# EDGAR Filing Document

**Accession Number:** 0001467831
**File Stem:** 0001145549-23-008866
**Filing Date:** 2023-2
**Character Count:** 141674
**Document Hash:** 01bc5dcddc6156a037ba5e601de2d30e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008866.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008866

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ETF Managers Trust
- **CENTRAL INDEX KEY:** 0001467831
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22310
- **FILM NUMBER:** 23660947

**BUSINESS ADDRESS:**
- **STREET 1:** 30 MAPLE STREET
- **STREET 2:** SUITE 2
- **CITY:** SUMMIT
- **STATE:** NJ
- **ZIP:** 07901
- **BUSINESS PHONE:** (908) 897-0513

**MAIL ADDRESS:**
- **STREET 1:** 30 MAPLE STREET
- **STREET 2:** SUITE 2
- **CITY:** SUMMIT
- **STATE:** NJ
- **ZIP:** 07901

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FactorShares Trust
- **DATE OF NAME CHANGE:** 20090929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FactorETF Trust
- **DATE OF NAME CHANGE:** 20090707

## Series and Classes Contracts Data

### Etho Climate Leadership U.S. ETF (Series ID: S000051348)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000161883 | Etho Climate Leadership U.S. ETF | ETHO            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Etho Climate Leadership U.S. ETF** | | |
| **Schedule of Investments** | | |
| **December 31, 2022 (Unaudited)** | | |
|  |<br><br>**Shares** |<br><br>**Value** |
| **COMMON STOCKS - 99.5%** | | |
| **Bermuda - 0.5%** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Chemicals - 0.5%** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axalta Coating Systems, Ltd. (a) | 28928 | $736796 |
| **Canada - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Commercial Services & Supplies - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waste Connections, Inc. | 5110 | 677382 |
| **Ireland - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Equipment & Supplies - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 2956 | 545944 |
| **United States - 98.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Air Freight & Logistics - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc. - Class B | 3375 | 586710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Auto Components - 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gentex Corp. | 24532 | 668987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QuantumScape Corp. (a)(b) | 35570 | 201682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spruce Power Holding Corp. (a)(b) | 357319 | 328412 |
| &nbsp;&nbsp;&nbsp; Total Auto Components |  | 1199081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Automobiles - 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcimoto, Inc. (a)(b) | 5379 | 17750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 1980 | 243897 |
| &nbsp;&nbsp;&nbsp; Total Automobiles |  | 261647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Banks - 3.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amalgamated Financial Corp. | 39914 | 919618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Hawaii Corp. (b) | 8632 | 669498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commerce Bancshares, Inc. (b) | 10512 | 715569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cullen/Frost Bankers, Inc. | 5204 | 695775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Horizon Corp. | 30682 | 751709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South State Corp. | 8826 | 673953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SVB Financial Group (a)(b) | 1271 | 292508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 12827 | 551946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Washington Federal, Inc. | 21991 | 737798 |
| &nbsp;&nbsp;&nbsp; Total Banks |  | 6008374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Biotechnology - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agios Pharmaceuticals, Inc. (a)(b) | 24427 | 685910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 4354 | 1034728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 2724 | 786637 |
| &nbsp;&nbsp;&nbsp; Total Biotechnology |  | 2507275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Building Products - 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; A.O. Smith Corp. (b) | 11246 | 643721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Drainage Systems, Inc. (b) | 5998 | 491656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apogee Enterprises, Inc. | 15151 | 673614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Armstrong World Industries, Inc. | 7947 | 545085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands Home & Security, Inc. | 9658 | 551568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennox International, Inc. (b) | 2776 | 664102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Masterbrand, Inc. (a) | 9658 | 72918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trex Co., Inc. (a)(b) | 10883 | 460677 |
| &nbsp;&nbsp;&nbsp; Total Building Products |  | 4103341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Capital Markets - 3.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Affiliated Managers Group, Inc. (b) | 5045 | 799278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ares Management Corp. - Class A | 8906 | 609527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. | 8487 | 706628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Franklin Resources, Inc. (b) | 25907 | 683427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc. - Class A (b) | 10822 | 782971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, Inc. | 2101 | 585948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 1421 | 661007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 6204 | 548992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T. Rowe Price Group, Inc. (b) | 4795 | 522943 |
| &nbsp;&nbsp;&nbsp; Total Capital Markets |  | 5900721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Commercial Services & Supplies - 3.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 1680 | 758721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 11334 | 690127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MillerKnoll, Inc. (b) | 20902 | 439151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pitney Bowes, Inc. (b) | 140641 | 534436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Republic Services, Inc. | 5393 | 695643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rollins, Inc. | 20411 | 745818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steelcase, Inc. - Class A | 60681 | 429015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waste Management, Inc. | 4523 | 709568 |
| &nbsp;&nbsp;&nbsp; Total Commercial Services & Supplies |  | 5002479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Communications Equipment - 2.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 5116 | 620827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a) | 11727 | 597842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 12915 | 615271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; F5 Networks, Inc. (a) | 3402 | 488221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Juniper Networks, Inc. | 19413 | 620439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Motorola Solutions, Inc. | 2957 | 762049 |
| &nbsp;&nbsp;&nbsp; Total Communications Equipment |  | 3704649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Construction & Engineering - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc. - Class A (a)(b) | 8944 | 511060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Construction Materials - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 3889 | 681003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Consumer Finance - 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ally Financial, Inc. (b) | 16667 | 407508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 3822 | 564701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services | 6530 | 638830 |
| &nbsp;&nbsp;&nbsp; Total Consumer Finance |  | 1611039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Containers & Packaging - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AptarGroup, Inc. (b) | 6097 | 670548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. (b) | 4122 | 746083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Packaging Corp. of America | 4639 | 593374 |
| &nbsp;&nbsp;&nbsp; Total Containers & Packaging |  | 2010005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Distributors - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genuine Parts Co. | 5710 | 990742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LKQ Corp. | 15817 | 844786 |
| &nbsp;&nbsp;&nbsp; Total Distributors |  | 1835528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Diversified Consumer Services - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H&R Block, Inc. | 27709 | 1011655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Service Corp. International (b) | 10892 | 753073 |
| &nbsp;&nbsp;&nbsp; Total Diversified Consumer Services |  | 1764728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Diversified Financial Services - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cannae Holdings, Inc. (a) | 29726 | 613842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Voya Financial, Inc. (b) | 10787 | 663293 |
| &nbsp;&nbsp;&nbsp; Total Diversified Financial Services |  | 1277135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Diversified Telecommunication Services - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ATN International, Inc. | 17930 | 812409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 14246 | 561292 |
| &nbsp;&nbsp;&nbsp; Total Diversified Telecommunication Services |  | 1373701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Electrical Equipment - 3.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Array Technologies, Inc. (a) | 63093 | 1219589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blink Charging Co. (a)(b) | 26873 | 294797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ChargePoint Holdings, Inc. (a)(b) | 35767 | 340860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eos Energy Enterprises, Inc. (a)(b) | 170111 | 251764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FuelCell Energy, Inc. (a)(b) | 123448 | 343185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Plug Power, Inc. (a)(b) | 24853 | 307432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 2564 | 660409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shoals Technologies Group, Inc. - Class A (a) | 41729 | 1029454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stem, Inc. (a) | 64583 | 577372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SunPower Corp. (a)(b) | 33103 | 596847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunrun, Inc. (a)(b) | 23413 | 562380 |
| &nbsp;&nbsp;&nbsp; Total Electrical Equipment |  | 6184089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Electronic Equipment, Instruments & Components - 3.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Badger Meter, Inc. (b) | 7165 | 781201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CDW Corp. | 3999 | 714141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IPG Photonics Corp. (a) | 6478 | 613272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Itron, Inc. (a)(b) | 13497 | 683623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keysight Technologies, Inc. (a) | 4501 | 769986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Littelfuse, Inc. (b) | 2865 | 630873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Instruments Corp. (b) | 17800 | 656820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trimble, Inc. (a) | 9856 | 498319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zebra Technologies Corp. - Class A (a) | 1719 | 440769 |
| &nbsp;&nbsp;&nbsp; Total Electronic Equipment, Instruments & Components |  | 5789004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Entertainment - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Liberty Media Corp-Liberty Formula One - Class C (a)(b) | 10181 | 608620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. (a) | 6044 | 421509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 1897 | 559387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (a) | 5184 | 450386 |
| &nbsp;&nbsp;&nbsp; Total Entertainment |  | 2039902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Food & Staples Retailing - 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PriceSmart, Inc. | 9058 | 550545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. (b) | 8784 | 671537 |
| &nbsp;&nbsp;&nbsp; Total Food & Staples Retailing |  | 1222082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Food Products - 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beyond Meat, Inc. (a)(b) | 14719 | 181191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hain Celestial Group, Inc. (a)(b) | 20670 | 334441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. | 11949 | 1067762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. (b) | 7172 | 594487 |
| &nbsp;&nbsp;&nbsp; Total Food Products |  | 2177881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Equipment & Supplies - 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Align Technology, Inc. (a) | 1630 | 343767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cooper Cos. | 1702 | 562800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 5559 | 629501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a)(b) | 6040 | 450644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 1299 | 529940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. | 2944 | 612735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teleflex, Inc. (b) | 2009 | 501507 |
| &nbsp;&nbsp;&nbsp; Total Health Care Equipment & Supplies |  | 3630894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Providers & Services - 2.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AMN Healthcare Services, Inc. (a) | 6815 | 700718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henry Schein, Inc. (a)(b) | 8155 | 651340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Molina Healthcare, Inc. (a) | 2131 | 703699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Patterson Cos., Inc. (b) | 22368 | 626975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 5233 | 818651 |
| &nbsp;&nbsp;&nbsp; Total Health Care Providers & Services |  | 3501383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Health Care Technology - 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teladoc Health, Inc. (a)(b) | 9858 | 233142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Hotels, Restaurants & Leisure - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. (a) | 302 | 608615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a)(b) | 449 | 622983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expedia Group, Inc. (a) | 3634 | 318338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hilton Worldwide Holdings, Inc. | 4697 | 593513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc. - Class A | 4063 | 604940 |
| &nbsp;&nbsp;&nbsp; Total Hotels, Restaurants & Leisure |  | 2748389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Household Durables - 1.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DR Horton, Inc. (b) | 9604 | 856101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVR, Inc. (a) | 159 | 733400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tempur Sealy International, Inc. (b) | 25659 | 880873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TopBuild Corp. (a) | 3920 | 613441 |
| &nbsp;&nbsp;&nbsp; Total Household Durables |  | 3083815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Household Products - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | 7201 | 580473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Independent Power and Renewable Electricity Producers - 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy, Inc. - Class A | 21827 | 653064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ormat Technologies, Inc. (b) | 8715 | 753673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Energy International, Inc. (a)(b) | 30835 | 555338 |
| &nbsp;&nbsp;&nbsp; Total Independent Power and Renewable Electricity Producers |  | 1962075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Insurance - 2.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial Corp. | 5300 | 542667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citizens, Inc. (a)(b) | 167703 | 357207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Globe Life, Inc. | 7088 | 854458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Financial Services Group, Inc. | 10019 | 759741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MBIA, Inc. (a) | 46203 | 593709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. | 10275 | 743602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W R Berkley Corp. | 10769 | 781506 |
| &nbsp;&nbsp;&nbsp; Total Insurance |  | 4632890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Interactive Media & Services - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc. - Class A (a) | 5113 | 451120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IAC, Inc. (a) | 7090 | 314796 |
| &nbsp;&nbsp;&nbsp; Total Interactive Media & Services |  | 765916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Internet & Direct Marketing Retail - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a) | 4362 | 366408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 12545 | 520241 |
| &nbsp;&nbsp;&nbsp; Total Internet & Direct Marketing Retail |  | 886649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **IT Services - 4.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Akamai Technologies, Inc. (a) | 5956 | 502091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc. | 4611 | 618473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fidelity National Information Services, Inc. | 7164 | 486077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 7012 | 708703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gartner, Inc. (a) | 2390 | 803375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Global Payments, Inc. | 5220 | 518450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jack Henry & Associates, Inc. | 3627 | 636756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MasterCard, Inc. - Class A | 1994 | 693374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 5282 | 610388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. (a) | 6148 | 437861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VeriSign, Inc. (a) | 3196 | 656586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc. - Class A (b) | 3219 | 668779 |
| &nbsp;&nbsp;&nbsp; Total IT Services |  | 7340913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Leisure Products - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hasbro, Inc. | 8847 | 539755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Life Sciences Tools & Services - 2.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc. - Class A (a) | 1262 | 530658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Techne Corp. | 6580 | 545350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 2427 | 644174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 2034 | 411275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IQVIA Holdings, Inc. (a) | 3075 | 630037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 517 | 747298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a)(b) | 2290 | 784507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | 1733 | 407862 |
| &nbsp;&nbsp;&nbsp; Total Life Sciences Tools & Services |  | 4701161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Machinery - 3.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 1720 | 737467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortive Corp. | 11697 | 751532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hyliion Holdings Corp. (a)(b) | 160510 | 375593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hyzon Motors, Inc. (a) | 111278 | 172481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. (b) | 3427 | 754968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lightning eMotors, Inc. (a)(b) | 124748 | 45720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microvast Holdings, Inc. (a)(b) | 106129 | 162377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proterra, Inc. (a)(b) | 94556 | 356476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc. - Class A (b) | 5116 | 748113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 7419 | 740490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. (b) | 8396 | 928346 |
| &nbsp;&nbsp;&nbsp; Total Machinery |  | 5773563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Media - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interpublic Group of Cos., Inc. (b) | 20453 | 681290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John Wiley & Sons, Inc. - Class A (b) | 13623 | 545737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Liberty Broadband Corp. - Class C (a) | 5254 | 400723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. - Class A (b) | 15577 | 505629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEGNA, Inc. | 32048 | 679097 |
| &nbsp;&nbsp;&nbsp; Total Media |  | 2812476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Oil, Gas & Consumable Fuels - 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enviva, Inc. (b) | 9248 | 489867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Personal Products - 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc. - Class A | 2625 | 651289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Pharmaceuticals - 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 9836 | 707700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co, Inc. | 8804 | 976804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 13971 | 715874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoetis, Inc. | 3785 | 554692 |
| &nbsp;&nbsp;&nbsp; Total Pharmaceuticals |  | 2955070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Professional Services - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insperity, Inc. | 7152 | 812466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Robert Half International, Inc. | 6297 | 464908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisk Analytics, Inc. | 3325 | 586597 |
| &nbsp;&nbsp;&nbsp; Total Professional Services |  | 1863971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Real Estate Investment Trusts (REITs) - 3.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AvalonBay Communities, Inc. | 2896 | 467762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Camden Property Trust | 4342 | 485783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Four Corners Property Trust, Inc. | 26773 | 694224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gladstone Land Corp. (b) | 19773 | 362835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimco Realty Corp. (b) | 29386 | 622395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hannon Armstrong Sustainable Infrastructure Capital, Inc. (b) | 15298 | 443336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 4465 | 503339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage, Inc. | 1897 | 531520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regency Centers Corp. | 10164 | 635251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 2076 | 581924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UDR, Inc. | 12551 | 486100 |
| &nbsp;&nbsp;&nbsp; Total Real Estate Investment Trusts (REITs) |  | 5814469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Road & Rail - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AMERCO | 1193 | 71807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport Services, Inc. | 3558 | 620373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Landstar System, Inc. (b) | 4732 | 770843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. (b) | 2386 | 677099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U-Haul Holding Co. (b) | 10739 | 590430 |
| &nbsp;&nbsp;&nbsp; Total Road & Rail |  | 2730552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Semiconductors & Semiconductor Equipment - 7.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 6503 | 421199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 4346 | 712874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 5423 | 528092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | 1147 | 641322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a) | 3524 | 933719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a)(b) | 8491 | 1271867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 14665 | 387596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 1956 | 737471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lam Research Corp. | 1333 | 560260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 9154 | 457517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 2607 | 380987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ON Semiconductor Corp. (a) | 11357 | 708336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Power Integrations, Inc. (b) | 7709 | 552889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Qorvo, Inc. (a) | 5729 | 519277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 4709 | 517707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rambus, Inc. (a) | 22297 | 798679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teradyne, Inc. | 6029 | 526633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 3933 | 649810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Universal Display Corp. | 4283 | 462735 |
| &nbsp;&nbsp;&nbsp; Total Semiconductors & Semiconductor Equipment |  | 11768970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Software - 5.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe Systems, Inc. (a) | 1560 | 524987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ansys, Inc. (a) | 2238 | 540678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 3317 | 619848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design System, Inc. (a) | 4323 | 694448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dolby Laboratories, Inc. - Class A | 9156 | 645864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a) | 10403 | 508603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 1482 | 576824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 2318 | 555903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NCR Corp. (a)(b) | 17693 | 414193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, Inc. (a) | 2053 | 637066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. (a) | 3348 | 443911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 1277 | 495821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, Inc. (a) | 1598 | 515211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc. - Class A (a) | 2968 | 496635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Video Communications, Inc. - Class A (a) | 6065 | 410843 |
| &nbsp;&nbsp;&nbsp; Total Software |  | 8080835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Specialty Retail - 6.0%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advance Auto Parts, Inc. | 3493 | 513576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Eagle Outfitters, Inc. | 42789 | 597334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; America's Car-Mart, Inc. (a)(b) | 8826 | 637767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AutoNation, Inc. (a)(b) | 7140 | 766122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. (b) | 8017 | 643044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EVgo, Inc. (a)(b) | 55292 | 247155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foot Locker, Inc. (b) | 24693 | 933148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Group 1 Automotive, Inc. | 4255 | 767474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 3553 | 707900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Penske Automotive Group, Inc. (b) | 7663 | 880709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ross Stores, Inc. | 7914 | 918578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 11853 | 943499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tractor Supply Co. | 3076 | 692008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Volta, Inc. (a)(b) | 233136 | 82857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. (b) | 4965 | 570578 |
| &nbsp;&nbsp;&nbsp; Total Specialty Retail |  | 9901749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Technology Hardware, Storage & Peripherals - 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3D Systems Corp. (a)(b) | 42629 | 315455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 4084 | 530634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 43262 | 690461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 8660 | 520120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Western Digital Corp. (a) | 14322 | 451859 |
| &nbsp;&nbsp;&nbsp; Total Technology Hardware, Storage & Peripherals |  | 2508529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Textiles, Apparel & Luxury Goods - 1.9%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fossil Group, Inc. (a) | 73761 | 317910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hanesbrands, Inc. (b) | 49448 | 314489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PVH Corp. | 9293 | 655993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ralph Lauren Corp. (b) | 6342 | 670159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tapestry, Inc. (b) | 19467 | 741303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VF Corp. (b) | 12857 | 354982 |
| &nbsp;&nbsp;&nbsp; Total Textiles, Apparel & Luxury Goods |  | 3054836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Thrifts & Mortgage Finance - 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capitol Federal Financial, Inc. | 69278 | 599255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc. (b) | 68879 | 592359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TFS Financial Corp. (b) | 44656 | 643493 |
| &nbsp;&nbsp;&nbsp; Total Thrifts & Mortgage Finance |  | 1835107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Trading Companies & Distributors - 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 12126 | 573802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Herc Holdings, Inc. (b) | 4298 | 565488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc. - Class A | 8511 | 695349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals, Inc. (a)(b) | 2001 | 711195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W.W. Grainger, Inc. | 1388 | 772075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WESCO International, Inc. (a) | 5463 | 683968 |
| &nbsp;&nbsp;&nbsp; Total Trading Companies & Distributors |  | 4001877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Water Utilities - 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American States Water Co. (b) | 8064 | 746324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Water Works Co., Inc. (b) | 4335 | 660741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; California Water Service Group | 12107 | 734168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Middlesex Water Co. | 6808 | 535585 |
| &nbsp;&nbsp;&nbsp; Total Water Utilities |  | 2676818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Wireless Telecommunication Services - 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. (a) | 5539 | 775460 |
| Total United States |  | 160054327 |
| TOTAL COMMON STOCKS (Cost $176,380,599) |  | 162014449 |
| **INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING COLLATERAL - 26.7%** |  |  |
| Mount Vernon Liquid Assets Portfolio, LLC, 4.49% (c) | 43480677 | 43480677 |
| TOTAL INVESTMENTS PURCHASED WITH PROCEEDS FROM SECURITIES LENDING COLLATERAL (Cost $43,480,677) |  |  |
| **SHORT-TERM INVESTMENTS - 0.4%** |  |  |
| **MONEY MARKET FUNDS - 0.4%** |  |  |
| First American Government Obligations Fund - Class X, 4.08% (c) | 562117 | 562117 |
| TOTAL SHORT-TERM INVESTMENTS (Cost $562,117) |  | 562117 |
| **Total Investments (Cost $220,423,393) - 126.6%** |  | 206057243 |
| **Liabilities in Excess of Other Assets - (26.6)%** |  | (43334852) |
| **TOTAL NET ASSETS - 100.0%** |  | $162722391 |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |

---

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| | |
|:---|:---|
| PLC | Public Limited Company |
| (a) | Non-income producing security. |
| (b) | This security or a portion of this security was out on loan at December 31, 2022. |
| (c) | The rate shown is the annualized seven-day yield at period end. |
| The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC, doing business as U.S. Bank Global Fund Services ("Fund Services"). | The Global Industry Classification Standard (GICS®) was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor's Financial Services LLC ("S&P"). GICS is a service mark of MSCI and S&P and has been licensed for use by U.S. Bancorp Fund Services, LLC, doing business as U.S. Bank Global Fund Services ("Fund Services"). |
| The accompanying notes are an integral part of these financial statements. | The accompanying notes are an integral part of these financial statements. |

---

------

ETF Managers Trust

---

| | |
|:---|:---|
| The following is a summary of significant accounting policies consistently followed by ETFMG Prime Junior Silver Miners ETF ("SILJ"), ETFMG Prime 2x Daily Junior Silver Miners ETF ("SILX"), ETFMG Prime Cyber Security ETF ("HACK"), ETFMG Prime Mobile Payments ETF ("IPAY"), ETFMG Sit Ultra Short ETF ("VALT"), ETFMG Travel Tech ETF ("AWAY"), ETFMG Treatments, Testing and Advancements ETF ("GERM"), ETFMG Alternative Harvest U.S. ETF ("MJUS"), ETFMG Alternative Harvest ETF ("MJ"), ETFMG 2x Daily Travel Tech ETF ("AWYX"), Wedbush ETFMG Video Game Tech ETF ("GAMR"), Wedbush ETFMG Global Cloud Technology ETF ("IVES"), BlueStar Israel Technology ETF ("ITEQ"), Etho Climate Leadership U.S. ETF ("ETHO") and AI Powered Equity ETF ("AIEQ") (each a "Fund," or collectively the "Funds"). | The following is a summary of significant accounting policies consistently followed by ETFMG Prime Junior Silver Miners ETF ("SILJ"), ETFMG Prime 2x Daily Junior Silver Miners ETF ("SILX"), ETFMG Prime Cyber Security ETF ("HACK"), ETFMG Prime Mobile Payments ETF ("IPAY"), ETFMG Sit Ultra Short ETF ("VALT"), ETFMG Travel Tech ETF ("AWAY"), ETFMG Treatments, Testing and Advancements ETF ("GERM"), ETFMG Alternative Harvest U.S. ETF ("MJUS"), ETFMG Alternative Harvest ETF ("MJ"), ETFMG 2x Daily Travel Tech ETF ("AWYX"), Wedbush ETFMG Video Game Tech ETF ("GAMR"), Wedbush ETFMG Global Cloud Technology ETF ("IVES"), BlueStar Israel Technology ETF ("ITEQ"), Etho Climate Leadership U.S. ETF ("ETHO") and AI Powered Equity ETF ("AIEQ") (each a "Fund," or collectively the "Funds"). |
| **Security Valuation**. Securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (except for securities traded on NASDAQ), including securities traded over the counter, are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded on the valuation date (or at approximately 4:00 pm Eastern Time if a security's primary exchange is normally open at that time), or, if there is no such reported sale on the valuation date, at the most recent quoted bid price. For securities traded on NASDAQ, the NASDAQ Official Closing Price will be used.<br>Securities for which quotations are not readily available are valued at their respective fair values as determined in good faith by the Board of Trustees (the "Board"). When a security is "fair valued," consideration is given to the facts and circumstances relevant to the particular situation, including a review of various factors set forth in the pricing procedures adopted by the Funds' Board. The use of fair value pricing by a Fund may cause the net asset value of its shares to differ significantly from the net asset value that would be calculated without regard to such considerations. As of December 31, 2022, AIEQ, HACK, VALT, AWAY, GERM, MJUS, SILX, AWYX, IVES, ITEQ and ETHO did not hold any fair valued securities. As of December 31, 2022, SILJ held three fair valued securities and MJ, IPAY and GAMR held one fair valued security.<br>As described above, the Funds utilize various methods to measure the fair value of their investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are: | **Security Valuation**. Securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (except for securities traded on NASDAQ), including securities traded over the counter, are valued at the last quoted sale price on the primary exchange or market (foreign or domestic) on which they are traded on the valuation date (or at approximately 4:00 pm Eastern Time if a security's primary exchange is normally open at that time), or, if there is no such reported sale on the valuation date, at the most recent quoted bid price. For securities traded on NASDAQ, the NASDAQ Official Closing Price will be used.<br>Securities for which quotations are not readily available are valued at their respective fair values as determined in good faith by the Board of Trustees (the "Board"). When a security is "fair valued," consideration is given to the facts and circumstances relevant to the particular situation, including a review of various factors set forth in the pricing procedures adopted by the Funds' Board. The use of fair value pricing by a Fund may cause the net asset value of its shares to differ significantly from the net asset value that would be calculated without regard to such considerations. As of December 31, 2022, AIEQ, HACK, VALT, AWAY, GERM, MJUS, SILX, AWYX, IVES, ITEQ and ETHO did not hold any fair valued securities. As of December 31, 2022, SILJ held three fair valued securities and MJ, IPAY and GAMR held one fair valued security.<br>As described above, the Funds utilize various methods to measure the fair value of their investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are: |
| Level 1 | Unadjusted quoted prices in active markets for identical assets or liabilities that the Funds have the ability to access. |
| Level 2 | Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. |
| Level 3 | Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available; representing the Funds' own assumptions about the assumptions a market participant would use in valuing the asset or liability and would be based on the best information available. |
| The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.<br>The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety.<br>The following is a summary of the inputs used to value the Funds' investments as of December 31, 2022: | The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, for example, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3.<br>The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the level in the fair value hierarchy within which the fair value measurement falls in its entirety, is determined based on the lowest level input that is significant to the fair value measurement in its entirety.<br>The following is a summary of the inputs used to value the Funds' investments as of December 31, 2022: |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **ETHO** | | | | |
| <u>Assets^</u> | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | $162014449 | $- | $- | $162014449 |
| Short-Term Investments | 562117 | - | - | 562117 |
| Investments Purchased with Securities Lending Collateral\* | - | - | - | 43480677 |
| Total Investments in Securities | $162576566 | $- | $- | $206057243 |

---

---

| |
|:---|
| <sup>(1)</sup> Includes a security valued at $0. |
| ^ See Schedule of Investments for classifications by country and industry |
| \* Certain investments that are measured at fair value used the net asset value per share (or its equivalent) practical expedient have not been |
| &nbsp;&nbsp;&nbsp;&nbsp; categorized in the fair value hierarchy. The fair value amounts presented in the table are intended to permit reconciliation of the fair value |
| &nbsp;&nbsp;&nbsp;&nbsp; hierarchy to the amounts presented in the Schedules of Investments. |
| \*\* Investment was purchased with collateral. |
| \*\*\* Swap contracts are derivative instruments, which are presented at the unrealized appreciation/depreciation on the instrument. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ETF Managers Trust

- **b. Investment Company Act file number:** 811-22310

- **c. CIK number of Registrant:** 0001467831

- **d. LEI of Registrant:** 549300K4RW5UJ3CZL626

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

  - **Street Address 1:** 30 Maple Street

  - **City:** Summit

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07901

  - **Telephone number:** 908-897-0513

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

- **a. Name of Series:** Etho Climate Leadership U.S. ETF

- **b. EDGAR series identifier (if any):** S000051348

- **c. LEI of Series:** 5493002YBHJCT8OTI388

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $203798093.80

**Total Liabilities:** $43543735.21

**Net Assets:** $160254358.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000161883 | 7.62%                | 6.76%                | -6.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $404762.14               | $10782460.48                               |
| Month 2  | $-1079107.46             | $11661958.92                               |
| Month 3  | $-160774.32              | $-11416864.11                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ares Management Corp                      | Ares Management Corp                                    | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |      8772 | NS      | $600355.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                       | Arista Networks Inc                                     | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      5039 | NS      | $611482.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc            | Armstrong World Industries Inc                          | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      7827 | NS      | $536853.93    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                    | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     62138 | NS      | $1201127.54   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                              | Autodesk Inc                                            | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      3267 | NS      | $610504.29    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                            | AutoNation Inc                                          | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7032 | NS      | $754533.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| AvalonBay Communities Inc                 | AvalonBay Communities Inc                               | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      2853 | NS      | $460816.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                       | Avery Dennison Corp                                     | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      4060 | NS      | $734860.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                          | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      7057 | NS      | $769424.71    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Hawaii Corp                       | Bank of Hawaii Corp                                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      8502 | NS      | $659415.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| W R Berkley Corp                          | W R Berkley Corp                                        | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     10606 | NS      | $769677.42    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                           | Best Buy Co Inc                                         | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      7896 | NS      | $633338.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat Inc                           | Beyond Meat Inc                                         | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     14496 | NS      | $178445.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Rad Laboratories Inc                  | Bio-Rad Laboratories Inc                                | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      1243 | NS      | $522669.07    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                           | Bio-Techne Corp                                         | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |      6481 | NS      | $537145.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                         | Blink Charging Co                                       | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26466 | NS      | $290332.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| H&R Block Inc                             | H&R Block Inc                                           | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     27290 | NS      | $996357.90    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       298 | NS      | $600553.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                   | Bristol-Myers Squibb Co                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9687 | NS      | $696979.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions            | Broadridge Financial Solutions Inc                      | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      4542 | NS      | $609218.46    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                              | Broadcom Inc                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1130 | NS      | $631816.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                               | CDW Corp/DE                                             | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      3939 | NS      | $703426.62    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                          | Genuine Parts Co                                        | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      5624 | NS      | $975820.24    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                       | Gladstone Land Corp                                     | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     19474 | NS      | $357347.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Payments Inc                       | Global Payments Inc                                     | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      5141 | NS      | $510604.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                            | Globe Life Inc                                          | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      6981 | NS      | $841559.55    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                           | WW Grainger Inc                                         | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1367 | NS      | $760393.75    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4191 | NS      | $755930.67    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The              | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     20357 | NS      | $329376.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanesbrands Inc                           | Hanesbrands Inc                                         | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     48699 | NS      | $309725.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Hannon Armstrong Sustainable I            | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15067 | NS      | $436641.66    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Hartford Financial Services Gr            | Hartford Financial Services Group Inc/The               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9868 | NS      | $748290.44    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                | Hasbro Inc                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      8713 | NS      | $531580.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc               | Jack Henry & Associates Inc                             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      3573 | NS      | $627275.88    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                         | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4233 | NS      | $556935.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Hewlett Packard Enterprise Co             | Hewlett Packard Enterprise Co                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     42607 | NS      | $680007.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc             | Hilton Worldwide Holdings Inc                           | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      4626 | NS      | $584541.36    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc            | JB Hunt Transport Services Inc                          | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3505 | NS      | $611131.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                   | IAC Inc                                                 | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      6983 | NS      | $310045.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                     | Hyliion Holdings Corp                                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158079 | NS      | $369904.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyzon Motors Inc                          | Hyzon Motors Inc                                        | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109592 | NS      | $169867.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                        | IPG Photonics Corp                                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      6380 | NS      | $603994.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                    | IDEXX Laboratories Inc                                  | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      1280 | NS      | $522188.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                   | Illinois Tool Works Inc                                 | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      3376 | NS      | $743732.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Illumina Inc                              | Illumina Inc                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2004 | NS      | $405208.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                             | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      7044 | NS      | $800198.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                | Intel Corp                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     14443 | NS      | $381728.49    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc             | Interactive Brokers Group Inc                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     10659 | NS      | $771178.65    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Interpublic Group of Cos Inc/T            | Interpublic Group of Cos Inc/The                        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     20144 | NS      | $670996.64    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Intuit Inc                                | Intuit Inc                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1460 | NS      | $568261.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                        | IQVIA Holdings Inc                                      | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3029 | NS      | $620611.81    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                 | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     13293 | NS      | $673290.45    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Juniper Networks Inc                      | Juniper Networks Inc                                    | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |     19119 | NS      | $611043.24    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                  | KLA Corp                                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      1927 | NS      | $726536.81    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc                 | Keysight Technologies Inc                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      4433 | NS      | $758353.31    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| KRC Interim Corp                          | KRC Interim Corp                                        | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |     28941 | NS      | $612970.38    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| LKQ Corp                                  | LKQ Corp                                                | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     15578 | NS      | $832020.98    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                         | Lam Research Corp                                       | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      1313 | NS      | $551853.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                  | Lamb Weston Holdings Inc                                | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     11768 | NS      | $1051588.48   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                       | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4661 | NS      | $759276.90    | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Estee Lauder Cos Inc/The                  | Estee Lauder Cos Inc/The                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |      2586 | NS      | $641612.46    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                  | Lennox International Inc                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      2734 | NS      | $654054.82    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Broadband Corp                    | Liberty Broadband Corp                                  | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      5175 | NS      | $394697.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For            | Liberty Media Corp-Liberty Formula One                  | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10027 | NS      | $599414.06    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Lightning eMotors Inc                     | Lightning eMotors Inc                                   | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |    122858 | NS      | $45027.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Littelfuse Inc                            | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      2822 | NS      | $621404.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Nation Entertainment Inc             | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |      5953 | NS      | $415162.22    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                            | Lowe's Cos Inc                                          | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      3500 | NS      | $697340.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                  | MBIA Inc                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     45503 | NS      | $584713.55    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc              | MSC Industrial Direct Co Inc                            | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      8383 | NS      | $684891.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                  | MSCI Inc                                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      1400 | NS      | $651238.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                  | MarketAxess Holdings Inc                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      2070 | NS      | $577302.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD             | Marriott International Inc/MD                           | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4002 | NS      | $595857.78    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                            | Mastercard Inc                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1964 | NS      | $682941.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                           | Masterbrand Inc                                         | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      9512 | NS      | $71815.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                     | McCormick & Co Inc/MD                                   | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      7064 | NS      | $585534.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Merck & Co Inc                            | Merck & Co Inc                                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8671 | NS      | $962047.45    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                               | MetLife Inc                                             | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     10120 | NS      | $732384.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International I            | Mettler-Toledo International Inc                        | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       510 | NS      | $737179.50    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                            | Microsoft Corp                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2283 | NS      | $547509.06    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                     | Micron Technology Inc                                   | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9016 | NS      | $450619.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                    | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |    104521 | NS      | $159917.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Middlesex Water Co                        | Middlesex Water Co                                      | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6705 | NS      | $527482.35    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                           | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     20586 | NS      | $432511.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Molina Healthcare Inc                     | Molina Healthcare Inc                                   | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |      2099 | NS      | $693131.78    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                    | Motorola Solutions Inc                                  | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      2913 | NS      | $750709.23    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                  | NCR Corp                                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     17425 | NS      | $407919.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| NVR Inc                                   | NVR Inc                                                 | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |       157 | NS      | $724175.06    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                 | National Instruments Corp                               | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |     17531 | NS      | $646893.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| NetApp Inc                                | NetApp Inc                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      8529 | NS      | $512251.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                               | Netflix Inc                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1869 | NS      | $551130.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc            | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     67836 | NS      | $583389.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Times Co/The                     | New York Times Co/The                                   | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     15341 | NS      | $497968.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Trust Corp                       | Northern Trust Corp                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6110 | NS      | $540673.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                               | NVIDIA Corp                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2568 | NS      | $375287.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                           | T-Mobile US Inc                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5456 | NS      | $763840.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tapestry Inc                              | Tapestry Inc                                            | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     19173 | NS      | $730107.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| TEGNA Inc                                 | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     31563 | NS      | $668819.97    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                        | Teladoc Health Inc                                      | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      9709 | NS      | $229617.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleflex Inc                              | Teleflex Inc                                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1979 | NS      | $494017.77    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Tempur Sealy International Inc            | Tempur Sealy International Inc                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     25271 | NS      | $867553.43    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Teradyne Inc                              | Teradyne Inc                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      5938 | NS      | $518684.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                 | Tesla Inc                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      1950 | NS      | $240201.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                     | Texas Instruments Inc                                   | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3874 | NS      | $640062.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                           | 3D Systems Corp                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     41984 | NS      | $310681.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| TopBuild Corp                             | TopBuild Corp                                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      3861 | NS      | $604207.89    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                         | Tractor Supply Co                                       | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      3030 | NS      | $681659.10    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                               | Trex Co Inc                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10719 | NS      | $453735.27    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Trimble Inc                               | Trimble Inc                                             | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |      9707 | NS      | $490785.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                     | Truist Financial Corp                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     12633 | NS      | $543597.99    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc                    | Tyler Technologies Inc                                  | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1574 | NS      | $507473.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                   | UDR Inc                                                 | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     12361 | NS      | $478741.53    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                 | United Parcel Service Inc                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3324 | NS      | $577844.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                        | United Rentals Inc                                      | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      1971 | NS      | $700532.82    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Display Corp                    | Universal Display Corp                                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4219 | NS      | $455820.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                   | VF Corp                                                 | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     12663 | NS      | $349625.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| VeriSign Inc                              | VeriSign Inc                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |      3148 | NS      | $646725.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                | Verizon Communications Inc                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     14031 | NS      | $552821.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      6712 | NS      | $690127.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                     | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     17659 | NS      | $800129.29    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                 | Adobe Inc                                               | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      1537 | NS      | $517246.61    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                    | Advance Auto Parts Inc                                  | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      3441 | NS      | $505930.23    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                | Advanced Micro Devices Inc                              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      6405 | NS      | $414851.85    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc             | Advanced Drainage Systems Inc                           | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      5908 | NS      | $484278.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                           | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      4969 | NS      | $787238.67    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Agios Pharmaceuticals Inc                 | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     24057 | NS      | $675520.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Akamai Technologies Inc                   | Akamai Technologies Inc                                 | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | EC               | CORP              | US        |      5866 | NS      | $494503.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc                      | Align Technology Inc                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      1606 | NS      | $338705.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                        | Ally Financial Inc                                      | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     16415 | NS      | $401346.75    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Alnylam Pharmaceuticals Inc               | Alnylam Pharmaceuticals Inc                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      4289 | NS      | $1019280.85   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                              | Alphabet Inc                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5036 | NS      | $444326.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39310 | NS      | $905702.40    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                            | Amazon.com Inc                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      4296 | NS      | $360864.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                         | U-Haul Holding Co                                       | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      1175 | NS      | $70723.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co                         | U-Haul Holding Co                                       | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     10577 | NS      | $581523.46    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameresco Inc                              | Ameresco Inc                                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      8809 | NS      | $503346.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadence Design Systems Inc                | Cadence Design Systems Inc                              | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      4258 | NS      | $684005.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group            | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     11924 | NS      | $723071.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                     | Camden Property Trust                                   | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      4277 | NS      | $478510.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                       | Cannae Holdings Inc                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     29276 | NS      | $604549.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc             | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68229 | NS      | $590180.85    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc                  | ChargePoint Holdings Inc                                | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     35226 | NS      | $335703.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Chipotle Mexican Grill Inc                | Chipotle Mexican Grill Inc                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $614658.07    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Church & Dwight Co Inc                    | Church & Dwight Co Inc                                  | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      7092 | NS      | $571686.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                | Ciena Corp                                              | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     11550 | NS      | $588819.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                 | Cincinnati Financial Corp                               | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |      5220 | NS      | $534475.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                         | Cisco Systems Inc                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     12720 | NS      | $605980.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                               | Cintas Corp                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1655 | NS      | $747431.10    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Inc/TX                           | Citizens Inc/TX                                         | CUSIP: 174740100<br>LEI: 549300Z39SMLUE3VF522 | Long             | EC               | CORP              | US        |    165163 | NS      | $351797.19    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                       | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     21497 | NS      | $643190.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc             | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     42141 | NS      | $588288.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                       | American Express Co                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      3765 | NS      | $556278.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                  | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      7942 | NS      | $735032.10    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| American Water Works Co Inc               | American Water Works Co Inc                             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      4270 | NS      | $650833.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart Inc/TX                 | America's Car-Mart Inc/TX                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8693 | NS      | $628156.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Analog Devices Inc                        | Analog Devices Inc                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      4281 | NS      | $702212.43    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                 | ANSYS Inc                                               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |      2205 | NS      | $532705.95    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     14922 | NS      | $663432.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                | Commerce Bancshares Inc/MO                              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10353 | NS      | $704745.73    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Cooper Cos Inc/The                        | Cooper Cos Inc/The                                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      1677 | NS      | $554533.59    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                 | Apple Inc                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4023 | NS      | $522708.39    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                     | Applied Materials Inc                                   | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      5341 | NS      | $520106.58    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                | Copart Inc                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     11163 | NS      | $679715.07    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                  | Cullen/Frost Bankers Inc                                | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      5126 | NS      | $685346.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                            | AptarGroup Inc                                          | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      6005 | NS      | $660429.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcimoto Inc                              | Arcimoto Inc                                            | CUSIP: 039587209<br>LEI: 549300MG7KF9H96GWE02 | Long             | EC               | CORP              | US        |      5298 | NS      | $17483.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DR Horton Inc                             | DR Horton Inc                                           | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      9459 | NS      | $843175.26    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Danaher Corp                              | Danaher Corp                                            | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2391 | NS      | $634619.22    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                | Deere & Co                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      1694 | NS      | $726319.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                                | Dexcom Inc                                              | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5475 | NS      | $619989.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                        | Walt Disney Co/The                                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      5106 | NS      | $443609.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services               | Discover Financial Services                             | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      6432 | NS      | $629242.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                    | Dolby Laboratories Inc                                  | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      9018 | NS      | $636129.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ETFMG Sit Ultra Short ETF                 | ETFMG Sit Ultra Short ETF                               | CUSIP: 26924G789<br>LEI: N/A                  | Long             | EC               | RF                | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                  | eBay Inc                                                | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     12355 | NS      | $512361.85    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                 | Edwards Lifesciences Corp                               | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |      5949 | NS      | $443854.89    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Enphase Energy Inc                        | Enphase Energy Inc                                      | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |      3471 | NS      | $919676.16    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviva Inc                                | Enviva Inc                                              | CUSIP: 29415B103<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |      9108 | NS      | $482450.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Eos Energy Enterprises Inc                | Eos Energy Enterprises Inc                              | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167534 | NS      | $247950.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| EVgo Inc                                  | EVgo Inc                                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54455 | NS      | $243413.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Expedia Group Inc                         | Expedia Group Inc                                       | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3579 | NS      | $313520.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                               | Fastenal Co                                             | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     11943 | NS      | $565142.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                    | F5 Inc                                                  | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      3351 | NS      | $480902.01    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information             | Fidelity National Information Services Inc              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      7056 | NS      | $478749.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund              | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |    562117 | NS      | $562116.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                        | First Horizon Corp                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     30218 | NS      | $740341.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                           | First Solar Inc                                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      8363 | NS      | $1252693.77   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Fiserv Inc                                | Fiserv Inc                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |      6906 | NS      | $697989.42    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                           | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     24319 | NS      | $919015.01    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Fortinet Inc                              | Fortinet Inc                                            | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     10246 | NS      | $500926.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corp                              | Fortive Corp                                            | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |     11520 | NS      | $740160.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc            | Fortune Brands Innovations Inc                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      9512 | NS      | $543230.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                          | Fossil Group Inc                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     72644 | NS      | $313095.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In            | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     26368 | NS      | $683722.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                    | Franklin Resources Inc                                  | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     25515 | NS      | $673085.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| FuelCell Energy Inc                       | FuelCell Energy Inc                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    121578 | NS      | $337986.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Gartner Inc                               | Gartner Inc                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |      2354 | NS      | $791273.56    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                               | Gentex Corp                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     24161 | NS      | $658870.47    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc             | Old Dominion Freight Line Inc                           | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      2350 | NS      | $666883.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| ON Semiconductor Corp                     | ON Semiconductor Corp                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     11185 | NS      | $697608.45    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                    | Ormat Technologies Inc                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      8583 | NS      | $742257.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH Corp                                  | PVH Corp                                                | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      9153 | NS      | $646110.27    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                 | Packaging Corp of America                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      4569 | NS      | $584420.79    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                         | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     22030 | NS      | $617500.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Paychex Inc                               | Paychex Inc                                             | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      5202 | NS      | $601143.12    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                       | Paycom Software Inc                                     | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      2022 | NS      | $627446.82    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                       | PayPal Holdings Inc                                     | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      6055 | NS      | $431237.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc               | Penske Automotive Group Inc                             | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      7547 | NS      | $867376.71    | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Pfizer Inc                                | Pfizer Inc                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     13760 | NS      | $705062.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                          | Pitney Bowes Inc                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    138511 | NS      | $526341.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Plug Power Inc                            | Plug Power Inc                                          | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Long             | EC               | CORP              | US        |     24477 | NS      | $302780.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Power Integrations Inc                    | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      7593 | NS      | $544569.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| T Rowe Price Group Inc                    | T Rowe Price Group Inc                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4723 | NS      | $515090.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| PriceSmart Inc                            | PriceSmart Inc                                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8921 | NS      | $542218.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                              | Prologis Inc                                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      4398 | NS      | $495786.54    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                              | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93124 | NS      | $351077.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Public Storage                            | Public Storage                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |      1869 | NS      | $523675.11    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                 | Qorvo Inc                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      5643 | NS      | $511481.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                              | QUALCOMM Inc                                            | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      4638 | NS      | $509901.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QuantumScape Corp                         | QuantumScape Corp                                       | CUSIP: 74767V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35032 | NS      | $198631.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Quest Diagnostics Inc                     | Quest Diagnostics Inc                                   | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      5154 | NS      | $806291.76    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     21960 | NS      | $786607.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                         | Ralph Lauren Corp                                       | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      6246 | NS      | $660014.82    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Regency Centers Corp                      | Regency Centers Corp                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |     10010 | NS      | $625625.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                     | Republic Services Inc                                   | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      5312 | NS      | $685194.88    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                | ResMed Inc                                              | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      2900 | NS      | $603577.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc             | Robert Half International Inc                           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      6202 | NS      | $457893.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc                   | Rockwell Automation Inc                                 | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      2526 | NS      | $650621.82    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                               | Rollins Inc                                             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     20102 | NS      | $734527.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                           | Ross Stores Inc                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7795 | NS      | $904765.65    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                   | SBA Communications Corp                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      2045 | NS      | $573233.95    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                       | SVB Financial Group                                     | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1252 | NS      | $288135.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Salesforce Inc                            | Salesforce Inc                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      3298 | NS      | $437281.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                          | Henry Schein Inc                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      8032 | NS      | $641515.84    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Charles Schwab Corp/The                   | Charles Schwab Corp/The                                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      8359 | NS      | $695970.34    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US             | Service Corp International/US                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     10727 | NS      | $741664.78    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| ServiceNow Inc                            | ServiceNow Inc                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1258 | NS      | $488443.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc             | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41097 | NS      | $1013862.99   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                            | A O Smith Corp                                          | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     11076 | NS      | $633990.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| SouthState Corp                           | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      8693 | NS      | $663797.48    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                             | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     59762 | NS      | $422517.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                  | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |     63605 | NS      | $568628.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I            | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     30368 | NS      | $546927.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| SunPower Corp                             | SunPower Corp                                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     32602 | NS      | $587814.06    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunrun Inc                                | Sunrun Inc                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     23059 | NS      | $553877.18    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Sysco Corp                                | Sysco Corp                                              | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      8651 | NS      | $661368.95    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| TFS Financial Corp                        | TFS Financial Corp                                      | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43980 | NS      | $633751.80    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| TJX Cos Inc/The                           | TJX Cos Inc/The                                         | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     11674 | NS      | $929250.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                      | Verisk Analytics Inc                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      3275 | NS      | $577775.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                | Vertex Pharmaceuticals Inc                              | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2683 | NS      | $774796.74    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                  | Visa Inc                                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      3171 | NS      | $658806.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Volta Inc                                 | Volta Inc                                               | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229604 | NS      | $81601.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Voya Financial Inc                        | Voya Financial Inc                                      | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     10624 | NS      | $653269.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Vulcan Materials Co                       | Vulcan Materials Co                                     | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      3831 | NS      | $670846.41    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol            | Westinghouse Air Brake Technologies Corp                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      7307 | NS      | $729311.67    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                    | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21658 | NS      | $726625.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc                     | Waste Connections Inc                                   | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | US        |      5033 | NS      | $667174.48    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                      | Waste Management Inc                                    | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      4455 | NS      | $698900.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                               | Waters Corp                                             | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      2256 | NS      | $772860.48    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Watts Water Technologies Inc              | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      5039 | NS      | $736852.97    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| WESCO International Inc                   | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      5381 | NS      | $673701.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I            | West Pharmaceutical Services Inc                        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1707 | NS      | $401742.45    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp                      | Western Digital Corp                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     14105 | NS      | $445012.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                     | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     13417 | NS      | $537485.02    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma Inc                       | Williams-Sonoma Inc                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4890 | NS      | $561958.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Workday Inc                               | Workday Inc                                             | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |      2924 | NS      | $489272.92    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spruce Power Holding Corp                 | Spruce Power Holding Corp                               | CUSIP: 9837FR100<br>LEI: 549300W71XJ8DIF9RQ35 | Long             | EC               | CORP              | US        |    351906 | NS      | $323436.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Xylem Inc/NY                              | Xylem Inc/NY                                            | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8269 | NS      | $914303.33    | 0.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Zebra Technologies Corp                   | Zebra Technologies Corp                                 | CUSIP: 989207105<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | EC               | CORP              | US        |      1693 | NS      | $434102.13    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                | Zoetis Inc                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |      3728 | NS      | $546338.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Video Communications Inc             | Zoom Video Communications Inc                           | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      5974 | NS      | $404678.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  43480676 | NS      | $43480676.50  | 27.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                | Axalta Coating Systems Ltd                              | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | US        |     28490 | NS      | $725640.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                | STERIS PLC                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      2912 | NS      | $537817.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** ETF Managers Trust

**Signature:** /s/ John Flanagan

**Name of Signer:** John Flanagan

**Title:** Chief Financial Officer