# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-25-180280
**Filing Date:** 2025-7
**Character Count:** 147376
**Document Hash:** 07868aa9166b2767b5faf744116f146e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-180280.hdr.sgml**: 20250728

**ACCESSION NUMBER**: 0001752724-25-180280

**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:** 251154130

**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 UltraPro MidCap400 (Series ID: S000024920)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000074110 | ProShares UltraPro MidCap400 | UMDD            |

## 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 UltraPro MidCap400

- **b. EDGAR series identifier (if any):** S000024920

- **c. LEI of Series:** YELLSFUO2ZS3VU6OFQ93

**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:** $30692921.75

**Total Liabilities:** $4500253.32

**Net Assets:** $26192668.43

**Cash Not Reported:** $4392755.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074110 | -17.43%              | -13.09%              | 14.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-271968.23              | $-1049055.06                               |
| Month 2  | $-864886.21              | $187064.38                                 |
| Month 3  | $5361.96                 | $790568.94                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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        |       605 | NS      | $45556.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | COPT Defense Properties                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       636 | NS      | $17458.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                | Crocs, Inc.                                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       317 | NS      | $32334.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                             | Entegris, Inc.                                      | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       854 | NS      | $58703.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       375 | NS      | $44778.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                  | RLI Corp.                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       471 | NS      | $36205.77     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                   | Dolby Laboratories, Inc., Class A                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       346 | NS      | $25693.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                   | FirstCash Holdings, Inc.                            | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $28140.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                               | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       485 | NS      | $26514.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                    | Louisiana-Pacific Corp.                             | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       354 | NS      | $31884.78     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                  | United Therapeutics Corp.                           | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       253 | NS      | $80669.05     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $54690.04     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       835 | NS      | $39545.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       366 | NS      | $50917.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.            | Interactive Brokers Group, Inc., Class A            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       615 | NS      | $128953.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                              | Autoliv, Inc.                                       | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |       402 | NS      | $41333.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                 | Esab Corp.                                          | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       321 | NS      | $39479.79     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                           | OGE Energy Corp.                                    | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1136 | NS      | $50517.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                      | Landstar System, Inc.                               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       199 | NS      | $27306.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                    | Permian Resources Corp., Class A                    | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      3621 | NS      | $45660.81     | 0.17%             |  |  |  | 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        |       820 | NS      | $21582.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                              | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      1317 | NS      | $51415.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                              | Polaris, Inc.                                       | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       296 | NS      | $11609.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1288 | NS      | $27782.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.              | BioMarin Pharmaceutical, Inc.                       | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      1078 | NS      | $62599.46     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                              | Ovintiv, Inc.                                       | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      1473 | NS      | $52762.86     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.          | Equity LifeStyle Properties, Inc.                   | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      1080 | NS      | $68655.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                          | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       567 | NS      | $26019.63     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                        | Carlisle Cos., Inc.                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       252 | NS      | $95805.36     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       430 | NS      | $23946.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      1110 | NS      | $18759.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                                    | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       361 | NS      | $24724.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                          | Haemonetics Corp.                                   | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       284 | NS      | $19229.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                         | nVent Electric plc                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       932 | NS      | $61325.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       751 | NS      | $82497.35     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                | Lattice Semiconductor Corp.                         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       782 | NS      | $35143.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       643 | NS      | $26665.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                             | Doximity, Inc., Class A                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       754 | NS      | $39275.86     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       213 | NS      | $93743.43     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                   | Jazz Pharmaceuticals plc                            | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |       340 | NS      | $36743.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                   | Option Care Health, Inc.                            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       962 | NS      | $31438.16     | 0.12%             |  |  |  | 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        |       747 | NS      | $84567.87     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    973131 | PA      | $973130.85    | 3.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       648 | NS      | $15688.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                | Kinsale Capital Group, Inc.                         | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       124 | NS      | $58526.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.               | Floor & Decor Holdings, Inc., Class A               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |       605 | NS      | $43372.45     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                     | Medpace Holdings, Inc.                              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       141 | NS      | $41580.90     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                             | Repligen Corp.                                      | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       295 | NS      | $34830.65     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                        | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       564 | NS      | $69383.28     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                  | ATI, Inc.                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       806 | NS      | $64189.84     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                       | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       485 | NS      | $64965.75     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                            | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       596 | NS      | $26420.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      1806 | NS      | $37673.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                        | Hamilton Lane, Inc., Class A                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       245 | NS      | $36505.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                             | WP Carey, Inc.                                      | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      1238 | NS      | $77696.88     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                    | Abercrombie & Fitch Co., Class A                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       284 | NS      | $22291.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.          | Fidelity National Financial, Inc.                   | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      1471 | NS      | $80566.67     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                              | Crane NXT Co.                                       | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       278 | NS      | $14903.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                          | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       151 | NS      | $39925.91     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.                | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $45432.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.        | Gaming and Leisure Properties, Inc.                 | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      1552 | NS      | $72478.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       565 | NS      | $58901.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       579 | NS      | $54553.38     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |     48657 | PA      | $48656.54     | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dropbox, Inc.                              | Dropbox, Inc., Class A                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      1225 | NS      | $35353.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                    | Lantheus Holdings, Inc.                             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       394 | NS      | $29770.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       126 | NS      | $15961.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.              | Starwood Property Trust, Inc.                       | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      1812 | NS      | $35787.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                      | Albertsons Cos., Inc., Class A                      | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      2295 | NS      | $51017.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                  | UGI Corp.                                           | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1215 | NS      | $43812.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                         | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       525 | NS      | $11886.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                           | NEXTracker, Inc., Class A                           | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $46088.97     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC Investment Corp.                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      1406 | NS      | $37188.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                         | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       971 | NS      | $40374.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | American Homes 4 Rent, Class A                      | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      1793 | NS      | $67865.05     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                   | Equitable Holdings, Inc.                            | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      1754 | NS      | $92733.98     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       393 | NS      | $28406.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Ally Financial, Inc.                       | Ally Financial, Inc.                                | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1554 | NS      | $54390.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                          | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       294 | NS      | $49847.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       304 | NS      | $44423.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp., Class A                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       586 | NS      | $32980.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       324 | NS      | $24082.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                        | IPG Photonics Corp.                                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       149 | NS      | $9872.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                   | Hims & Hers Health, Inc.                            | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      1081 | NS      | $61141.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                   | Mueller Industries, Inc.                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       644 | NS      | $50148.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       154 | NS      | $37286.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       394 | NS      | $20322.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp.                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      1365 | NS      | $51924.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |       669 | NS      | $12122.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       729 | NS      | $4592.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                         | RBC Bearings, Inc.                                  | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $64758.99     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    681192 | PA      | $681191.59    | 2.60%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLETE, Inc.                               | ALLETE, Inc.                                        | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       325 | NS      | $21138.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.               | Grand Canyon Education, Inc.                        | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       162 | NS      | $32050.89     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                            | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |       203 | NS      | $47272.61     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                         | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       324 | NS      | $35847.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                                      | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       167 | NS      | $47242.63     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                          | Morningstar, Inc.                                   | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       153 | NS      | $47188.26     | 0.18%             |  |  |  | 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        |       916 | NS      | $40597.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.                    | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      1593 | NS      | $58941.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                     | US Foods Holding Corp.                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      1302 | NS      | $103014.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | Chord Energy Corp.                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       346 | NS      | $31140.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | Aramark                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      1498 | NS      | $60669.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                               | Bruker Corp.                                        | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       626 | NS      | $22974.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                      | Roivant Sciences Ltd.                               | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |      2384 | NS      | $26200.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                                   | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       246 | NS      | $20186.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                          | Pegasystems, Inc.                                   | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |       251 | NS      | $24635.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                                   | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |       594 | NS      | $34452.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                                   | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |       907 | NS      | $32769.91     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                      | Shift4 Payments, Inc., Class A                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       388 | NS      | $36778.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                                    | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      1513 | NS      | $52864.22     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                         | Cytokinetics, Inc.                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       668 | NS      | $20721.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                        | BILL Holdings, Inc.                                 | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       531 | NS      | $23194.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                  | Nexstar Media Group, Inc., Class A                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       165 | NS      | $28119.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                              | Visteon Corp.                                       | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       156 | NS      | $13170.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                    | Paylocity Holding Corp.                             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       246 | NS      | $46961.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                          | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       199 | NS      | $31688.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3714 | NC      | $-1491515.55  | -5.69%            |  |  |  | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                            | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       268 | NS      | $59683.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                             | Illumina, Inc.                                      | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |       896 | NS      | $73687.04     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                              | Parsons Corp.                                       | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       264 | NS      | $17117.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                             | Comerica, Inc.                                      | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       742 | NS      | $42360.78     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.                   | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       432 | NS      | $45912.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc.                                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      1581 | NS      | $68046.24     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                   | Power Integrations, Inc.                            | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       321 | NS      | $15963.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                         | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       377 | NS      | $16968.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                         | HealthEquity, Inc.                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       489 | NS      | $49198.29     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       147 | NS      | $8173.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                             | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       808 | NS      | $29201.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                             | Coherent Corp.                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       875 | NS      | $66176.25     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                            | Maplebear, Inc.                                     | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $41788.05     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                      | DENTSPLY SIRONA, Inc.                               | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      1126 | NS      | $17993.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                       | Globus Medical, Inc., Class A                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       644 | NS      | $38111.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.           | Old Republic International Corp.                    | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      1319 | NS      | $49858.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                               | Genpact Ltd.                                        | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       909 | NS      | $39132.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                                 | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       375 | NS      | $50040.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                               | Acuity, Inc.                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $44960.97     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.            | Northwestern Energy Group, Inc.                     | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |       348 | NS      | $19254.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                               | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       229 | NS      | $11257.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                                     | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        41 | NS      | $26406.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                             | Exponent, Inc.                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       288 | NS      | $21985.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                               | Qualys, Inc.                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       206 | NS      | $28541.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                   | Ensign Group, Inc. (The)                            | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       321 | NS      | $47270.46     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | Amkor Technology, Inc.                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       643 | NS      | $11586.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                | ZoomInfo Technologies, Inc., Class A                | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      1538 | NS      | $14687.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                          | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       883 | NS      | $79081.48     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                 | Bio-Rad Laboratories, Inc., Class A                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       107 | NS      | $24281.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | Universal Display Corp.                             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       251 | NS      | $35980.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp.                                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       385 | NS      | $39701.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                       | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       266 | NS      | $13169.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.                     | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       318 | NS      | $61561.62     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3306 | NC      | $-1822477.42  | -6.96%            |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.            | Advanced Drainage Systems, Inc.                     | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |       400 | NS      | $43984.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                 | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       677 | NS      | $27851.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | Annaly Capital Management, Inc.                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      3273 | NS      | $62023.35     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | Mattel, Inc.                                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1906 | NS      | $36099.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                     | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       376 | NS      | $19033.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                       | UFP Industries, Inc.                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       344 | NS      | $33560.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    291939 | PA      | $291939.25    | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                  | Darling Ingredients, Inc.                           | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       901 | NS      | $28075.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3444 | NC      | $1041232.14   | 3.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                            | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       948 | NS      | $26610.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                        | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       961 | NS      | $28801.17     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.            | Simpson Manufacturing Co., Inc.                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       238 | NS      | $37056.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc.                                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       238 | NS      | $35016.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | Royal Gold, Inc.                                    | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       373 | NS      | $66438.76     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                     | Chart Industries, Inc.                              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       238 | NS      | $37332.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1071 | NS      | $7186.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                               | Watsco, Inc.                                        | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       197 | NS      | $87383.29     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                  | ExlService Holdings, Inc.                           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       911 | NS      | $41896.89     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       425 | NS      | $51569.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       569 | NS      | $68792.10     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                 | AAON, Inc.                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $36782.78     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                         | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $37541.35     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                             | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       180 | NS      | $11480.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                            | Valvoline, Inc.                                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       718 | NS      | $24835.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                            | Insperity, Inc.                                     | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       199 | NS      | $12879.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                            | Dynatrace, Inc.                                     | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      1693 | NS      | $91438.93     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                            | Gap, Inc. (The)                                     | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      1261 | NS      | $28132.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                 | Sarepta Therapeutics, Inc.                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       541 | NS      | $20341.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       600 | NS      | $19320.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                           | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       575 | NS      | $21827.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                                    | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       140 | NS      | $28708.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                            | Whirlpool Corp.                                     | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       312 | NS      | $24364.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                     | Alaska Air Group, Inc.                              | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |       697 | NS      | $35498.21     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                           | Five Below, Inc.                                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       311 | NS      | $36253.27     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                     | BWX Technologies, Inc.                              | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |       517 | NS      | $64935.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.              | Graphic Packaging Holding Co.                       | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1698 | NS      | $37729.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                           | elf Beauty, Inc.                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       318 | NS      | $35771.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                   | U.S. Treasury Bills                                 | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $998820.65    | 3.81%             | 2025-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEX, Inc.                                  | WEX, Inc.                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       197 | NS      | $26187.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                           | Concentrix Corp.                                    | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       262 | NS      | $14662.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                           | Cava Group, Inc.                                    | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $37140.39     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                   | VF Corp.                                            | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      1875 | NS      | $23362.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                    | Avis Budget Group, Inc.                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        98 | NS      | $11935.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                               | LivaNova plc                                        | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |       308 | NS      | $13321.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                 | Okta, Inc., Class A                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |       921 | NS      | $95019.57     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                                 | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       556 | NS      | $25320.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        86 | NS      | $49436.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                      | Associated Banc-Corp.                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       927 | NS      | $21478.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | Clean Harbors, Inc.                                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       287 | NS      | $65088.73     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                           | Murphy Oil Corp.                                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       775 | NS      | $16220.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.                  | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       180 | NS      | $11854.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       439 | NS      | $18525.80     | 0.07%             |  |  |  | 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        |       348 | NS      | $38784.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                           | SouthState Corp.                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       555 | NS      | $48729.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                          | Knife River Corp.                                   | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $30112.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                          | Black Hills Corp.                                   | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       403 | NS      | $23563.41     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    583879 | PA      | $583878.51    | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      2300 | NS      | $68540.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    486565 | PA      | $486565.42    | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                     | Antero Resources Corp.                              | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      1653 | NS      | $61904.85     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                            | RB Global, Inc.                                     | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      1042 | NS      | $109722.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                      | Eagle Materials, Inc.                               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       187 | NS      | $37813.27     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       538 | NS      | $90798.26     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       798 | NS      | $38168.34     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      1573 | NS      | $18702.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                                     | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |       772 | NS      | $20666.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                        | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      1040 | NS      | $31512.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                     | Antero Midstream Corp.                              | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1895 | NS      | $35588.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                               | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       727 | NS      | $45764.65     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                       | Travel + Leisure Co.                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       387 | NS      | $18796.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                      | Matador Resources Co.                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       656 | NS      | $28214.56     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)                    | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1615 | NS      | $18427.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                  | KBR, Inc.                                           | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       753 | NS      | $39299.07     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3125 | NC      | $-402476.99   | -1.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                        | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       340 | NS      | $38981.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                    | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       375 | NS      | $59400.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       480 | NS      | $14668.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      2740 | NS      | $15974.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       210 | NS      | $91929.60     | 0.35%             |  |  |  | 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        |       749 | NS      | $37023.07     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                       | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       368 | NS      | $36501.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       182 | NS      | $21936.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                        | CNX Resources Corp.                                 | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       842 | NS      | $27179.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       204 | NS      | $35899.92     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                       | Light & Wonder, Inc.                                | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       500 | NS      | $45060.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                           | MSA Safety, Inc.                                    | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       223 | NS      | $36342.31     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                             | Evercore, Inc., Class A                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       199 | NS      | $46066.51     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                | Axalta Coating Systems Ltd.                         | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      1235 | NS      | $38038.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                         | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       803 | NS      | $64288.18     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                  | NOV, Inc.                                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      2157 | NS      | $25884.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       351 | NS      | $34390.98     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       258 | NS      | $28532.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                                     | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       188 | NS      | $50872.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                   | Flagstar Financial, Inc.                            | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1715 | NS      | $19756.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                        | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      1340 | NS      | $23423.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                                      | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       218 | NS      | $58199.46     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                          | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       346 | NS      | $65317.88     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.                     | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      1285 | NS      | $45283.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                                     | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       223 | NS      | $13103.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       303 | NS      | $18976.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                 | Allegro MicroSystems, Inc.                          | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $18759.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                             | Appfolio, Inc., Class A                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       132 | NS      | $27874.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                          | TXNM Energy, Inc.                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       511 | NS      | $28968.59     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                         | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |       280 | NS      | $69837.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                       | Planet Fitness, Inc., Class A                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       475 | NS      | $48844.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      1304 | NS      | $24241.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                             | Wingstop, Inc.                                      | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       165 | NS      | $56380.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.              | American Airlines Group, Inc.                       | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3720 | NS      | $42445.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                    | RPM International, Inc.                             | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       727 | NS      | $82761.68     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                       | Houlihan Lokey, Inc., Class A                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       305 | NS      | $53277.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                  | MKS, Inc.                                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       382 | NS      | $31396.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                              | Vontier Corp.                                       | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       840 | NS      | $30030.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                               | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       644 | NS      | $30003.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                  | Flex Ltd.                                           | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |      2167 | NS      | $91664.10     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                          | Core & Main, Inc., Class A                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1075 | NS      | $58920.75     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                         | Viper Energy, Inc., Class A                         | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       741 | NS      | $29410.29     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       365 | NS      | $46347.70     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                         | Pure Storage, Inc., Class A                         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      1753 | NS      | $93943.27     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.             | Somnigroup International, Inc.                      | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      1157 | NS      | $75274.42     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.                      | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       439 | NS      | $36340.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                            | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       615 | NS      | $44532.15     | 0.17%             |  |  |  | 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        |       253 | NS      | $20543.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                         | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      1171 | NS      | $12131.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                             | Reliance, Inc.                                      | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       306 | NS      | $89602.92     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       252 | NS      | $40950.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                      | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       188 | NS      | $13353.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1008455 | PA      | $1008455.05   | 3.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Duolingo, Inc.                             | Duolingo, Inc., Class A                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $111196.54    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                   | Guidewire Software, Inc.                            | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |       471 | NS      | $101274.42    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $33801.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.            | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       276 | NS      | $31889.04     | 0.12%             |  |  |  | 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        |       336 | NS      | $40860.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                  | Janus Henderson Group plc                           | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |       719 | NS      | $26121.27     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                          | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       655 | NS      | $12713.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                  | XPO, Inc.                                           | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       662 | NS      | $75355.46     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc.                       | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       105 | NS      | $17238.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                | Spire, Inc.                                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       329 | NS      | $24767.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       301 | NS      | $24438.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                          | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       303 | NS      | $27397.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                              | Novanta, Inc.                                       | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       203 | NS      | $25135.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                             | EchoStar Corp., Class A                             | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       686 | NS      | $12162.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                      | Onto Innovation, Inc.                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       281 | NS      | $25835.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                           | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       689 | NS      | $43413.89     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                            | ChampionX Corp.                                     | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      1079 | NS      | $25971.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3163 | NC      | $-188038.99   | -0.72%            |  |  |  | No            |                  2 | On Loan: No      |
| PBF Energy, Inc.                           | PBF Energy, Inc., Class A                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       557 | NS      | $10610.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.             | American Financial Group, Inc.                      | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       407 | NS      | $50459.86     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                               | Belden, Inc.                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       229 | NS      | $24319.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       325 | NS      | $58285.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.             | First American Financial Corp.                      | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       583 | NS      | $32537.23     | 0.12%             |  |  |  | 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        |       601 | NS      | $43013.57     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                   | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |      4947 | NS      | $61886.97     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A                | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        48 | NS      | $11032.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                    | Western Union Co. (The)                             | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1914 | NS      | $17761.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.                    | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       727 | NS      | $25634.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                             | NNN REIT, Inc.                                      | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      1061 | NS      | $44307.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1244 | NS      | $27517.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $26842.10     | 0.10%             |  |  |  | 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        |        13 | NC      | $56790.93     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                  | Comfort Systems USA, Inc.                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       199 | NS      | $95167.77     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.              | Columbia Banking System, Inc.                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1188 | NS      | $27775.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                | Alcoa Corp.                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      1462 | NS      | $39137.74     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                         | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       488 | NS      | $24404.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.            | Selective Insurance Group, Inc.                     | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       344 | NS      | $30278.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                | Halozyme Therapeutics, Inc.                         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       719 | NS      | $40314.33     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                              | Avantor, Inc.                                       | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3852 | NS      | $49729.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                         | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       955 | NS      | $80850.30     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                           | Murphy USA, Inc.                                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       104 | NS      | $44386.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.               | Hilton Grand Vacations, Inc.                        | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       351 | NS      | $13397.67     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       265 | NS      | $11116.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                        | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       457 | NS      | $24170.73     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                        | First Horizon Corp.                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      2964 | NS      | $58924.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                                      | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       795 | NS      | $18841.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                     | Celsius Holdings, Inc.                              | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $33713.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       151 | NS      | $47853.41     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                  | ITT, Inc.                                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       458 | NS      | $68947.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.                      | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       261 | NS      | $18711.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3016 | NC      | $-536803.83   | -2.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Maximus, Inc.                              | Maximus, Inc.                                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       318 | NS      | $23058.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                                   | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       375 | NS      | $28113.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                        | SEI Investments Co.                                 | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       544 | NS      | $46381.44     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc., Class A              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      2006 | NS      | $29087.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       931 | NS      | $76072.01     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                          | Wendy's Co. (The)                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       972 | NS      | $11080.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                             | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $71500.80     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                     | Lancaster Colony Corp.                              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       107 | NS      | $17911.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $35334.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                             | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       295 | NS      | $34922.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                  | United States Steel Corp.                           | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |      1273 | NS      | $68512.86     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                  | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       374 | NS      | $76030.46     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                                     | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       215 | NS      | $13379.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       675 | NS      | $46946.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                   | U.S. Treasury Bills                                 | CUSIP: 912797NV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    800000 | PA      | $798308.00    | 3.05%             | 2025-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESCO International, Inc.                  | WESCO International, Inc.                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       252 | NS      | $42308.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.                     | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       167 | NS      | $29392.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                   | U.S. Treasury Bills                                 | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2500000 | PA      | $2491506.43   | 9.51%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      2038 | NS      | $28267.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       301 | NS      | $35803.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |       340 | NS      | $24422.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        86 | NS      | $15575.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                             | Docusign, Inc., Class A                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1142 | NS      | $101192.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       224 | NS      | $18733.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                 | Carpenter Technology Corp.                          | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       282 | NS      | $66270.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                           | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      1428 | NS      | $55020.84     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                   | CACI International, Inc., Class A                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       126 | NS      | $53928.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                    | Commvault Systems, Inc.                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       249 | NS      | $45604.35     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                               | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |       416 | NS      | $39715.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                             | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       235 | NS      | $25445.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       542 | NS      | $36053.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                         | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       331 | NS      | $19797.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                       | Crown Holdings, Inc.                                | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |       662 | NS      | $65207.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       251 | NS      | $13255.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                      | STAG Industrial, Inc.                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      1054 | NS      | $37501.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                           | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       315 | NS      | $26387.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | Cirrus Logic, Inc.                                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       301 | NS      | $29606.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                      | Texas Roadhouse, Inc., Class A                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       379 | NS      | $73984.59     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc              | Weatherford International plc                       | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |       412 | NS      | $17963.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                             | Toro Co. (The)                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       569 | NS      | $43118.82     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.              | Portland General Electric Co.                       | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       618 | NS      | $26203.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                       | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       320 | NS      | $23923.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                         | DT Midstream, Inc.                                  | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       572 | NS      | $59911.28     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                  | Crane Co.                                           | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       274 | NS      | $46963.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                    | Bath & Body Works, Inc.                             | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      1225 | NS      | $34447.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                        | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       566 | NS      | $97838.76     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                      | Silgan Holdings, Inc.                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       457 | NS      | $25166.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                         | Hyatt Hotels Corp., Class A                         | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       243 | NS      | $32083.29     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                  | Carlyle Group, Inc. (The)                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1195 | NS      | $54014.00     | 0.21%             |  |  |  | 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        |       923 | NS      | $52721.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                    | Civitas Resources, Inc.                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       503 | NS      | $13767.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       348 | NS      | $54263.64     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp.                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       970 | NS      | $49935.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                             | Amedisys, Inc.                                      | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       184 | NS      | $17308.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       336 | NS      | $72686.88     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                    | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       703 | NS      | $35431.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                               | Rambus, Inc.                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       603 | NS      | $32242.41     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                        | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       245 | NS      | $14592.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                               | Avient Corp.                                        | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       518 | NS      | $18715.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                             | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      2688 | NS      | $23600.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                                     | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       743 | NS      | $37083.13     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1048 | NS      | $29647.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    340596 | PA      | $340595.79    | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                         | Vail Resorts, Inc.                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       212 | NS      | $33956.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                        | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      1730 | NS      | $43959.30     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                    | Burlington Stores, Inc.                             | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       355 | NS      | $81035.85     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                          | EMCOR Group, Inc.                                   | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       261 | NS      | $123155.46    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM Corp.                                           | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $38520.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                | Chewy, Inc., Class A                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |       937 | NS      | $42399.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       514 | NS      | $42425.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc           | Sensata Technologies Holding plc                    | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |       848 | NS      | $22098.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       498 | NS      | $60028.92     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       744 | NS      | $46157.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                              | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       976 | NS      | $17831.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                   | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       397 | NS      | $13656.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        19 | NS      | $18133.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                               | Valaris Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       370 | NS      | $13919.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                            | H&R Block, Inc.                                     | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       756 | NS      | $43054.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                | Service Corp. International                         | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       817 | NS      | $63726.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                            | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       113 | NS      | $35938.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                 | Coty, Inc., Class A                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      2074 | NS      | $10224.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.            | Jefferies Financial Group, Inc.                     | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       921 | NS      | $44760.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                        | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       616 | NS      | $15646.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                | Cabot Corp.                                         | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       308 | NS      | $23004.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                               | Kemper Corp.                                        | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       339 | NS      | $21604.47     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI Consulting, Inc.                                | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       199 | NS      | $32667.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                                | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       404 | NS      | $15893.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.      | Applied Industrial Technologies, Inc.               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       218 | NS      | $49381.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                          | Sotera Health Co.                                   | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       868 | NS      | $10624.32     | 0.04%             |  |  |  | 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