# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-25-180268
**Filing Date:** 2025-7
**Character Count:** 146531
**Document Hash:** c6706dd4cb55782843cf240c1e40c363
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-180268.hdr.sgml**: 20250728

**ACCESSION NUMBER**: 0001752724-25-180268

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250728

**DATE AS OF CHANGE**: 20250728

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 251154118

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 240-497-6400

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XTRASHARES TRUST
- **DATE OF NAME CHANGE:** 20030409

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS ETF TRUST
- **DATE OF NAME CHANGE:** 20020531

## Series and Classes Contracts Data

### ProShares Ultra MidCap400 (Series ID: S000006825)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000018463 | ProShares Ultra MidCap400 | MVV             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProShares Trust

- **b. Investment Company Act file number:** 811-21114

- **c. CIK number of Registrant:** 0001174610

- **d. LEI of Registrant:** 5493005D9DS7C1P5AM59

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProShares Ultra MidCap400

- **b. EDGAR series identifier (if any):** S000006825

- **c. LEI of Series:** 549300G4JPUZKCEQBU98

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**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:** $147606275.58

**Total Liabilities:** $14740033.69

**Net Assets:** $132866241.89

**Cash Not Reported:** $29705902.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018463 | -11.55%              | -7.02%               | 10.01%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2579255.19              | $-8819443.55                               |
| Month 2  | $-2734363.91             | $140315.52                                 |
| Month 3  | $32303.73                | $4653778.35                                |

**Designated Index Information**

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

- **Index Identifier:** MID

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Agree Realty Corp.                         | Agree Realty Corp.                                  | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4057 | NS      | $305492.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | COPT Defense Properties                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      4266 | NS      | $117101.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                | Crocs, Inc.                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2126 | NS      | $216852.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                             | Entegris, Inc.                                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5731 | NS      | $393948.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2522 | NS      | $301152.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                  | RLI Corp.                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      3161 | NS      | $242986.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                   | Dolby Laboratories, Inc., Class A                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2321 | NS      | $172357.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                   | FirstCash Holdings, Inc.                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1477 | NS      | $188923.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3264 | NS      | $178442.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7716 | NC      | $-1114490.42  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                    | Louisiana-Pacific Corp.                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2369 | NS      | $213375.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                  | United Therapeutics Corp.                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1692 | NS      | $539494.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8577 | NS      | $366752.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5606 | NS      | $265500.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2445 | NS      | $340148.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.            | Interactive Brokers Group, Inc., Class A            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      4128 | NS      | $865559.04    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                              | Autoliv, Inc.                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      2708 | NS      | $278436.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                 | Esab Corp.                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2154 | NS      | $264920.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                           | OGE Energy Corp.                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      7619 | NS      | $338816.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                      | Landstar System, Inc.                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1340 | NS      | $183874.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                    | Permian Resources Corp., Class A                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     24261 | NS      | $305931.21    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                   | Warner Music Group Corp., Class A                   | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $144786.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      8825 | NS      | $344528.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                              | Polaris, Inc.                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      1986 | NS      | $77890.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      8627 | NS      | $186084.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.              | BioMarin Pharmaceutical, Inc.                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      7227 | NS      | $419671.89    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                              | Ovintiv, Inc.                                       | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      9872 | NS      | $353615.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.          | Equity LifeStyle Properties, Inc.                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      7245 | NS      | $460564.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3800 | NS      | $174382.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                        | Carlisle Cos., Inc.                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1686 | NS      | $640983.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2871 | NS      | $159885.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      7429 | NS      | $125550.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2421 | NS      | $165814.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                          | Haemonetics Corp.                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1904 | NS      | $128919.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                         | nVent Electric plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6251 | NS      | $411315.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5031 | NS      | $552655.35    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                | Lattice Semiconductor Corp.                         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      5231 | NS      | $235081.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4300 | NS      | $178321.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                             | Doximity, Inc., Class A                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5062 | NS      | $263679.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1427 | NS      | $628036.97    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                   | Jazz Pharmaceuticals plc                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      2293 | NS      | $247804.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                   | Option Care Health, Inc.                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      6456 | NS      | $210982.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.         | BJ's Wholesale Club Holdings, Inc.                  | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5008 | NS      | $566955.68    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1952505 | PA      | $1952504.99   | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      4346 | NS      | $105216.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                | Kinsale Capital Group, Inc.                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       839 | NS      | $395999.61    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.               | Floor & Decor Holdings, Inc., Class A               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4064 | NS      | $291348.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                     | Medpace Holdings, Inc.                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       947 | NS      | $279270.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                             | Repligen Corp.                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1975 | NS      | $233188.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3781 | NS      | $465138.62    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                  | ATI, Inc.                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5408 | NS      | $430693.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3253 | NS      | $435739.35    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                            | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      4000 | NS      | $177320.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     12097 | NS      | $252343.42    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                        | Hamilton Lane, Inc., Class A                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1643 | NS      | $244807.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                             | WP Carey, Inc.                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      8299 | NS      | $520845.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                    | Abercrombie & Fitch Co., Class A                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1910 | NS      | $149915.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.          | Fidelity National Financial, Inc.                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      9859 | NS      | $539977.43    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                              | Crane NXT Co.                                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1867 | NS      | $100089.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1009 | NS      | $266789.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8404 | NS      | $304476.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.        | Gaming and Leisure Properties, Inc.                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     10407 | NS      | $486006.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      3786 | NS      | $394690.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      3874 | NS      | $365008.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |     97625 | PA      | $97625.25     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                              | Dropbox, Inc., Class A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      8209 | NS      | $236911.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                    | Lantheus Holdings, Inc.                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2635 | NS      | $199100.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       847 | NS      | $107297.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.              | Starwood Property Trust, Inc.                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     12149 | NS      | $239942.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                      | Albertsons Cos., Inc., Class A                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     15383 | NS      | $341964.09    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                  | UGI Corp.                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      8145 | NS      | $293708.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3525 | NS      | $79806.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                           | NEXTracker, Inc., Class A                           | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5449 | NS      | $308903.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC Investment Corp.                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      9416 | NS      | $249053.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6504 | NS      | $270436.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | American Homes 4 Rent, Class A                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     12022 | NS      | $455032.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                   | Equitable Holdings, Inc.                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     11751 | NS      | $621275.37    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2625 | NS      | $189735.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                       | Ally Financial, Inc.                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     10423 | NS      | $364805.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1970 | NS      | $334013.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2041 | NS      | $298251.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp., Class A                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3921 | NS      | $220673.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2182 | NS      | $162188.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                        | IPG Photonics Corp.                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1002 | NS      | $66392.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                   | Hims & Hers Health, Inc.                            | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      7251 | NS      | $410116.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                   | Mueller Industries, Inc.                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4313 | NS      | $335853.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1038 | NS      | $251320.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2627 | NS      | $135500.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp.                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      9153 | NS      | $348180.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      4467 | NS      | $80942.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4863 | NS      | $30636.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                         | RBC Bearings, Inc.                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $433555.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1366753 | PA      | $1366753.49   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                               | ALLETE, Inc.                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      2196 | NS      | $142827.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.               | Grand Canyon Education, Inc.                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1089 | NS      | $215453.21    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                            | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      1364 | NS      | $317634.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2179 | NS      | $241084.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1111 | NS      | $314290.79    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                          | Morningstar, Inc.                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1024 | NS      | $315822.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc., Class A | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6139 | NS      | $272080.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     10679 | NS      | $395123.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                     | US Foods Holding Corp.                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      8737 | NS      | $691271.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | Chord Energy Corp.                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2317 | NS      | $208530.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | Aramark                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10053 | NS      | $407146.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                               | Bruker Corp.                                        | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4195 | NS      | $153956.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                      | Roivant Sciences Ltd.                               | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     15970 | NS      | $175510.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1655 | NS      | $135809.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                          | Pegasystems, Inc.                                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1685 | NS      | $165382.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                                   | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      3982 | NS      | $230956.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                                   | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      6067 | NS      | $219200.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                      | Shift4 Payments, Inc., Class A                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2604 | NS      | $246833.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     10148 | NS      | $354571.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                         | Cytokinetics, Inc.                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      4475 | NS      | $138814.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                        | BILL Holdings, Inc.                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      3555 | NS      | $155282.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                  | Nexstar Media Group, Inc., Class A                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1107 | NS      | $188654.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                              | Visteon Corp.                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1046 | NS      | $88308.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                    | Paylocity Holding Corp.                             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1653 | NS      | $315557.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                          | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1348 | NS      | $214655.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1800 | NS      | $400860.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                             | Illumina, Inc.                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      6007 | NS      | $494015.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                              | Parsons Corp.                                       | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1771 | NS      | $114831.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                             | Comerica, Inc.                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      4984 | NS      | $284536.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2902 | NS      | $308424.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc.                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     10614 | NS      | $456826.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                   | Power Integrations, Inc.                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2159 | NS      | $107367.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2519 | NS      | $113380.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                         | HealthEquity, Inc.                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3288 | NS      | $330805.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       979 | NS      | $54432.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5413 | NS      | $195625.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5770 | NC      | $-2049196.88  | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                             | Coherent Corp.                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      5876 | NS      | $444401.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                            | Maplebear, Inc.                                     | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6137 | NS      | $280276.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                      | DENTSPLY SIRONA, Inc.                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      7541 | NS      | $120505.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                       | Globus Medical, Inc., Class A                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4313 | NS      | $255243.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.           | Old Republic International Corp.                    | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      8847 | NS      | $334416.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                               | Genpact Ltd.                                        | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      6093 | NS      | $262303.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2511 | NS      | $335067.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                               | Acuity, Inc.                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $301992.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.            | Northwestern Energy Group, Inc.                     | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      2324 | NS      | $128586.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1528 | NS      | $75116.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       291 | NS      | $187421.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                             | Exponent, Inc.                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1924 | NS      | $146878.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                               | Qualys, Inc.                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1389 | NS      | $192445.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                   | Ensign Group, Inc. (The)                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2162 | NS      | $318376.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | Amkor Technology, Inc.                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4303 | NS      | $77540.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                | ZoomInfo Technologies, Inc., Class A                | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     10290 | NS      | $98269.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      5925 | NS      | $530643.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                 | Bio-Rad Laboratories, Inc., Class A                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       730 | NS      | $165658.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | Universal Display Corp.                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1673 | NS      | $239824.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp.                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2581 | NS      | $266152.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1790 | NS      | $88622.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2139 | NS      | $414089.01    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.            | Advanced Drainage Systems, Inc.                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2677 | NS      | $294362.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      4531 | NS      | $186405.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | Annaly Capital Management, Inc.                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     21929 | NS      | $415554.55    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | Mattel, Inc.                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12780 | NS      | $242053.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2504 | NS      | $126752.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                       | UFP Industries, Inc.                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2303 | NS      | $224680.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    585752 | PA      | $585751.50    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                  | Darling Ingredients, Inc.                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      6032 | NS      | $187957.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8971 | NC      | $-5715068.98  | -4.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      6359 | NS      | $178497.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      6441 | NS      | $193036.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.            | Simpson Manufacturing Co., Inc.                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1596 | NS      | $248497.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc.                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1595 | NS      | $234672.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | Royal Gold, Inc.                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2494 | NS      | $444231.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                     | Chart Industries, Inc.                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1594 | NS      | $250034.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      7167 | NS      | $48090.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                               | Watsco, Inc.                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1322 | NS      | $586399.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                  | ExlService Holdings, Inc.                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      6101 | NS      | $280584.99    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2856 | NS      | $346547.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3819 | NS      | $461717.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                 | AAON, Inc.                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2559 | NS      | $246406.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3614 | NS      | $251715.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1214 | NS      | $77428.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                            | Valvoline, Inc.                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      4819 | NS      | $166689.21    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                            | Insperity, Inc.                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1342 | NS      | $86854.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                            | Dynatrace, Inc.                                     | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     11353 | NS      | $613175.53    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                            | Gap, Inc. (The)                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      8440 | NS      | $188296.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                 | Sarepta Therapeutics, Inc.                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3622 | NS      | $136187.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      4032 | NS      | $129830.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3854 | NS      | $146297.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       942 | NS      | $193166.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                            | Whirlpool Corp.                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2102 | NS      | $164145.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                     | Alaska Air Group, Inc.                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4668 | NS      | $237741.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                           | Five Below, Inc.                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2083 | NS      | $242815.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                     | BWX Technologies, Inc.                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      3467 | NS      | $435455.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.              | Graphic Packaging Holding Co.                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11385 | NS      | $252974.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                           | elf Beauty, Inc.                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2138 | NS      | $240503.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                  | WEX, Inc.                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1320 | NS      | $175467.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                           | Concentrix Corp.                                    | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1755 | NS      | $98218.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                           | Cava Group, Inc.                                    | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3083 | NS      | $250555.41    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                   | VF Corp.                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     12562 | NS      | $156522.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                    | Avis Budget Group, Inc.                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       640 | NS      | $77945.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                               | LivaNova plc                                        | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      2059 | NS      | $89051.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                 | Okta, Inc., Class A                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      6175 | NS      | $637074.75    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      3725 | NS      | $169636.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       568 | NS      | $326509.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                      | Associated Banc-Corp.                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      6218 | NS      | $144071.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | Clean Harbors, Inc.                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1920 | NS      | $435436.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                           | Murphy Oil Corp.                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      5200 | NS      | $108836.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.                  | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1216 | NS      | $80085.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2954 | NS      | $124658.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.      | Ollie's Bargain Outlet Holdings, Inc.               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2322 | NS      | $258786.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                           | SouthState Corp.                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3722 | NS      | $326791.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                          | Knife River Corp.                                   | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2147 | NS      | $202032.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                          | Black Hills Corp.                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      2712 | NS      | $158570.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1171503 | PA      | $1171502.99   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     15418 | NS      | $459456.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    976252 | PA      | $976252.49    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                     | Antero Resources Corp.                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     11092 | NS      | $415395.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                            | RB Global, Inc.                                     | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      6988 | NS      | $735836.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                      | Eagle Materials, Inc.                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1263 | NS      | $255391.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5225 | NC      | $-1763194.81  | -1.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3607 | NS      | $608753.39    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      5354 | NS      | $256081.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     10531 | NS      | $125213.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                                     | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      5174 | NS      | $138507.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      6961 | NS      | $210918.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                     | Antero Midstream Corp.                              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12706 | NS      | $238618.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      4866 | NS      | $306314.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                       | Travel + Leisure Co.                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2594 | NS      | $125990.58    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                      | Matador Resources Co.                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4401 | NS      | $189287.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     10805 | NS      | $123285.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                  | KBR, Inc.                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      5051 | NS      | $263611.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2240 | NS      | $256816.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2522 | NS      | $399484.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      3218 | NS      | $98342.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     18360 | NS      | $107038.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1408 | NS      | $616366.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.        | First Industrial Realty Trust, Inc.                 | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5023 | NS      | $248286.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2463 | NS      | $244304.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1231 | NS      | $148372.43    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                        | CNX Resources Corp.                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      5644 | NS      | $182188.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1366 | NS      | $240388.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                       | Light & Wonder, Inc.                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      3348 | NS      | $301721.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                           | MSA Safety, Inc.                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1490 | NS      | $242825.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                             | Evercore, Inc., Class A                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1343 | NS      | $310891.07    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                | Axalta Coating Systems Ltd.                         | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      8274 | NS      | $254839.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5388 | NS      | $431363.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                  | NOV, Inc.                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     14447 | NS      | $173364.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2350 | NS      | $230253.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1734 | NS      | $191763.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1267 | NS      | $342850.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                   | Flagstar Financial, Inc.                            | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     11495 | NS      | $132422.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      8975 | NS      | $156883.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1455 | NS      | $388441.35    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2317 | NS      | $437403.26    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8628 | NS      | $304050.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1487 | NS      | $87376.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2031 | NS      | $127201.53    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                 | Allegro MicroSystems, Inc.                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4959 | NS      | $125710.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                             | Appfolio, Inc., Class A                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       880 | NS      | $185829.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                          | TXNM Energy, Inc.                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      3420 | NS      | $193879.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1868 | NS      | $465916.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                       | Planet Fitness, Inc., Class A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      3192 | NS      | $328233.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      8737 | NS      | $162420.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                             | Wingstop, Inc.                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1108 | NS      | $378603.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.              | American Airlines Group, Inc.                       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24929 | NS      | $284439.89    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                    | RPM International, Inc.                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      4877 | NS      | $555197.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                       | Houlihan Lokey, Inc., Class A                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2049 | NS      | $357919.32    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                  | MKS, Inc.                                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2552 | NS      | $209748.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                              | Vontier Corp.                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      5635 | NS      | $201451.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4310 | NS      | $200802.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                  | Flex Ltd.                                           | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     14528 | NS      | $614534.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                          | Core & Main, Inc., Class A                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7212 | NS      | $395289.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                         | Viper Energy, Inc., Class A                         | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      4980 | NS      | $197656.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      2438 | NS      | $309577.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                         | Pure Storage, Inc., Class A                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     11752 | NS      | $629789.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.             | Somnigroup International, Inc.                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      7760 | NS      | $504865.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2949 | NS      | $244118.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4135 | NS      | $299415.35    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.            | MSC Industrial Direct Co., Inc., Class A            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1694 | NS      | $137552.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      7832 | NS      | $81139.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                             | Reliance, Inc.                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2051 | NS      | $600573.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1684 | NS      | $273650.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1270 | NS      | $90208.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                             | Duolingo, Inc., Class A                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1435 | NS      | $745640.35    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                   | Guidewire Software, Inc.                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3167 | NS      | $680968.34    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4061 | NS      | $226888.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1853 | NS      | $214095.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.  | MACOM Technology Solutions Holdings, Inc.           | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2256 | NS      | $274352.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                  | Janus Henderson Group plc                           | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      4823 | NS      | $175219.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4390 | NS      | $85209.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                  | XPO, Inc.                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      4442 | NS      | $505632.86    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc.                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       709 | NS      | $116403.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                | Spire, Inc.                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2212 | NS      | $166519.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2019 | NS      | $163922.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2035 | NS      | $184004.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                              | Novanta, Inc.                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1361 | NS      | $168519.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7184 | NC      | $5217.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                             | EchoStar Corp., Class A                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      4583 | NS      | $81256.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                      | Onto Innovation, Inc.                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1874 | NS      | $172295.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4629 | NS      | $291673.29    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                            | ChampionX Corp.                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      7238 | NS      | $174218.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                           | PBF Energy, Inc., Class A                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      3718 | NS      | $70827.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.             | American Financial Group, Inc.                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2738 | NS      | $339457.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                               | Belden, Inc.                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1528 | NS      | $162273.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2196 | NS      | $393830.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.             | First American Financial Corp.                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3906 | NS      | $217993.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.              | Ryan Specialty Holdings, Inc., Class A              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4036 | NS      | $288856.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                   | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     33156 | NS      | $414781.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       326 | NS      | $74931.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                    | Western Union Co. (The)                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     12818 | NS      | $118951.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      4878 | NS      | $171998.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                             | NNN REIT, Inc.                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      7113 | NS      | $297038.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8330 | NS      | $184259.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $179437.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P Midcap 400 E-Mini Index                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        45 | NC      | $333460.99    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                  | Comfort Systems USA, Inc.                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1346 | NS      | $643697.58    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5611 | NC      | $-1916340.26  | -1.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.              | Columbia Banking System, Inc.                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7947 | NS      | $185800.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                | Alcoa Corp.                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      9797 | NS      | $262265.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      3282 | NS      | $164132.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.            | Selective Insurance Group, Inc.                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2305 | NS      | $202886.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                | Halozyme Therapeutics, Inc.                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      4824 | NS      | $270481.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                              | Avantor, Inc.                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25824 | NS      | $333387.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6404 | NS      | $542162.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                           | Murphy USA, Inc.                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       692 | NS      | $295338.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.               | Hilton Grand Vacations, Inc.                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      2354 | NS      | $89852.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1781 | NS      | $74712.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      3077 | NS      | $162742.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                        | First Horizon Corp.                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     19872 | NS      | $395055.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      5328 | NS      | $126273.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                     | Celsius Holdings, Inc.                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5973 | NS      | $226257.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1010 | NS      | $320079.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                  | ITT, Inc.                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3086 | NS      | $464566.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1745 | NS      | $125099.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                              | Maximus, Inc.                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2146 | NS      | $155606.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2515 | NS      | $188549.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                        | SEI Investments Co.                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3655 | NS      | $311625.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6900 | NC      | $-2042062.97  | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc., Class A              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     13433 | NS      | $194778.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6230 | NS      | $509053.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                          | Wendy's Co. (The)                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      6495 | NS      | $74043.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5258 | NS      | $479529.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                     | Lancaster Colony Corp.                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       731 | NS      | $122369.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6296 | NS      | $237170.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1977 | NS      | $234037.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                  | United States Steel Corp.                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      8540 | NS      | $459622.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2498 | NS      | $507818.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      1441 | NS      | $89673.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4528 | NS      | $314922.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                  | WESCO International, Inc.                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1683 | NS      | $282558.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1109 | NS      | $195184.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     13641 | NS      | $189200.67    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2020 | NS      | $240279.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      2287 | NS      | $164275.21    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       572 | NS      | $103594.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                             | Docusign, Inc., Class A                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      7661 | NS      | $678841.21    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1495 | NS      | $125026.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                 | Carpenter Technology Corp.                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1896 | NS      | $445560.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      9579 | NS      | $369078.87    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                   | CACI International, Inc., Class A                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       850 | NS      | $363800.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                    | Commvault Systems, Inc.                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1668 | NS      | $305494.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      2787 | NS      | $266074.89    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1566 | NS      | $169566.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      3648 | NS      | $242664.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2224 | NS      | $133017.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                       | Crown Holdings, Inc.                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4439 | NS      | $437241.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      1676 | NS      | $88509.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                      | STAG Industrial, Inc.                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7072 | NS      | $251621.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      2110 | NS      | $176754.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | Cirrus Logic, Inc.                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2013 | NS      | $197998.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                      | Texas Roadhouse, Inc., Class A                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2529 | NS      | $493686.09    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc              | Weatherford International plc                       | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      2762 | NS      | $120423.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                             | Toro Co. (The)                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      3814 | NS      | $289024.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.              | Portland General Electric Co.                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4146 | NS      | $175790.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2148 | NS      | $160584.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                         | DT Midstream, Inc.                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3844 | NS      | $402620.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                  | Crane Co.                                           | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1844 | NS      | $316061.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                    | Bath & Body Works, Inc.                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      8214 | NS      | $230977.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3791 | NS      | $655312.26    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                      | Silgan Holdings, Inc.                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3079 | NS      | $169560.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                         | Hyatt Hotels Corp., Class A                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1617 | NS      | $213492.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                  | Carlyle Group, Inc. (The)                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      8003 | NS      | $361735.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                   | New York Times Co. (The), Class A                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      6188 | NS      | $353458.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                    | Civitas Resources, Inc.                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3368 | NS      | $92182.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2333 | NS      | $363784.69    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp.                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      6499 | NS      | $334568.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                             | Amedisys, Inc.                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1242 | NS      | $116834.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2250 | NS      | $486742.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4711 | NS      | $237434.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                               | Rambus, Inc.                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4042 | NS      | $216125.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1635 | NS      | $97380.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                               | Avient Corp.                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3465 | NS      | $125190.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     18017 | NS      | $158189.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      4982 | NS      | $248651.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7013 | NS      | $198397.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    683377 | PA      | $683376.75    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                         | Vail Resorts, Inc.                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      1420 | NS      | $227441.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     11599 | NS      | $294730.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                    | Burlington Stores, Inc.                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2381 | NS      | $543510.87    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                          | EMCOR Group, Inc.                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1745 | NS      | $823395.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM Corp.                                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7979 | NS      | $258280.23    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                | Chewy, Inc., Class A                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      6280 | NS      | $284170.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2023380 | PA      | $2023380.04   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3430 | NS      | $283112.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc           | Sensata Technologies Holding plc                    | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      5675 | NS      | $147890.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3334 | NS      | $401880.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      4991 | NS      | $309641.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      6533 | NS      | $119357.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                   | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      2660 | NS      | $91504.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       128 | NS      | $122164.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                               | Valaris Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2480 | NS      | $93297.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                            | H&R Block, Inc.                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      5075 | NS      | $289021.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                | Service Corp. International                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      5468 | NS      | $426504.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       761 | NS      | $242028.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                 | Coty, Inc., Class A                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     13895 | NS      | $68502.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.            | Jefferies Financial Group, Inc.                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      6173 | NS      | $300007.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      4127 | NS      | $104825.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                | Cabot Corp.                                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2056 | NS      | $153562.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                               | Kemper Corp.                                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      2278 | NS      | $145176.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI Consulting, Inc.                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1340 | NS      | $219974.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      2719 | NS      | $106965.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.      | Applied Industrial Technologies, Inc.               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1455 | NS      | $329586.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                          | Sotera Health Co.                                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5803 | NS      | $71028.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer