# EDGAR Filing Document

**Accession Number:** 0001039803
**File Stem:** 0001752724-23-041181
**Filing Date:** 2023-2
**Character Count:** 152091
**Document Hash:** 03ff64f435fcfba89721a6dfd1c47f08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041181.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041181

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ProFunds
- **CENTRAL INDEX KEY:** 0001039803
- **IRS NUMBER:** 522035197
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08239
- **FILM NUMBER:** 23670973

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 2404976428

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS
- **DATE OF NAME CHANGE:** 19970521

## Series and Classes Contracts Data

### PROFUND VP ULTRAMID-CAP (Series ID: S000003956)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000011083 | PROFUND VP ULTRAMID-CAP |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProFunds

- **b. Investment Company Act file number:** 811-08239

- **c. CIK number of Registrant:** 0001039803

- **d. LEI of Registrant:** 549300HM4OOUYSE5DP77

- **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:** ProFund VP UltraMid-Cap

- **b. EDGAR series identifier (if any):** S000003956

- **c. LEI of Series:** TSF8CZMCWRLHH3TWPP68

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $8465839.50

**Total Liabilities:** $63663.42

**Net Assets:** $8402176.08

**Cash Not Reported:** $59265.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011083 | 20.77%               | 11.29%               | -11.54%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28896.64                | $527626.47                                 |
| Month 2  | $-462.61                 | $350738.22                                 |
| Month 3  | $80210.33                | $-438733.25                                |

**Designated Index Information**

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

- **Index Identifier:** MID

### Schedule of Portfolio Investments

| Name                                           | Title                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COUSINS PROPERTIES INCORPORATED                | COUSINS PROPERTIES INC                                           | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       433 | NS      | $10950.57     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                        | ARROW ELECTRONICS INC                                            | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       176 | NS      | $18404.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INCORPORATED                           | HUBBELL INC                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       154 | NS      | $36140.72     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                              | CABOT CORP                                                       | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       161 | NS      | $10761.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORPORATION                | UNITED STATES STEEL CORP                                         | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       670 | NS      | $16783.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                   | ENCOMPASS HEALTH CORP                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       286 | NS      | $17105.66     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                | ACADIA HEALTHCARE                                                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       260 | NS      | $21403.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP, INC.               | NEW YORK COMMUNITY BANCORP                                       | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1946 | NS      | $16735.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                  | IDACORP INC                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       145 | NS      | $15638.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                        | HAEMONETICS CORP                                                 | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       145 | NS      | $11404.25     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC.                                  | RAYONIER INC                                                     | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       419 | NS      | $13810.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                  | MAXIMUS INC                                                      | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       173 | NS      | $12686.09     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                  | UNIVERSAL DISPLAY CORP                                           | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $13396.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                      | SILICON LABORATORIES INC                                         | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        95 | NS      | $12888.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                     | POTLATCHDELTIC CORP                                              | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       231 | NS      | $10161.69     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                          | HOME BANCSHARES INC                                              | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $12374.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                         | STIFEL FINANCIAL CORP                                            | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       304 | NS      | $17744.48     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                     | QUALYS INC                                                       | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        99 | NS      | $11110.77     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SKECHERS U.S.A., INC.                          | SKECHERS USA INC                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       384 | NS      | $16108.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                 | WINTRUST FINANCIAL CORP                                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       174 | NS      | $14706.48     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ENERGY COMPANY                    | SOUTHWESTERN ENERGY CO                                           | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      3157 | NS      | $18468.45     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY         | PERRIGO CO PLC                                                   | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       385 | NS      | $13124.65     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORPORATION                             | KEMPER CORP                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       183 | NS      | $9003.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION, INC.                   | GRAND CANYON ED INC                                              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        88 | NS      | $9298.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS, INC.                | LINCOLN ELECTRIC HOLDINGS                                        | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       165 | NS      | $23840.85     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                      | PVH CORP                                                         | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       187 | NS      | $13200.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORPORATION                  | WEBSTER FINANCIAL CORP                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       498 | NS      | $23575.32     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                       | ORMAT TECHNOLOGIES INC                                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       140 | NS      | $12107.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                      | CNX RESOURCES CORP                                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       516 | NS      | $8689.44      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                             | NEOGEN CORP                                                      | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       618 | NS      | $9412.14      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                               | ESSENT GROUP LTD                                                 | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |       308 | NS      | $11975.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORPORATION                             | BRUKER CORP                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       286 | NS      | $19548.10     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                        | LANTHEUS HOLDINGS INC                                            | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       197 | NS      | $10039.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                           | REPLIGEN CORP                                                    | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       148 | NS      | $25057.88     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION              | LATTICE SEMICONDUCTOR CORPORATION                                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       392 | NS      | $25432.96     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGGETT & PLATT, INCORPORATED                  | LEGGETT PLATT INC                                                | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       379 | NS      | $12215.17     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL CORPORATION                      | STORE CAPITAL CORP                                               | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       760 | NS      | $24365.60     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEMOURS COMPANY                           | THE CHEMOURS COMPANY                                             | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       432 | NS      | $13227.84     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                 | VALVOLINE INC                                                    | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       506 | NS      | $16520.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                   | ENVISTA HOLDINGS CORP                                            | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       466 | NS      | $15690.22     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                      | CUBESMART                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       643 | NS      | $25880.75     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE, INC.                                | DYNATRACE INC                                                    | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       576 | NS      | $22060.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD WRESTLING ENTERTAINMENT, INC.            | WORLD WRESTLING ENTERTAINMENT INC                                | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       124 | NS      | $8496.48      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                            | THE BRINKS CO                                                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       133 | NS      | $7143.43      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                            | PNM RESOURCES INC                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       246 | NS      | $12002.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                   | SOUTHWEST GAS HOLDINGS INC                                       | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $10952.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                         | INGREDION INC                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       188 | NS      | $18410.84     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION           | INTERNATIONAL BANCSHARES CORP                                    | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       151 | NS      | $6909.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CIB NY                         | CREDIT AGRICOLE CIB NY                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    711000 | PA      | $711000.00    | 8.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                      | ESSENTIAL UTILITIES INC                                          | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       683 | NS      | $32599.59     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS-SONOMA, INC.                          | WILLIAMS SONOMA INC                                              | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       191 | NS      | $21949.72     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                        | KB HOME                                                          | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       238 | NS      | $7580.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS, INC                      | ALLEGRO MICROSYSTEMS INC                                         | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $5583.72      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Ozk                                       | BANK OZK                                                         | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       317 | NS      | $12699.02     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS, INC.                       | FIRSTCASH HOLDINGS INC                                           | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $9299.37      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                | UNITED THERAPEUTICS CORP                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       130 | NS      | $36151.70     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                          | NEWMARKET CORP                                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        19 | NS      | $5911.09      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                        | BLACK HILLS CORP                                                 | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       186 | NS      | $13083.24     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                           | OLD NATIONAL BANCORP                                             | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       838 | NS      | $15067.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                | NORDSTROM INC                                                    | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |       319 | NS      | $5148.66      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                    | BELDEN INC                                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       122 | NS      | $8771.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                | BLACKBAUD INC                                                    | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       128 | NS      | $7534.08      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                        | KITE REALTY GROUP TRUST                                          | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $13198.35     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                             | NVENT ELECTRIC PLC                                               | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       477 | NS      | $18350.19     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP, INC.                          | GLACIER BANCORP INC                                              | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       317 | NS      | $15666.14     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                    | PILGRIMS PRIDE CORP                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       129 | NS      | $3061.17      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                               | ZIFF DAVIS INC                                                   | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       135 | NS      | $10678.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC ENERGY, INC.                               | PDC ENERGY INC                                                   | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       264 | NS      | $16758.72     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORPORATION       | MARRIOTT VACATIONS WORLDWIDE CORPORATION                         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       110 | NS      | $14804.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                   | VISHAY INTERTECHNOLOGY INC                                       | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       371 | NS      | $8002.47      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                             | HEXCEL CORP                                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       241 | NS      | $14182.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATES, INC.                     | MANHATTAN ASSOCIATES INC                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       179 | NS      | $21730.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                         | MURPHY OIL CORP                                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       418 | NS      | $17978.18     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                 | EXELIXIS INC                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       923 | NS      | $14804.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                   | ANTERO RESOURCES CORP                                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       790 | NS      | $24482.10     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                        | UNITED BANKSHARES INC                                            | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       385 | NS      | $15588.65     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS, INC.                            | FLOWERS FOODS INC                                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |       550 | NS      | $15807.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                      | FOX FACTORY HOLDING CORP                                         | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       121 | NS      | $11038.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                          | BRUNSWICK CORP                                                   | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       207 | NS      | $14920.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                      | LENNOX INTERNATIONAL INC                                         | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        92 | NS      | $22009.16     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORPORATION                              | CIENA CORP                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       424 | NS      | $21615.52     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                       | SONOCO PRODUCTS CO                                               | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       279 | NS      | $16938.09     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                   | WATSCO INC                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        95 | NS      | $23693.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                       | WERNER ENTERPRISES INC                                           | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       168 | NS      | $6763.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                               | TETRA TECH INC                                                   | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |       152 | NS      | $22068.88     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP, INC.                                | LHC GROUP INC                                                    | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        89 | NS      | $14390.41     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                        | CACI INTERNATIONAL INC                                           | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        67 | NS      | $20139.53     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                           | TRAVEL LEISURE CO                                                | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       233 | NS      | $8481.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING, INC.                           | FTI CONSULTING INC                                               | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |        98 | NS      | $15562.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                            | OSHKOSH TRUCK CORP                                               | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       187 | NS      | $16491.53     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                             | RH COM                                                           | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        55 | NS      | $14695.45     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                             | MASIMO CORPORATION                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       138 | NS      | $20417.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                           | JBG SMITH PROPERTIES                                             | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $5371.34      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST              | CORPORATE OFFICE PROPERTIES TRUST                                | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       322 | NS      | $8352.68      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                   | FULTON FINANCIAL CORP                                            | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       479 | NS      | $8061.57      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                          | CLEVELAND CLIFFS INC                                             | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      1474 | NS      | $23746.14     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AGPXX                                          | Invesco Government & Agency Portfolio                            | CUSIP: 825252885<br>LEI: N/A                  | N/A              | STIV             | RF                | US        |     37510 | NS      | $37509.75     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                      | PATTERSON COS INC                                                | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       248 | NS      | $6951.44      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                 | PERFORMANCE FOOD GROUP CO                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       445 | NS      | $25983.55     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                   | CHURCHILL DOWNS INC                                              | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        94 | NS      | $19874.42     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                              | TEREX CORP                                                       | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       193 | NS      | $8244.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES, INC.                      | COMMERCE BANCSHARES INC                                          | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $22224.86     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                   | COCA COLA CONSOLIDATED INC                                       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        13 | NS      | $6660.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                    | KINSALE CAPITAL GROUP INC                                        | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        62 | NS      | $16214.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                 | JEFFERIES FINANCIAL GROUP INC                                    | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       524 | NS      | $17962.72     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST, INC.                 | MEDICAL PROPERTIES TRUST INC                                     | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      1711 | NS      | $19060.54     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                             | MANPOWERGROUP                                                    | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       145 | NS      | $12065.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                    | CROCS INC                                                        | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       177 | NS      | $19192.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                             | UNDER ARMOUR INC CLASS A                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       540 | NS      | $5486.40      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                | PBF ENERGY INC CLASS A                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       327 | NS      | $13335.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP.                               | OGE ENERGY CORP                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       573 | NS      | $22662.15     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                     | TEGNA INC COM                                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       638 | NS      | $13519.22     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                            | VONTIER CORP W I                                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       452 | NS      | $8737.16      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR COMPANY                    | COLUMBIA SPORTSWEAR CO                                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       101 | NS      | $8845.58      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                      | KILROY REALTY CORP                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       301 | NS      | $11639.67     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                       | VALMONT INDUSTRIES INC                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        61 | NS      | $20170.87     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL RETURN SWAP AGREEMENT BASED ON THE       | TOTAL RETURN SWAP AGREEMENT BASED ON THE SPDR S&P MIDCAP 400 ETF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       469 | OU      | $-3434.88     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                   | SABRA HEALTH CARE REIT INC                                       | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       661 | NS      | $8216.23      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                           | ROYAL BANK OF CANADA                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    462000 | PA      | $462000.00    | 5.50%             |  |  |  | No            |                  2 | On Loan: No      |
| TOTAL RETURN SWAP AGREEMENT BASED ON THE       | TOTAL RETURN SWAP AGREEMENT BASED ON THE S&P MIDCAP 400 INDEX    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1536 | OU      | $-14430.34    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | SOCIETE GENERALE                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    944000 | PA      | $944000.00    | 11.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CRANE HOLDINGS, CO.                            | CRANE HOLDINGS CO                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       137 | NS      | $13761.65     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                    | DICK S SPORTING GOODS                                            | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       159 | NS      | $19126.11     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                               | APTARGROUP INC                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       187 | NS      | $20566.26     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS, INC.                          | MKS INSTRUMENTS INC                                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       164 | NS      | $13895.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                             | ENOVIS CORP                                                      | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       136 | NS      | $7278.72      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM HOLDCO INC.                             | R1 RCM INC                                                       | CUSIP: 77634L105<br>LEI: 549300VKOMJ3EM506212 | Long             | EC               | CORP              | US        |       393 | NS      | $4303.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORPORATION                          | FLOWSERVE CORP                                                   | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       374 | NS      | $11474.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                         | LUMENTUM HOLDINGS INC                                            | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       195 | NS      | $10173.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED           | HEALTHCARE REALTY TRUST INC                                      | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      1089 | NS      | $20985.03     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                           | TERADATA CORP                                                    | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       291 | NS      | $9795.06      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTERNATIONAL, INC.               | TEMPUR SEALY INTL INC                                            | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       489 | NS      | $16787.37     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, INC.                                      | IAA INC                                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       383 | NS      | $15320.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST, INC.            | FIRST INDUSTRIAL REALTY TRUST                                    | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $18242.28     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                | CABLE ONE INC                                                    | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        14 | NS      | $9966.04      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES, INC.                     | EASTGROUP PROPERTIES INC                                         | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       125 | NS      | $18507.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET, INC.                                | ENVESTNET INC                                                    | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       158 | NS      | $9748.60      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                              | DANA INC                                                         | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       365 | NS      | $5522.45      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY, INC.                        | DONALDSON INC                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       350 | NS      | $20604.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP, INC.                 | AMERICAN FINANCIAL GROUP INC                                     | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       200 | NS      | $27456.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY    | JAZZ PHARMACEUTICALS PLC                                         | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       180 | NS      | $28675.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BOSTON BEER COMPANY, INC.                  | BOSTON BEER COMPANY INC CL A                                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        27 | NS      | $8897.04      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                        | QUIDELORTHO CORP                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |       153 | NS      | $13107.51     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                   | TENET HEALTHCARE CORP                                            | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       309 | NS      | $15076.11     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL RETURN SWAP AGREEMENT BASED ON THE       | TOTAL RETURN SWAP AGREEMENT BASED ON THE S&P MIDCAP 400 INDEX    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1578 | OU      | $-7465.45     | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.              | PINNACLE FINANCIAL PARTNERS INC                                  | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       219 | NS      | $16074.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC.                                    | SUNRUN INC                                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       610 | NS      | $14652.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                               | GATX CORP                                                        | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       101 | NS      | $10740.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                   | WORTHINGTON INDUSTRIES                                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |        87 | NS      | $4324.77      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                      | FIRST HORIZON CORP                                               | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1535 | NS      | $37607.50     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                  | TOPGOLF CALLAWAY BRND CRP                                        | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       397 | NS      | $7840.75      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                               | ROYAL GOLD INC                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       188 | NS      | $21191.36     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                         | CHART INDUSTRIES INC                                             | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       120 | NS      | $13827.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO., INC.                | MSC INDUSTRIAL DIRECT CO INC                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       135 | NS      | $11029.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                    | HANCOCK WHITNEY CORP                                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       245 | NS      | $11855.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO LOGISTICS, INC.                            | GXO LOGISTICS INC                                                | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       339 | NS      | $14471.91     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORPORATION                      | IPG PHOTONICS CORP                                               | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        92 | NS      | $8709.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UMPQUA HOLDINGS CORPORATION                    | UMPQUA HOLDINGS CORP                                             | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |       621 | NS      | $11084.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                        | GRAHAM HOLDINGS CO                                               | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        11 | NS      | $6646.31      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL REXNORD CORP                                               | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       189 | NS      | $22676.22     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                      | JANUS HENDERSON GROUP PLC                                        | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       379 | NS      | $8914.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP.                                 | TOPBUILD CORP                                                    | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        91 | NS      | $14240.59     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                               | OLIN CORP                                                        | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       364 | NS      | $19270.16     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, INC.                                      | RXO INC                                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       329 | NS      | $5658.80      | 0.07%             |  |  |  | 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        |       146 | NS      | $9195.08      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                         | AMKOR TECHNOLOGY INC                                             | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       287 | NS      | $6882.26      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                          | AXON ENTERPRISE INC                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       193 | NS      | $32024.49     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SL GREEN REALTY CORP.                          | SL GREEN REALTY CORP                                             | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       184 | NS      | $6204.48      | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RPM INTERNATIONAL INC.                         | RPM INC OHIO                                                     | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       369 | NS      | $35959.05     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP.                   | GROCERY OUTLET HOLDING CORP                                      | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $7385.07      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                       | POWER INTEGRATIONS INC                                           | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       164 | NS      | $11762.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                | MURPHY USA INC                                                   | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        59 | NS      | $16492.86     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD, INC.                                 | WOODWARD INC                                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       172 | NS      | $16616.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                        | VICTORIA S SECRET CO                                             | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       232 | NS      | $8300.96      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU MEDICAL, INC.                              | ICU MEDICAL INC                                                  | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        58 | NS      | $9133.84      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                             | KOHLS CORP                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       334 | NS      | $8433.50      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORPORATION                           | SUNPOWER CORP COMMON                                             | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       244 | NS      | $4399.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                               | LEAR CORP                                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       169 | NS      | $20959.38     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                               | AGCO CORP                                                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       177 | NS      | $24548.13     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                | EQUITRANS MIDSTREAM CORPORATION                                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      1238 | NS      | $8294.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                | JONES LANG LASALLE INC                                           | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       136 | NS      | $21674.32     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORO COMPANY                               | TORO CO THE                                                      | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       298 | NS      | $33733.60     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                          | LANDSTAR SYSTEM INC                                              | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       103 | NS      | $16778.70     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                   | MACY S INC                                                       | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       775 | NS      | $16003.75     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                 | COHERENT CORP                                                    | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       397 | NS      | $13934.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET GROUP, INC.                        | AVIS BUDGET GROUP INC                                            | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        71 | NS      | $11639.03     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                | INSPERITY INC                                                    | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       102 | NS      | $11587.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                       | NOV INC                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      1124 | NS      | $23480.36     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | POST HOLDINGS INC                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       156 | NS      | $14080.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                     | SPIRE INC                                                        | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       150 | NS      | $10329.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                         | SYNAPTICS INC                                                    | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       114 | NS      | $10848.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT, INC.           | FRONTIER COMMUNICATIONS PARENT INC                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       638 | NS      | $16256.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                            | TOLL BROTHERS INC                                                | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       302 | NS      | $15075.84     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                               | LITTELFUSE INC                                                   | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        71 | NS      | $15634.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS, INC.                            | LITHIA MOTORS INC                                                | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        78 | NS      | $15969.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                   | ALLETE INC                                                       | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       164 | NS      | $10579.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT, INC.                           | DOUGLAS EMMETT INC                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $7887.04      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                | PAPA JOHN S INTERNATIONAL INC                                    | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |        92 | NS      | $7572.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                             | DT MIDSTREAM INC                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $15307.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION              | SENSIENT TECHNOLOGIES CORPORATION                                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       120 | NS      | $8750.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                         | DYCOM INDUSTRIES INC                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        84 | NS      | $7862.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                  | PAYLOCITY HOLDING CORP                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       118 | NS      | $22922.68     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                         | CATHAY BANCORP INC                                               | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       213 | NS      | $8688.27      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORPORATION                  | LOUISIANA PACIFIC CORP                                           | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       205 | NS      | $12136.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                         | FEDERATED HERMES INC                                             | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       242 | NS      | $8787.02      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                      | LAMAR ADVERTISING COMPANY                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       250 | NS      | $23600.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MIDDLEBY CORPORATION                       | MIDDLEBY CORP                                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       154 | NS      | $20620.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP.                                 | GAMESTOP CORP CLASS A                                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       723 | NS      | $13346.58     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corp                            | XEROX HOLDINGS CORP                                              | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       321 | NS      | $4686.60      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                | ANNALY CAPITAL MANAGEMENT INC                                    | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      1340 | NS      | $28247.20     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                             | TIMKEN CO                                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       189 | NS      | $13356.63     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                 | EPR PROPERTIES                                                   | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       215 | NS      | $8109.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DECKERS OUTDOOR CORPORATION                    | DECKER OUTDOOR CORP                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        76 | NS      | $30336.16     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                 | TEXAS CAPITAL BANCSHARES INC                                     | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       143 | NS      | $8624.33      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                          | SHOCKWAVE MEDICAL INC                                            | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       103 | NS      | $21177.83     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORPORATION                    | RANGES RESOURCES CORP                                            | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       691 | NS      | $17288.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER, INC.                           | LIGHT WONDER INC                                                 | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       268 | NS      | $15704.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO., INC.                | SIMPSON MANUFACTURING CO INC                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       122 | NS      | $10816.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TREX COMPANY, INC.                             | TREX CO INC                                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $13291.62     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                    | RENAISSANCERE HOLDINGS LTD                                       | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       125 | NS      | $23028.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC.      | KNIGHT SWIFT TRANSPORTION HOLDINGS                               | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       460 | NS      | $24108.60     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                           | MACERICH CO                                                      | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       615 | NS      | $6924.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, INC.                                      | XPO INC                                                          | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       329 | NS      | $10952.41     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                     | BUILDERS FIRSTSOURCE INC                                         | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       421 | NS      | $27314.48     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                | SELECTIVE INSURANCE GROUP                                        | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       172 | NS      | $15240.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                | CARLISLE COMPANIES INC                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       148 | NS      | $34876.20     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH COMPANY                          | SOTERA HEALTH CO                                                 | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $2357.39      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                             | COGNEX CORP                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       495 | NS      | $23319.45     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment, Inc.                       | PENN ENTERTAINMENT INC                                           | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $13186.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                   | MATTEL INC                                                       | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      1014 | NS      | $18089.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS, INC.                 | WYNDHAM HOTELS RESORTS INC                                       | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       253 | NS      | $18041.43     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                   | NEUROCRINE BIOSCIENCES INC                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       275 | NS      | $32846.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                           | SILGAN HOLDINGS INC                                              | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       239 | NS      | $12389.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                       | ENERGIZER HOLDINGS INC                                           | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       190 | NS      | $6374.50      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                        | COMMVAULT SYSTEMS INC                                            | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       127 | NS      | $7980.68      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                  | GAP INC                                                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       604 | NS      | $6813.12      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                 | OMNICELL INC                                                     | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       128 | NS      | $6453.76      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                | AFFILIATED MANAGERS GROUP                                        | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       108 | NS      | $17110.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                     | JABIL INC                                                        | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       385 | NS      | $26257.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                | GENPACT LIMITED ADR                                              | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |       482 | NS      | $22326.24     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                            | CLEAN HARBORS INC                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       144 | NS      | $16433.28     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                   | ANTERO MIDSTREAM CORP                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $10336.82     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                    | JETBLUE AIRWAYS CORPORATION                                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       927 | NS      | $6006.96      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                    | AVNET INC                                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       262 | NS      | $10893.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                   | LIVANOVA PLC                                                     | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |       153 | NS      | $8497.62      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                | KENNAMETAL INC                                                   | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       231 | NS      | $5557.86      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                           | INGEVITY CORP                                                    | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       101 | NS      | $7114.44      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION           | FIRST AMERICAN FINANCIAL CORP                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       296 | NS      | $15492.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNEOS HEALTH, INC.                            | SYNEOS HEALTH INC                                                | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       294 | NS      | $10783.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS, INC.                                 | AMEDISYS INC                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |        93 | NS      | $7769.22      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                   | AZENTA INC                                                       | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       215 | NS      | $12517.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT REALTY CAPITAL, INC.                    | SPIRIT REALTY CAPITAL INC                                        | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       400 | NS      | $15972.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                             | HEALTHEQUITY INC                                                 | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       242 | NS      | $14916.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                           | ASSOCIATED BANC CORP                                             | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       430 | NS      | $9928.70      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INC.                                   | POLARIS INC                                                      | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       156 | NS      | $15756.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI MEDICAL, INC.                            | INARI MEDICAL INC                                                | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $8771.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                    | GRIEF BROS CORP                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        73 | NS      | $4895.38      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                             | GENTEX CORP                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       671 | NS      | $18298.17     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                          | TEXAS ROADHOUSE INC CLASS A                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       191 | NS      | $17371.45     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                           | GLOBUS MED INC                                                   | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       221 | NS      | $16413.67     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                  | RELIANCE STEEL ALUMINUM CO                                       | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       168 | NS      | $34009.92     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                               | AUTONATION INCORPORATION                                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $10515.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                      | CNO FINANCIAL GROUP INC                                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       327 | NS      | $7471.95      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                      | NEXSTAR MEDIA GROUP INC                                          | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       108 | NS      | $18903.24     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                          | MERCURY SYSTEMS INC                                              | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       166 | NS      | $7426.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                | UGI CORP                                                         | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       599 | NS      | $22204.93     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                     | NEW YORK TIMES CO                                                | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       471 | NS      | $15288.66     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                   | CASEY S GENERAL STORES INC                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       107 | NS      | $24005.45     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                              | ASGN INC                                                         | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       143 | NS      | $11651.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                   | CADENCE BANK                                                     | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       522 | NS      | $12872.52     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORPORATION                              | ALCOA CORP                                                       | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       506 | NS      | $23007.82     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR, INC.                              | TRIPADVISOR INC                                                  | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       300 | NS      | $5394.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION | SCIENCE APPLICATIONS INTERNATIONAL CORP WI                       | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       158 | NS      | $17526.94     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY, INC                 | REXFORD INDUSTRIAL REALTY INC                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       525 | NS      | $28686.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SCOTTS MIRACLE-GRO COMPANY                 | SCOTTS COMPANY                                                   | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       116 | NS      | $5636.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT, INC.                                   | VIASAT INC                                                       | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       216 | NS      | $6836.40      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                  | OWENS CORNING INC                                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       267 | NS      | $22775.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                       | WASHINGTON FEDERAL INC                                           | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $6273.85      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HANESBRANDS INC.                               | HANESBRANDS INC                                                  | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       998 | NS      | $6347.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                         | KYNDRYL HOLDINGS INC                                             | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       584 | NS      | $6494.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                        | PEBBLEBROOK HOTEL TR                                             | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       376 | NS      | $5034.64      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL              | SERVICE CORP INTERNATIONAL                                       | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       440 | NS      | $30421.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                    | HALOZYME THERAPEUTICS INC                                        | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       387 | NS      | $22020.30     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TOTAL RETURN SWAP AGREEMENT BASED ON THE       | TOTAL RETURN SWAP AGREEMENT BASED ON THE SPDR S&P MIDCAP 400 ETF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       536 | OU      | $-3921.96     | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERSYS                                        | ENERSYS                                                          | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       117 | NS      | $8639.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE BELOW, INC.                               | FIVE BELOW INC                                                   | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       159 | NS      | $28122.33     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS, INC.                          | BELLRING BRANDS INC                                              | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       388 | NS      | $9948.32      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                   | LANCASTER COLONY CORP                                            | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        57 | NS      | $11246.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, INC.                                      | KBR INC                                                          | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       393 | NS      | $20750.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                      | EXLSERVICE HOLDINGS INC                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        95 | NS      | $16095.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY              | PORTLAND GENERAL ELECTRIC CO                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       255 | NS      | $12495.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                            | VISTEON CORPORATION                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        81 | NS      | $10597.23     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                        | WILEY JOHN SONS                                                  | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       123 | NS      | $4927.38      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND INC.                                   | ASHLAND INC                                                      | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       143 | NS      | $15376.79     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC.                                       | WEX US                                                           | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       125 | NS      | $20456.25     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                      | RLI CORP                                                         | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       116 | NS      | $15227.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                    | BRIGHTHOUSE FINANCIAL INC                                        | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       198 | NS      | $10151.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Limited                         | CAPRI HOLDINGS LTD                                               | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |       368 | NS      | $21093.76     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                             | FNB CORP                                                         | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      1004 | NS      | $13102.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.               | FORTUNE BRANDS INNOVATION                                        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       367 | NS      | $20959.37     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                     | SAIA INC                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        76 | NS      | $15935.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PACWEST BANCORP                                | PACWEST BANCORP                                                  | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       337 | NS      | $7734.15      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP.                             | MP MATERIALS CORP                                                | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $6409.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                       | OPTION CARE HEALTH INC                                           | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       442 | NS      | $13299.78     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORPORATION                         | CONCENTRIX CORP                                                  | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $16112.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                          | HELEN OF TROY LTD                                                | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        69 | NS      | $7652.79      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                 | CARTER S INC                                                     | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       109 | NS      | $8132.49      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                  | ONE GAS INC                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       155 | NS      | $11736.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                             | RYDER SYSTEM INC                                                 | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       144 | NS      | $12034.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                          | CHAMPIONX CORP                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       570 | NS      | $16524.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORPORATION                                | SLM CORP                                                         | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       716 | NS      | $11885.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                      | MATADOR RES CO                                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       321 | NS      | $18374.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                   | NOVANTA INC COM                                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       102 | NS      | $13858.74     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES, INC.                 | WATTS INDUSTRIES INC                                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        78 | NS      | $11405.94     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                     | UNUMPROVIDENT CORP                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       535 | NS      | $21951.05     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                         | FAIR ISAAC COMPANY INC                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        71 | NS      | $42499.18     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORPORATION                     | CURTISS WRIGHT CORP                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       110 | NS      | $18368.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                             | CHEMED CORP                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        43 | NS      | $21948.49     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES, INC.                          | THOR INDUSTRIES INC                                              | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       154 | NS      | $11625.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                       | ITT INC COM                                                      | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       237 | NS      | $19220.70     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                      | NATIONAL FUEL GAS                                                | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       262 | NS      | $16584.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL INSTRUMENTS CORPORATION               | NATIONAL INSTRUMENTS CORP                                        | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       374 | NS      | $13800.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION      | INTEGRA LIFESCIENCES CORP                                        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       208 | NS      | $11662.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                      | COMMERCIAL METALS CO                                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       336 | NS      | $16228.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE, INC.                        | EURONET WORLDWIDE INC                                            | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       135 | NS      | $12741.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY             | GOODYEAR TIRE RUBBER CO                                          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       809 | NS      | $8211.35      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                              | VICOR CORP                                                       | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        64 | NS      | $3440.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE STORAGE, INC.                             | LIFE STORAGE INC                                                 | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       243 | NS      | $23935.50     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORPORATION                     | BANK OF HAWAII CORP                                              | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       114 | NS      | $8841.84      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                          | TD SYNNEX CORP                                                   | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       120 | NS      | $11365.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                          | HARLEY DAVIDSON INC                                              | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       381 | NS      | $15849.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.         | CRACKER BARREL OLD COUNTRY STORE INC                             | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        63 | NS      | $5968.62      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                        | BOYD GAMING CORP                                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       227 | NS      | $12378.31     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.               | FIRST FINANCIAL BANKSHARES INC                                   | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       371 | NS      | $12762.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                              | FOOT LOCKER INC                                                  | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       227 | NS      | $8578.33      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                    | IRIDIUM COMMUNICATIONS INC                                       | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       359 | NS      | $18452.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS, INC.                            | ACUITY BRANDS INC                                                | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $15236.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC.                                      | COTY INC                                                         | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      1046 | NS      | $8953.76      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST              | NATIONAL STORAGE AFFILIATES                                      | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       242 | NS      | $8741.04      | 0.10%             |  |  |  | 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        |       386 | NS      | $25537.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                          | AECOM                                                            | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       400 | NS      | $33972.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.              | HANOVER INSURANCE GROUP INC                                      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       102 | NS      | $13783.26     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                         | MEDPACE HOLDINGS                                                 | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        72 | NS      | $15293.52     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                              | H R BLOCK INC                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       445 | NS      | $16246.95     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                    | BRIXMOR PROPERTY GROUP INC                                       | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       858 | NS      | $19450.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                        | SYNOVUS FINANCIAL CORP                                           | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       416 | NS      | $15620.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                        | SEI INVESTMENTS COMPANY                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       293 | NS      | $17081.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                    | PROGYNY INC                                                      | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $6697.25      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                              | EMCOR GROUP INC                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       136 | NS      | $20142.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                   | MASTEC INC                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       169 | NS      | $14420.77     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                             | UMB FINANCIAL CORP                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    108000 | PA      | $108000.00    | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| WINGSTOP INC.                                  | WINGSTOP INC                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        86 | NS      | $11835.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WENDY'S COMPANY                            | THE WENDY S COMPANY                                              | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       488 | NS      | $11043.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                        | HF SINCLAIR CORP                                                 | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $19977.65     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INCOME REIT CORP.                    | APARTMENT INCOME REIT CORP                                       | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $14718.99     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR, INC.                             | UNDER ARMOUR INC CLASS C                                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       564 | NS      | $5030.88      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                             | FLUOR CORP NEW                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       407 | NS      | $14106.62     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                             | AVIENT CORP                                                      | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       245 | NS      | $8271.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORPORATION                                | NCR CORP                                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       393 | NS      | $9200.13      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC.                          | UNIVAR SOLUTIONS INC                                             | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       467 | NS      | $14850.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                        | PHYSICIANS REALTY TRUST                                          | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |       653 | NS      | $9448.91      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.              | CHOICE HOTELS INERNATIONAL INC                                   | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        79 | NS      | $8898.56      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                    | CALIX INC                                                        | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       163 | NS      | $11154.09     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.               | OMEGA HEALTHCARE INVESTORS INC                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       670 | NS      | $18726.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA, INC.                                 | PENUMBRA INC                                                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       109 | NS      | $24248.14     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                        | VALLEY NATIONAL BANCORP                                          | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      1202 | NS      | $13594.62     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC.                           | EAGLE MATERIALS CLASS A                                          | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       105 | NS      | $13949.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                       | NORTHWESTERN CORP                                                | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       165 | NS      | $9791.10      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                                | WOLFSPEED INC                                                    | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       355 | NS      | $24509.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERACTIVE BROKERS GROUP, INC.                | INTERACTIVE BROKERS GROUP INC CLASS A                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       294 | NS      | $21270.90     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                      | UMB FINANCIAL CORP                                               | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       124 | NS      | $10356.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                             | CIRRUS LOGIC INC                                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       158 | NS      | $11767.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED     | REINSURANCE GROUP OF AMERICA INC                                 | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       191 | NS      | $27139.19     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                     | HIGHWOODS PROPERTIES INC                                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       301 | NS      | $8421.98      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                           | VOYA FINANCIAL INC                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       278 | NS      | $17094.22     | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| PROSPERITY BANCSHARES, INC.                    | PROSPERITY BANCSHARES INC                                        | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $18969.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                   | SPROUTS FARMERS MARKET INC                                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       303 | NS      | $9808.11      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                | ARROWHEAD PHARMACEUTICALS INC                                    | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       303 | NS      | $12289.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                      | WESTERN UNION COMPANY                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      1105 | NS      | $15215.85     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STERICYCLE, INC.                               | STERICYCLE INC                                                   | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       264 | NS      | $13170.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                     | PARK HOTELS RESORTS INC                                          | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       643 | NS      | $7580.97      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                      | GRACO INC                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       482 | NS      | $32419.32     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.             | HAWAIIAN ELECTRIC INDS                                           | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       313 | NS      | $13099.05     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                  | ADIENT PLC                                                       | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |       271 | NS      | $9400.99      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN TECHNOLOGY, INC.                         | ASPEN TECHNOLOGY INC                                             | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        83 | NS      | $17048.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES USA INC                        | HSBC SECURITIES USA INC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    162000 | PA      | $162000.00    | 1.93%             |  |  |  | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                 | INDEPENDENCE REALTY TRUST IN                                     | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       640 | NS      | $10790.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                            | NAVIENT CORP                                                     | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       303 | NS      | $4984.35      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.               | NATIONAL RETAIL PROPERTIES INC                                   | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       511 | NS      | $23383.36     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP, INC.                      | MDU RESOURCES GROUP INC                                          | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $17657.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                            | ACI WORLDWIDE INC                                                | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       322 | NS      | $7406.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORPORATION                              | KIRBY CORP                                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       171 | NS      | $11003.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                         | CELSIUS HOLDINGS INC                                             | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $12068.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                         | STAAR SURGICAL CO                                                | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       138 | NS      | $6698.52      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION               | TAYLOR MORRISON HOME CORP A                                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       310 | NS      | $9408.50      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                     | CULLEN FROST BANKERS INC                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       184 | NS      | $24600.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                | PRIMERICA INC                                                    | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       106 | NS      | $15032.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                            | YETI HOLDINGS INC                                                | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       247 | NS      | $10203.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S P MIDCAP 400 EMINI FUTURE MAR23              | S P MIDCAP 400 EMINI FUTURE MAR23                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-12559.42    | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORPORATION                           | Westlake Corp                                                    | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        99 | NS      | $10151.46     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                    | SITIME CORP                                                      | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46 | NS      | $4674.52      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                     | SUPER MICRO COMPUTER INC                                         | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       132 | NS      | $10837.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION         | OLD REPUBLIC INTERNATIONAL CORP                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       810 | NS      | $19561.50     | 0.23%             |  |  |  | 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        |       167 | NS      | $7822.28      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION               | NEW JERSEY RESOURCES                                             | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       275 | NS      | $13645.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | CANADIAN IMPERIAL BANK                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    130000 | PA      | $130000.00    | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE, INC.                     | TANDEM DIABETES CARE INC                                         | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       184 | NS      | $8270.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                        | EAST WEST BANCORP INC                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $26557.70     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC.                                  | EVERCORE PARTNERS INC                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       102 | NS      | $11126.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                    | MGIC INVESTMENT CORP                                             | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       850 | NS      | $11050.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC.                       | DARLING INGREDIENTS INC                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       459 | NS      | $28728.81     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Incorporated                        | MSA SAFETY INC                                                   | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       105 | NS      | $15139.95     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                               | ESAB CORP                                                        | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       148 | NS      | $6944.16      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** ProFunds

**Signature:** Denise Lewis

**Name of Signer:** Denise Lewis

**Title:** Treasurer and Principal Financial Officer