# EDGAR Filing Document

**Accession Number:** 0001424958
**File Stem:** 0001193125-25-333721
**Filing Date:** 2025-12
**Character Count:** 149572
**Document Hash:** 412a44ab3e32d4d3820d417718b354be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-333721.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-333721

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Direxion Shares ETF Trust
- **CENTRAL INDEX KEY:** 0001424958

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22201
- **FILM NUMBER:** 251605794

**BUSINESS ADDRESS:**
- **STREET 1:** 535 MADISON AVENUE
- **STREET 2:** 37TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** 646-572-3390

**MAIL ADDRESS:**
- **STREET 1:** 535 MADISON AVENUE
- **STREET 2:** 37TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Direxion ETF Trust
- **DATE OF NAME CHANGE:** 20080124

## Series and Classes Contracts Data

### Direxion Daily Mid Cap Bull 3X Shares (Series ID: S000022778)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000065906 | Direxion Daily Mid Cap Bull 3X Shares | MIDU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Direxion Shares ETF Trust

- **b. Investment Company Act file number:** 811-22201

- **c. CIK number of Registrant:** 0001424958

- **d. LEI of Registrant:** 549300M501IVJM50FG12

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

  - **Street Address 1:** 1301 Avenue of the Americas (6th Avenue)

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 646-572-3390

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

- **a. Name of Series:** Direxion Daily Mid Cap Bull 3X Shares

- **b. EDGAR series identifier (if any):** S000022778

- **c. LEI of Series:** B15Q6MX3OEO111P4BX96

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $86339074.38

**Total Liabilities:** $12685290.57

**Net Assets:** $73653783.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065906 | 8.69%                | 0.14%                | -3.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $685852.19               | $939926.42                                 |
| Month 2  | $-69738.03               | $180247.99                                 |
| Month 3  | $-12796.00               | $-278426.10                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON INC                                   | AAON INC                                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1169 | NS      | $115017.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                  | AGCO CORP                                                           | CUSIP: 001084102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $110381.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| API GROUP CORP                             | API GROUP CORP                                                      | CUSIP: 00187Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6395 | NS      | $235463.90    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                   | ASGN INC                                                            | CUSIP: 00191U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $33883.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co CL'A'COM USD0.01                             | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       823 | NS      | $59708.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                          | ACUITY BRANDS INC                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $191286.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                                               | CUSIP: 00766T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $307392.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN               | ADVANCED DRAINAGE SYSTEMS IN                                        | CUSIP: 00790R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $173101.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                        | AeroVironment, Inc. COM USD0.0001                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       550 | NS      | $203450.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP                  | AFFILIATED MANAGERS GROUP                                           | CUSIP: 008252108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $116838.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                          | AGREE REALTY CORP                                                   | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1909 | NS      | $139376.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group Inc.                      | Alaska Air Group Incorporation COM USD0.01                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1992 | NS      | $83126.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                  | Albertsons Companies Inc COMMON STOCK                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      6964 | NS      | $123193.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                 | ALCOA CORP                                                          | CUSIP: 013872106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4473 | NS      | $164561.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI INC                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2381 | NS      | $235647.57    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                   | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2142 | NS      | $64088.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                 | ALLETE INC                                                          | CUSIP: 018522300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $67330.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                         | ALLY FINANCIAL INC                                                  | CUSIP: 02005N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4839 | NS      | $188575.83    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                | American Airlines Group Inc COM USD0.01                             | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     11400 | NS      | $149682.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC               | AMERICAN FINANCIAL GROUP INC                                        | CUSIP: 025932104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $157489.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT- A                   | AMERICAN HOMES 4 RENT- A                                            | CUSIP: 02665T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5630 | NS      | $177908.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                       | AMKOR TECHNOLOGY INC                                                | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1964 | NS      | $63397.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ANNALY CAPITAL MANAGEMENT IN               | ANNALY CAPITAL MANAGEMENT IN                                        | CUSIP: 035710839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11093 | NS      | $234838.81    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation               | Antero Resources Corporation USD0.01                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5071 | NS      | $156744.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                      | ANTERO MIDSTREAM CORP                                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5787 | NS      | $99825.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC - A                           | Appfolio Incorporation COM USD0.0001 CL A                           | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       395 | NS      | $100499.85    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECH INC                | APPLIED INDUSTRIAL TECH INC                                         | CUSIP: 03820C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       658 | NS      | $169165.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                             | APTARGROUP INC                                                      | CUSIP: 038336103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $132019.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                    | ARAMARK                                                             | CUSIP: 03852U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4541 | NS      | $172013.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                      | ARROW ELECTRONICS INC                                               | CUSIP: 042735100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $99279.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND GLOBAL HOLDINGS INC                | ASHLAND INC                                                         | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       790 | NS      | $38631.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp COM USD0.01                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2823 | NS      | $69925.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC.                               | AUTOLIV INC                                                         | CUSIP: 052800109<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1221 | NS      | $142612.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc. COM USD0.01                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $97736.43     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                | AVANTOR INC                                                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11779 | NS      | $139227.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                                | AVIENT CORP                                                         | CUSIP: 05368V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1582 | NS      | $50734.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                     | Avis Budget Group, Inc. COM STK USD0.01                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       292 | NS      | $39732.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AVNET INC                                  | AVNET INC                                                           | CUSIP: 053807103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $70204.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc             | BJ Wholesale Club Holdings Inc COM USD0.01                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2281 | NS      | $201321.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.                      | BWX Technologies Inc COM USD0.01                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1579 | NS      | $337290.19    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK Little Rock Arkansas COM USD0.01                           | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1829 | NS      | $82286.71     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc COM                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3656 | NS      | $89498.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                 | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $83467.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                        | BELLRING BRANDS INC                                                 | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $65593.01     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC-CLASS B                | BENTLEY SYSTEMS INC-CLASS B                                         | CUSIP: 08265T208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2574 | NS      | $130836.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| BILL HOLDINGS INC                          | Bill Com Holdings Inc COM                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1584 | NS      | $78661.44     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BIO-RAD LABORATORIES-A                     | BIO-RAD LABORATORIES-A                                              | CUSIP: 090572207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $100658.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Biomarin Pharmaceutical Inc.               | Biomarin Pharmaceutical Inc. COM USD0.001                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3318 | NS      | $177745.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                           | BLACK HILLS CORP                                                    | CUSIP: 092113109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1259 | NS      | $79858.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                              | Blackbaud Inc COM USD0.001                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       643 | NS      | $41177.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                              | H&R BLOCK INC                                                       | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2313 | NS      | $115048.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC-A                  | BOSTON BEER COMPANY INC-A                                           | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $28357.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                           | Boyd Gaming Corporation COM USD0.01                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1025 | NS      | $79816.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                  | BRIGHTHOUSE FINANCIAL INC                                           | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $56328.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                             | BRINK'S CO/THE                                                      | CUSIP: 109696104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       720 | NS      | $80035.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                 | BRIXMOR PROPERTY GROUP INC                                          | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5289 | NS      | $138360.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                | BRUKER CORP                                                         | CUSIP: 116794108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1914 | NS      | $74531.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BRUNSWICK CORP                             | BRUNSWICK CORP                                                      | CUSIP: 117043109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $74638.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                     | Burlington Stores Inc. COM USD0.0001                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1077 | NS      | $294656.43    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO FINANCIAL GROUP INC                                             | CUSIP: 12621E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1675 | NS      | $67033.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                  | CNX Resources Corporation COM USD0.01                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2443 | NS      | $82231.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CABOT CORP                                 | CABOT CORP                                                          | CUSIP: 127055101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       919 | NS      | $62014.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC -CL A               | CACI INTERNATIONAL INC -CL A                                        | CUSIP: 127190304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       380 | NS      | $213655.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank COM                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      3219 | NS      | $121485.06    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                           | CARLISLE COS INC                                                    | CUSIP: 142339100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $239561.85    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                      | CARLYLE GROUP INC/THE                                               | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $239940.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Carpenter Technology Corporation           | CARPENTER TECHNOLOGY                                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       861 | NS      | $271989.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                | Caseys Gen Stores COM NPV                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       642 | NS      | $329467.98    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                             | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1723 | NS      | $92576.79     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| CELSIUS HOLDINGS INC                       | CELSIUS HOLDINGS INC                                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $166415.49    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                       | CHART INDUSTRIES INC                                                | CUSIP: 16115Q308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $152310.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                | CHEMED CORP                                                         | CUSIP: 16359R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $108687.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                  | Chewy Inc COM USD0.01 CL A                                          | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      3851 | NS      | $129855.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International, Inc. COM USD.01                        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       357 | NS      | $33186.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INC                        | Churchill Downs Inc COM NPV                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1151 | NS      | $114179.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                          | Ciena Corporation COM STK USD0.01                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2442 | NS      | $463784.64    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                           | CIRRUS LOGIC INC                                                    | CUSIP: 172755100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       887 | NS      | $117660.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc COM NEW                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1441 | NS      | $41544.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEAN HARBORS INC                          | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       871 | NS      | $183354.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | CLEVELAND-CLIFFS INC                                                | CUSIP: 185899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8547 | NS      | $106239.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA BOTTLING CO CONSOL               | COCA-COLA CONSOLIDATED INC                                          | CUSIP: 191098102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $135073.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                | COGNEX CORP                                                         | CUSIP: 192422103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2901 | NS      | $120072.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                              | COHERENT CORP                                                       | CUSIP: 19247G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2686 | NS      | $354444.56    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.               | Columbia Banking System Incorporation COM NPV                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5167 | NS      | $138475.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                     | COLUMBIA SPORTSWEAR CO                                              | CUSIP: 198516106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $22085.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                                             | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $587072.64    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | COMERICA INC                                                        | CUSIP: 200340107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2221 | NS      | $169906.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                    | Commerce Bancshares Inc COM USD5                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2144 | NS      | $112838.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                       | COMMERCIAL METALS CO                                                | CUSIP: 201723103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1934 | NS      | $114802.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMVAULT SYSTEMS INC                      | COMMVAULT SYSTEMS INC                                               | CUSIP: 204166102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $106920.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                            | CONCENTRIX CORP                                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $31159.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CORE & MAIN INC-CLASS A                    | CORE & MAIN INC-CLASS A                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3277 | NS      | $170993.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES                | COPT DEFENSE PROPERTIES                                             | CUSIP: 22002T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1947 | NS      | $54846.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC-CL A                              | COTY INC-CL A                                                       | CUSIP: 222070203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6330 | NS      | $25130.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                     | COUSINS PROPERTIES INC                                              | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2902 | NS      | $75248.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                   | CRANE CO                                                            | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $160550.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                               | CRANE NXT CO                                                        | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       853 | NS      | $53952.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                  | CROCS INC                                                           | CUSIP: 227046109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $77115.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                         | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1988 | NS      | $193193.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| CUBESMART                                  | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $148419.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc. COM USD0.01                              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1111 | NS      | $136808.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp. COM USD1                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       651 | NS      | $387820.23    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc COM USD0.001                                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2067 | NS      | $131440.53    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                           | DT MIDSTREAM INC                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1755 | NS      | $192154.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                    | DARLING INGREDIENTS INC                                             | CUSIP: 237266101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2733 | NS      | $87592.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                        | DENTSPLY SIRONA INC                                                 | CUSIP: 24906P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3447 | NS      | $43466.67     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc. COM USD0.01                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1155 | NS      | $255774.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                               | Docusign Inc COM USD0.0001                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      3491 | NS      | $255331.74    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC-CL A                | DOLBY LABORATORIES INC-CL A                                         | CUSIP: 25659T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $70100.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                           | DONALDSON CO INC                                                    | CUSIP: 257651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2013 | NS      | $169595.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | Dropbox Inc COM USD0.00001 CL A                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      3198 | NS      | $92742.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                               | DUOLINGO                                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       686 | NS      | $185659.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC-CLASS A                       | DOXIMITY INC-CLASS A                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2357 | NS      | $155562.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                              | DYNATRACE INC                                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5209 | NS      | $263419.13    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                                      | CUSIP: 26856L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $125193.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR PROPERTIES                             | EPR PROPERTIES                                                      | CUSIP: 26884U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1315 | NS      | $64461.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                       | Eagle Materials Inc. COM USD0.01                                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       561 | NS      | $119111.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc COM USD0.001                                  | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      2381 | NS      | $241909.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                   | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $160567.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP-A                            | ECHOSTAR CORP-A                                                     | CUSIP: 278768106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $173923.01    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Elanco Animal Health Inc                   | Elanco Animal Health Inc COM NPV                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      8584 | NS      | $190135.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCOMPASS HEALTH CORP                      | ENCOMPASS HEALTH CORP                                               | CUSIP: 29261A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1740 | NS      | $198099.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                    | ENERSYS                                                             | CUSIP: 29275Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $81625.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                       | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $178299.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Entegris Inc                               | Entegris Inc COM USD0.01                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2619 | NS      | $239821.83    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| ENVISTA HOLDINGS CORP                      | ENVISTA HOLDINGS CORP                                               | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $58424.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | EQUITABLE HOLDINGS INC                                              | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5175 | NS      | $255645.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                | EQUITY LIFESTYLE PROPERTIES                                         | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3348 | NS      | $204395.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                  | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       986 | NS      | $115184.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | ESSENTIAL UTILITIES INC                                             | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4846 | NS      | $189139.38    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                      | EURONET WORLDWIDE INC                                               | CUSIP: 298736109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $50522.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC - A                           | EVERCORE INC - A                                                    | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       667 | NS      | $196471.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc. COM USD0.001                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4651 | NS      | $179854.17    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                    | EXLSERVICE HOLDINGS INC                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2791 | NS      | $109128.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                               | EXPONENT INC                                                        | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $61817.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                  | F N B Corp (Pennsylvania) COM USD0.01                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      6205 | NS      | $97542.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                         | FTI CONSULTING INC                                                  | CUSIP: 302941109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       549 | NS      | $90590.49     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED INVESTORS INC-CL B               | FEDERATED HERMES INC                                                | CUSIP: 314211103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1277 | NS      | $61908.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNFV GROUP                                 | FIDELITY NATIONAL FINANCIAL                                         | CUSIP: 31620R303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4413 | NS      | $243774.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | FIRST AMERICAN FINANCIAL                                            | CUSIP: 31847R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1759 | NS      | $109955.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc             | First Financial Bankshares Inc COM USD0.01                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2250 | NS      | $69502.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                  | First Horizon Corporation COM USD0.625                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      8773 | NS      | $187391.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TR                 | FIRST INDUSTRIAL REALTY TR                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $126480.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                     | FIRSTCASH HOLDINGS INC                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $106987.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | Five Below Inc COM USD0.01                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       951 | NS      | $149563.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Inc.               | Floor And Decor Holding Incorporation COM USD0.001 CL A             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1861 | NS      | $116275.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                 | FLUOR CORP                                                          | CUSIP: 343412102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2793 | NS      | $136214.61    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                          | FLOWERS FOODS INC                                                   | CUSIP: 343498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3648 | NS      | $43520.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                             | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $154245.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc USD0.01                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2074 | NS      | $105359.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARE               | FRONTIER COMMUNICATIONS PARE                                        | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4325 | NS      | $163312.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                  | GATX CORP                                                           | CUSIP: 361448103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       615 | NS      | $96462.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                         | GXO Logistics Inc. COMMON STOCK                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      1978 | NS      | $111183.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIE               | Gaming and Leisure Properties Inc COM USD0.01                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4890 | NS      | $218387.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                              | GAMESTOP CORP                                                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      7110 | NS      | $158481.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| The Gap Inc.                               | GAP INC/THE                                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3932 | NS      | $89846.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                | Gentex Corp COM USD0.06                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3792 | NS      | $88922.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                       | Glacier Bancorp Inc. COM USD0.01                                    | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2222 | NS      | $90768.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBUS MEDICAL INC - A                     | GLOBUS MEDICAL INC - A                                              | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $117518.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | GOODYEAR TIRE & RUBBER CO                                           | CUSIP: 382550101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4942 | NS      | $34050.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| GRACO INC                                  | GRACO INC                                                           | CUSIP: 384109104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $234107.51    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO-CLASS B                 | GRAHAM HOLDINGS CO-CLASS B                                          | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $59715.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                 | GRAND CANYON EDUCATION INC                                          | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       479 | NS      | $90195.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO               | GRAPHIC PACKAGING HOLDING CO                                        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5118 | NS      | $81836.82     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                  | GREIF INC-CL A                                                      | CUSIP: 397624107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       451 | NS      | $25657.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | GUIDEWIRE SOFTWARE INC                                              | CUSIP: 40171V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $339946.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp. COM                                               | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2747 | NS      | $141745.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP/MASS                      | HAEMONETICS CORP/MASS                                               | CUSIP: 405024100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       832 | NS      | $41608.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc COM USD0.001                              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2021 | NS      | $131748.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| HAMILTON LANE INC-CLASS A                  | HAMILTON LANE INC-CLASS A                                           | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $79658.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                | Hancock Whitney Corporation COM USD3.33                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1464 | NS      | $83609.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/               | HANOVER INSURANCE GROUP INC/                                        | CUSIP: 410867105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $105603.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                        | HARLEY-DAVIDSON INC                                                 | CUSIP: 412822108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $56658.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                           | HEALTHEQUITY INC                                                    | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $141302.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                | HEALTHCARE REALTY TRUST INC                                         | CUSIP: 42226K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6075 | NS      | $107649.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Hexcel Corporation                         | Hexcel Corporation COM USD0.01                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1375 | NS      | $98175.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| HILTON GRAND VACATIONS INC                 | Hilton Grand Vacations Inc COM USD0.01                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1066 | NS      | $44185.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH INC                     | HIMS & HERS HEALTH INC                                              | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3572 | NS      | $162383.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                       | Home BancShares Inc. COM USD0.01                                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3167 | NS      | $84590.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                         | HOULIHAN LOKEY INC                                                  | CUSIP: 441593100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       939 | NS      | $168156.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP - CL A                   | Hyatt Hotels Corporation COM USD0.01 CLASS 'A'                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       731 | NS      | $100446.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG PHOTONICS CORP                         | IPG PHOTONICS CORP                                                  | CUSIP: 44980X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $37282.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT INC                                    | ITT INC                                                             | CUSIP: 45073V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1348 | NS      | $249474.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $120504.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ILLUMINA INC                               | Illumina Inc COM USD0.01                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2656 | NS      | $328122.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN               | INDEPENDENCE REALTY TRUST IN                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      4033 | NS      | $64245.69     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                              | INGREDION INC                                                       | CUSIP: 457187102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1109 | NS      | $127989.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                              | INSPERITY INC                                                       | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $27266.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | International Bancshares Corp COM USD1                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       934 | NS      | $61998.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                 | IRIDIUM COMMUNICATIONS INC                                          | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $35101.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP IN               | JEFFERIES FINANCIAL GROUP IN                                        | CUSIP: 47233W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2851 | NS      | $150618.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                     | JONES LANG LASALLE INC                                              | CUSIP: 48020Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $249868.71    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                    | KBR INC                                                             | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2226 | NS      | $95361.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home COM STK USD1                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1176 | NS      | $73405.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                                | KEMPER CORP                                                         | CUSIP: 488401100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $48769.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                         | KILROY REALTY CORP                                                  | CUSIP: 49427F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $79430.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KINSALE CAPITAL GROUP INC                  | KINSALE CAPITAL GROUP INC                                           | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $152597.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                                 | Kirby Corp COM USD0.10                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       964 | NS      | $99754.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                    | KITE REALTY GROUP TRUST                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3799 | NS      | $84109.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                           | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       979 | NS      | $59190.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.  | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $126516.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.  | Kratos Defense & Security Solutions, Inc. COM USD0.001              | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      2916 | NS      | $264189.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| KYNDRYL HOLDINGS INC                       | KYNDRYL HOLDINGS INC                                                | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3994 | NS      | $115506.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO-A                     | LAMAR ADVERTISING CO-A                                              | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $177885.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| LANCASTER COLONY CORP                      | LANCASTER COLONY CORP                                               | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $55190.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                       | Landstar System Inc. COM USD0.01                                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       599 | NS      | $76929.57     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                      | LANTHEUS HOLDINGS INC                                               | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1175 | NS      | $67785.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORP                 | Lattice Semiconductor Corporation COM USD0.01                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2365 | NS      | $172550.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| LEAR CORP                                  | LEAR CORP                                                           | CUSIP: 521865204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       919 | NS      | $96173.35     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS                  | LINCOLN ELECTRIC HOLDINGS                                           | CUSIP: 533900106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $223430.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                 | Lithia Motors Incorporated CL'A'COM NPV                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       443 | NS      | $139137.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                             | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $104136.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                     | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $95385.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                      | LUMENTUM HOLDINGS INC                                               | CUSIP: 55024U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $243081.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC INVESTMENT CORP                       | MGIC INVESTMENT CORP                                                | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3983 | NS      | $109213.86    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                        | MKS Instruments Inc. COM NPV                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1160 | NS      | $166703.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                          | MP MATERIALS CORP                                                   | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2325 | NS      | $146684.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA SAFETY INC                             | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $99871.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO-A                 | MSC INDUSTRIAL DIRECT CO-A                                          | CUSIP: 553530106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $66993.99     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc.   | MACOM TECHNOLOGY SOLUTIONS H                                        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $163979.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc. COM USD0.01                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      4692 | NS      | $91447.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATED INC                   | MANHATTAN ASSOCIATES INC                                            | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1045 | NS      | $190263.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                             | MAPLEBEAR INC                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3186 | NS      | $117435.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT VACATIONS WORLD                   | Marriott Vacations Worldwide Corp COM USD0.01                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       478 | NS      | $31538.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MASIMO CORP                                | MASIMO CORP                                                         | CUSIP: 574795100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $112238.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTEC INC                                 | MASTEC INC                                                          | CUSIP: 576323109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1059 | NS      | $216205.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                  | Matador Resources Company COM USD0.01                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      2022 | NS      | $79788.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                 | MATTEL INC                                                          | CUSIP: 577081102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5567 | NS      | $102321.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                | MAXIMUS INC                                                         | CUSIP: 577933104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       974 | NS      | $80958.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                       | MEDPACE HOLDINGS INC                                                | CUSIP: 58506Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $224020.53    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                              | MIDDLEBY CORP                                                       | CUSIP: 596278101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $100129.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                            | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       423 | NS      | $89802.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                                              | CUSIP: 624756102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1913 | NS      | $202529.31    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                     | Murphy Oil Corporation COM USD1.00                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2318 | NS      | $65599.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA Inc.                            | Murphy USA Inc. COM USD0.01                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       303 | NS      | $108534.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| NOV INC                                    | NOV INC                                                             | CUSIP: 62955J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6416 | NS      | $93673.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                       | NATIONAL FUEL GAS CO                                                | CUSIP: 636180101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1561 | NS      | $123178.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES                 | NNN REIT INC                                                        | CUSIP: 637417106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3262 | NS      | $131980.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES                | NATIONAL STORAGE AFFILIATES                                         | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1220 | NS      | $35489.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                 | Neurocrine Biosciences Inc COM USD0.001                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1714 | NS      | $245461.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                          | VIPER ENERGY INC-CL A                                               | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2915 | NS      | $109487.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                  | NEW JERSEY RESOURCES CORP                                           | CUSIP: 646025106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $76904.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank National Association         | NEW YORK COMMUNITY BANCORP                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      5170 | NS      | $59041.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK TIMES CO-A                        | NEW YORK TIMES CO-A                                                 | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $159572.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                             | NEWMARKET CORP                                                      | CUSIP: 651587107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $103666.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC-CL A                        | NEXTRACKER INC-CL A                                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2556 | NS      | $258718.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC-CL A               | NEXSTAR MEDIA GROUP INC                                             | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $96299.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWESTERN CORP                          | NORTHWESTERN ENERGY GROUP IN                                        | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1061 | NS      | $63309.87     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                | NOVANTA INC                                                         | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $79000.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                                | Nutanix Inc COM USD0.000025 CL A                                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4632 | NS      | $329983.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                            | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3480 | NS      | $153607.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | Chord Energy Corp. COM NEW                                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       989 | NS      | $89722.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                  | Okta Incorporation COM USD0.0001 CL A                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2888 | NS      | $264338.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp COM NPV                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      6026 | NS      | $123111.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | OLD REPUBLIC INTL CORP                                              | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3949 | NS      | $155827.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                  | OLIN CORP                                                           | CUSIP: 680665205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $41006.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Inc.        | Ollies Bargain Outlet Holdings Incorporation COM USD0.001           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1060 | NS      | $128058.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS                 | OMEGA HEALTHCARE INVESTORS                                          | CUSIP: 681936100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5097 | NS      | $214226.91    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                | ONE GAS INC                                                         | CUSIP: 68235P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1037 | NS      | $83157.03     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                        | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       847 | NS      | $114311.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                     | OPTION CARE HEALTH INC                                              | CUSIP: 68404L201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $72988.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ORMAT TECHNOLOGIES INC                     | ORMAT TECHNOLOGIES INC                                              | CUSIP: 686688102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1049 | NS      | $111582.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                               | OSHKOSH CORP                                                        | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1106 | NS      | $136358.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc COM                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      4441 | NS      | $166581.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning COM USD0.01                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1445 | NS      | $183962.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc COM USD0.001                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1419 | NS      | $48487.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                          | PNM RESOURCES INC                                                   | CUSIP: 69349H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1639 | NS      | $93095.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                   | PVH CORP                                                            | CUSIP: 693656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       831 | NS      | $65092.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                  | Park Hotels & Resorts Inc. COM USD0.01                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3454 | NS      | $35541.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PARSONS CORP                               | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $76738.22     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYLOCITY HOLDING CORP                     | Paylocity Holding Corporation COM USD0.001                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       772 | NS      | $109060.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                            | Pegasystems Inc COM USD0.01                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1596 | NS      | $101585.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc. COM STK USD0.0001                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       319 | NS      | $51062.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PENUMBRA INC                               | PENUMBRA INC                                                        | CUSIP: 70975L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $153247.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                  | PERFORMANCE FOOD GROUP CO                                           | CUSIP: 71377A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2704 | NS      | $261584.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | Permian Resources Corp CLASS A COM                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     12081 | NS      | $151737.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | PILGRIM'S PRIDE CORP                                                | CUSIP: 72147K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $28155.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners Inc.           | Pinnacle Financial Partners Inc COM USD1.00                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1329 | NS      | $113244.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                  | PLANET FITNESS INC - CL A                                           | CUSIP: 72703H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $131500.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INDUSTRIES INC                     | POLARIS INC                                                         | CUSIP: 731068102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $61010.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO               | PORTLAND GENERAL ELECTRIC CO                                        | CUSIP: 736508847<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1893 | NS      | $86472.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                          | POST HOLDINGS INC                                                   | CUSIP: 737446104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       826 | NS      | $85846.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCH CORP                              | POTLATCHDELTIC CORP                                                 | CUSIP: 737630103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1228 | NS      | $49120.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                     | POWER INTEGRATIONS INC                                              | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $40591.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                              | PRIMERICA INC                                                       | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $145527.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc COM USD1                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $108010.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC - CLASS A                 | PURE STORAGE INC - CLASS A                                          | CUSIP: 74624M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5364 | NS      | $529426.80    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                                 | Qualys Inc COM USD0.001                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       624 | NS      | $76914.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL INC                              | RB GLOBAL INC                                                       | CUSIP: 74935Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3207 | NS      | $318198.54    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                   | RLI CORP                                                            | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $93569.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                                  | CUSIP: 74967X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $45709.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                      | RPM INTERNATIONAL INC                                               | CUSIP: 749685103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2218 | NS      | $242383.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1859 | NS      | $191179.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp. COM USD0.01                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4115 | NS      | $146288.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                               | RAYONIER INC                                                        | CUSIP: 754907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2450 | NS      | $54071.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC BEARINGS INC                           | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $232691.79    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL BELOIT CORP                          | REGAL REXNORD CORP                                                  | CUSIP: 758750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $161600.83    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA               | REINSURANCE GROUP OF AMERICA                                        | CUSIP: 759351604<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1142 | NS      | $208369.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM                  | RELIANCE INC                                                        | CUSIP: 759509102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       909 | NS      | $256728.87    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                              | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       914 | NS      | $136240.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY IN               | REXFORD INDUSTRIAL REALTY IN                                        | CUSIP: 76169C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4080 | NS      | $168585.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL GOLD INC                             | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1396 | NS      | $244006.84    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS INC                | RYAN SPECIALTY HOLDINGS INC                                         | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1947 | NS      | $106695.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryder System, Inc.                         | Ryder System, Inc. COM USD0.50                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       705 | NS      | $119307.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                    | SEI INVESTMENTS COMPANY                                             | CUSIP: 784117103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1623 | NS      | $130830.03    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                   | SLM CORP                                                            | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3602 | NS      | $96713.70     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                 | SABRA HEALTH CARE REIT INC                                          | CUSIP: 78573L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4143 | NS      | $73828.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc COM USD0.001                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       460 | NS      | $134550.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTE                  | SCIENCE APPLICATIONS INTE                                           | CUSIP: 808625107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       810 | NS      | $75905.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES CORP-A                    | LIGHT & WONDER INC                                                  | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $105415.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                      | SCOTTS MIRACLE-GRO CO                                               | CUSIP: 810186106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       768 | NS      | $41103.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP                  | SELECTIVE INSURANCE GROUP                                           | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $79182.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                          | SERVICE CORP INTERNATIONAL                                          | CUSIP: 817565104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2423 | NS      | $202344.73    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | SHIFT4 PAYMENTS INC-CLASS A                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1163 | NS      | $80363.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SILICON LABORATORIES INC                   | SILICON LABORATORIES INC                                            | CUSIP: 826919102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $74322.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                        | SILGAN HOLDINGS INC                                                 | CUSIP: 827048109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1534 | NS      | $59243.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co Inc.              | Simpson Manufacturing Co Inc. COM USD0.01                           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       719 | NS      | $126903.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                         | SONOCO PRODUCTS CO                                                  | CUSIP: 835495102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1704 | NS      | $69131.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                           | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3043 | NS      | $50513.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Bank Corp.                      | SOUTHSTATE BANK CORP                                                | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1749 | NS      | $155048.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                 | SOUTHWEST GAS HOLDINGS INC                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $88006.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                  | SPIRE INC                                                           | CUSIP: 84857L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $88128.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Markets Inc                | Sprouts Farmers Markets Inc COM USD0.001                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1688 | NS      | $133284.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                        | STAG INDUSTRIAL INC                                                 | CUSIP: 85254J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3226 | NS      | $123459.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| STARWOOD PROPERTY TRUST INC                | STARWOOD PROPERTY TRUST INC                                         | CUSIP: 85571B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5963 | NS      | $108407.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| STIFEL FINANCIAL CORP                      | STIFEL FINANCIAL CORP                                               | CUSIP: 860630102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1765 | NS      | $209028.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                              | SYNAPTICS INC                                                       | CUSIP: 87157D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       666 | NS      | $47246.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp. COM USD1.00                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2398 | NS      | $107046.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNNEX CORPORATION                         | TD SYNNEX CORP                                                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1325 | NS      | $207349.25    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                          | TALEN ENERGY CORP                                                   | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $315426.42    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp COM USD0.00001                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1708 | NS      | $101233.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                      | TEMPUR SEALY INTERNATIONAL I                                        | CUSIP: 88023U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $287686.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                      | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1526 | NS      | $315103.74    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                 | TEREX CORP                                                          | CUSIP: 880779103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1133 | NS      | $52140.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TETRA TECH INC                             | TETRA TECH INC                                                      | CUSIP: 88162G103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4540 | NS      | $145189.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc. COM USD0.01                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       791 | NS      | $66317.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                        | TEXAS ROADHOUSE INC                                                 | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $187789.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                        | THOR INDUSTRIES INC                                                 | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       919 | NS      | $95897.65     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKEN CO                                  | TIMKEN CO                                                           | CUSIP: 887389104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1095 | NS      | $85968.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Toll Brothers, Inc.                        | Toll Brothers, Inc. COM USD0.01                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1696 | NS      | $228875.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                       | Topbuild Corporation COM USD0.01 'WI'                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       483 | NS      | $204057.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                    | TORO CO                                                             | CUSIP: 891092108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1705 | NS      | $127414.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                 | TRANSUNION                                                          | CUSIP: 89400J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3366 | NS      | $273251.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                        | Travel Plus Leisure Co COM                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1122 | NS      | $70439.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Trex Company, Inc.                         | Trex Company, Inc. COM USD0.01                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1853 | NS      | $89536.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC - A                             | TWILIO INC - A                                                      | CUSIP: 90138F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2651 | NS      | $357566.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                   | UGI CORP                                                            | CUSIP: 902681105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3713 | NS      | $124125.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB Financial Corp.                        | UMB Financial Corp. COM USD1                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1233 | NS      | $131783.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc COM                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1012 | NS      | $93235.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                           | UNDER ARMOUR INC-CLASS A                                            | CUSIP: 904311107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3263 | NS      | $15042.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| UNDER ARMOUR INC                           | UNDER ARMOUR INC-CLASS C                                            | CUSIP: 904311206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $9301.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares Inc                      | United Bankshares Inc COM USD2.50                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2442 | NS      | $87399.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                      | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3890 | NS      | $282491.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation            | United Therapeutics Corporation COM USD0.01                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       781 | NS      | $347880.83    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                     | UNIVERSAL DISPLAY CORP                                              | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       764 | NS      | $112521.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                 | UNUM GROUP                                                          | CUSIP: 91529Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2707 | NS      | $198747.94    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                    | VF CORP                                                             | CUSIP: 918204108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5669 | NS      | $79592.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                           | Vail Resorts, Inc. COM STK USD0.01                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       642 | NS      | $95227.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp.                   | Valley National Bancorp COM NPV                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8317 | NS      | $90405.79     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| VALMONT INDUSTRIES                         | VALMONT INDUSTRIES                                                  | CUSIP: 920253101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $140979.63    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                              | VALVOLINE INC                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2196 | NS      | $72489.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| VISTEON CORP                               | VISTEON CORP                                                        | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       471 | NS      | $50472.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                               | VONTIER CORP                                                        | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2535 | NS      | $97597.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                       | VORNADO REALTY TRUST                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2787 | NS      | $105738.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                         | VOYA FINANCIAL INC                                                  | CUSIP: 929089100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1666 | NS      | $124050.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                               | WP CAREY INC                                                        | CUSIP: 92936U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3784 | NS      | $249744.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                    | WARNER MUSIC GROUP CORP-CL A                                        | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2521 | NS      | $80571.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                 | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $221910.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| WATTS WATER TECHNOLOGIES-A                 | WATTS WATER TECHNOLOGIES-A                                          | CUSIP: 942749102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $129212.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp. COM USD0.01                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2871 | NS      | $163761.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                    | WESCO INTERNATIONAL INC                                             | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $218264.73    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorporation COM USD0.0001                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1789 | NS      | $138379.15    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                     | WESTLAKE CORP                                                       | CUSIP: 960413102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       576 | NS      | $39634.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                    | WEX INC                                                             | CUSIP: 96208T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $86360.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                             | WHIRLPOOL CORP                                                      | CUSIP: 963320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $69194.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WINGSTOP INC                               | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $104415.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Wintrust Financial Corporation             | Wintrust Financial Corporation COM NPV                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1157 | NS      | $150433.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                              | Woodward Governor COM USD0.00875                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1036 | NS      | $271545.96    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC               | Wyndham Hotels & Resorts Inc COM USD0.01                            | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1319 | NS      | $96854.17     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                    | XPO Inc COM USD0.001                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2035 | NS      | $292775.45    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                          | YETI HOLDINGS INC                                                   | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1403 | NS      | $47687.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Zions Bancorporation Natl Assn Global Bank | Zions Bancorporation Natl Assn Global Bank COM USD0.001             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2551 | NS      | $132932.61    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC                  | Zoominfo Technologies Inc COMMON STOCK                              | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      4845 | NS      | $54360.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                 | AXALTA COATING SYSTEMS LTD                                          | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $106534.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                         | CAPRI HOLDINGS LTD                                                  | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2057 | NS      | $42682.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                           | ESSENT GROUP LTD                                                    | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1702 | NS      | $103090.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                   | FABRINET                                                            | CUSIP: G3323L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       619 | NS      | $272712.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                | GENPACT LTD                                                         | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $106820.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                  | JANUS HENDERSON GROUP PLC                                           | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2156 | NS      | $93915.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL               | WEATHERFORD INTERNATIONAL PL                                        | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1241 | NS      | $91449.29     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC COM USD0.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |      1048 | NS      | $144246.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                               | LIVANOVA PLC                                                        | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       943 | NS      | $49630.09     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                         | NVENT ELECTRIC PLC                                                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2781 | NS      | $318007.35    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                 | RENAISSANCERE HOLDINGS LTD                                          | CUSIP: G7496G103<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       813 | NS      | $206575.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                       | ROIVANT SCIENCES LTD                                                | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |      7433 | NS      | $148585.67    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING               | SENSATA TECHNOLOGIES HOLDING                                        | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2516 | NS      | $80084.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                             | TECHNIPFMC PLC                                                      | CUSIP: G87110105<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7101 | NS      | $293626.35    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                | VALARIS LTD                                                         | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $64201.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Company PLC                        | Perrigo Company PLC COM EUR0.001                                    | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |      2377 | NS      | $49298.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4245050.46   | 5.76%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2267222.62   | 3.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $311978.47    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $4978557.53   | 6.76%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                          | CNH INDUSTRIAL NV                                                   | CUSIP: N20944109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15344 | NS      | $160958.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE             | DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  11280135 | PA      | $11280135.12  | 15.32%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN FINANCIAL                          | GOLDMAN FINL SQ TRSRY INST 506                                      | CUSIP: N/A<br>LEI: 549300DAH6N80PM31E83       | Long             | STIV             | RF                | US        |   7711280 | PA      | $7711280.40   | 10.47%            |  |  |  | No            |                  1 | On Loan: No      |
| FLEXTRONICS INTL. LTD.                     | FLEX LTD                                                            | CUSIP: Y2573F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6485 | NS      | $405442.20    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-07

**Name of Applicant:** Direxion Shares ETF Trust

**Signature:** Patrick Rudnick

**Name of Signer:** Patrick Rudnick

**Title:** Principal Executive Officer