridge Biopharma PLC                        | STRONGBRIDGE BIOPHARMA PLC CVR  | CUSIP: N/A<br>LEI: 5493001OUCRYIW3XQZ24       | Long             | EC               | CORP              | US        |       335 | NS      | $60.68        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sunstone Hotel Investors Inc                      | SUNSTONE HOTEL                  | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       100 | NS      | $966.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                  | PIEDMONT OFFIC-A                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $110040.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                         | OLIN CORP                       | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1100 | NS      | $58234.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                              | RENT-A-CENTER                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     10700 | NS      | $241285.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                      | VERISIGN INC                    | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |    128586 | NS      | $26416707.84  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                      | VISTEON CORP                    | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |         4 | NS      | $523.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                 | EQUINOX GOLD COR                | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Long             | EC               | CORP              | US        |       200 | NS      | $656.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                          | DOMO INC- CL B                  | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     15400 | NS      | $219296.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock TCP Capital Corp                        | BLACKROCK TCP CA                | CUSIP: 09259E108<br>LEI: 549300JU1XG1HF56J989 | Long             | EC               | CORP              | US        |      2892 | NS      | $37422.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                        | AIRBNB INC-A                    | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     34400 | NS      | $2941200.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                             | ARCUS BIOSCIENCE                | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $2047.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                        | EVOLUS INC                      | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |       110 | NS      | $826.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                   | ULTA BEAUTY INC                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |    116671 | NS      | $54726865.97  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                     | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $4359.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                     | AMPLITUDE-CL A                  | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $26576.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                   | CATERPILLAR INC                 | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |    168068 | NS      | $40262370.08  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apache Corp                                       | APA CORP                        | CUSIP: 03743Q108<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | EC               | CORP              | US        |    482763 | NS      | $22535376.84  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                        | COCA-COLA CONSOL                | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1330 | NS      | $681438.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                              | WILLIAMS COS INC                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    139762 | NS      | $4598169.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                   | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1377 | NS      | $42989.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty TripAdvisor Holdings Inc                  | LIBERTY TRP-A                   | CUSIP: 531465102<br>LEI: 5299006PCRAU736ZJ155 | Long             | EC               | CORP              | US        |       100 | NS      | $66.96        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                     | SAPIENS INTL                    | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $1330.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                               | CARRIER GLOB                    | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    195100 | NS      | $8047875.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                            | SOUTHWESTRN ENGY                | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    596834 | NS      | $3491478.90   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                        | CF INDUSTRIES HO                | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    175971 | NS      | $14992729.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercorp Financial Services Inc                  | INTERCORP FINANC                | CUSIP: N/A<br>LEI: 5299004181WFTEWB1398       | Long             | EC               | CORP              | US        |        92 | NS      | $2162.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                        | LPL FINANCIAL HO                | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     10300 | NS      | $2226551.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                              | JETBLUE AIRWAYS                 | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       200 | NS      | $1296.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                     | CITIGROUP INC                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    633412 | NS      | $28649224.76  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp                                | VIZIO HOLDING -A                | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $696.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc               | RESTAURANT BRAND                | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | US        |      3500 | NS      | $226345.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KVH Industries Inc                                | KVH INDUSTRIES                  | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       197 | NS      | $2013.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                        | SIGNATURE BANK                  | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |     25030 | NS      | $2883956.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                        | DASEKE INC                      | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |       347 | NS      | $1974.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                | RITHM CAPITAL CO                | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     25500 | NS      | $208335.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                         | VALHI INC                       | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $18590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV                      | LYONDELLBASELL-A                | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    188692 | NS      | $15667096.76  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                        | EZCORP INC-A                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      2596 | NS      | $21157.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                     | INTERCONTINENTAL                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     32800 | NS      | $3364952.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                 | TAKE-TWO INTERAC                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2500 | NS      | $260325.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                        | CONN'S INC                      | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      5801 | NS      | $39910.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                     | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     15224 | NS      | $77794.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                           | ABCELLERA BIOLOG                | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |     28900 | NS      | $292757.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                               | LUXFER HOLDINGS                 | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | US        |        94 | NS      | $1289.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       300 | NS      | $1296.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                           | NVR INC                         | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       228 | NS      | $1051668.24   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                              | MYERS INDS INC                  | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |        71 | NS      | $1578.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                      | QUALCOMM INC                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    694572 | NS      | $76361245.68  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                 | RLJ LODGING TRUS                | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1059.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                      | COMCAST CORP-A                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    487147 | NS      | $17035530.59  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Air Group Inc                                | MESA AIR GROUP                  | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |     11200 | NS      | $17136.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                    | DORIAN LPG LTD                  | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |        25 | NS      | $473.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                        | APARTMENT INCOME                | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76600 | NS      | $2628146.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                      | COLLEGIUM PHARMA                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |        83 | NS      | $1925.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                               | BURFORD CAPITAL                 | CUSIP: G17977110<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | US        |     11097 | NS      | $90440.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                     | ASHFORD HOSPITAL                | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $8940.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                             | TEXAS INSTRUMENT                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    376963 | NS      | $62281826.86  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                              | SUMMIT MATERIA-A                | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      2949 | NS      | $83730.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                  | UNIVERSAL LOGIST                | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        86 | NS      | $2875.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                          | TANDEM DIABETES                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      6500 | NS      | $292175.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |        39 | NS      | $1307.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                 | MARRIOTT VACATIO                | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1547 | NS      | $208210.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp                           | MARATHON PETROLE                | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    507289 | NS      | $59043366.71  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                           | TARGET HOSPITALI                | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $60560.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                     | KROGER CO                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |   1142220 | NS      | $50920167.60  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                  | EASTMAN KODAK CO                | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |        29 | NS      | $88.45        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                       | ROGERS CORP                     | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      5500 | NS      | $656370.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR S&P 500 ETF Trust                            | SPDR S&P 500 ETF                | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             | EC               | RF                | US        |     41100 | NS      | $15717873.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Market Inc                        | SPROUTS FARMERS                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |        89 | NS      | $2880.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                          | BANK OZK                        | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       700 | NS      | $28042.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                            | INTUITIVE SURGIC                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     24200 | NS      | $6421470.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                       | RYAN SPECIALTY H                | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8317 | NS      | $345238.67    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                           | ILLINOIS TOOL WO                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |    116705 | NS      | $25710111.50  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc              | INNOVATIVE INDUS                | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     13184 | NS      | $1336198.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                        | DEXCOM                          | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     71629 | NS      | $8111267.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                | DOUGLAS EMMETT                  | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $117600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-on Inc                                       | SNAP-ON INC                     | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |     33800 | NS      | $7722962.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                           | ACCEL ENTERTAINM                | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3144 | NS      | $24208.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                           | FLUSHING FINL                   | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $38.76        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                 | NORTHWEST PIPE                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       582 | NS      | $19613.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                            | CENTERPOINT ENER                | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     52300 | NS      | $1568477.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc                            | HARVARD BIOSCIEN                | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |      6866 | NS      | $19018.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries Ltd                | TARO PHARM INDUS                | CUSIP: M8737E108<br>LEI: 5493002WIJCSC2L2VL79 | Long             | EC               | CORP              | US        |      4733 | NS      | $137446.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                        | ZOETIS INC                      | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     69290 | NS      | $10154449.50  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                 | OVERSTOCK.COM                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    128300 | NS      | $2483888.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                   | MURPHY OIL CORP                 | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       300 | NS      | $12903.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                 | KOSMOS ENERGY LT                | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |       100 | NS      | $636.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                              | JBG SMITH PROPER                | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        96 | NS      | $1822.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                       | IOVANCE BIOTHERA                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     29300 | NS      | $187227.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1200 | NS      | $30540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                    | ALBEMARLE CORP                  | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |      9205 | NS      | $1996196.30   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phunware Inc                                      | PHUNWARE INC                    | CUSIP: 71948P100<br>LEI: 549300HLAJYKT2FUQZ26 | Long             | EC               | CORP              | US        |       400 | NS      | $309.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc             | MID-AMERICA APAR                | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |    100614 | NS      | $15795391.86  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc                                      | COMSCORE INC                    | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4306 | NS      | $4994.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                      | FLYWIRE CORP-VOT                | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     16100 | NS      | $393967.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                   | TRIPADVISOR INC                 | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     15700 | NS      | $282286.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries Inc                  | BASSETT FURN                    | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $1233.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc                           | SENSEONICS HLDGS                | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |       200 | NS      | $206.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                               | WORKHORSE GROUP                 | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |       319 | NS      | $484.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                            | DIAMONDBACK ENER                | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     40030 | NS      | $5475303.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       293 | NS      | $25713.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                        | FLUOR CORP                      | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     93500 | NS      | $3240710.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd                              | COGNYTE SOFT                    | CUSIP: M25133105<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | US        |     69487 | NS      | $216104.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                 | COMPUTER PROGRAM                | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |         5 | NS      | $136.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                       | AGILITI INC                     | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1631.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                            | BERKSHIRE HATH-B                | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |    466570 | NS      | $144123473.00 | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                                  | UNDER ARMO-C                    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    402668 | NS      | $3591798.56   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                          | LENNOX INTL INC                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1100 | NS      | $263153.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                 | KINDER MORGAN IN                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    778020 | NS      | $14066601.60  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Despegar.com Corp                                 | DESPEGAR.COM COR                | CUSIP: G27358103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3800 | NS      | $19494.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                        | KAMAN CORP                      | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       652 | NS      | $14539.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                        | VERIZON COMMUNIC                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    771752 | NS      | $30407028.80  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                        | INSPIRED ENTERTA                | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      1949 | NS      | $24693.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                            | NATL BEVERAGE                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       646 | NS      | $30058.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties                        | SERITAGE GROWT-A                | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |       100 | NS      | $1183.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                          | SIMPLY GOOD FOOD                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $3004.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc                   | PHILIP MORRIS IN                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    505172 | NS      | $51128458.12  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                    | DAKTRONICS INC                  | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     20107 | NS      | $56701.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                           | BOX INC- CLASS A                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     82000 | NS      | $2552660.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                             | TENET HEALTHCARE                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      2400 | NS      | $117096.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                          | YEXT INC                        | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       300 | NS      | $1959.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                              | MGIC INVT CORP                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      9400 | NS      | $122200.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                            | XP INC - CLASS A                | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | US        |        38 | NS      | $582.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                              | CLEVELAND-CLIFFS                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     44700 | NS      | $720117.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                    | PETCO HEALTH AND                | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |       100 | NS      | $948.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                       | MATTHEWS INTL-A                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       600 | NS      | $18264.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                          | AGILENT TECH INC                | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    424417 | NS      | $63514004.05  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                                    | SALESFORCE INC                  | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    202111 | NS      | $26797897.49  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                   | FED REALTY INVS                 | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |    107576 | NS      | $10869479.04  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                         | OCEANFIRST FINL                 | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $21.25        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                             | TRANSMEDICS GROU                | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7500 | NS      | $462900.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                             | LIVERAMP HOLDING                | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     14931 | NS      | $349982.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                               | XEROX HOLDINGS C                | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       100 | NS      | $1460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                      | EYEPOINT PHARMAC                | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |       100 | NS      | $350.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS I-A                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |        15 | NS      | $313.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                              | COMMERCIAL METAL                | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       695 | NS      | $33568.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ubiquiti Inc                                      | UBIQUITI INC                    | CUSIP: 90353W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $54706.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7700 | NS      | $66451.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                         | PARK H&R INC                    | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     24000 | NS      | $282960.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                        | MATTEL INC                      | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     14300 | NS      | $255112.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                        | GREAT SOUTHN BAN                | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |        71 | NS      | $4223.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                  | WEST PHARMACEUT                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      3524 | NS      | $829373.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                      | ALKERMES PLC                    | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $470.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                                     | PINTEREST INC -A                | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74700 | NS      | $1813716.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                  | GOSSAMER BIO INC                | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |     11100 | NS      | $24087.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                       | KARYOPHARM THERA                | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |       100 | NS      | $340.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                                        | TRANSUNION                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     11033 | NS      | $626122.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                | SIGHT SCIENCES I                | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4180 | NS      | $51037.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McKesson Corp                                     | MCKESSON CORP                   | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |     72087 | NS      | $27041275.44  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                         | EDWARDS LIFE                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |    208046 | NS      | $15522312.06  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                              | LOCKHEED MARTIN                 | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    102800 | NS      | $50011172.00  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                                 | EXPEDIA GROUP IN                | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |    211899 | NS      | $18562352.40  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                            | LAUREATE EDUCATI                | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     25400 | NS      | $244348.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                             | FARO TECH                       | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        84 | NS      | $2470.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6800 | NS      | $168300.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                              | RED ROCK RESOR-A                | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $188047.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc                           | NEW FORTRESS ENE                | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $144228.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                         | APTIV PLC                       | CUSIP: G6095L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $372520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC                | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1300 | NS      | $16653.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                   | BAKER HUGHES CO                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56728 | NS      | $1675177.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                          | KAR AUCTION SERV                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1100 | NS      | $14355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                | ADMA BIOLOGICS INC              | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29000 | NS      | $112520.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                      | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3600 | NS      | $112608.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Solar Inc                                | CANADIAN SOLAR I                | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Long             | EC               | CORP              | US        |     19500 | NS      | $602550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                     | CONSENSUS CLOUD                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $806.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                               | VIRTU FINANCIA-A                | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    146100 | NS      | $2981901.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc          | KNIGHT-SWIFT TRA                | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8400 | NS      | $440244.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                           | VALLEY NATL BANC                | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8600 | NS      | $97266.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                        | INOTIV INC                      | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      1600 | NS      | $7904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                        | CHARTER COMMUN-A                | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     50578 | NS      | $17150999.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                   | CHICO'S FAS INC                 | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     19664 | NS      | $96746.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                            | BANC OF CALIFORN                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       100 | NS      | $1593.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                    | SPARTANNASH CO                  | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       299 | NS      | $9041.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocwen Financial Corp                              | OCWEN FINL CORP                 | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      1658 | NS      | $50701.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                                     | ACCENTURE PLC-A                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360898 | NS      | $96302022.32  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Pixelworks Inc                                    | PIXELWORKS INC                  | CUSIP: 72581M305<br>LEI: 529900ORL14ENZ36HI70 | Long             | EC               | CORP              | US        |      1300 | NS      | $2301.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                    | JAMES RIVER GROU                | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $690.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                       | CLARUS CORP                     | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |        31 | NS      | $243.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                            | FRANKLIN RES INC                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     51700 | NS      | $1363846.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                             | MOLINA HEALTHCAR                | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     41370 | NS      | $13661201.40  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                    | NEXTIER OILFIELD                | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     66857 | NS      | $617758.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                         | L3HARRIS TECHNOL                | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     12000 | NS      | $2498520.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                                  | CAMPBELL SOUP CO                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |    157970 | NS      | $8964797.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dlocal Ltd/Uruguay                                | DLOCAL LTD                      | CUSIP: G29018101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $70065.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                  | ESSENT GROUP LTD                | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |        24 | NS      | $933.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                                      | TAPESTRY INC                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |    795980 | NS      | $30310918.40  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                               | TRONOX HOLDING                  | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |       100 | NS      | $1371.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                     | BLACKBAUD INC                   | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       500 | NS      | $29430.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                        | REPUBLIC FIRST                  | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |       369 | NS      | $793.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | ASBURY AUTO GRP                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1230 | NS      | $220477.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                              | URBAN OUTFITTER                 | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      5128 | NS      | $122302.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                     | QUANEX BUILDING                 | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |         1 | NS      | $23.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                 | KURA ONCOLOGY IN                | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |        33 | NS      | $409.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                           | CBOE GLOBAL MARK                | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |    204697 | NS      | $25683332.59  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                       | HEXCEL CORP                     | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     12000 | NS      | $706200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                        | VERTEX PHARM                    | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |    123589 | NS      | $35690031.42  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                                  | EXXON MOBIL CORP                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   1481551 | NS      | $163415075.30 | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                      | DANAHER CORP                    | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     44190 | NS      | $11728909.80  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                           | ENERGY FUELS INC                | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |       195 | NS      | $1210.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                                  | BENEFITFOCUS INC                | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |       100 | NS      | $1046.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                              | FIRST ADVANTAGE                 | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      3700 | NS      | $48100.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                               | WILLIAMS-SONOMA                 | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      1500 | NS      | $172380.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                              | SITIO ROYALTIE-A                | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $3105.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                      | SPECTRUM BRANDS                 | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      2700 | NS      | $164484.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                                 | ALLSTATE CORP                   | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |    118134 | NS      | $16018970.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                       | OVINTIV INC                     | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32500 | NS      | $1648075.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                        | CERUS CORP                      | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      2300 | NS      | $8395.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                  | UNIVERSAL INSURA                | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |        47 | NS      | $497.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kandi Technologies Group Inc                      | KANDI TECHNOLOGI                | CUSIP: 483709101<br>LEI: 529900TXUELWMVI79005 | Long             | EC               | CORP              | US        |        34 | NS      | $78.20        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                            | OLD SECOND BNCRP                | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       100 | NS      | $1604.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                 | MITEK SYSTEMS                   | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       137 | NS      | $1327.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                       | MONEYGRAM INTERN                | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |       110 | NS      | $1197.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                               | PCSB FINANCIAL C                | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $2646.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI CORP                        | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |        88 | NS      | $2501.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                                        | NATERA INC                      | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35700 | NS      | $1434069.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                               | TRAVEL + LEISURE                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     66400 | NS      | $2416960.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                               | PAYCOM SOFTWARE                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |    107347 | NS      | $33310847.57  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                             | SHOCKWAVE MEDICA                | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1691 | NS      | $347686.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                     | AFFIL MANAGERS                  | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     50203 | NS      | $7953661.29   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                    | FIRST COMMUNI BK                | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $440.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                   | MCDONALDS CORP                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    219674 | NS      | $57890689.22  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                               | LEGGETT & PLATT                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |        53 | NS      | $1708.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                    | QUANTERIX CORP                  | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10700 | NS      | $148195.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                              | RYERSON HOLDING                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |        49 | NS      | $1482.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                               | JACK IN THE BOX                 | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |        41 | NS      | $2797.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                                | ROYALTY PHARMA-A                | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | US        |       600 | NS      | $23712.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                     | LIQUIDIA CORP                   | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $1057.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc                           | CYTOMX THERAPEUT                | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |      1184 | NS      | $1894.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                              | TENABLE HOLDINGS                | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      7500 | NS      | $286125.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                                 | IRON MOUNTAIN                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |     18600 | NS      | $927210.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc                      | BARNES & NOBLE E                | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |       615 | NS      | $1076.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                  | AMC NETWORKS-A                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     20600 | NS      | $322802.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                             | INTEGER HOLDINGS                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |        24 | NS      | $1643.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                              | JOHNSON OUTDOO-A                | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $5355.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                          | MERSANA THERAPEU                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |       100 | NS      | $586.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                     | MARTIN MAR MTLS                 | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       762 | NS      | $257533.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                    | AUTONATION INC                  | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31500 | NS      | $3379950.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                       | ASHLAND INC                     | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1200 | NS      | $129036.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                             | NORTHROP GRUMMAN                | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     37332 | NS      | $20368712.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                         | MINERALS TECH                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |        18 | NS      | $1092.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                | VOYA FINANCIAL I                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       915 | NS      | $56263.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                               | EXACT SCIENCES                  | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        45 | NS      | $2227.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc         | APOLLO COMMERCIA                | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       121 | NS      | $1301.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                       | BROOKDALE SR                    | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       311 | NS      | $849.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                             | TRUIST FINANCIAL                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    266880 | NS      | $11483846.40  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                     | CONTAINER STORE                 | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      2800 | NS      | $12068.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc                           | INFUSYSTEM HOLD                 | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |       176 | NS      | $1527.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                             | DUPONT DE NEMOUR                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     11275 | NS      | $773803.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                        | COPART INC                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     40740 | NS      | $2480658.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                        | VISHAY INTERTECH                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |         1 | NS      | $21.57        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                      | CHEVRON CORP                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    636305 | NS      | $114210384.45 | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice USA Inc                                    | ALTICE USA INC-A                | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |      2900 | NS      | $13340.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                          | KLA CORP                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     66822 | NS      | $25193898.66  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                      | ATRICURE INC                    | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $8876.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                | SPORTSMAN'S WARE                | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       107 | NS      | $1006.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD                | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |        83 | NS      | $1316.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                     | ADVANCED DRAINAG                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     28000 | NS      | $2295160.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                         | CHEGG INC                       | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    128800 | NS      | $3254776.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                  | ZIPRECRUITER INC                | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     34900 | NS      | $573058.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Health Inc                                 | RADIUS HEALTH INC - CVR 2022    | CUSIP: N/A<br>LEI: 549300EV6I2M6E0YVT27       | Long             | EC               | CORP              | US        |     17800 | NS      | $1424.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP                | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      8000 | NS      | $273600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                         | PLAYA HOTELS & R                | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |      7600 | NS      | $49628.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                                 | SYNEOS HEALTH IN                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     79600 | NS      | $2919728.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                              | CITY OFFICE REIT                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      3030 | NS      | $25391.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                              | WEC ENERGY GROUP                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |      5148 | NS      | $482676.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                    | BLACKSTONE INC                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     29300 | NS      | $2173767.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                          | PAN AMER SILVER                 | CUSIP: N/A<br>LEI: 549300MKTF5851TYIB83       | Long             | EC               | CORP              | US        |      9300 | NS      | $151962.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Raytheon Technologies Corp                        | RAYTHEON TECHNOL                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     96330 | NS      | $9721623.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                               | ARCHER AVIATIO-A                | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $748.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Inc               | PUB SERV ENTERP                 | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     29900 | NS      | $1831973.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                    | KENNAMETAL INC                  | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      2000 | NS      | $48120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                               | UPLAND SOFTWARE                 | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     16490 | NS      | $117573.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                 | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $1578.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                               | CENTURY CASINOS                 | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      1478 | NS      | $10390.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                         | PACKAGING CORP                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |    132683 | NS      | $16971482.53  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                          | UNITED BANKSHS                  | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |        18 | NS      | $728.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9299 | NS      | $147110.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                               | FUELCELL ENERGY                 | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    242700 | NS      | $674706.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                          | CHINOOK THERAPEU                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |        67 | NS      | $1755.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                        | GRAFTECH INTERNA                | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     78977 | NS      | $375930.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                                 | ATMOS ENERGY                    | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      3000 | NS      | $336210.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                       | CDW CORP/DE                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |    150497 | NS      | $26875754.26  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                             | LINCOLN NATL CRP                | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     15800 | NS      | $485376.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                            | SERES THERAPEUTI                | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |        22 | NS      | $123.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                         | UDEMY INC                       | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      6100 | NS      | $64355.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                         | UNITED PARCEL-B                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |    328735 | NS      | $57147292.40  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                         | VIMEO INC                       | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    100800 | NS      | $345744.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                              | KEURIG DR PEPPER                | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    134200 | NS      | $4785572.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                | CLEAR CHANNEL OU                | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $315.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                    | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       100 | NS      | $1642.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                               | GENERAL ELECTRIC                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |    139400 | NS      | $11680326.00  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                  | BABCOCK & WILCOX                | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |       113 | NS      | $652.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                                            | HP INC                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |    650872 | NS      | $17488930.64  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                       | NETFLIX INC                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      5840 | NS      | $1722099.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                          | ADURO BIOTECH CVR               | CUSIP: N/A<br>LEI: 549300X0O3003W5QYQ48       | Long             | EC               | CORP              | US        |        67 | NS      | $12.33        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Becton Dickinson and Co                           | BECTON DICKINSON                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     83550 | NS      | $21246765.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                              | MOMENTIVE GLOBAL                | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    117300 | NS      | $821100.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                        | IMPINJ INC                      | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      2500 | NS      | $272950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC                | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $6891.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                             | SPOTIFY TECHNOLO                | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | US        |     14400 | NS      | $1136880.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                             | TRAVELERS COS IN                | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     58430 | NS      | $10955040.70  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                  | HELIX ENERGY SOL                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       146 | NS      | $1077.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                          | CROWDSTRIKE HO-A                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |     16400 | NS      | $1726756.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                                | SONOCO PRODUCTS                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1333 | NS      | $80926.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                       | ALNYLAM PHARMACE                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      7000 | NS      | $1663550.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                            | OPORTUN FINANCIA                | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       200 | NS      | $1102.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp              | IBM                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     47500 | NS      | $6692275.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                 | ALLISON TRANSMIS                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     27154 | NS      | $1129606.40   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                    | MORGAN STANLEY                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    154915 | NS      | $13170873.30  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                       | ORION ENGINEERED                | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1424.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                | PETMED EXPRESS                  | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |        47 | NS      | $831.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                                       | COUPANG INC                     | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     84300 | NS      | $1240053.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                       | ECOVYST INC                     | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $930.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                             | INNOVAGE HOLDING                | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       273 | NS      | $1960.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                 | WM TECHNOLOGY IN                | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |     67479 | NS      | $68153.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1982.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                                   | CONCENTRIX CORP                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5042 | NS      | $671392.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                         | WARNER BROS DISC                | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |    152400 | NS      | $1444752.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                         | CHEWY INC- CL A                 | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     12700 | NS      | $470916.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lumen Technologies Inc                            | LUMEN TECHNOLOGI                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1192670 | NS      | $6225737.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                    | MULTIPLAN CORP                  | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $2990.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp                                 | BARRICK GOLD CRP                | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | US        |       100 | NS      | $1718.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                       | CORNING INC                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    160900 | NS      | $5139146.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                 | NEWMARK GROUP-A                 | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84977 | NS      | $677266.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                 | EOG RESOURCES                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    380001 | NS      | $49217729.52  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      3500 | NS      | $47985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                               | GLOBAL PAYMENTS                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     10000 | NS      | $993200.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                              | EDISON INTL                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     75743 | NS      | $4818769.66   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                            | 2U INC                          | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     44714 | NS      | $280356.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lineage Cell Therapeutics Inc                     | LINEAGE CELL THE                | CUSIP: 53566P109<br>LEI: 5299002BI4W22SDF8R25 | Long             | EC               | CORP              | US        |       900 | NS      | $1053.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                              | OLAPLEX HOLDINGS                | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67871 | NS      | $353607.91    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                    | MRC GLOBAL INC                  | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      9000 | NS      | $104220.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                   | SQUARESPACE IN-A                | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      6500 | NS      | $144105.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                                | VERTIV HOLDINGS                 | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |       140 | NS      | $1912.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDS Biotechnology Corp                            | PDS BIOTECHNOLOG                | CUSIP: 70465T107<br>LEI: 5493002KU8ACFTSMC935 | Long             | EC               | CORP              | US        |       165 | NS      | $2178.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                 | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     54000 | NS      | $822960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AirSculpt Technologies Inc                        | AIRSCULPT TECHNO                | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $9250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                           | MDU RES GROUP                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $1729.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Mountain Finance Corp                         | NEW MOUNTAIN FIN                | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | CORP              | US        |      6002 | NS      | $74244.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                          | GOGO INC                        | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     23100 | NS      | $340956.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                      | CONDUENT INC                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    119000 | NS      | $481950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                              | HOWMET AEROSPACE                | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     32300 | NS      | $1272943.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                             | MICRON TECH                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    636614 | NS      | $31817967.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                         | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       146 | NS      | $1854.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Bancorp                  | CENTRAL VALLEY                  | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $10590.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                   | CVS HEALTH CORP                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    385222 | NS      | $35898838.18  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                        | CHIPOTLE MEXICAN                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10127 | NS      | $14051111.23  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                    | PBF ENERGY INC-A                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     27800 | NS      | $1133684.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                            | MOTOROLA SOLUTIO                | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     53535 | NS      | $13796504.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                       | LEXICON PHARMACE                | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190755 | NS      | $364342.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                              | TARGA RESOURCES                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    108820 | NS      | $7998270.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                       | STARWOOD PROPERT                | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      6100 | NS      | $111813.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                          | CORCEPT THERA                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     29100 | NS      | $591021.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER                | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6015 | NS      | $141172.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                      | CARGURUS INC                    | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     25000 | NS      | $350250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                       | DISCOVER FINANCI                | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    325671 | NS      | $31860393.93  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                       | IDENTIV INC                     | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      1117 | NS      | $8087.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc                     | UNIVERSAL HLTH-B                | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |      6053 | NS      | $852807.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                             | APPLIED MATERIAL                | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |    505940 | NS      | $49268437.20  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                         | HOST HOTELS & RE                | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |   1149529 | NS      | $18449940.45  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp                                   | FAIR ISAAC CORP                 | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      5049 | NS      | $3022230.42   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                  | PRIMO WATER CORP                | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $1662.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hollysys Automation Technologies Ltd              | HOLLYSYS AUTOMAT                | CUSIP: G45667105<br>LEI: 2549008FKCB1PSUOZ583 | Long             | EC               | CORP              | US        |       100 | NS      | $1643.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                             | ARDMORE SHIPPING                | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | US        |      3100 | NS      | $44671.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                       | NVIDIA CORP                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    425899 | NS      | $62240879.86  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                              | PILGRIM'S PRIDE                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      5300 | NS      | $125769.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                        | AMDOCS LTD                      | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | US        |     72600 | NS      | $6599340.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                        | VAXART INC                      | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $288.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                            | COLUMBIA FINANCI                | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      1400 | NS      | $30268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                               | AVID TECHNOLOGY                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      5200 | NS      | $138268.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                                      | FORTIVE CORP                    | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |    207385 | NS      | $13324486.25  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                           | UDR INC                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     23300 | NS      | $902409.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                  | INTERDIGITAL INC                | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32700 | NS      | $1617996.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                             | NORFOLK SOUTHERN                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     59147 | NS      | $14575003.74  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis Inc                                    | PERSONALIS INC                  | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |      2100 | NS      | $4158.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                      | OUTBRAIN INC                    | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      1036 | NS      | $3750.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                      | ASSURANT INC                    | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     92333 | NS      | $11547164.98  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prospect Capital Corp                             | PROSPECT CAPITAL                | CUSIP: 74348T102<br>LEI: 549300FSD8T39P5Q0O47 | Long             | EC               | CORP              | US        |       200 | NS      | $1398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Garmin Ltd                                        | GARMIN LTD                      | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |     23089 | NS      | $2130883.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | MASTERBRAND                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    100330 | NS      | $757491.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase & Co                               | JPMORGAN CHASE                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    723858 | NS      | $97069357.80  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                | CALAVO GROWERS I                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $2734.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                 | AGREE REALTY                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $56744.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                             | EURONET WORLDWID                | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      3600 | NS      | $339768.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                                      | CENTENE CORP                    | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |    482725 | NS      | $39588277.25  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                    | MASTERCARD INC-A                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    318236 | NS      | $110660204.28 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta Air Lines Inc                               | DELTA AIR LI                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    194733 | NS      | $6398926.38   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                  | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |        28 | NS      | $1701.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                  | WELLS FARGO & CO                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    904252 | NS      | $37336565.08  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                        | SYSCO CORP                      | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |    255894 | NS      | $19563096.30  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon Inc                                         | ALCON INC                       | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | US        |       100 | NS      | $6855.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                          | ESSEX PROPERTY                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |     19834 | NS      | $4203221.28   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                                          | PPL CORP                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    786519 | NS      | $22982085.18  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                           | ARIS WATER SOL-A                | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1441.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                              | VERITEX HOLDINGS                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |        11 | NS      | $308.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                       | PAYCHEX INC                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |    329710 | NS      | $38101287.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                       | MODERNA INC                     | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     57992 | NS      | $10416523.04  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                           | HERBALIFE NUTRIT                | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |        45 | NS      | $669.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                                     | SHARECARE INC                   | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74200 | NS      | $118720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                           | FIRST FIN COR/IN                | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $4193.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                      | CARS.COM INC                    | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     11187 | NS      | $154044.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                    | GLOBE LIFE INC                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     69464 | NS      | $8373885.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                       | VIATRIS INC                     | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    187357 | NS      | $2085283.41   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                                 | MATRIX SERVICE                  | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |         6 | NS      | $37.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                  | ZILLOW GROUP I-A                | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        45 | NS      | $1404.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                    | GREAT LAKES DRED                | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     29720 | NS      | $176834.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                         | PALANTIR TECHN-A                | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    244200 | NS      | $1567764.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                       | HARSCO CORP                     | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     32700 | NS      | $205683.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                              | BANK OF AMERICA                 | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |   3309041 | NS      | $109595437.92 | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                       | ANTERIX INC                     | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        99 | NS      | $3184.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                           | DIGITALBRIDGE GR                | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |        14 | NS      | $153.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Splunk Inc                                        | SPLUNK INC                      | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               | CORP              | US        |      2400 | NS      | $206616.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                                       | OMEROS CORP                     | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |       287 | NS      | $648.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | RESIDEO TECHN                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     19100 | NS      | $314195.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                              | RANPAK HOLDINGS                 | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      4600 | NS      | $26542.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                  | METTLER-TOLEDO                  | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |     10696 | NS      | $15460533.20  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                             | OAK STREET HEALT                | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |     21359 | NS      | $459432.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                                   | GREAT AJAX CORP                 | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       388 | NS      | $2813.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                    | PAYCOR HCM INC                  | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7786 | NS      | $190523.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                     | GOLAR LNG LTD                   | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | US        |     12300 | NS      | $280317.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                   | BIO-TECHNE CORP                 | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     28600 | NS      | $2370368.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                                        | AMETEK INC                      | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     89022 | NS      | $12438153.84  | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                    | TD SYNNEX CORP                  | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        19 | NS      | $1799.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                            | NOVAGOLD RES                    | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |       100 | NS      | $598.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                               | LEIDOS HOLDINGS                 | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       284 | NS      | $29873.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxeon Solar Technologies Ltd                     | MAXEON SOLAR TEC                | CUSIP: Y58473102<br>LEI: 5493007JPB074ITT6Y72 | Long             | EC               | CORP              | US        |        12 | NS      | $192.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp                        | DEFINITIVE HEALT                | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $1044.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                     | DTE ENERGY CO                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     26873 | NS      | $3158383.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                         | ARCHER-DANIELS                  | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |    302583 | NS      | $28094831.55  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                          | SILICON LABS                    | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        41 | NS      | $5562.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                           | NOV INC                         | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      3400 | NS      | $71026.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       500 | NS      | $16890.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                                      | DOCUSIGN INC                    | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     80400 | NS      | $4455768.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                        | INSMED INC                      | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |         6 | NS      | $119.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                                       | NEOGAMES SA                     | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | US        |       190 | NS      | $2316.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                   | WW GRAINGER INC                 | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     44329 | NS      | $24658006.25  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                               | VARONIS SYSTEMS                 | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     15700 | NS      | $375858.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                              | WW INTERNATIONAL                | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       423 | NS      | $1632.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global PLC                                | LIBERTY GLOBAL-A                | CUSIP: G5480U104<br>LEI: 549300BSGXG3QLIQYT84 | Long             | EC               | CORP              | US        |     50200 | NS      | $950286.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                    | OMEGA HEALTHCARE                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |        69 | NS      | $1928.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                          | LYFT INC-A                      | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     99300 | NS      | $1094286.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                      | AMER SUPERCONDTR                | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |       300 | NS      | $1104.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                      | DIVERSIFIED HEAL                | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94700 | NS      | $61251.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                      | CADENCE BANK                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |        83 | NS      | $2046.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                                 | SPOK HOLDINGS IN                | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |       190 | NS      | $1556.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                        | HUMANA INC                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     20688 | NS      | $10596186.72  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cronos Group Inc                                  | CRONOS GROUP INC                | CUSIP: 22717L101<br>LEI: 549300CWB04E8UOTWX71 | Long             | EC               | CORP              | US        |     21800 | NS      | $55372.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                        | SYNDAX PHARMACEU                | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |        79 | NS      | $2010.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                 | PDF SOLUTIONS                   | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |        46 | NS      | $1311.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                       | PEPSICO INC                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    406726 | NS      | $73479119.16  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Technology Finance Corp                   | HORIZON TECHNOLO                | CUSIP: 44045A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1160.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                       | LENNAR CORP-A                   | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     80795 | NS      | $7311947.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                     | MANNKIND CORP                   | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      1700 | NS      | $8959.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                | JOHNSON CONTROLS                | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |    233400 | NS      | $14937600.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                       | FNB CORP                        | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       100 | NS      | $1305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                               | GILEAD SCIENCES                 | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |    892511 | NS      | $76622069.35  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                          | TRAVERE THERAPEU                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $12618.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                        | NETAPP INC                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |    187986 | NS      | $11290439.16  | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                     | EMPIRE STATE REA                | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       100 | NS      | $674.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                             | ANTERO MIDSTREAM                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4206 | NS      | $45382.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co                             | SOUTHWEST AIR                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    207616 | NS      | $6990430.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                             | PLAYTIKA HOLDING                | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |      6800 | NS      | $57868.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                            | TETRA TECHNOLOGI                | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       300 | NS      | $1038.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                            | UNITEDHEALTH GRP                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    302048 | NS      | $160139808.64 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                                       | EXELON CORP                     | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    208400 | NS      | $9009132.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Novavax Inc                                       | NOVAVAX INC                     | CUSIP: 670002401<br>LEI: 529900J4GJHPEPQ23205 | Long             | EC               | CORP              | US        |      2900 | NS      | $29812.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp                        | AMALGAMATED FINA                | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $552.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                     | VALVOLINE INC                   | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      3200 | NS      | $104480.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                                 | VAALCO ENERGY                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      4400 | NS      | $20064.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                     | NORDSTROM INC                   | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     25400 | NS      | $409956.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cato Corp/The                                     | CATO CORP-A                     | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      3700 | NS      | $34521.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                        | VISHAY PRECI                    | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2 | NS      | $77.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                     | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |        58 | NS      | $1598.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                          | SIMON PROPERTY                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    193750 | NS      | $22761750.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                   | ENTRAVISION CO-A                | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      4800 | NS      | $23040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                      | IRONWOOD PHARMAC                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       124 | NS      | $1536.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                        | DRIVEN BRANDS HO                | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $87392.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1000 | NS      | $26570.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                          | HAYNES INTL INC                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |        95 | NS      | $4340.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                            | DARDEN RESTAURAN                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      7800 | NS      | $1078974.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                      | PUBMATIC INC-A                  | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $1562.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                            | ITEOS THERAPEUTI                | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1953.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                  | ALTRIA GROUP INC                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |   1104914 | NS      | $50505618.94  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Brilliant Earth Group Inc                         | BRILLIANT EARTH                 | CUSIP: 109504100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $3245.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MakeMyTrip Ltd                                    | MAKEMYTRIP LTD                  | CUSIP: V5633W109<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | EC               | CORP              | US        |       200 | NS      | $5514.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                            | CHESAPEAKE ENERG                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        74 | NS      | $6983.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Media Corp                                | GANNETT CO INC                  | CUSIP: 36472T109<br>LEI: 549300S74UKH4O12NI89 | Long             | EC               | CORP              | US        |      2111 | NS      | $4285.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                             | ALKAMI TECHNOLOG                | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $43.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                     | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     13923 | NS      | $229868.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                           | BRIGHT HEALTH GR                | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $64.99        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                             | HACKETT GROUP                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3912 | NS      | $79687.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                            | VICTORIA'S SECRE                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      6500 | NS      | $232570.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                     | REPLIGEN CORP                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        39 | NS      | $6603.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                                     | MOSAIC CO/THE                   | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |    448225 | NS      | $19663630.75  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                | COCA-COLA EUROPA                | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | US        |      4100 | NS      | $226812.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                           | SBA COMM CORP                   | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     62450 | NS      | $17505359.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                               | AMERICAN TOWER C                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |      8845 | NS      | $1873901.70   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                            | HERITAGE COMMERC                | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       757 | NS      | $9841.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                         | UNIFI INC                       | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      5480 | NS      | $47182.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plug Power Inc                                    | PLUG POWER INC                  | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |       100 | NS      | $1237.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                | ENACT HOLDINGS I                | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7320 | NS      | $176558.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                             | HAWAIIAN HOLDING                | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |        76 | NS      | $779.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                    | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      4800 | NS      | $167184.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1100 | NS      | $32527.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                   | ROSS STORES INC                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     31452 | NS      | $3650633.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                                 | FLOWERS FOODS                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      5200 | NS      | $149448.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                             | LEMAITRE VASCULA                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        27 | NS      | $1242.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |        60 | NS      | $491.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                  | BJ'S WHOLESALE C                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       800 | NS      | $52928.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                           | RPC INC                         | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $889.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                       | TRINSEO PLC                     | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |      1099 | NS      | $24958.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                          | FLEX LTD                        | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |     20000 | NS      | $429200.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                             | MOHAWK INDS                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       100 | NS      | $10222.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                            | MAXAR TECHNOLOGI                | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      8900 | NS      | $460486.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                       | NEOGEN CORP                     | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     88000 | NS      | $1340240.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                  | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |         5 | NS      | $440.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                       | CORTEVA INC                     | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |    145000 | NS      | $8523100.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                      | BROADCOM INC                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    167656 | NS      | $93741499.28  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Agile Therapeutics Inc                            | AGILE THERAPEUTI                | CUSIP: 00847L209<br>LEI: 529900AJZBQ4SDDB0T37 | Long             | EC               | CORP              | US        |       446 | NS      | $101.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT                | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $989.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                       | JACK HENRY                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1500 | NS      | $263340.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                               | FIFTH THIRD BANC                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     11800 | NS      | $387158.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                  | TRICO BANCSHARES                | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1580.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                            | AMERISOURCEBERGE                | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |    130381 | NS      | $21605435.51  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                    | INFORMATION SERV                | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |       209 | NS      | $961.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                     | URSTADT BIDDLE-A                | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |        99 | NS      | $1876.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                                  | VERA BRADLEY INC                | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      6500 | NS      | $29445.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osisko Gold Royalties Ltd                         | OSISKO GOLD ROYA                | CUSIP: 68827L101<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | US        |       100 | NS      | $1207.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                   | PACWEST BANCORP                 | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       200 | NS      | $4590.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                 | JOHNSON&JOHNSON                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    953534 | NS      | $168441781.10 | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                       | AMERICAN AIRLINE                | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78600 | NS      | $999792.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                   | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       100 | NS      | $987.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                              | REGENCY CENTERS                 | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |    331175 | NS      | $20698437.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                         | ZUORA INC -CL A                 | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |      4900 | NS      | $31164.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnachip Semiconductor Corp                      | MAGNACHIP SEMICO                | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |      7500 | NS      | $70425.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                   | SEALED AIR CORP                 | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |    197230 | NS      | $9837832.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                    | HUNT (JB) TRANS                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |     76126 | NS      | $13273329.36  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                          | LAMB WESTON                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |    226606 | NS      | $20249512.16  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                          | COMMSCOPE HOLDIN                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       103 | NS      | $757.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                 | HERC HOLDINGS IN                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       600 | NS      | $78942.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                              | RANGE RESOURCES                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     74000 | NS      | $1851480.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                 | QUAD GRAPHICS IN                | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |     14582 | NS      | $59494.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                    | JOINT CORP/THE                  | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1398.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Wireless Inc                               | SIERRA WIRELESS                 | CUSIP: 826516106<br>LEI: 549300E33RZ5BJ726L53 | Long             | EC               | CORP              | US        |        15 | NS      | $434.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                          | BIO-RAD LABS-A                  | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      2600 | NS      | $1093274.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP                | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $58015.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                    | BORGWARNER INC                  | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     18407 | NS      | $740881.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                               | URANIUM ENERGY                  | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       119 | NS      | $461.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                            | FULL HOUSE RESRT                | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      1019 | NS      | $7662.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp                | INTEGRA LIFESCIE                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      6200 | NS      | $347634.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                        | PINNACLE WEST                   | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |    122545 | NS      | $9318321.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                 | TRACTOR SUPPLY                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      8184 | NS      | $1841154.48   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                               | KODIAK SCIENCES                 | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      1400 | NS      | $10024.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                 | CISCO SYSTEMS                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |   1176496 | NS      | $56048269.44  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                             | NEW YORK TIMES-A                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        98 | NS      | $3181.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ituran Location and Control Ltd                   | ITURAN LOCATION                 | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $549.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc          | CONSOLIDATED COM                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      8226 | NS      | $29449.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                 | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       100 | NS      | $1744.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                     | SCHRODINGER INC                 | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $48594.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IAMGOLD Corp                                      | IAMGOLD CORP                    | CUSIP: 450913108<br>LEI: 254900E7II30XAB9LA72 | Long             | EC               | CORP              | US        |       600 | NS      | $1548.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                       | DROPBOX INC-A                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     98800 | NS      | $2211144.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                        | AMNEAL PHARMACEU                | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |       200 | NS      | $398.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invacare Corp                                     | INVACARE CORP                   | CUSIP: 461203101<br>LEI: 549300NNUTG7HCZICS76 | Long             | EC               | CORP              | US        |      7600 | NS      | $3192.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Paysafe Ltd                                       | PAYSAFE LTD                     | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $65283.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                      | MOODY'S CORP                    | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |     27231 | NS      | $7587101.22   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                     | TERADATA CORP                   | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     31500 | NS      | $1060290.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                       | KENNEDY-WILSON H                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |        17 | NS      | $267.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                      | INSEEGO CORP                    | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |       200 | NS      | $168.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC                | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      4800 | NS      | $90624.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CECO Environmental Corp                           | CECO ENVIRONMNTL                | CUSIP: 125141101<br>LEI: 5493002CZCTL4HGLIY91 | Long             | EC               | CORP              | US        |       100 | NS      | $1168.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                 | TANGER FACTORY                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       100 | NS      | $1794.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                               | AMERICAN EXPRESS                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |    323884 | NS      | $47853861.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                          | AMERIPRISE FINAN                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     69233 | NS      | $21557079.21  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc                    | SS&C TECHNOLOGIE                | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |     42400 | NS      | $2207344.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      4564 | NS      | $63439.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                                   | RINGCENTRAL IN-A                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |        96 | NS      | $3398.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp               | COGNIZANT TECH-A                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |    875143 | NS      | $50049428.17  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                  | BARNES GROUP INC                | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |        98 | NS      | $4003.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                      | PROLOGIS INC                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     21115 | NS      | $2380293.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                | ASPEN AEROGELS I                | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $7074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                      | EAGLE PHARMACEUT                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      1100 | NS      | $32153.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                             | REPUBLIC SVCS                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    199169 | NS      | $25690809.31  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                          | WINNEBAGO INDS                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      7200 | NS      | $379440.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                       | MASIMO CORP                     | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |         9 | NS      | $1331.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                        | AUDACY INC                      | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10600 | NS      | $2386.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                  | ACCO BRANDS CORP                | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       204 | NS      | $1140.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                         | AVALONBAY COMMUN                | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |     14400 | NS      | $2325888.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                     | CELANESE CORP                   | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       900 | NS      | $92016.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       400 | NS      | $13580.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                      | ALPHABET INC-A                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1886078 | NS      | $166408661.94 | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                   | PLANET LABS PBC                 | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8100 | NS      | $35235.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                    | EVERBRIDGE INC                  | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     11900 | NS      | $352002.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                               | MISTER CAR WASH                 | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $923.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC                | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     15961 | NS      | $841463.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                                      | NEWMONT CORP                    | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    104800 | NS      | $4946560.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                     | INTERACTIVE BROK                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     10423 | NS      | $754104.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                             | 1-800-FLOWERS-A                 | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $46844.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                            | BOOT BARN HOLDIN                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       500 | NS      | $31260.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                          | ANYWHERE REAL ES                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     13200 | NS      | $84348.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                         | LIBERTY LATI-A                  | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | US        |       200 | NS      | $1506.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                 | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $4189.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |         8 | NS      | $186.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                           | AKAMAI TECHNOLOG                | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |     16200 | NS      | $1365660.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                         | DYNAVAX TECHNOLO                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      3300 | NS      | $35112.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                          | EQUITRANS MIDSTR                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     41600 | NS      | $278720.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corp                             | OWL ROCK CAPITAL                | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |       100 | NS      | $1155.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                        | KELLOGG CO                      | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      2001 | NS      | $142551.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                             | ORION OFFICE REI                | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $1622.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                    | NATURE'S SUNSHNE                | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $13611.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                         | LINDE PLC                       | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     30933 | NS      | $10089725.94  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The              | PNC FINANCIAL SE                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     82620 | NS      | $13049002.80  | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                      | OMNICELL INC                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       600 | NS      | $30252.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                               | VIAVI SOLUTIONS                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     21500 | NS      | $225965.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                        | GRID DYNAMICS HO                | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18900 | NS      | $212058.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD QUANTITATIVE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer