# EDGAR Filing Document

**Accession Number:** 0001092720
**File Stem:** 0001752724-23-045232
**Filing Date:** 2023-2
**Character Count:** 871280
**Document Hash:** 0a450bd33c6546442312d28f26bd7c5e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045232.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045232

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RYDEX DYNAMIC FUNDS
- **CENTRAL INDEX KEY:** 0001092720
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09525
- **FILM NUMBER:** 23680562

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEWCO TRUST
- **DATE OF NAME CHANGE:** 19990806

## Series and Classes Contracts Data

### Russell 2000 2x Strategy Fund (Series ID: S000012142)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000033105 | A-Class Shares | RYRUX           |
| C000033106 | C-Class Shares | RYRLX           |
| C000033107 | H-Class Shares | RYRSX           |

## Nport-Ex

---

| | |
|:---|:---|
| **Dow 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 77.5%** | **COMMON STOCKS<sup>†</sup> - 77.5%** | **COMMON STOCKS<sup>†</sup> - 77.5%** |
| **Consumer, Non-cyclical - 19.9%** | **Consumer, Non-cyclical - 19.9%** | **Consumer, Non-cyclical - 19.9%** |
| UnitedHealth Group, Inc. | 5287 | $2803061 |
| Amgen, Inc. | 5287 | 1388578 |
| Johnson & Johnson | 5287 | 933948 |
| Procter & Gamble Co. | 5287 | 801298 |
| Merck & Company, Inc. | 5287 | 586593 |
| Coca-Cola Co. | 5287 | 336306 |
| **Total Consumer, Non-cyclical** |  | 6849784 |
| **Financial - 15.7%** |  |  |
| Goldman Sachs Group, Inc. | 5287 | 1815450 |
| Visa, Inc. — Class A | 5287 | 1098427 |
| Travelers Companies, Inc. | 5287 | 991260 |
| American Express Co. | 5287 | 781154 |
| JPMorgan Chase & Co. | 5287 | 708987 |
| **Total Financial** |  | 5395278 |
| **Consumer, Cyclical - 13.5%** |  |  |
| Home Depot, Inc. | 5287 | 1669952 |
| McDonald's Corp. | 5287 | 1393283 |
| Walmart, Inc. | 5287 | 749644 |
| NIKE, Inc. — Class B | 5287 | 618632 |
| Walgreens Boots Alliance, Inc. | 5287 | 197522 |
| **Total Consumer, Cyclical** |  | 4629033 |
| **Industrial - 11.8%** |  |  |
| Caterpillar, Inc. | 5287 | 1266554 |
| Honeywell International, Inc. | 5287 | 1133004 |
| Boeing Co.<sup>\*</sup> | 5287 | 1007120 |
| 3M Co. | 5287 | 634017 |
| **Total Industrial** |  | 4040695 |
| **Technology - 10.3%** |  |  |
| Microsoft Corp. | 5287 | 1267929 |
| International Business Machines Corp. | 5287 | 744885 |
| Salesforce, Inc.<sup>\*</sup> | 5287 | 701003 |
| Apple, Inc. | 5287 | 686940 |
| Intel Corp. | 5287 | 139735 |
| **Total Technology** |  | 3540492 |
| **Energy - 2.8%** |  |  |
| Chevron Corp. | 5287 | 948964 |
| **Communications - 2.7%** |  |  |
| Walt Disney Co.<sup>\*</sup> | 5287 | 459335 |
| Cisco Systems, Inc. | 5287 | 251872 |
| Verizon Communications, Inc. | 5287 | 208308 |
| **Total Communications** |  | 919515 |
| **Basic Materials - 0.8%** |  |  |
| Dow, Inc. | 5287 | 266412 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $17,874,762) |  | 26590173 |

---

---

| | | |
|:---|:---|:---|
| | **Face <br> Amount** | |
| **U.S. TREASURY BILLS<sup>††</sup> - 14.9%** | **U.S. TREASURY BILLS<sup>††</sup> - 14.9%** | **U.S. TREASURY BILLS<sup>††</sup> - 14.9%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | $5000000 | 4995660 |
| &nbsp;&nbsp;&nbsp;3.79% due 01/17/23<sup>2,3</sup> | 129000 | 128815 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,122,842) |  | 5124475 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 6.4%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>1</sup> | 1249398 | 1249398 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>1</sup> | 480538 | 480538 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>1</sup> | 479049 | 479049 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,208,985) |  | 2208985 |
| **Total Investments - 98.8%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $25,206,589) |  | $33923633 |
| **Other Assets & Liabilities, net - 1.2%** |  | 419063 |
| **Total Net Assets - 100.0%** |  | $34342696 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized<br> Appreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | |
| Dow Jones Industrial Average Index Mini Futures Contracts | 23 | Mar 2023 | $3828695 | $9740 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation (Depreciation)** |
| **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** |  |  | | | |
| BNP Paribas | Dow Jones Industrial Average Index | Pay | 4.88% (Federal Funds Rate + 0.55%) | At Maturity | 01/26/23 | 309 | $10230209 | $12595 |
| Barclays Bank plc | Dow Jones Industrial Average Index | Pay | 4.80% (SOFR + 0.50%) | At Maturity | 01/25/23 | 845 | $28017196 | $(450337) |
|  |  |  |  |  |  |  | $38247405 | $(437742) |

---

---

| | |
|:---|:---|
| **Dow 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

*<sup>\*</sup>* *Non-income producing security.*

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>2</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Common Stocks | $26590173 | $— | $— | $26590173 |
| U.S. Treasury Bills |  | 5124475 |  | 5124475 |
| Repurchase Agreements |  | 2208985 |  | 2208985 |
| Equity Futures Contracts\*\* | 9740 |  |  | 9740 |
| Equity Index Swap Agreements\*\* |  | 12595 |  | 12595 |
| Total Assets | $26599913 | $7346055 | $— | $33945968 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Liabilities)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Equity Index Swap Agreements\*\* | $– $| 450337 | $– $| 450337 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **Inverse Dow 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Face Amount** | **Value** |
| **U.S. TREASURY BILLS<sup>††</sup> - 6.9%** | **U.S. TREASURY BILLS<sup>††</sup> - 6.9%** | **U.S. TREASURY BILLS<sup>††</sup> - 6.9%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | $400000 | $399653 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>1,2</sup> | 150000 | 149870 |
| &nbsp;&nbsp;&nbsp;3.80% due 01/17/23<sup>2,3</sup> | 8000 | 7988 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $557,346) |  | 557511 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 102.0%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>1</sup> | 4701475 | 4701475 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>1</sup> | 1808260 | 1808260 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>1</sup> | 1802659 | 1802659 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,312,394) |  | 8312394 |
| **Total Investments - 108.9%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,869,740) |  | $8869905 |
| **Other Assets & Liabilities, net - (8.9)%** |  | (722114) |
| **Total Net Assets - 100.0%** |  | $8147791 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized<br> Appreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | |
| Dow Jones Industrial Average Index Mini Futures Contracts | 6 | Mar 2023 | $998790 | $19180 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation** |
| **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** |  |  | | | |
| BNP Paribas | Dow Jones Industrial Average Index | Receive | 4.48% (Federal Funds Rate + 0.15%) | At Maturity | 01/26/23 | 250 | $8299143 | $96286 |
| Barclays Bank plc | Dow Jones Industrial Average Index | Receive | 4.55% (SOFR + 0.25%) | At Maturity | 01/25/23 | 211 | 6982916 | 53453 |
|  |  |  |  |  |  |  | $15282059 | $149739 |

---

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>2</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

---

| | |
|:---|:---|
| **Inverse Dow 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| U.S. Treasury Bills | $— | $557511 | $— | $557511 |
| Repurchase Agreements |  | 8312394 |  | 8312394 |
| Equity Futures Contracts\*\* | 19180 |  |  | 19180 |
| Equity Index Swap Agreements\*\* |  | 149739 |  | 149739 |
| Total Assets | $19180 | $9019644 | $— | $9038824 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **Inverse NASDAQ-100® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Face Amount** | **Value** |
| **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 56.1%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 56.1%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 56.1%** |
| Federal Home Loan Bank | Federal Home Loan Bank | Federal Home Loan Bank |
| &nbsp;&nbsp;&nbsp;4.00% due 01/06/23<sup>1</sup> | $12000000 | $11993333 |
| &nbsp;&nbsp;&nbsp;3.90% due 01/03/23<sup>1</sup> | 11050000 | 11047606 |
| &nbsp;&nbsp;&nbsp;4.04% due 01/27/23<sup>1</sup> | 7000000 | 6980764 |
| &nbsp;&nbsp;&nbsp;4.27% due 02/10/23<sup>1</sup> | 6500000 | 6469161 |
| &nbsp;&nbsp;&nbsp;3.85% due 01/10/23<sup>1</sup> | 6000000 | 5994225 |
| &nbsp;&nbsp;&nbsp;4.01% due 01/12/23<sup>1</sup> | 3000000 | 2997054 |
| &nbsp;&nbsp;&nbsp;4.00% due 01/11/23<sup>1</sup> | 2500000 | 2497823 |
| &nbsp;&nbsp;&nbsp;4.05% due 01/27/23<sup>1</sup> | 2500000 | 2493130 |
| **Total Federal Agency Discount Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $50,470,155) |  | 50473096 |
| **U.S. TREASURY BILLS<sup>††</sup> - 27.1%** |  |  |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;3.30% due 01/05/23<sup>1,2</sup> | 10000000 | 9997980 |
| &nbsp;&nbsp;&nbsp;3.50% due 01/17/23<sup>1,3</sup> | 10000000 | 9985694 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>1,2</sup> | 3300000 | 3297135 |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | 900000 | 899219 |
| &nbsp;&nbsp;&nbsp;3.80% due 01/17/23<sup>1,3</sup> | 256000 | 255634 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,431,607) |  | 24435662 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 13.7%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>2</sup> | 6956175 | 6956175 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>2</sup> | 2675452 | 2675452 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>2</sup> | 2667166 | 2667166 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $12,298,793) |  | 12298793 |
| **Total Investments - 96.9%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $87,200,555) |  | $87207551 |
| **Other Assets & Liabilities, net - 3.1%** |  | 2749783 |
| **Total Net Assets - 100.0%** |  | $89957334 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized<br> Appreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | **Equity Futures Contracts Sold Short<sup>†</sup>** | |
| NASDAQ-100 Index Mini Futures Contracts | 54 | Mar 2023 | $11904840 | $411939 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation** |
| **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** |  |  |  |  |
| BNP Paribas | NASDAQ-100 Index | Receive | 4.58% (Federal Funds Rate + 0.25%) | At Maturity | 01/26/23 | 8735 | $95555421 | $3251571 |
| Barclays Bank plc | NASDAQ-100 Index | Receive | 4.65% (SOFR + 0.35%) | At Maturity | 01/25/23 | 5900 | 64541426 | 2426198 |
| Goldman Sachs International | NASDAQ-100 Index | Receive | 4.63% (Federal Funds Rate + 0.30%) | At Maturity | 01/26/23 | 706 | 7724000 | 410463 |
|  |  |  |  |  |  |  | $167820847 | $6088232 |

---

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>2</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

---

| | |
|:---|:---|
| **Inverse NASDAQ-100® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Federal Agency Discount Notes | $— | $50473096 | $— | $50473096 |
| U.S. Treasury Bills |  | 24435662 |  | 24435662 |
| Repurchase Agreements |  | 12298793 |  | 12298793 |
| Equity Futures Contracts\*\* | 411939 |  |  | 411939 |
| Equity Index Swap Agreements\*\* |  | 6088232 |  | 6088232 |
| Total Assets | $411939 | $93295783 | $— | $93707722 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **Inverse Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Face Amount** | **Value** |
| **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 10.3%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 10.3%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 10.3%** |
| Federal Home Loan Bank | Federal Home Loan Bank | Federal Home Loan Bank |
| &nbsp;&nbsp;&nbsp;4.00% due 01/11/23<sup>1</sup> | $500000 | $499565 |
| &nbsp;&nbsp;&nbsp;4.05% due 01/27/23<sup>1</sup> | 500000 | 498626 |
| **Total Federal Agency Discount Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $997,982) |  | 998191 |
| **U.S. TREASURY BILLS<sup>††</sup> - 1.7%** |  |  |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | 100000 | 99913 |
| &nbsp;&nbsp;&nbsp;3.79% due 01/17/23<sup>1,3</sup> | 65000 | 64907 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $164,769) |  | 164820 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 100.1%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>2</sup> | 5494372 | 5494372 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>2</sup> | 2113220 | 2113220 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>2</sup> | 2106675 | 2106675 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,714,267) |  | 9714267 |
| **Total Investments - 112.1%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,877,018) |  | $10877278 |
| **Other Assets & Liabilities, net - (12.1)%** |  | (1170231) |
| **Total Net Assets - 100.0%** |  | $9707047 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation** |
| **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** |  |  | | | |
| Goldman Sachs International | Russell 2000 Index | Receive | 4.18% (Federal Funds Rate - 0.15%) | At Maturity | 01/26/23 | 7082 | $12472476 | $543846 |
| BNP Paribas | Russell 2000 Index | Receive | 4.13% (Federal Funds Rate - 0.20%) | At Maturity | 01/26/23 | 3388 | 5967590 | 209516 |
| Barclays Bank plc | Russell 2000 Index | Receive | 3.80% (SOFR - 0.50%) | At Maturity | 01/25/23 | 512 | 901435 | 61363 |
|  |  |  |  |  |  |  | $19341501 | $814725 |

---

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>2</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Federal Agency Discount Notes | $— | $998191 | $— | $998191 |
| U.S. Treasury Bills |  | 164820 |  | 164820 |
| Repurchase Agreements |  | 9714267 |  | 9714267 |
| Equity Index Swap Agreements\*\* |  | 814725 |  | 814725 |
| Total Assets | $— | $11692003 | $— | $11692003 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **Inverse S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Face <br> Amount** | **Value** |
| **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 98.4%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 98.4%** | **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 98.4%** |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.90% due 01/03/23<sup>1</sup> | $5000000 | $4998917 |
| &nbsp;&nbsp;&nbsp;4.00% due 01/06/23<sup>1</sup> | 4000000 | 3997778 |
| &nbsp;&nbsp;&nbsp;4.08% due 01/12/23<sup>1</sup> | 3500000 | 3496563 |
| &nbsp;&nbsp;&nbsp;4.04% due 01/27/23<sup>1</sup> | 3000000 | 2991756 |
| &nbsp;&nbsp;&nbsp;4.00% due 01/11/23<sup>1</sup> | 2500000 | 2497822 |
| &nbsp;&nbsp;&nbsp;4.05% due 01/27/23<sup>1</sup> | 2500000 | 2493130 |
| &nbsp;&nbsp;&nbsp;3.85% due 01/10/23<sup>1</sup> | 2000000 | 1998075 |
| **Total Federal Agency Discount Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,471,569) |  | 22474041 |
| **FEDERAL AGENCY NOTES<sup>††</sup> - 21.9%** |  |  |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp;4.32% (SOFR + 0.02%, Rate Floor: 0.00%) due 01/03/23<sup>◊</sup> | 5000000 | 5000015 |
| **Total Federal Agency Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,000,000) |  | 5000015 |
| **U.S. TREASURY BILLS<sup>††</sup> - 17.4%** |  |  |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;3.30% due 01/05/23<sup>1,2</sup> | 3000000 | 2999394 |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | 500000 | 499566 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>1,2</sup> | 400000 | 399652 |
| &nbsp;&nbsp;&nbsp;3.79% due 01/17/23<sup>1,3</sup> | 86000 | 85877 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,983,715) |  | 3984489 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 38.4%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>2</sup> | 4959924 | 4959924 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>2</sup> | 1907663 | 1907663 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>2</sup> | 1901755 | 1901755 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,769,342) |  | 8769342 |
| **Total Investments - 176.1%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $40,224,626) |  | $40227887 |
| **Other Assets & Liabilities, net - (76.1)%** |  | (17382659) |
| **Total Net Assets - 100.0%** |  | $22845228 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Sold Short<sup>†</sup>** |  |  |  |  |
| S&P 500 Index Mini Futures Contracts | 41 | Mar 2023 | $7916075 | $238751 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation** |
| **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** | **OTC Equity Index Swap Agreements Sold Short<sup>††</sup>** |  |  |  |  |
| Barclays Bank plc | S&P 500 Index | Receive | 4.60% (SOFR + 0.30%) | At Maturity | 01/25/23 | 2442 | $9375918 | $457520 |
| BNP Paribas | S&P 500 Index | Receive | 4.53% (Federal Funds Rate + 0.20%) | At Maturity | 01/26/23 | 6076 | 23327840 | 400308 |
| Goldman Sachs International | S&P 500 Index | Receive | 4.63% (Federal Funds Rate + 0.30%) | At Maturity | 01/26/23 | 1304 | 5008506 | 263029 |
|  |  |  |  |  |  |  | $37712264 | $1120857 |

---

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

---

| | |
|:---|:---|
| *<sup>◊</sup>* | *Variable rate security. Rate indicated is the rate effective at December 31, 2022. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.* |

---

*<sup>1</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>2</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

---

| | |
|:---|:---|
| **Inverse S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Federal Agency Discount Notes | $— | $22474041 | $— | $22474041 |
| Federal Agency Notes |  | 5000015 |  | 5000015 |
| U.S. Treasury Bills |  | 3984489 |  | 3984489 |
| Repurchase Agreements |  | 8769342 |  | 8769342 |
| Equity Futures Contracts\*\* | 238751 |  |  | 238751 |
| Equity Index Swap Agreements\*\* |  | 1120857 |  | 1120857 |
| Total Assets | $238751 | $41348744 | $— | $41587495 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **NASDAQ-100® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 87.4%** | **COMMON STOCKS<sup>†</sup> - 87.4%** | **COMMON STOCKS<sup>†</sup> - 87.4%** |
| **Technology - 40.6%** | **Technology - 40.6%** | **Technology - 40.6%** |
| Microsoft Corp. | 178784 | $42875979 |
| Apple, Inc. | 308146 | 40037410 |
| NVIDIA Corp. | 76860 | 11232320 |
| Broadcom, Inc. | 12653 | 7074672 |
| Adobe, Inc.<sup>\*</sup> | 14525 | 4888098 |
| Texas Instruments, Inc. | 28356 | 4684978 |
| QUALCOMM, Inc. | 35024 | 3850539 |
| Intuit, Inc. | 8777 | 3416184 |
| Intel Corp. | 128943 | 3407963 |
| Advanced Micro Devices, Inc.<sup>\*</sup> | 50376 | 3262854 |
| Applied Materials, Inc. | 26879 | 2617477 |
| Analog Devices, Inc. | 15912 | 2610045 |
| Fiserv, Inc.<sup>\*</sup> | 19841 | 2005330 |
| Activision Blizzard, Inc. | 24452 | 1871801 |
| Lam Research Corp. | 4261 | 1790898 |
| Micron Technology, Inc. | 33966 | 1697621 |
| KLA Corp. | 4427 | 1669112 |
| Synopsys, Inc.<sup>\*</sup> | 4777 | 1525248 |
| ASML Holding N.V. — Class G | 2760 | 1508064 |
| Cadence Design Systems, Inc.<sup>\*</sup> | 8571 | 1376845 |
| Paychex, Inc. | 11260 | 1301206 |
| NXP Semiconductor N.V. | 8096 | 1279411 |
| Autodesk, Inc.<sup>\*</sup> | 6744 | 1260251 |
| Microchip Technology, Inc. | 17184 | 1207176 |
| Fortinet, Inc.<sup>\*</sup> | 24409 | 1193356 |
| Workday, Inc. — Class A<sup>\*</sup> | 6311 | 1056020 |
| Electronic Arts, Inc. | 8626 | 1053925 |
| Marvell Technology, Inc. | 26638 | 986672 |
| Cognizant Technology Solutions Corp. — Class A | 16057 | 918300 |
| GLOBALFOUNDRIES, Inc.<sup>\*,1</sup> | 17029 | 917693 |
| Crowdstrike Holdings, Inc. — Class A<sup>\*</sup> | 6820 | 718078 |
| Datadog, Inc. — Class A<sup>\*</sup> | 9125 | 670687 |
| ANSYS, Inc.<sup>\*</sup> | 2721 | 657366 |
| Atlassian Corp. — Class A<sup>\*</sup> | 4633 | 596174 |
| Zoom Video Communications, Inc. — Class A<sup>\*</sup> | 7675 | 519905 |
| Zscaler, Inc.<sup>\*</sup> | 4505 | 504109 |
| **Total Technology** |  | 158243767 |
| **Communications - 22.4%** |  |  |
| Amazon.com, Inc.<sup>\*</sup> | 245693 | 20638212 |
| Alphabet, Inc. — Class C<sup>\*</sup> | 146573 | 13005422 |
| Alphabet, Inc. — Class A<sup>\*</sup> | 146617 | 12936018 |
| Meta Platforms, Inc. — Class A<sup>\*</sup> | 70257 | 8454727 |
| Cisco Systems, Inc. | 128351 | 6114642 |
| T-Mobile US, Inc.<sup>\*</sup> | 38872 | 5442080 |
| Comcast Corp. — Class A | 134785 | 4713432 |
| Netflix, Inc.<sup>\*</sup> | 13904 | 4100012 |
| Booking Holdings, Inc.<sup>\*</sup> | 1212 | 2442519 |
| Charter Communications, Inc. — Class A<sup>\*</sup> | 4864 | 1649382 |
| MercadoLibre, Inc.<sup>\*</sup> | 1571 | 1329443 |
| Palo Alto Networks, Inc.<sup>\*</sup> | 9447 | 1318234 |
| Pinduoduo, Inc. ADR<sup>\*</sup> | 14625 | 1192669 |
| Airbnb, Inc. — Class A<sup>\*</sup> | 12442 | 1063791 |
| JD.com, Inc. ADR | 15177 | 851885 |
| Warner Bros Discovery, Inc.<sup>\*</sup> | 75873 | 719276 |
| Sirius XM Holdings, Inc.<sup>1</sup> | 121523 | 709694 |
| eBay, Inc. | 16954 | 703083 |
| **Total Communications** |  | 87384521 |
| **Consumer, Non-cyclical - 12.6%** |  |  |
| PepsiCo, Inc. | 43045 | 7776510 |
| Amgen, Inc. | 16671 | 4378471 |
| Gilead Sciences, Inc. | 39186 | 3364118 |
| Automatic Data Processing, Inc. | 12961 | 3095864 |
| Intuitive Surgical, Inc.<sup>\*</sup> | 11041 | 2929729 |
| Mondelez International, Inc. — Class A | 42667 | 2843756 |
| PayPal Holdings, Inc.<sup>\*</sup> | 35618 | 2536714 |
| Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | 3346 | 2414106 |
| Vertex Pharmaceuticals, Inc.<sup>\*</sup> | 8020 | 2316016 |
| Moderna, Inc.<sup>\*</sup> | 12003 | 2155979 |
| Monster Beverage Corp.<sup>\*</sup> | 16301 | 1655040 |
| Keurig Dr Pepper, Inc. | 44248 | 1577884 |
| Kraft Heinz Co. | 38271 | 1558012 |
| Cintas Corp. | 3172 | 1432539 |
| Dexcom, Inc.<sup>\*</sup> | 12068 | 1366580 |
| AstraZeneca plc ADR | 19087 | 1294099 |
| Biogen, Inc.<sup>\*</sup> | 4499 | 1245863 |
| IDEXX Laboratories, Inc.<sup>\*</sup> | 2588 | 1055801 |
| Illumina, Inc.<sup>\*</sup> | 4914 | 993611 |
| CoStar Group, Inc.<sup>\*</sup> | 12707 | 981997 |
| Verisk Analytics, Inc. — Class A | 4886 | 861988 |
| Seagen, Inc.<sup>\*</sup> | 5801 | 745486 |
| Align Technology, Inc.<sup>\*</sup> | 2440 | 514596 |
| **Total Consumer, Non-cyclical** |  | 49094759 |
| **Consumer, Cyclical - 7.9%** |  |  |
| Tesla, Inc.<sup>\*</sup> | 76050 | 9367839 |
| Costco Wholesale Corp. | 13829 | 6312939 |
| Starbucks Corp. | 35862 | 3557510 |
| O'Reilly Automotive, Inc.<sup>\*</sup> | 1955 | 1650079 |
| Marriott International, Inc. — Class A | 9890 | 1472522 |
| Ross Stores, Inc. | 10843 | 1258547 |
| Lululemon Athletica, Inc.<sup>\*</sup> | 3821 | 1224172 |
| PACCAR, Inc. | 10865 | 1075309 |
| Walgreens Boots Alliance, Inc. | 27020 | 1009467 |
| Dollar Tree, Inc.<sup>\*</sup> | 6910 | 977350 |
| Copart, Inc.<sup>\*</sup> | 14881 | 906104 |
| Fastenal Co. | 17895 | 846792 |
| Rivian Automotive, Inc. — Class A<sup>\*</sup> | 28529 | 525789 |
| Lucid Group, Inc.<sup>\*,1</sup> | 52502 | 358589 |
| **Total Consumer, Cyclical** |  | 30543008 |
| **Industrial - 1.9%** |  |  |
| Honeywell International, Inc. | 21006 | 4501585 |
| CSX Corp. | 65687 | 2034983 |
| Old Dominion Freight Line, Inc. | 3452 | 979609 |
| **Total Industrial** |  | 7516177 |
| **Utilities - 1.3%** |  |  |
| American Electric Power Company, Inc. | 16055 | 1524422 |
| Exelon Corp. | 31048 | 1342205 |
| Xcel Energy, Inc. | 17098 | 1198741 |
| Constellation Energy Corp. | 10217 | 880807 |
| **Total Utilities** |  | 4946175 |

---

---

| | |
|:---|:---|
| **NASDAQ-100® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 87.4% (continued)** | **COMMON STOCKS<sup>†</sup> - 87.4% (continued)** | **COMMON STOCKS<sup>†</sup> - 87.4% (continued)** |
| **Energy - 0.7%** | **Energy - 0.7%** | **Energy - 0.7%** |
| Enphase Energy, Inc.<sup>\*</sup> | 4247 | $1125285 |
| Baker Hughes Co. | 31290 | 923994 |
| Diamondback Energy, Inc. | 5499 | 752153 |
| **Total Energy** |  | 2801432 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $222,057,390) |  | 340529839 |

---

---

| | | |
|:---|:---|:---|
| | **Face <br> Amount** | |
| **U.S. TREASURY BILLS<sup>††</sup> - 11.8%** | **U.S. TREASURY BILLS<sup>††</sup> - 11.8%** | **U.S. TREASURY BILLS<sup>††</sup> - 11.8%** |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>2,3</sup> | $36850000 | 36818009 |
| &nbsp;&nbsp;&nbsp;3.80% due 01/17/23<sup>3,4</sup> | 9029000 | 9016083 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>2,3</sup> | 300000 | 299740 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $46,119,334) |  | 46133832 |
| **REPURCHASE AGREEMENTS<sup>††,5</sup> - 6.5%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>2</sup> | 14228590 | 14228590 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>2</sup> | 5472535 | 5472535 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>2</sup> | 5455586 | 5455586 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $25,156,711) |  | 25156711 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | |
| **SECURITIES LENDING COLLATERAL<sup>†,6</sup> - 0.4%** | **SECURITIES LENDING COLLATERAL<sup>†,6</sup> - 0.4%** | **SECURITIES LENDING COLLATERAL<sup>†,6</sup> - 0.4%** |
| **Money Market Fund** | | |
| &nbsp;&nbsp;&nbsp;First American Government Obligations Fund - Class X, 4.10%<sup>7</sup> | 1386247 | 1386247 |
| **Total Securities Lending Collateral** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,386,247) |  | 1386247 |
| **Total Investments - 106.1%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $294,719,682) |  | $413206629 |
| **Other Assets & Liabilities, net - (6.1)%** |  | (23734013) |
| **Total Net Assets - 100.0%** |  | $389472616 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized<br> Depreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | **Equity Futures Contracts Purchased<sup>†</sup>** | |
| NASDAQ-100 Index Mini Futures Contracts | 451 | Mar 2023 | $99427460 | $(3915264) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Depreciation** |
| **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** |  |  |  |  |
| Goldman Sachs International | NASDAQ-100 Index | Pay | 4.83% (Federal Funds Rate + 0.50%) | At Maturity | 01/26/23 | 3411 | $37314562 | $(2520564) |
| BNP Paribas | NASDAQ-100 Index | Pay | 4.98% (Federal Funds Rate + 0.65%) | At Maturity | 01/26/23 | 6033 | 65998078 | (2684086) |
| Barclays Bank plc | NASDAQ-100 Index | Pay | 4.80% (SOFR + 0.50%) | At Maturity | 01/25/23 | 21546 | 235704019 | (16821320) |
|  |  |  |  |  |  |  | $339016659 | $(22025970) |

---

*<sup>\*</sup>* *Non-income producing security.*

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *All or a portion of this security is on loan at December 31, 2022 — See Note 5.*

*<sup>2</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>3</sup>* *Rate indicated is the effective yield at the time of purchase.*

---

| | |
|:---|:---|
| **NASDAQ-100® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

*<sup>4</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>5</sup>* *Repurchase Agreements — See Note 4.*

*<sup>6</sup>* *Securities lending collateral — See Note 5.*

*<sup>7</sup>* *Rate indicated is the 7-day yield as of December 31, 2022.*

*ADR — American Depositary Receipt*

*plc — Public Limited Company*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Common Stocks | $340529839 | $— | $— | $340529839 |
| U.S. Treasury Bills |  | 46133832 |  | 46133832 |
| Repurchase Agreements |  | 25156711 |  | 25156711 |
| Securities Lending Collateral | 1386247 |  |  | 1386247 |
| Total Assets | $341916086 | $71290543 | $— | $413206629 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Liabilities)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Equity Futures Contracts\*\* | $3915264 | $— | $— | $3915264 |
| Equity Index Swap Agreements\*\* |  | 22025970 |  | 22025970 |
| Total Liabilities | $3915264 | $22025970 | $— | $25941234 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6%** | **COMMON STOCKS<sup>†</sup> - 63.6%** | **COMMON STOCKS<sup>†</sup> - 63.6%** |
| **Consumer, Non-cyclical - 15.2%** | **Consumer, Non-cyclical - 15.2%** | **Consumer, Non-cyclical - 15.2%** |
| Halozyme Therapeutics, Inc.<sup>\*</sup> | 600 | $34140 |
| Shockwave Medical, Inc.<sup>\*</sup> | 160 | 32898 |
| Inspire Medical Systems, Inc.<sup>\*</sup> | 127 | 31989 |
| Karuna Therapeutics, Inc.<sup>\*</sup> | 136 | 26724 |
| Celsius Holdings, Inc.<sup>\*</sup> | 248 | 25802 |
| Medpace Holdings, Inc.<sup>\*</sup> | 114 | 24215 |
| HealthEquity, Inc.<sup>\*</sup> | 374 | 23053 |
| Ensign Group, Inc. | 243 | 22990 |
| LHC Group, Inc.<sup>\*</sup> | 135 | 21828 |
| Apellis Pharmaceuticals, Inc.<sup>\*</sup> | 422 | 21822 |
| Intra-Cellular Therapies, Inc.<sup>\*</sup> | 412 | 21803 |
| Option Care Health, Inc.<sup>\*</sup> | 702 | 21123 |
| AMN Healthcare Services, Inc.<sup>\*</sup> | 194 | 19947 |
| Alkermes plc<sup>\*</sup> | 739 | 19310 |
| Arrowhead Pharmaceuticals, Inc.<sup>\*</sup> | 467 | 18941 |
| Insperity, Inc. | 164 | 18630 |
| Haemonetics Corp.<sup>\*</sup> | 230 | 18089 |
| Triton International Ltd. | 262 | 18020 |
| ASGN, Inc.<sup>\*</sup> | 221 | 18007 |
| Merit Medical Systems, Inc.<sup>\*</sup> | 253 | 17867 |
| API Group Corp.<sup>\*</sup> | 938 | 17644 |
| Lancaster Colony Corp. | 88 | 17362 |
| Prometheus Biosciences, Inc.<sup>\*</sup> | 157 | 17270 |
| Cytokinetics, Inc.<sup>\*</sup> | 372 | 17045 |
| Madrigal Pharmaceuticals, Inc.<sup>\*</sup> | 58 | 16835 |
| Lantheus Holdings, Inc.<sup>\*</sup> | 310 | 15798 |
| Vaxcyte, Inc.<sup>\*</sup> | 323 | 15488 |
| Sprouts Farmers Market, Inc.<sup>\*</sup> | 477 | 15441 |
| BellRing Brands, Inc.<sup>\*</sup> | 598 | 15333 |
| Amicus Therapeutics, Inc.<sup>\*</sup> | 1250 | 15262 |
| Simply Good Foods Co.<sup>\*</sup> | 400 | 15212 |
| Neogen Corp.<sup>\*</sup> | 977 | 14880 |
| Herc Holdings, Inc. | 113 | 14867 |
| Chegg, Inc.<sup>\*</sup> | 564 | 14252 |
| Prestige Consumer Healthcare, Inc.<sup>\*</sup> | 224 | 14022 |
| Inari Medical, Inc.<sup>\*</sup> | 219 | 13920 |
| Axonics, Inc.<sup>\*</sup> | 221 | 13819 |
| Denali Therapeutics, Inc.<sup>\*</sup> | 490 | 13627 |
| LivaNova plc<sup>\*</sup> | 243 | 13496 |
| Hostess Brands, Inc.<sup>\*</sup> | 601 | 13486 |
| ABM Industries, Inc. | 299 | 13282 |
| Intellia Therapeutics, Inc.<sup>\*</sup> | 370 | 12909 |
| Alight, Inc. — Class A<sup>\*</sup> | 1539 | 12866 |
| IVERIC bio, Inc.<sup>\*</sup> | 596 | 12760 |
| iRhythm Technologies, Inc.<sup>\*</sup> | 134 | 12552 |
| Insmed, Inc.<sup>\*</sup> | 609 | 12168 |
| PTC Therapeutics, Inc.<sup>\*</sup> | 318 | 12138 |
| elf Beauty, Inc.<sup>\*</sup> | 219 | 12110 |
| Korn Ferry | 239 | 12098 |
| Helen of Troy Ltd.<sup>\*</sup> | 108 | 11978 |
| Blueprint Medicines Corp.<sup>\*</sup> | 271 | 11872 |
| StoneCo Ltd. — Class A<sup>\*</sup> | 1256 | 11857 |
| Select Medical Holdings Corp. | 470 | 11670 |
| TriNet Group, Inc.<sup>\*</sup> | 169 | 11458 |
| CONMED Corp. | 129 | 11434 |
| TreeHouse Foods, Inc.<sup>\*</sup> | 231 | 11407 |
| Beam Therapeutics, Inc.<sup>\*</sup> | 288 | 11264 |
| Axsome Therapeutics, Inc.<sup>\*</sup> | 144 | 11107 |
| Primo Water Corp. | 714 | 11096 |
| Patterson Companies, Inc. | 395 | 11072 |
| Brink's Co. | 204 | 10957 |
| Alarm.com Holdings, Inc.<sup>\*</sup> | 218 | 10787 |
| Coca-Cola Consolidated, Inc. | 21 | 10759 |
| Progyny, Inc.<sup>\*</sup> | 339 | 10560 |
| STAAR Surgical Co.<sup>\*</sup> | 217 | 10533 |
| Graham Holdings Co. — Class B | 17 | 10272 |
| Integer Holdings Corp.<sup>\*</sup> | 149 | 10200 |
| United Natural Foods, Inc.<sup>\*</sup> | 263 | 10181 |
| J & J Snack Foods Corp. | 68 | 10180 |
| CBIZ, Inc.<sup>\*</sup> | 216 | 10120 |
| Omnicell, Inc.<sup>\*</sup> | 199 | 10034 |
| WD-40 Co. | 62 | 9995 |
| NuVasive, Inc.<sup>\*</sup> | 237 | 9774 |
| Prothena Corporation plc<sup>\*</sup> | 161 | 9700 |
| BioCryst Pharmaceuticals, Inc.<sup>\*</sup> | 841 | 9655 |
| AbCellera Biologics, Inc.<sup>\*,1</sup> | 939 | 9512 |
| Cal-Maine Foods, Inc. | 172 | 9365 |
| Celldex Therapeutics, Inc.<sup>\*</sup> | 208 | 9271 |
| AtriCure, Inc.<sup>\*</sup> | 207 | 9187 |
| Sabre Corp.<sup>\*</sup> | 1478 | 9134 |
| Glaukos Corp.<sup>\*</sup> | 207 | 9042 |
| Sage Therapeutics, Inc.<sup>\*</sup> | 236 | 9001 |
| Edgewell Personal Care Co. | 233 | 8980 |
| EVERTEC, Inc. | 277 | 8969 |
| Silk Road Medical, Inc.<sup>\*</sup> | 169 | 8932 |
| ACADIA Pharmaceuticals, Inc.<sup>\*</sup> | 545 | 8676 |
| Akero Therapeutics, Inc.<sup>\*</sup> | 157 | 8604 |
| TransMedics Group, Inc.<sup>\*</sup> | 137 | 8456 |
| Amylyx Pharmaceuticals, Inc.<sup>\*</sup> | 227 | 8388 |
| Pacific Biosciences of California, Inc.<sup>\*</sup> | 1024 | 8376 |
| Vir Biotechnology, Inc.<sup>\*</sup> | 329 | 8327 |
| ICF International, Inc. | 84 | 8320 |
| Catalyst Pharmaceuticals, Inc.<sup>\*</sup> | 434 | 8072 |
| Strategic Education, Inc. | 103 | 8067 |
| REVOLUTION Medicines, Inc.<sup>\*</sup> | 335 | 7980 |
| Supernus Pharmaceuticals, Inc.<sup>\*</sup> | 222 | 7919 |
| Corcept Therapeutics, Inc.<sup>\*</sup> | 387 | 7860 |
| Pacira BioSciences, Inc.<sup>\*</sup> | 203 | 7838 |
| Inter Parfums, Inc. | 81 | 7818 |
| John Wiley & Sons, Inc. — Class A | 195 | 7812 |
| Cerevel Therapeutics Holdings, Inc.<sup>\*</sup> | 246 | 7759 |
| Vector Group Ltd. | 652 | 7733 |
| Veracyte, Inc.<sup>\*</sup> | 325 | 7712 |
| Ironwood Pharmaceuticals, Inc. — Class A<sup>\*</sup> | 620 | 7682 |
| Arvinas, Inc.<sup>\*</sup> | 220 | 7526 |
| Krystal Biotech, Inc.<sup>\*</sup> | 95 | 7526 |
| R1 RCM, Inc.<sup>\*</sup> | 677 | 7413 |
| Evo Payments, Inc. — Class A<sup>\*</sup> | 214 | 7242 |
| Adtalem Global Education, Inc.<sup>\*</sup> | 203 | 7206 |
| TG Therapeutics, Inc.<sup>\*</sup> | 604 | 7145 |
| LiveRamp Holdings, Inc.<sup>\*</sup> | 299 | 7009 |
| Agios Pharmaceuticals, Inc.<sup>\*</sup> | 247 | 6936 |
| Addus HomeCare Corp.<sup>\*</sup> | 69 | 6865 |
| MGP Ingredients, Inc. | 64 | 6808 |
| Xencor, Inc.<sup>\*</sup> | 260 | 6770 |
| Revance Therapeutics, Inc.<sup>\*</sup> | 364 | 6719 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Non-cyclical - 15.2% (continued)** | | |
| Herbalife Nutrition Ltd.<sup>\*</sup> | 444 | $6607 |
| Embecta Corp. | 260 | 6575 |
| Harmony Biosciences Holdings, Inc.<sup>\*</sup> | 119 | 6557 |
| Owens & Minor, Inc.<sup>\*</sup> | 334 | 6523 |
| Hain Celestial Group, Inc.<sup>\*</sup> | 403 | 6521 |
| Central Garden & Pet Co. — Class A<sup>\*</sup> | 182 | 6516 |
| Meridian Bioscience, Inc.<sup>\*</sup> | 195 | 6476 |
| Huron Consulting Group, Inc.<sup>\*</sup> | 89 | 6461 |
| Monro, Inc. | 141 | 6373 |
| FibroGen, Inc.<sup>\*</sup> | 396 | 6344 |
| Surgery Partners, Inc.<sup>\*</sup> | 227 | 6324 |
| AdaptHealth Corp.<sup>\*</sup> | 327 | 6285 |
| Nevro Corp.<sup>\*</sup> | 158 | 6257 |
| Ingles Markets, Inc. — Class A | 64 | 6173 |
| Weis Markets, Inc. | 75 | 6172 |
| Textainer Group Holdings Ltd. | 196 | 6078 |
| Coursera, Inc.<sup>\*</sup> | 512 | 6057 |
| Twist Bioscience Corp.<sup>\*</sup> | 254 | 6048 |
| Syndax Pharmaceuticals, Inc.<sup>\*</sup> | 237 | 6032 |
| MannKind Corp.<sup>\*</sup> | 1128 | 5945 |
| CoreCivic, Inc.<sup>\*</sup> | 514 | 5942 |
| Chinook Therapeutics, Inc.<sup>\*</sup> | 225 | 5895 |
| GEO Group, Inc.<sup>\*</sup> | 537 | 5880 |
| Laureate Education, Inc. — Class A | 610 | 5868 |
| CorVel Corp.<sup>\*</sup> | 40 | 5813 |
| Universal Corp. | 110 | 5809 |
| Travere Therapeutics, Inc.<sup>\*</sup> | 276 | 5804 |
| Stride, Inc.<sup>\*</sup> | 184 | 5756 |
| Relay Therapeutics, Inc.<sup>\*</sup> | 383 | 5722 |
| Dynavax Technologies Corp.<sup>\*</sup> | 536 | 5703 |
| Avanos Medical, Inc.<sup>\*</sup> | 210 | 5683 |
| Medifast, Inc. | 49 | 5652 |
| Vericel Corp.<sup>\*</sup> | 213 | 5610 |
| Pediatrix Medical Group, Inc.<sup>\*</sup> | 373 | 5543 |
| ZipRecruiter, Inc. — Class A<sup>\*</sup> | 328 | 5386 |
| Payoneer Global, Inc.<sup>\*</sup> | 981 | 5366 |
| Cytek Biosciences, Inc.<sup>\*</sup> | 518 | 5289 |
| Myriad Genetics, Inc.<sup>\*</sup> | 360 | 5224 |
| NeoGenomics, Inc.<sup>\*</sup> | 563 | 5202 |
| Chefs' Warehouse, Inc.<sup>\*</sup> | 155 | 5158 |
| Vivint Smart Home, Inc.<sup>\*</sup> | 430 | 5117 |
| ModivCare, Inc.<sup>\*</sup> | 57 | 5115 |
| Cassava Sciences, Inc.<sup>\*,1</sup> | 173 | 5110 |
| Remitly Global, Inc.<sup>\*</sup> | 445 | 5095 |
| Rent-A-Center, Inc. | 225 | 5074 |
| Andersons, Inc. | 145 | 5073 |
| Avidity Biosciences, Inc.<sup>\*</sup> | 226 | 5015 |
| Replimune Group, Inc.<sup>\*</sup> | 184 | 5005 |
| National Beverage Corp.<sup>\*</sup> | 107 | 4979 |
| Viridian Therapeutics, Inc.<sup>\*</sup> | 170 | 4966 |
| DICE Therapeutics, Inc.<sup>\*</sup> | 159 | 4961 |
| Kforce, Inc. | 89 | 4880 |
| Amphastar Pharmaceuticals, Inc.<sup>\*</sup> | 174 | 4875 |
| ImmunoGen, Inc.<sup>\*</sup> | 973 | 4826 |
| PROCEPT BioRobotics Corp.<sup>\*</sup> | 116 | 4819 |
| Arcus Biosciences, Inc.<sup>\*</sup> | 233 | 4818 |
| Reata Pharmaceuticals, Inc. — Class A<sup>\*</sup> | 125 | 4749 |
| SpartanNash Co. | 157 | 4748 |
| Rocket Pharmaceuticals, Inc.<sup>\*</sup> | 242 | 4736 |
| Recursion Pharmaceuticals, Inc. — Class A<sup>\*</sup> | 614 | 4734 |
| Utz Brands, Inc. | 298 | 4726 |
| US Physical Therapy, Inc. | 58 | 4700 |
| MoneyGram International, Inc.<sup>\*</sup> | 425 | 4628 |
| Ligand Pharmaceuticals, Inc. — Class B<sup>\*</sup> | 69 | 4609 |
| Aclaris Therapeutics, Inc.<sup>\*</sup> | 281 | 4426 |
| Crinetics Pharmaceuticals, Inc.<sup>\*</sup> | 239 | 4374 |
| Iovance Biotherapeutics, Inc.<sup>\*</sup> | 683 | 4364 |
| Imago Biosciences, Inc.<sup>\*</sup> | 119 | 4278 |
| Cross Country Healthcare, Inc.<sup>\*</sup> | 161 | 4278 |
| Kymera Therapeutics, Inc.<sup>\*</sup> | 171 | 4268 |
| Zentalis Pharmaceuticals, Inc.<sup>\*</sup> | 211 | 4250 |
| Perdoceo Education Corp.<sup>\*</sup> | 305 | 4240 |
| RadNet, Inc.<sup>\*</sup> | 223 | 4199 |
| Enanta Pharmaceuticals, Inc.<sup>\*</sup> | 89 | 4140 |
| REGENXBIO, Inc.<sup>\*</sup> | 182 | 4128 |
| Arcellx, Inc.<sup>\*</sup> | 133 | 4120 |
| SpringWorks Therapeutics, Inc.<sup>\*</sup> | 157 | 4084 |
| LeMaitre Vascular, Inc. | 88 | 4050 |
| Healthcare Services Group, Inc. | 336 | 4032 |
| Paragon 28, Inc.<sup>\*</sup> | 209 | 3994 |
| Alphatec Holdings, Inc.<sup>\*</sup> | 323 | 3989 |
| Biohaven Ltd.<sup>\*</sup> | 285 | 3956 |
| Verve Therapeutics, Inc.<sup>\*</sup> | 204 | 3947 |
| Geron Corp.<sup>\*</sup> | 1629 | 3942 |
| Beauty Health Co.<sup>\*</sup> | 427 | 3886 |
| Adaptive Biotechnologies Corp.<sup>\*</sup> | 505 | 3858 |
| PROG Holdings, Inc.<sup>\*</sup> | 226 | 3817 |
| Fate Therapeutics, Inc.<sup>\*</sup> | 377 | 3804 |
| Innoviva, Inc.<sup>\*</sup> | 287 | 3803 |
| Avid Bioservices, Inc.<sup>\*</sup> | 276 | 3801 |
| CRA International, Inc. | 31 | 3795 |
| Keros Therapeutics, Inc.<sup>\*</sup> | 79 | 3794 |
| SunOpta, Inc.<sup>\*</sup> | 442 | 3731 |
| Ideaya Biosciences, Inc.<sup>\*</sup> | 199 | 3616 |
| Fresh Del Monte Produce, Inc. | 138 | 3614 |
| Bridgebio Pharma, Inc.<sup>\*</sup> | 474 | 3612 |
| Kura Oncology, Inc.<sup>\*</sup> | 288 | 3574 |
| Collegium Pharmaceutical, Inc.<sup>\*</sup> | 154 | 3573 |
| Varex Imaging Corp.<sup>\*</sup> | 175 | 3552 |
| Quanex Building Products Corp. | 150 | 3552 |
| B&G Foods, Inc.<sup>1</sup> | 314 | 3501 |
| Treace Medical Concepts, Inc.<sup>\*</sup> | 151 | 3471 |
| First Advantage Corp.<sup>\*</sup> | 266 | 3458 |
| Udemy, Inc.<sup>\*</sup> | 327 | 3450 |
| Green Dot Corp. — Class A<sup>\*</sup> | 218 | 3449 |
| Beyond Meat, Inc.<sup>\*,1</sup> | 278 | 3422 |
| National Healthcare Corp. | 57 | 3392 |
| Legalzoom.com, Inc.<sup>\*</sup> | 435 | 3367 |
| Krispy Kreme, Inc. | 326 | 3364 |
| Atrion Corp. | 6 | 3357 |
| Deciphera Pharmaceuticals, Inc.<sup>\*</sup> | 204 | 3344 |
| Cogent Biosciences, Inc.<sup>\*</sup> | 289 | 3341 |
| Deluxe Corp. | 196 | 3328 |
| Cutera, Inc.<sup>\*</sup> | 75 | 3316 |
| Ventyx Biosciences, Inc.<sup>\*</sup> | 101 | 3312 |
| Theravance Biopharma, Inc.<sup>\*</sup> | 292 | 3276 |
| ADMA Biologics, Inc.<sup>\*</sup> | 842 | 3267 |
| John B Sanfilippo & Son, Inc. | 40 | 3253 |
| Inhibrx, Inc.<sup>\*</sup> | 132 | 3252 |
| Immunovant, Inc.<sup>\*</sup> | 182 | 3230 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Non-cyclical - 15.2% (continued)** | | |
| Repay Holdings Corp.<sup>\*</sup> | 397 | $3196 |
| SP Plus Corp.<sup>\*</sup> | 91 | 3160 |
| Morphic Holding, Inc.<sup>\*</sup> | 117 | 3130 |
| Paya Holdings, Inc.<sup>\*</sup> | 397 | 3124 |
| ViewRay, Inc.<sup>\*</sup> | 671 | 3006 |
| 4D Molecular Therapeutics, Inc.<sup>\*</sup> | 135 | 2998 |
| Agenus, Inc.<sup>\*</sup> | 1249 | 2998 |
| Barrett Business Services, Inc. | 32 | 2985 |
| Tootsie Roll Industries, Inc. | 70 | 2980 |
| American Well Corp. — Class A<sup>\*</sup> | 1040 | 2943 |
| Fulgent Genetics, Inc.<sup>\*</sup> | 98 | 2918 |
| Anavex Life Sciences Corp.<sup>\*</sup> | 309 | 2861 |
| TrueBlue, Inc.<sup>\*</sup> | 146 | 2859 |
| Cerus Corp.<sup>\*</sup> | 782 | 2854 |
| AnaptysBio, Inc.<sup>\*</sup> | 91 | 2820 |
| Cass Information Systems, Inc. | 61 | 2795 |
| BioLife Solutions, Inc.<sup>\*</sup> | 153 | 2785 |
| Editas Medicine, Inc.<sup>\*</sup> | 313 | 2776 |
| Duckhorn Portfolio, Inc.<sup>\*</sup> | 167 | 2767 |
| Provention Bio, Inc.<sup>\*</sup> | 260 | 2748 |
| Heska Corp.<sup>\*</sup> | 44 | 2735 |
| Lyell Immunopharma, Inc.<sup>\*</sup> | 784 | 2720 |
| USANA Health Sciences, Inc.<sup>\*</sup> | 51 | 2713 |
| Emergent BioSolutions, Inc.<sup>\*</sup> | 228 | 2693 |
| Resources Connection, Inc. | 144 | 2647 |
| Coherus Biosciences, Inc.<sup>\*</sup> | 334 | 2645 |
| CareDx, Inc.<sup>\*</sup> | 231 | 2636 |
| Aurinia Pharmaceuticals, Inc.<sup>\*</sup> | 608 | 2627 |
| OrthoPediatrics Corp.<sup>\*</sup> | 66 | 2622 |
| CTI BioPharma Corp.<sup>\*</sup> | 436 | 2620 |
| Alector, Inc.<sup>\*</sup> | 282 | 2603 |
| Kelly Services, Inc. — Class A | 153 | 2586 |
| DocGo, Inc.<sup>\*</sup> | 365 | 2581 |
| Franklin Covey Co.<sup>\*</sup> | 55 | 2572 |
| Castle Biosciences, Inc.<sup>\*</sup> | 109 | 2566 |
| Ennis, Inc. | 115 | 2548 |
| 23andMe Holding Co. — Class A<sup>\*</sup> | 1165 | 2516 |
| Heidrick & Struggles International, Inc. | 89 | 2489 |
| Hackett Group, Inc. | 122 | 2485 |
| Community Health Systems, Inc.<sup>\*</sup> | 567 | 2449 |
| Point Biopharma Global, Inc.<sup>\*</sup> | 336 | 2449 |
| Cardiovascular Systems, Inc.<sup>\*</sup> | 179 | 2438 |
| I3 Verticals, Inc. — Class A<sup>\*</sup> | 100 | 2434 |
| National Research Corp. — Class A | 64 | 2387 |
| Arcutis Biotherapeutics, Inc.<sup>\*</sup> | 160 | 2368 |
| Mersana Therapeutics, Inc.<sup>\*</sup> | 401 | 2350 |
| RAPT Therapeutics, Inc.<sup>\*</sup> | 118 | 2336 |
| ACCO Brands Corp. | 417 | 2331 |
| AngioDynamics, Inc.<sup>\*</sup> | 169 | 2327 |
| Bluebird Bio, Inc.<sup>\*</sup> | 336 | 2325 |
| Brookdale Senior Living, Inc. — Class A<sup>\*</sup> | 843 | 2301 |
| Calavo Growers, Inc. | 78 | 2293 |
| ANI Pharmaceuticals, Inc.<sup>\*</sup> | 57 | 2293 |
| OPKO Health, Inc.<sup>\*</sup> | 1830 | 2288 |
| Day One Biopharmaceuticals, Inc.<sup>\*</sup> | 106 | 2281 |
| Protagonist Therapeutics, Inc.<sup>\*</sup> | 209 | 2280 |
| Allogene Therapeutics, Inc.<sup>\*</sup> | 361 | 2271 |
| Transcat, Inc.<sup>\*</sup> | 32 | 2268 |
| Nuvalent, Inc. — Class A<sup>\*</sup> | 76 | 2263 |
| Nurix Therapeutics, Inc.<sup>\*</sup> | 205 | 2251 |
| Viad Corp.<sup>\*</sup> | 92 | 2244 |
| EQRx, Inc.<sup>\*</sup> | 908 | 2234 |
| Cimpress plc<sup>\*</sup> | 80 | 2209 |
| V2X, Inc.<sup>\*</sup> | 53 | 2188 |
| Cara Therapeutics, Inc.<sup>\*</sup> | 203 | 2180 |
| MaxCyte, Inc.<sup>\*</sup> | 394 | 2151 |
| Accolade, Inc.<sup>\*</sup> | 276 | 2150 |
| Artivion, Inc.<sup>\*</sup> | 177 | 2145 |
| Senseonics Holdings, Inc.<sup>\*</sup> | 2076 | 2138 |
| Quanterix Corp.<sup>\*</sup> | 154 | 2133 |
| 2U, Inc.<sup>\*</sup> | 338 | 2119 |
| Mission Produce, Inc.<sup>\*</sup> | 182 | 2115 |
| Kiniksa Pharmaceuticals Ltd. — Class A<sup>\*</sup> | 141 | 2112 |
| iTeos Therapeutics, Inc.<sup>\*</sup> | 107 | 2090 |
| Surmodics, Inc.<sup>\*</sup> | 61 | 2081 |
| SI-BONE, Inc.<sup>\*</sup> | 152 | 2067 |
| Riot Blockchain, Inc.<sup>\*,1</sup> | 609 | 2065 |
| Inogen, Inc.<sup>\*</sup> | 104 | 2050 |
| Agiliti, Inc.<sup>\*</sup> | 125 | 2039 |
| Target Hospitality Corp.<sup>\*</sup> | 134 | 2029 |
| Vital Farms, Inc.<sup>\*</sup> | 135 | 2014 |
| Benson Hill, Inc.<sup>\*</sup> | 776 | 1979 |
| Multiplan Corp.<sup>\*</sup> | 1713 | 1970 |
| Invitae Corp.<sup>\*</sup> | 1054 | 1960 |
| Anika Therapeutics, Inc.<sup>\*</sup> | 66 | 1954 |
| Bionano Genomics, Inc.<sup>\*</sup> | 1323 | 1931 |
| ImmunityBio, Inc.<sup>\*,1</sup> | 371 | 1881 |
| Bioxcel Therapeutics, Inc.<sup>\*</sup> | 87 | 1869 |
| Vanda Pharmaceuticals, Inc.<sup>\*</sup> | 252 | 1862 |
| Nektar Therapeutics<sup>\*</sup> | 823 | 1860 |
| Axogen, Inc.<sup>\*</sup> | 184 | 1836 |
| MacroGenics, Inc.<sup>\*</sup> | 273 | 1832 |
| Esperion Therapeutics, Inc.<sup>\*</sup> | 293 | 1825 |
| Orthofix Medical, Inc.<sup>\*</sup> | 88 | 1807 |
| Forrester Research, Inc.<sup>\*</sup> | 50 | 1788 |
| Seres Therapeutics, Inc.<sup>\*</sup> | 319 | 1786 |
| Arcturus Therapeutics Holdings, Inc.<sup>\*</sup> | 105 | 1781 |
| Paysafe Ltd.<sup>\*</sup> | 128 | 1774 |
| Tejon Ranch Co.<sup>\*</sup> | 94 | 1771 |
| Sangamo Therapeutics, Inc.<sup>\*</sup> | 559 | 1755 |
| Vita Coco Company, Inc.<sup>\*</sup> | 126 | 1741 |
| Custom Truck One Source, Inc.<sup>\*</sup> | 270 | 1706 |
| SomaLogic, Inc.<sup>\*</sup> | 678 | 1702 |
| Albireo Pharma, Inc.<sup>\*</sup> | 78 | 1686 |
| Central Garden & Pet Co.<sup>\*</sup> | 45 | 1685 |
| NanoString Technologies, Inc.<sup>\*</sup> | 211 | 1682 |
| Sutro Biopharma, Inc.<sup>\*</sup> | 207 | 1673 |
| Dyne Therapeutics, Inc.<sup>\*</sup> | 144 | 1669 |
| Atea Pharmaceuticals, Inc.<sup>\*</sup> | 346 | 1664 |
| Sterling Check Corp.<sup>\*</sup> | 107 | 1655 |
| Carriage Services, Inc. — Class A | 60 | 1652 |
| Marathon Digital Holdings, Inc.<sup>\*,1</sup> | 479 | 1638 |
| Aaron's Company, Inc. | 137 | 1637 |
| LifeStance Health Group, Inc.<sup>\*</sup> | 328 | 1620 |
| Clover Health Investments Corp.<sup>\*</sup> | 1733 | 1611 |
| Inovio Pharmaceuticals, Inc.<sup>\*</sup> | 1030 | 1607 |
| Sana Biotechnology, Inc.<sup>\*</sup> | 403 | 1592 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Non-cyclical - 15.2% (continued)** |  |  |
| 2seventy bio, Inc.<sup>\*</sup> | 169 | $1584 |
| Design Therapeutics, Inc.<sup>\*</sup> | 154 | 1580 |
| SIGA Technologies, Inc. | 214 | 1575 |
| OraSure Technologies, Inc.<sup>\*</sup> | 325 | 1566 |
| Caribou Biosciences, Inc.<sup>\*</sup> | 249 | 1564 |
| Veru, Inc.<sup>\*</sup> | 295 | 1558 |
| Tango Therapeutics, Inc.<sup>\*</sup> | 211 | 1530 |
| Kezar Life Sciences, Inc.<sup>\*</sup> | 217 | 1528 |
| Sorrento Therapeutics, Inc.<sup>\*</sup> | 1723 | 1527 |
| Utah Medical Products, Inc. | 15 | 1508 |
| Butterfly Network, Inc.<sup>\*</sup> | 602 | 1481 |
| Turning Point Brands, Inc. | 68 | 1471 |
| Seneca Foods Corp. — Class A<sup>\*</sup> | 24 | 1463 |
| Nano-X Imaging Ltd.<sup>\*,1</sup> | 198 | 1461 |
| PMV Pharmaceuticals, Inc.<sup>\*</sup> | 167 | 1453 |
| Mirum Pharmaceuticals, Inc.<sup>\*</sup> | 74 | 1443 |
| Cullinan Oncology, Inc.<sup>\*</sup> | 136 | 1435 |
| MiMedx Group, Inc.<sup>\*</sup> | 511 | 1421 |
| Zynex, Inc. | 100 | 1391 |
| BrightView Holdings, Inc.<sup>\*</sup> | 201 | 1385 |
| Liquidia Corp.<sup>\*</sup> | 216 | 1376 |
| Eagle Pharmaceuticals, Inc.<sup>\*</sup> | 47 | 1374 |
| Intercept Pharmaceuticals, Inc.<sup>\*</sup> | 111 | 1373 |
| Atara Biotherapeutics, Inc.<sup>\*</sup> | 417 | 1368 |
| Arlo Technologies, Inc.<sup>\*</sup> | 388 | 1362 |
| Seer, Inc.<sup>\*</sup> | 234 | 1357 |
| ShotSpotter, Inc.<sup>\*</sup> | 40 | 1353 |
| SeaSpine Holdings Corp.<sup>\*</sup> | 161 | 1344 |
| Oscar Health, Inc. — Class A<sup>\*</sup> | 536 | 1319 |
| Pulmonx Corp.<sup>\*</sup> | 155 | 1307 |
| Pennant Group, Inc.<sup>\*</sup> | 117 | 1285 |
| Erasca, Inc.<sup>\*</sup> | 294 | 1267 |
| Ocugen, Inc.<sup>\*,1</sup> | 970 | 1261 |
| Alta Equipment Group, Inc. | 94 | 1240 |
| Phibro Animal Health Corp. — Class A | 92 | 1234 |
| Aerovate Therapeutics, Inc.<sup>\*</sup> | 42 | 1231 |
| Vera Therapeutics, Inc.<sup>\*</sup> | 63 | 1219 |
| OmniAb, Inc.<sup>\*</sup> | 336 | 1210 |
| Evolus, Inc.<sup>\*</sup> | 161 | 1209 |
| European Wax Center, Inc. — Class A | 97 | 1208 |
| Edgewise Therapeutics, Inc.<sup>\*</sup> | 135 | 1207 |
| Tarsus Pharmaceuticals, Inc.<sup>\*</sup> | 82 | 1202 |
| RxSight, Inc.<sup>\*</sup> | 93 | 1178 |
| Karyopharm Therapeutics, Inc.<sup>\*</sup> | 345 | 1173 |
| Rigel Pharmaceuticals, Inc.<sup>\*</sup> | 782 | 1173 |
| Phathom Pharmaceuticals, Inc.<sup>\*</sup> | 104 | 1167 |
| Heron Therapeutics, Inc.<sup>\*</sup> | 466 | 1165 |
| Adicet Bio, Inc.<sup>\*</sup> | 128 | 1144 |
| PetIQ, Inc.<sup>\*</sup> | 124 | 1143 |
| Arbutus Biopharma Corp.<sup>\*</sup> | 490 | 1142 |
| Fulcrum Therapeutics, Inc.<sup>\*</sup> | 155 | 1128 |
| C4 Therapeutics, Inc.<sup>\*</sup> | 191 | 1127 |
| CinCor Pharma, Inc.<sup>\*</sup> | 90 | 1106 |
| ALX Oncology Holdings, Inc.<sup>\*</sup> | 97 | 1093 |
| Kodiak Sciences, Inc.<sup>\*</sup> | 150 | 1074 |
| American Public Education, Inc.<sup>\*</sup> | 85 | 1045 |
| Janux Therapeutics, Inc.<sup>\*</sup> | 77 | 1014 |
| Nuvation Bio, Inc.<sup>\*</sup> | 528 | 1014 |
| Cue Health, Inc.<sup>\*</sup> | 489 | 1012 |
| Tactile Systems Technology, Inc.<sup>\*</sup> | 88 | 1010 |
| Cano Health, Inc.<sup>\*</sup> | 734 | 1006 |
| Universal Technical Institute, Inc.<sup>\*</sup> | 148 | 995 |
| HilleVax, Inc.<sup>\*</sup> | 59 | 987 |
| CareMax, Inc.<sup>\*</sup> | 270 | 985 |
| Ocular Therapeutix, Inc.<sup>\*</sup> | 349 | 981 |
| Monte Rosa Therapeutics, Inc.<sup>\*</sup> | 128 | 974 |
| WW International, Inc.<sup>\*</sup> | 246 | 950 |
| Willdan Group, Inc.<sup>\*</sup> | 53 | 946 |
| Stoke Therapeutics, Inc.<sup>\*</sup> | 102 | 941 |
| Amneal Pharmaceuticals, Inc.<sup>\*</sup> | 467 | 929 |
| iRadimed Corp. | 32 | 905 |
| Joint Corp.<sup>\*</sup> | 64 | 895 |
| NGM Biopharmaceuticals, Inc.<sup>\*</sup> | 178 | 894 |
| MeiraGTx Holdings plc<sup>\*</sup> | 137 | 893 |
| Honest Company, Inc.<sup>\*</sup> | 295 | 888 |
| Village Super Market, Inc. — Class A | 38 | 885 |
| Nkarta, Inc.<sup>\*</sup> | 147 | 881 |
| Zimvie, Inc.<sup>\*</sup> | 94 | 878 |
| Prime Medicine, Inc.<sup>\*</sup> | 47 | 873 |
| Aura Biosciences, Inc.<sup>\*</sup> | 83 | 871 |
| Organogenesis Holdings, Inc.<sup>\*</sup> | 318 | 855 |
| Aadi Bioscience, Inc.<sup>\*</sup> | 66 | 847 |
| Generation Bio Co.<sup>\*</sup> | 214 | 841 |
| Distribution Solutions Group, Inc.<sup>\*</sup> | 22 | 811 |
| Y-mAbs Therapeutics, Inc.<sup>\*</sup> | 166 | 810 |
| Kinnate Biopharma, Inc.<sup>\*</sup> | 132 | 805 |
| Icosavax, Inc.<sup>\*</sup> | 101 | 802 |
| Affimed N.V.<sup>\*</sup> | 645 | 800 |
| Xeris Biopharma Holdings, Inc.<sup>\*</sup> | 600 | 798 |
| IGM Biosciences, Inc.<sup>\*</sup> | 46 | 782 |
| Lifecore Biomedical, Inc.<sup>\*</sup> | 119 | 771 |
| Quantum-Si, Inc.<sup>\*</sup> | 414 | 758 |
| KalVista Pharmaceuticals, Inc.<sup>\*</sup> | 111 | 750 |
| Whole Earth Brands, Inc.<sup>\*</sup> | 184 | 749 |
| Information Services Group, Inc. | 159 | 731 |
| Allovir, Inc.<sup>\*</sup> | 141 | 723 |
| BRC, Inc. — Class A<sup>\*</sup> | 117 | 715 |
| Chimerix, Inc.<sup>\*</sup> | 382 | 711 |
| Precigen, Inc.<sup>\*</sup> | 458 | 696 |
| Akoya Biosciences, Inc.<sup>\*</sup> | 71 | 679 |
| Berkeley Lights, Inc.<sup>\*</sup> | 253 | 678 |
| 22nd Century Group, Inc.<sup>\*,1</sup> | 734 | 676 |
| Alico, Inc. | 28 | 668 |
| Rent the Runway, Inc. — Class A<sup>\*</sup> | 212 | 647 |
| HF Foods Group, Inc.<sup>\*</sup> | 159 | 646 |
| Lexicon Pharmaceuticals, Inc.<sup>\*</sup> | 337 | 644 |
| Innovage Holding Corp.<sup>\*,1</sup> | 87 | 625 |
| Quad/Graphics, Inc.<sup>\*</sup> | 153 | 624 |
| Gossamer Bio, Inc.<sup>\*</sup> | 285 | 618 |
| Outlook Therapeutics, Inc.<sup>\*</sup> | 537 | 580 |
| Foghorn Therapeutics, Inc.<sup>\*</sup> | 90 | 574 |
| Bright Health Group, Inc.<sup>\*</sup> | 875 | 569 |
| Spire Global, Inc.<sup>\*</sup> | 567 | 544 |
| Vaxart, Inc.<sup>\*</sup> | 561 | 539 |
| Alpine Immune Sciences, Inc.<sup>\*</sup> | 71 | 522 |
| Singular Genomics Systems, Inc.<sup>\*</sup> | 253 | 509 |
| PepGen, Inc.<sup>\*</sup> | 38 | 508 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Non-cyclical - 15.2% (continued)** |  |  |
| Nature's Sunshine Products, Inc.<sup>\*</sup> | 61 | $508 |
| Absci Corp.<sup>\*</sup> | 239 | 502 |
| Vicarious Surgical, Inc.<sup>\*,1</sup> | 247 | 499 |
| Athira Pharma, Inc.<sup>\*</sup> | 154 | 488 |
| Vintage Wine Estates, Inc.<sup>\*</sup> | 145 | 473 |
| Rallybio Corp.<sup>\*</sup> | 71 | 466 |
| Century Therapeutics, Inc.<sup>\*</sup> | 90 | 462 |
| PFSweb, Inc. | 75 | 461 |
| Tyra Biosciences, Inc.<sup>\*</sup> | 59 | 448 |
| Relmada Therapeutics, Inc.<sup>\*</sup> | 124 | 433 |
| Priority Technology Holdings, Inc.<sup>\*</sup> | 81 | 426 |
| EyePoint Pharmaceuticals, Inc.<sup>\*</sup> | 118 | 413 |
| Praxis Precision Medicines, Inc.<sup>\*</sup> | 171 | 407 |
| Inotiv, Inc.<sup>\*</sup> | 79 | 390 |
| Nautilus Biotechnology, Inc.<sup>\*</sup> | 216 | 389 |
| Natural Grocers by Vitamin Cottage, Inc. | 42 | 384 |
| Theseus Pharmaceuticals, Inc.<sup>\*</sup> | 77 | 383 |
| Bioventus, Inc. — Class A<sup>\*</sup> | 143 | 373 |
| Moneylion, Inc.<sup>\*</sup> | 593 | 368 |
| Invivyd, Inc.<sup>\*</sup> | 233 | 349 |
| VBI Vaccines, Inc.<sup>\*</sup> | 874 | 342 |
| Bakkt Holdings, Inc.<sup>\*,1</sup> | 268 | 319 |
| Kronos Bio, Inc.<sup>\*</sup> | 184 | 298 |
| Tattooed Chef, Inc.<sup>\*</sup> | 221 | 272 |
| Tenaya Therapeutics, Inc.<sup>\*</sup> | 127 | 255 |
| Beachbody Company, Inc.<sup>\*</sup> | 474 | 249 |
| Thorne HealthTech, Inc.<sup>\*</sup> | 61 | 221 |
| Eiger BioPharmaceuticals, Inc.<sup>\*</sup> | 187 | 221 |
| Pardes Biosciences, Inc.<sup>\*</sup> | 129 | 218 |
| Jounce Therapeutics, Inc.<sup>\*</sup> | 191 | 212 |
| AN2 Therapeutics, Inc.<sup>\*,1</sup> | 22 | 210 |
| AirSculpt Technologies, Inc. | 56 | 207 |
| P3 Health Partners, Inc.<sup>\*</sup> | 111 | 204 |
| Instil Bio, Inc.<sup>\*</sup> | 315 | 198 |
| Sema4 Holdings Corp.<sup>\*</sup> | 717 | 189 |
| AppHarvest, Inc.<sup>\*</sup> | 329 | 187 |
| CompoSecure, Inc.<sup>\*</sup> | 35 | 172 |
| Humacyte, Inc.<sup>\*</sup> | 80 | 169 |
| Alpha Teknova, Inc.<sup>\*</sup> | 28 | 158 |
| Aveanna Healthcare Holdings, Inc.<sup>\*</sup> | 201 | 157 |
| Bird Global, Inc. — Class A<sup>\*</sup> | 777 | 140 |
| Oncology Institute, Inc.<sup>\*</sup> | 84 | 139 |
| MarketWise, Inc.<sup>\*</sup> | 77 | 129 |
| Babylon Holdings Ltd. — Class A<sup>\*</sup> | 19 | 128 |
| Science 37 Holdings, Inc.<sup>\*</sup> | 282 | 117 |
| Local Bounti Corp.<sup>\*</sup> | 84 | 117 |
| Talaris Therapeutics, Inc.<sup>\*</sup> | 102 | 104 |
| ATI Physical Therapy, Inc.<sup>\*</sup> | 339 | 103 |
| Celularity, Inc.<sup>\*</sup> | 77 | 99 |
| Cipher Mining, Inc.<sup>\*</sup> | 176 | 99 |
| Enochian Biosciences, Inc.<sup>\*</sup> | 89 | 92 |
| VistaGen Therapeutics, Inc.<sup>\*</sup> | 883 | 91 |
| GreenLight Biosciences Holdings PBC<sup>\*,1</sup> | 63 | 74 |
| Wejo Group Ltd.<sup>\*</sup> | 103 | 50 |
| Owlet, Inc.<sup>\*</sup> | 75 | 42 |
| Tricida, Inc.<sup>\*</sup> | 151 | 23 |
| Tenon Medical, Inc.<sup>\*</sup> | 14 | 22 |
| Greenidge Generation Holdings, Inc.<sup>\*,1</sup> | 59 | 17 |
| Gelesis Holdings, Inc.<sup>\*</sup> | 44 | 13 |
| Leafly Holdings, Inc.<sup>\*</sup> | 19 | 13 |
| Boxed, Inc.<sup>\*</sup> | 52 | 10 |
| **Total Consumer, Non-cyclical** |  | 2452883 |
| **Financial - 14.9%** |  |  |
| Agree Realty Corp. REIT | 394 | 27946 |
| STAG Industrial, Inc. REIT | 812 | 26236 |
| SouthState Corp. | 338 | 25810 |
| Kinsale Capital Group, Inc. | 97 | 25368 |
| Glacier Bancorp, Inc. | 501 | 24759 |
| United Bankshares, Inc. | 589 | 23849 |
| Selective Insurance Group, Inc. | 269 | 23836 |
| Old National Bancorp | 1321 | 23752 |
| RLI Corp. | 176 | 23104 |
| Valley National Bancorp | 1940 | 21941 |
| Kite Realty Group Trust REIT | 981 | 20650 |
| Cadence Bank | 819 | 20196 |
| First Financial Bankshares, Inc. | 585 | 20124 |
| Ryman Hospitality Properties, Inc. REIT | 242 | 19791 |
| Houlihan Lokey, Inc. | 226 | 19698 |
| Home BancShares, Inc. | 847 | 19303 |
| Terreno Realty Corp. REIT | 335 | 19051 |
| Hancock Whitney Corp. | 388 | 18775 |
| Essent Group Ltd. | 475 | 18468 |
| Independent Bank Corp. | 207 | 17477 |
| Independence Realty Trust, Inc. REIT | 1005 | 16944 |
| Phillips Edison & Company, Inc. REIT | 522 | 16620 |
| UMB Financial Corp. | 198 | 16537 |
| Blackstone Mortgage Trust, Inc. — Class A REIT | 772 | 16343 |
| United Community Banks, Inc. | 482 | 16292 |
| PotlatchDeltic Corp. REIT | 359 | 15792 |
| ServisFirst Bancshares, Inc. | 227 | 15643 |
| Associated Banc-Corp. | 677 | 15632 |
| First Interstate BancSystem, Inc. — Class A | 402 | 15537 |
| CVB Financial Corp. | 602 | 15501 |
| Apple Hospitality REIT, Inc. | 975 | 15385 |
| Community Bank System, Inc. | 242 | 15234 |
| Essential Properties Realty Trust, Inc. REIT | 634 | 14880 |
| Physicians Realty Trust REIT | 1020 | 14759 |
| American Equity Investment Life Holding Co. | 319 | 14553 |
| Ameris Bancorp | 300 | 14142 |
| Federated Hermes, Inc. — Class B | 384 | 13943 |
| Texas Capital Bancshares, Inc.<sup>\*</sup> | 226 | 13630 |
| Radian Group, Inc. | 709 | 13521 |
| Pacific Premier Bancorp, Inc. | 425 | 13413 |
| Cathay General Bancorp | 326 | 13298 |
| Corporate Office Properties Trust REIT | 511 | 13255 |
| Sabra Health Care REIT, Inc. | 1046 | 13002 |
| Innovative Industrial Properties, Inc. REIT | 126 | 12770 |
| Mr Cooper Group, Inc.<sup>\*</sup> | 312 | 12521 |
| WSFS Financial Corp. | 276 | 12514 |
| LXP Industrial Trust REIT | 1225 | 12275 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Financial - 14.9% (continued)** | | |
| Broadstone Net Lease, Inc. REIT | 753 | $12206 |
| Fulton Financial Corp. | 722 | 12151 |
| Eastern Bankshares, Inc. | 703 | 12127 |
| SITE Centers Corp. REIT | 883 | 12062 |
| Atlantic Union Bankshares Corp. | 340 | 11948 |
| BankUnited, Inc. | 350 | 11889 |
| Simmons First National Corp. — Class A | 548 | 11826 |
| Genworth Financial, Inc. — Class A<sup>\*</sup> | 2229 | 11791 |
| Equity Commonwealth REIT | 472 | 11786 |
| Enstar Group Ltd.<sup>\*</sup> | 51 | 11783 |
| Jackson Financial, Inc. — Class A | 337 | 11724 |
| CNO Financial Group, Inc. | 513 | 11722 |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT | 386 | 11186 |
| International Bancshares Corp. | 242 | 11074 |
| Moelis & Co. — Class A | 287 | 11012 |
| Outfront Media, Inc. REIT | 664 | 11009 |
| Macerich Co. REIT | 977 | 11001 |
| Walker & Dunlop, Inc. | 139 | 10909 |
| McGrath RentCorp | 110 | 10861 |
| Columbia Banking System, Inc. | 357 | 10756 |
| First Merchants Corp. | 260 | 10689 |
| First BanCorp | 820 | 10430 |
| First Financial Bancorp | 423 | 10249 |
| Hamilton Lane, Inc. — Class A | 160 | 10221 |
| Piper Sandler Cos. | 77 | 10025 |
| Axos Financial, Inc.<sup>\*</sup> | 260 | 9937 |
| Washington Federal, Inc. | 294 | 9864 |
| Arbor Realty Trust, Inc. REIT | 746 | 9840 |
| National Health Investors, Inc. REIT | 188 | 9817 |
| Focus Financial Partners, Inc. — Class A<sup>\*</sup> | 263 | 9802 |
| Banner Corp. | 155 | 9796 |
| Trustmark Corp. | 278 | 9705 |
| Independent Bank Group, Inc. | 161 | 9673 |
| WesBanco, Inc. | 258 | 9541 |
| Four Corners Property Trust, Inc. REIT | 365 | 9464 |
| TowneBank | 305 | 9406 |
| Renasant Corp. | 248 | 9322 |
| Sunstone Hotel Investors, Inc. REIT | 957 | 9245 |
| Park National Corp. | 65 | 9149 |
| Cushman & Wakefield plc<sup>\*</sup> | 721 | 8984 |
| Heartland Financial USA, Inc. | 186 | 8671 |
| Seacoast Banking Corporation of Florida | 274 | 8546 |
| Bread Financial Holdings, Inc. | 226 | 8511 |
| Kennedy-Wilson Holdings, Inc. | 535 | 8416 |
| Trupanion, Inc.<sup>\*</sup> | 177 | 8413 |
| Stock Yards Bancorp, Inc. | 129 | 8382 |
| Tanger Factory Outlet Centers, Inc. REIT | 460 | 8252 |
| NBT Bancorp, Inc. | 190 | 8250 |
| Retail Opportunity Investments Corp. REIT | 547 | 8221 |
| CareTrust REIT, Inc. | 437 | 8119 |
| Lakeland Financial Corp. | 111 | 8100 |
| Artisan Partners Asset Management, Inc. — Class A | 272 | 8078 |
| Navient Corp. | 480 | 7896 |
| Pebblebrook Hotel Trust REIT | 589 | 7887 |
| PJT Partners, Inc. — Class A | 107 | 7885 |
| BancFirst Corp. | 89 | 7848 |
| Enterprise Financial Services Corp. | 160 | 7834 |
| DiamondRock Hospitality Co. REIT | 951 | 7789 |
| NMI Holdings, Inc. — Class A<sup>\*</sup> | 370 | 7733 |
| Northwest Bancshares, Inc. | 551 | 7703 |
| RLJ Lodging Trust REIT | 723 | 7657 |
| StoneX Group, Inc.<sup>\*</sup> | 78 | 7433 |
| Cohen & Steers, Inc. | 115 | 7424 |
| Urban Edge Properties REIT | 519 | 7313 |
| InvenTrust Properties Corp. REIT | 307 | 7267 |
| TriCo Bancshares | 141 | 7190 |
| Bancorp, Inc.<sup>\*</sup> | 250 | 7095 |
| Elme Communities REIT | 396 | 7049 |
| Provident Financial Services, Inc. | 329 | 7027 |
| Sandy Spring Bancorp, Inc. | 198 | 6976 |
| Westamerica BanCorp | 118 | 6963 |
| Horace Mann Educators Corp. | 186 | 6951 |
| Apollo Commercial Real Estate Finance, Inc. REIT | 638 | 6865 |
| PennyMac Financial Services, Inc. | 121 | 6856 |
| First BanCorp Puerto Rico | 160 | 6854 |
| Xenia Hotels & Resorts, Inc. REIT | 519 | 6840 |
| Hilltop Holdings, Inc. | 225 | 6752 |
| Hope Bancorp, Inc. | 525 | 6725 |
| Bank of NT Butterfield & Son Ltd. | 225 | 6707 |
| BRP Group, Inc. — Class A<sup>\*</sup> | 266 | 6687 |
| Veritex Holdings, Inc. | 238 | 6683 |
| Getty Realty Corp. REIT | 191 | 6465 |
| Cannae Holdings, Inc.<sup>\*</sup> | 313 | 6463 |
| LTC Properties, Inc. REIT | 178 | 6324 |
| Eagle Bancorp, Inc. | 143 | 6302 |
| City Holding Co. | 67 | 6237 |
| Veris Residential, Inc. REIT<sup>\*</sup> | 391 | 6229 |
| Two Harbors Investment Corp. REIT | 392 | 6182 |
| Alexander & Baldwin, Inc. REIT | 328 | 6143 |
| Flywire Corp.<sup>\*</sup> | 251 | 6142 |
| Claros Mortgage Trust, Inc. | 417 | 6134 |
| Stellar Bancorp, Inc. | 206 | 6069 |
| Acadia Realty Trust REIT | 422 | 6056 |
| St. Joe Co. | 156 | 6029 |
| StepStone Group, Inc. — Class A | 239 | 6018 |
| S&T Bancorp, Inc. | 176 | 6016 |
| Nelnet, Inc. — Class A | 66 | 5990 |
| Uniti Group, Inc. REIT | 1076 | 5950 |
| Berkshire Hills Bancorp, Inc. | 199 | 5950 |
| American Assets Trust, Inc. REIT | 224 | 5936 |
| Virtus Investment Partners, Inc. | 31 | 5935 |
| Global Net Lease, Inc. REIT | 472 | 5933 |
| First Commonwealth Financial Corp. | 423 | 5909 |
| Easterly Government Properties, Inc. REIT | 413 | 5894 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Financial - 14.9% (continued)** | | |
| FB Financial Corp. | 162 | $5855 |
| PRA Group, Inc.<sup>\*</sup> | 173 | 5844 |
| OFG Bancorp | 211 | 5815 |
| First Busey Corp. | 234 | 5784 |
| Chimera Investment Corp. REIT | 1049 | 5769 |
| Pathward Financial, Inc. | 130 | 5596 |
| OceanFirst Financial Corp. | 263 | 5589 |
| National Bank Holdings Corp. — Class A | 132 | 5553 |
| Safety Insurance Group, Inc. | 65 | 5477 |
| Blucora, Inc.<sup>\*</sup> | 214 | 5463 |
| BGC Partners, Inc. — Class A | 1449 | 5463 |
| Service Properties Trust REIT | 745 | 5431 |
| Enova International, Inc.<sup>\*</sup> | 139 | 5333 |
| Employers Holdings, Inc. | 123 | 5305 |
| Stewart Information Services Corp. | 122 | 5213 |
| Triumph Financial, Inc.<sup>\*</sup> | 106 | 5180 |
| Ladder Capital Corp. — Class A REIT | 515 | 5171 |
| Piedmont Office Realty Trust, Inc. — Class A REIT | 557 | 5108 |
| Capitol Federal Financial, Inc. | 589 | 5095 |
| Paramount Group, Inc. REIT | 854 | 5073 |
| Compass Diversified Holdings | 277 | 5050 |
| Southside Bancshares, Inc. | 139 | 5003 |
| Encore Capital Group, Inc.<sup>\*</sup> | 104 | 4986 |
| PennyMac Mortgage Investment Trust REIT | 401 | 4968 |
| Palomar Holdings, Inc.<sup>\*</sup> | 110 | 4968 |
| Lakeland Bancorp, Inc. | 282 | 4966 |
| Franklin BSP Realty Trust, Inc. REIT | 382 | 4928 |
| Tompkins Financial Corp. | 63 | 4888 |
| Newmark Group, Inc. — Class A | 609 | 4854 |
| Apartment Investment and Management Co. — Class A REIT | 679 | 4834 |
| Brookline Bancorp, Inc. | 341 | 4825 |
| Heritage Financial Corp. | 157 | 4810 |
| Brandywine Realty Trust REIT | 769 | 4729 |
| Dime Community Bancshares, Inc. | 148 | 4711 |
| German American Bancorp, Inc. | 126 | 4700 |
| Farmer Mac — Class C | 41 | 4621 |
| Cowen, Inc. — Class A | 119 | 4596 |
| MFA Financial, Inc. REIT | 465 | 4580 |
| NETSTREIT Corp. REIT | 248 | 4546 |
| AMERISAFE, Inc. | 87 | 4521 |
| NexPoint Residential Trust, Inc. REIT | 103 | 4483 |
| Preferred Bank/Los Angeles CA | 60 | 4477 |
| Live Oak Bancshares, Inc. | 148 | 4470 |
| Nicolet Bankshares, Inc.<sup>\*</sup> | 55 | 4388 |
| Premier Financial Corp. | 161 | 4342 |
| New York Mortgage Trust, Inc. REIT | 1666 | 4265 |
| ProAssurance Corp. | 244 | 4263 |
| Mercury General Corp. | 121 | 4138 |
| Empire State Realty Trust, Inc. — Class A REIT | 611 | 4118 |
| ConnectOne Bancorp, Inc. | 168 | 4067 |
| Centerspace REIT | 69 | 4048 |
| LendingClub Corp.<sup>\*</sup> | 460 | 4048 |
| Radius Global Infrastructure, Inc. — Class A<sup>\*</sup> | 341 | 4031 |
| Marcus & Millichap, Inc. | 114 | 3927 |
| Customers Bancorp, Inc.<sup>\*</sup> | 138 | 3911 |
| 1st Source Corp. | 73 | 3876 |
| Community Healthcare Trust, Inc. REIT | 107 | 3831 |
| RPT Realty REIT | 379 | 3805 |
| Banc of California, Inc. | 238 | 3791 |
| Origin Bancorp, Inc. | 102 | 3743 |
| Argo Group International Holdings Ltd. | 144 | 3722 |
| Washington Trust Bancorp, Inc. | 77 | 3633 |
| UMH Properties, Inc. | 224 | 3606 |
| Necessity Retail REIT, Inc. | 606 | 3594 |
| Ready Capital Corp. REIT | 322 | 3587 |
| QCR Holdings, Inc. | 72 | 3574 |
| Peoples Bancorp, Inc. | 126 | 3559 |
| International Money Express, Inc.<sup>\*</sup> | 145 | 3534 |
| Ambac Financial Group, Inc.<sup>\*</sup> | 201 | 3506 |
| Armada Hoffler Properties, Inc. REIT | 304 | 3496 |
| James River Group Holdings Ltd. | 167 | 3492 |
| Heritage Commerce Corp. | 266 | 3458 |
| eXp World Holdings, Inc.<sup>1</sup> | 312 | 3457 |
| Univest Financial Corp. | 132 | 3449 |
| Redwood Trust, Inc. REIT | 510 | 3448 |
| Safehold, Inc. REIT | 120 | 3434 |
| Summit Hotel Properties, Inc. REIT | 475 | 3430 |
| KKR Real Estate Finance Trust, Inc. REIT | 245 | 3420 |
| Hanmi Financial Corp. | 137 | 3391 |
| Amerant Bancorp, Inc. | 126 | 3382 |
| WisdomTree, Inc. | 618 | 3368 |
| ARMOUR Residential REIT, Inc. | 592 | 3333 |
| Columbia Financial, Inc.<sup>\*</sup> | 154 | 3330 |
| First Foundation, Inc. | 232 | 3325 |
| Enact Holdings, Inc. | 136 | 3280 |
| Plymouth Industrial REIT, Inc. | 171 | 3280 |
| Community Trust Bancorp, Inc. | 71 | 3261 |
| Bank First Corp. | 35 | 3249 |
| Gladstone Commercial Corp. REIT | 174 | 3219 |
| TrustCo Bank Corporation NY | 85 | 3195 |
| Ellington Financial, Inc. REIT | 258 | 3191 |
| B Riley Financial, Inc. | 92 | 3146 |
| Anywhere Real Estate, Inc.<sup>\*</sup> | 483 | 3086 |
| Northfield Bancorp, Inc. | 196 | 3083 |
| Old Second Bancorp, Inc. | 192 | 3080 |
| Brightsphere Investment Group, Inc. | 147 | 3025 |
| Goosehead Insurance, Inc. — Class A<sup>\*</sup> | 86 | 2953 |
| Peapack-Gladstone Financial Corp. | 79 | 2940 |
| Office Properties Income Trust REIT | 217 | 2897 |
| Lemonade, Inc.<sup>\*</sup> | 211 | 2887 |
| First Bancshares, Inc. | 89 | 2849 |
| National Western Life Group, Inc. — Class A | 10 | 2810 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Financial - 14.9% (continued)** | | |
| HarborOne Bancorp, Inc. | 202 | $2808 |
| Compass, Inc. — Class A<sup>\*</sup> | 1205 | 2808 |
| MBIA, Inc.<sup>\*</sup> | 218 | 2801 |
| CBL & Associates Properties, Inc. REIT | 121 | 2793 |
| Kearny Financial Corp. | 274 | 2781 |
| Universal Health Realty Income Trust REIT | 58 | 2768 |
| Metropolitan Bank Holding Corp.<sup>\*</sup> | 47 | 2757 |
| Horizon Bancorp, Inc. | 182 | 2745 |
| Camden National Corp. | 65 | 2710 |
| First Mid Bancshares, Inc. | 84 | 2695 |
| Gladstone Land Corp. REIT | 146 | 2679 |
| Chatham Lodging Trust REIT | 217 | 2663 |
| Farmland Partners, Inc. REIT | 213 | 2654 |
| United Fire Group, Inc. | 97 | 2654 |
| BrightSpire Capital, Inc. REIT | 425 | 2648 |
| Global Medical REIT, Inc. | 277 | 2626 |
| Dynex Capital, Inc. REIT | 205 | 2608 |
| Cambridge Bancorp | 31 | 2575 |
| CrossFirst Bankshares, Inc.<sup>\*</sup> | 207 | 2569 |
| Urstadt Biddle Properties, Inc. — Class A REIT | 135 | 2558 |
| Byline Bancorp, Inc. | 111 | 2550 |
| Midland States Bancorp, Inc. | 95 | 2529 |
| Flushing Financial Corp. | 129 | 2500 |
| Great Southern Bancorp, Inc. | 42 | 2499 |
| Central Pacific Financial Corp. | 122 | 2474 |
| Silvergate Capital Corp. — Class A<sup>\*,1</sup> | 142 | 2471 |
| SiriusPoint Ltd.<sup>\*</sup> | 418 | 2466 |
| First Community Bankshares, Inc. | 72 | 2441 |
| Diamond Hill Investment Group, Inc. | 13 | 2405 |
| Mercantile Bank Corp. | 70 | 2344 |
| Bank of Marin Bancorp | 71 | 2334 |
| iStar, Inc. REIT | 304 | 2320 |
| First Financial Corp. | 50 | 2304 |
| Equity Bancshares, Inc. — Class A | 69 | 2254 |
| AssetMark Financial Holdings, Inc.<sup>\*</sup> | 98 | 2254 |
| HomeStreet, Inc. | 81 | 2234 |
| Coastal Financial Corp.<sup>\*</sup> | 47 | 2233 |
| Brookfield Business Corp. — Class A | 118 | 2217 |
| Orion Office REIT, Inc. | 259 | 2212 |
| Alexander's, Inc. REIT | 10 | 2201 |
| Saul Centers, Inc. REIT | 54 | 2197 |
| Independent Bank Corp. | 90 | 2153 |
| Bar Harbor Bankshares | 67 | 2147 |
| Arrow Financial Corp. | 63 | 2136 |
| TPG RE Finance Trust, Inc. REIT | 313 | 2125 |
| Ares Commercial Real Estate Corp. REIT | 206 | 2120 |
| Business First Bancshares, Inc. | 95 | 2103 |
| Broadmark Realty Capital, Inc. REIT | 590 | 2100 |
| Whitestone REIT — Class B | 212 | 2044 |
| MidWestOne Financial Group, Inc. | 64 | 2032 |
| Farmers National Banc Corp. | 143 | 2019 |
| Redfin Corp.<sup>\*</sup> | 476 | 2018 |
| Victory Capital Holdings, Inc. — Class A | 74 | 1985 |
| Capital City Bank Group, Inc. | 61 | 1982 |
| RMR Group, Inc. — Class A | 69 | 1949 |
| Mid Penn Bancorp, Inc. | 65 | 1948 |
| SmartFinancial, Inc. | 70 | 1925 |
| Invesco Mortgage Capital, Inc. REIT | 151 | 1922 |
| West BanCorp, Inc. | 73 | 1865 |
| EZCORP, Inc. — Class A<sup>\*</sup> | 227 | 1850 |
| Metrocity Bankshares, Inc. | 85 | 1839 |
| Carter Bankshares, Inc.<sup>\*</sup> | 110 | 1825 |
| First of Long Island Corp. | 100 | 1800 |
| CNB Financial Corp. | 73 | 1737 |
| American National Bankshares, Inc. | 47 | 1736 |
| Merchants Bancorp | 71 | 1727 |
| Orchid Island Capital, Inc. REIT | 160 | 1680 |
| Peoples Financial Services Corp. | 32 | 1659 |
| Financial Institutions, Inc. | 68 | 1656 |
| Hingham Institution For Savings The | 6 | 1656 |
| Southern Missouri Bancorp, Inc. | 36 | 1650 |
| One Liberty Properties, Inc. REIT | 74 | 1644 |
| Bridgewater Bancshares, Inc.<sup>\*</sup> | 92 | 1632 |
| Perella Weinberg Partners | 166 | 1627 |
| Capstar Financial Holdings, Inc. | 92 | 1625 |
| Republic Bancorp, Inc. — Class A | 39 | 1596 |
| Alerus Financial Corp. | 68 | 1588 |
| City Office REIT, Inc. | 188 | 1575 |
| FRP Holdings, Inc.<sup>\*</sup> | 29 | 1562 |
| Southern First Bancshares, Inc.<sup>\*</sup> | 34 | 1555 |
| Citizens & Northern Corp. | 68 | 1554 |
| Five Star Bancorp | 57 | 1553 |
| RE/MAX Holdings, Inc. — Class A | 83 | 1547 |
| HomeTrust Bancshares, Inc. | 64 | 1547 |
| Blue Foundry Bancorp<sup>\*</sup> | 119 | 1529 |
| Oppenheimer Holdings, Inc. — Class A | 36 | 1524 |
| Indus Realty Trust, Inc. REIT | 24 | 1524 |
| Waterstone Financial, Inc. | 88 | 1517 |
| ACNB Corp. | 38 | 1513 |
| Tiptree, Inc. — Class A | 109 | 1509 |
| Farmers & Merchants Bancorp Incorporated/Archbold OH | 55 | 1495 |
| Enterprise Bancorp, Inc. | 42 | 1483 |
| Civista Bancshares, Inc. | 67 | 1475 |
| John Marshall Bancorp, Inc. | 51 | 1468 |
| Amalgamated Financial Corp. | 63 | 1451 |
| GCM Grosvenor, Inc. — Class A | 186 | 1415 |
| Shore Bancshares, Inc. | 81 | 1412 |
| CTO Realty Growth, Inc. REIT | 77 | 1408 |
| Douglas Elliman, Inc. | 343 | 1396 |
| RBB Bancorp | 66 | 1376 |
| Esquire Financial Holdings, Inc. | 31 | 1341 |
| Home Bancorp, Inc. | 33 | 1321 |
| First Bancorp, Inc. | 44 | 1317 |
| First Business Financial Services, Inc. | 36 | 1316 |
| Macatawa Bank Corp. | 119 | 1313 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Financial - 14.9% (continued)** | | |
| Sierra Bancorp | 61 | $1296 |
| Guaranty Bancshares, Inc. | 37 | 1282 |
| Braemar Hotels & Resorts, Inc. REIT | 310 | 1274 |
| Northeast Bank | 30 | 1263 |
| Universal Insurance Holdings, Inc. | 119 | 1260 |
| Granite Point Mortgage Trust, Inc. REIT | 235 | 1260 |
| Summit Financial Group, Inc. | 50 | 1244 |
| South Plains Financial, Inc. | 45 | 1239 |
| Franklin Street Properties Corp. REIT | 448 | 1223 |
| Hersha Hospitality Trust — Class A REIT | 142 | 1210 |
| World Acceptance Corp.<sup>\*</sup> | 18 | 1187 |
| Primis Financial Corp. | 100 | 1185 |
| BCB Bancorp, Inc. | 65 | 1169 |
| HCI Group, Inc. | 29 | 1148 |
| Postal Realty Trust, Inc. — Class A REIT | 79 | 1148 |
| AFC Gamma, Inc. REIT | 72 | 1133 |
| NerdWallet, Inc. — Class A<sup>\*</sup> | 116 | 1114 |
| BayCom Corp. | 58 | 1101 |
| PCSB Financial Corp. | 56 | 1066 |
| Orrstown Financial Services, Inc. | 46 | 1065 |
| Third Coast Bancshares, Inc.<sup>\*</sup> | 57 | 1050 |
| BRT Apartments Corp. REIT | 53 | 1041 |
| FVCBankcorp, Inc.<sup>\*</sup> | 54 | 1030 |
| MVB Financial Corp. | 46 | 1013 |
| Sculptor Capital Management, Inc. | 116 | 1005 |
| LendingTree, Inc.<sup>\*</sup> | 47 | 1003 |
| First Western Financial, Inc.<sup>\*</sup> | 35 | 985 |
| Regional Management Corp. | 35 | 983 |
| Donegal Group, Inc. — Class A | 69 | 980 |
| First Internet Bancorp | 40 | 971 |
| Red River Bancshares, Inc. | 19 | 970 |
| Hippo Holdings, Inc.<sup>\*</sup> | 71 | 966 |
| Capital Bancorp, Inc. | 41 | 965 |
| Industrial Logistics Properties Trust REIT | 295 | 965 |
| First Bank/Hamilton NJ | 70 | 963 |
| Blue Ridge Bankshares, Inc. | 77 | 962 |
| Greenlight Capital Re Ltd. — Class A<sup>\*</sup> | 118 | 962 |
| Parke Bancorp, Inc. | 46 | 954 |
| Colony Bankcorp, Inc. | 74 | 939 |
| PCB Bancorp | 53 | 938 |
| HBT Financial, Inc. | 46 | 900 |
| Investors Title Co. | 6 | 885 |
| Unity Bancorp, Inc. | 32 | 875 |
| Greene County Bancorp, Inc. | 15 | 861 |
| Silvercrest Asset Management Group, Inc. — Class A | 45 | 845 |
| Bankwell Financial Group, Inc. | 26 | 765 |
| Legacy Housing Corp.<sup>\*</sup> | 40 | 758 |
| Luther Burbank Corp. | 67 | 744 |
| Ashford Hospitality Trust, Inc. REIT<sup>\*</sup> | 156 | 697 |
| Diversified Healthcare Trust REIT | 1078 | 697 |
| Oportun Financial Corp.<sup>\*</sup> | 126 | 694 |
| First Guaranty Bancshares, Inc. | 27 | 633 |
| Trean Insurance Group, Inc.<sup>\*</sup> | 102 | 612 |
| Pioneer Bancorp, Inc.<sup>\*</sup> | 53 | 604 |
| USCB Financial Holdings, Inc.<sup>\*</sup> | 48 | 586 |
| Nexpoint Real Estate Finance, Inc. REIT | 36 | 572 |
| eHealth, Inc.<sup>\*</sup> | 110 | 532 |
| Stratus Properties, Inc. | 27 | 521 |
| NI Holdings, Inc.<sup>\*</sup> | 38 | 504 |
| Atlanticus Holdings Corp.<sup>\*</sup> | 19 | 498 |
| Sterling Bancorp, Inc.<sup>\*</sup> | 78 | 475 |
| Provident Bancorp, Inc. | 65 | 473 |
| Republic First Bancorp, Inc.<sup>\*</sup> | 219 | 471 |
| Chicago Atlantic Real Estate Finance, Inc. | 31 | 467 |
| Crawford & Co. — Class A | 75 | 417 |
| Selectquote, Inc.<sup>\*</sup> | 606 | 407 |
| Consumer Portfolio Services, Inc.<sup>\*</sup> | 43 | 381 |
| Velocity Financial, Inc.<sup>\*</sup> | 39 | 376 |
| Curo Group Holdings Corp.<sup>\*</sup> | 99 | 351 |
| Clipper Realty, Inc. REIT | 54 | 346 |
| Bluerock Homes Trust, Inc.<sup>\*</sup> | 16 | 341 |
| Associated Capital Group, Inc. — Class A | 8 | 336 |
| SWK Holdings Corp.<sup>\*</sup> | 16 | 282 |
| Doma Holdings, Inc.<sup>\*</sup> | 621 | 281 |
| Transcontinental Realty Investors, Inc.<sup>\*</sup> | 6 | 265 |
| Angel Oak Mortgage, Inc. REIT | 54 | 256 |
| Finance of America Companies, Inc. — Class A<sup>\*</sup> | 176 | 224 |
| Root, Inc. — Class A<sup>\*</sup> | 35 | 157 |
| American Realty Investors, Inc.<sup>\*</sup> | 6 | 154 |
| Offerpad Solutions, Inc.<sup>\*,1</sup> | 309 | 142 |
| Sunlight Financial Holdings, Inc.<sup>\*</sup> | 110 | 142 |
| OppFi, Inc.<sup>\*</sup> | 61 | 125 |
| Applied Digital Corp.<sup>\*</sup> | 36 | 66 |
| Home Point Capital, Inc.<sup>\*</sup> | 36 | 49 |
| Cryptyde, Inc.<sup>\*</sup> | 85 | 16 |
| **Total Financial** |  | 2412118 |
| **Industrial - 9.0%** |  |  |
| EMCOR Group, Inc. | 213 | 31547 |
| RBC Bearings, Inc.<sup>\*</sup> | 129 | 27006 |
| Saia, Inc.<sup>\*</sup> | 120 | 25162 |
| Exponent, Inc. | 229 | 22692 |
| Fluor Corp.<sup>\*</sup> | 641 | 22217 |
| Chart Industries, Inc.<sup>\*</sup> | 192 | 22124 |
| Novanta, Inc.<sup>\*</sup> | 160 | 21739 |
| Applied Industrial Technologies, Inc. | 172 | 21677 |
| Fabrinet<sup>\*</sup> | 167 | 21413 |
| UFP Industries, Inc. | 270 | 21397 |
| Atkore, Inc.<sup>\*</sup> | 186 | 21096 |
| Evoqua Water Technologies Corp.<sup>\*</sup> | 530 | 20988 |
| Aerojet Rocketdyne Holdings, Inc.<sup>\*</sup> | 357 | 19967 |
| Comfort Systems USA, Inc. | 160 | 18413 |
| Watts Water Technologies, Inc. — Class A | 124 | 18133 |
| Casella Waste Systems, Inc. — Class A<sup>\*</sup> | 226 | 17924 |
| Altra Industrial Motion Corp. | 293 | 17507 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Industrial - 9.0% (continued)** | | |
| Simpson Manufacturing Company, Inc. | 193 | $17111 |
| GATX Corp. | 158 | 16802 |
| Franklin Electric Company, Inc. | 209 | 16668 |
| Bloom Energy Corp. — Class A<sup>\*</sup> | 797 | 15239 |
| Summit Materials, Inc. — Class A<sup>\*</sup> | 535 | 15192 |
| AAON, Inc. | 199 | 14989 |
| Mueller Industries, Inc. | 252 | 14868 |
| Sanmina Corp.<sup>\*</sup> | 257 | 14724 |
| Advanced Energy Industries, Inc. | 170 | 14583 |
| Badger Meter, Inc. | 132 | 14392 |
| Albany International Corp. — Class A | 141 | 13901 |
| Belden, Inc. | 191 | 13733 |
| EnerSys | 183 | 13513 |
| Cactus, Inc. — Class A | 267 | 13419 |
| Hillenbrand, Inc. | 312 | 13313 |
| John Bean Technologies Corp. | 143 | 13060 |
| SPX Technologies, Inc.<sup>\*</sup> | 198 | 12999 |
| Terex Corp. | 302 | 12901 |
| Atlas Air Worldwide Holdings, Inc.<sup>\*</sup> | 127 | 12802 |
| Forward Air Corp. | 122 | 12797 |
| Plexus Corp.<sup>\*</sup> | 124 | 12763 |
| Vishay Intertechnology, Inc. | 585 | 12618 |
| Federal Signal Corp. | 271 | 12593 |
| Boise Cascade Co. | 179 | 12292 |
| Dycom Industries, Inc.<sup>\*</sup> | 131 | 12262 |
| Arcosa, Inc. | 220 | 11955 |
| Zurn Elkay Water Solutions Corp. | 563 | 11907 |
| O-I Glass, Inc.<sup>\*</sup> | 706 | 11698 |
| Hub Group, Inc. — Class A<sup>\*</sup> | 145 | 11526 |
| Werner Enterprises, Inc. | 285 | 11474 |
| Scorpio Tankers, Inc. | 212 | 11399 |
| Moog, Inc. — Class A | 129 | 11321 |
| Encore Wire Corp. | 80 | 11005 |
| Trinity Industries, Inc. | 371 | 10970 |
| Matson, Inc. | 168 | 10502 |
| Golar LNG Ltd.<sup>\*</sup> | 458 | 10438 |
| Itron, Inc.<sup>\*</sup> | 205 | 10383 |
| ESCO Technologies, Inc. | 117 | 10242 |
| EnPro Industries, Inc. | 94 | 10217 |
| Energizer Holdings, Inc. | 302 | 10132 |
| Brady Corp. — Class A | 206 | 9703 |
| AeroVironment, Inc.<sup>\*</sup> | 111 | 9508 |
| Kadant, Inc. | 52 | 9237 |
| Barnes Group, Inc. | 221 | 9028 |
| Kennametal, Inc. | 369 | 8878 |
| Lindsay Corp. | 50 | 8142 |
| Masonite International Corp.<sup>\*</sup> | 101 | 8142 |
| Materion Corp. | 93 | 8138 |
| International Seaways, Inc. | 219 | 8107 |
| NV5 Global, Inc.<sup>\*</sup> | 61 | 8072 |
| Helios Technologies, Inc. | 148 | 8057 |
| Frontdoor, Inc.<sup>\*</sup> | 375 | 7800 |
| ArcBest Corp. | 111 | 7774 |
| CSW Industrials, Inc. | 66 | 7651 |
| Mueller Water Products, Inc. — Class A | 707 | 7607 |
| Greif, Inc. — Class A | 112 | 7511 |
| Griffon Corp. | 209 | 7480 |
| Worthington Industries, Inc. | 142 | 7059 |
| Granite Construction, Inc. | 201 | 7049 |
| TTM Technologies, Inc.<sup>\*</sup> | 459 | 6922 |
| AAR Corp.<sup>\*</sup> | 153 | 6870 |
| Frontline plc<sup>\*</sup> | 565 | 6859 |
| MYR Group, Inc.<sup>\*</sup> | 74 | 6813 |
| Air Transport Services Group, Inc.<sup>\*</sup> | 260 | 6755 |
| Knowles Corp.<sup>\*</sup> | 406 | 6666 |
| Enerpac Tool Group Corp. | 257 | 6541 |
| Alamo Group, Inc. | 46 | 6514 |
| Gibraltar Industries, Inc.<sup>\*</sup> | 140 | 6423 |
| Enovix Corp.<sup>\*</sup> | 493 | 6133 |
| OSI Systems, Inc.<sup>\*</sup> | 73 | 5805 |
| Kratos Defense & Security Solutions, Inc.<sup>\*</sup> | 560 | 5779 |
| CTS Corp. | 143 | 5637 |
| Montrose Environmental Group, Inc.<sup>\*</sup> | 125 | 5549 |
| Standex International Corp. | 54 | 5530 |
| DHT Holdings, Inc. | 620 | 5506 |
| Vicor Corp.<sup>\*</sup> | 100 | 5375 |
| TriMas Corp. | 190 | 5271 |
| Primoris Services Corp. | 240 | 5266 |
| Marten Transport Ltd. | 264 | 5222 |
| Tennant Co. | 84 | 5172 |
| Energy Recovery, Inc.<sup>\*</sup> | 249 | 5102 |
| Xometry, Inc. — Class A<sup>\*</sup> | 153 | 4931 |
| Golden Ocean Group Ltd. | 557 | 4840 |
| Construction Partners, Inc. — Class A<sup>\*</sup> | 181 | 4831 |
| Greenbrier Companies, Inc. | 144 | 4828 |
| SFL Corporation Ltd. | 520 | 4794 |
| PGT Innovations, Inc.<sup>\*</sup> | 262 | 4706 |
| Apogee Enterprises, Inc. | 101 | 4490 |
| Modine Manufacturing Co.<sup>\*</sup> | 226 | 4488 |
| AZZ, Inc. | 111 | 4462 |
| LSB Industries, Inc.<sup>\*</sup> | 333 | 4429 |
| Hillman Solutions Corp.<sup>\*</sup> | 610 | 4398 |
| Sterling Infrastructure, Inc.<sup>\*</sup> | 133 | 4362 |
| Astec Industries, Inc. | 104 | 4229 |
| Benchmark Electronics, Inc. | 158 | 4217 |
| FLEX LNG Ltd. | 129 | 4217 |
| GrafTech International Ltd. | 879 | 4184 |
| Columbus McKinnon Corp. | 127 | 4124 |
| Matthews International Corp. — Class A | 135 | 4109 |
| Mirion Technologies, Inc.<sup>\*</sup> | 621 | 4105 |
| Sturm Ruger & Company, Inc. | 78 | 3948 |
| Mesa Laboratories, Inc. | 23 | 3823 |
| Joby Aviation, Inc.<sup>\*</sup> | 1139 | 3816 |
| Napco Security Technologies, Inc.<sup>\*</sup> | 133 | 3655 |
| UFP Technologies, Inc.<sup>\*</sup> | 31 | 3655 |
| Rocket Lab USA, Inc.<sup>\*</sup> | 968 | 3649 |
| JELD-WEN Holding, Inc.<sup>\*</sup> | 378 | 3648 |
| Myers Industries, Inc. | 164 | 3646 |
| TimkenSteel Corp.<sup>\*</sup> | 199 | 3616 |
| American Woodmark Corp.<sup>\*</sup> | 74 | 3616 |
| Janus International Group, Inc.<sup>\*</sup> | 370 | 3522 |
| CryoPort, Inc.<sup>\*</sup> | 198 | 3435 |
| Ichor Holdings Ltd.<sup>\*</sup> | 127 | 3406 |
| PureCycle Technologies, Inc.<sup>\*</sup> | 482 | 3259 |
| Heartland Express, Inc. | 212 | 3252 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Industrial - 9.0% (continued)** | | |
| Teekay Tankers Ltd. — Class A<sup>\*</sup> | 104 | $3204 |
| Proto Labs, Inc.<sup>\*</sup> | 125 | 3191 |
| Triumph Group, Inc.<sup>\*</sup> | 290 | 3051 |
| Eagle Bulk Shipping, Inc. | 61 | 3046 |
| Thermon Group Holdings, Inc.<sup>\*</sup> | 150 | 3012 |
| Chase Corp. | 34 | 2933 |
| GoPro, Inc. — Class A<sup>\*</sup> | 586 | 2918 |
| Li-Cycle Holdings Corp.<sup>\*,1</sup> | 608 | 2894 |
| Kaman Corp. | 127 | 2832 |
| Nordic American Tankers Ltd. | 877 | 2684 |
| Gorman-Rupp Co. | 103 | 2639 |
| Dorian LPG Ltd. | 139 | 2634 |
| Stoneridge, Inc.<sup>\*</sup> | 119 | 2566 |
| Genco Shipping & Trading Ltd. | 166 | 2550 |
| Ducommun, Inc.<sup>\*</sup> | 50 | 2498 |
| Kimball Electronics, Inc.<sup>\*</sup> | 109 | 2462 |
| FARO Technologies, Inc.<sup>\*</sup> | 82 | 2412 |
| Insteel Industries, Inc. | 85 | 2339 |
| Heritage-Crystal Clean, Inc.<sup>\*</sup> | 71 | 2306 |
| Ryerson Holding Corp. | 76 | 2300 |
| Ardmore Shipping Corp.<sup>\*</sup> | 158 | 2277 |
| Argan, Inc. | 61 | 2250 |
| Harsco Corp.<sup>\*</sup> | 356 | 2239 |
| Pactiv Evergreen, Inc. | 196 | 2226 |
| Costamare, Inc. | 239 | 2218 |
| Vishay Precision Group, Inc.<sup>\*</sup> | 56 | 2164 |
| Allied Motion Technologies, Inc. | 60 | 2089 |
| nLight, Inc.<sup>\*</sup> | 199 | 2018 |
| CIRCOR International, Inc.<sup>\*</sup> | 84 | 2013 |
| DXP Enterprises, Inc.<sup>\*</sup> | 69 | 1901 |
| Greif, Inc. — Class B | 24 | 1877 |
| Smith & Wesson Brands, Inc. | 206 | 1788 |
| Blink Charging Co.<sup>\*,1</sup> | 162 | 1777 |
| MicroVision, Inc.<sup>\*</sup> | 751 | 1765 |
| Great Lakes Dredge & Dock Corp.<sup>\*</sup> | 296 | 1761 |
| Luxfer Holdings plc | 123 | 1687 |
| National Presto Industries, Inc. | 23 | 1575 |
| Babcock & Wilcox Enterprises, Inc.<sup>\*</sup> | 272 | 1569 |
| Centrus Energy Corp. — Class A<sup>\*</sup> | 48 | 1559 |
| Cadre Holdings, Inc. | 76 | 1531 |
| Northwest Pipe Co.<sup>\*</sup> | 44 | 1483 |
| Olympic Steel, Inc. | 44 | 1478 |
| Covenant Logistics Group, Inc. — Class A | 42 | 1452 |
| NuScale Power Corp.<sup>\*</sup> | 141 | 1447 |
| Powell Industries, Inc. | 41 | 1442 |
| Tutor Perini Corp.<sup>\*</sup> | 191 | 1442 |
| Manitowoc Company, Inc.<sup>\*</sup> | 157 | 1438 |
| Teekay Corp.<sup>\*</sup> | 316 | 1435 |
| Comtech Telecommunications Corp. | 116 | 1408 |
| Omega Flex, Inc. | 15 | 1400 |
| IES Holdings, Inc.<sup>\*</sup> | 39 | 1387 |
| SmartRent, Inc.<sup>\*</sup> | 541 | 1315 |
| Tredegar Corp. | 122 | 1247 |
| Hyster-Yale Materials Handling, Inc. | 49 | 1240 |
| Sight Sciences, Inc.<sup>\*</sup> | 98 | 1197 |
| Park Aerospace Corp. | 89 | 1194 |
| Astronics Corp.<sup>\*</sup> | 115 | 1184 |
| AerSale Corp.<sup>\*</sup> | 72 | 1168 |
| Ranpak Holdings Corp.<sup>\*</sup> | 197 | 1137 |
| Universal Logistics Holdings, Inc. | 33 | 1103 |
| Archer Aviation, Inc. — Class A<sup>\*</sup> | 578 | 1081 |
| Daseke, Inc.<sup>\*</sup> | 185 | 1053 |
| Evolv Technologies Holdings, Inc.<sup>\*</sup> | 381 | 987 |
| Safe Bulkers, Inc. | 332 | 966 |
| Pure Cycle Corp.<sup>\*</sup> | 88 | 922 |
| ESS Tech, Inc.<sup>\*</sup> | 366 | 890 |
| Radiant Logistics, Inc.<sup>\*</sup> | 172 | 875 |
| Eastman Kodak Co.<sup>\*</sup> | 259 | 790 |
| PAM Transportation Services, Inc.<sup>\*</sup> | 30 | 777 |
| 908 Devices, Inc.<sup>\*</sup> | 99 | 754 |
| Identiv, Inc.<sup>\*</sup> | 100 | 724 |
| Concrete Pumping Holdings, Inc.<sup>\*</sup> | 119 | 696 |
| AMMO, Inc.<sup>\*</sup> | 396 | 685 |
| Akoustis Technologies, Inc.<sup>\*</sup> | 236 | 665 |
| Latham Group, Inc.<sup>\*</sup> | 195 | 628 |
| Charge Enterprises, Inc.<sup>\*</sup> | 490 | 608 |
| Caesarstone Ltd. | 103 | 588 |
| Transphorm, Inc.<sup>\*</sup> | 100 | 544 |
| Turtle Beach Corp.<sup>\*</sup> | 69 | 495 |
| View, Inc.<sup>\*,1</sup> | 507 | 489 |
| Atlas Technical Consultants, Inc.<sup>\*</sup> | 82 | 422 |
| Karat Packaging, Inc. | 26 | 374 |
| Hydrofarm Holdings Group, Inc.<sup>\*</sup> | 198 | 307 |
| Astra Space, Inc.<sup>\*</sup> | 668 | 290 |
| NL Industries, Inc. | 38 | 259 |
| Momentus, Inc.<sup>\*</sup> | 248 | 193 |
| Sarcos Technology and Robotics Corp.<sup>\*</sup> | 339 | 190 |
| Redwire Corp.<sup>\*</sup> | 88 | 174 |
| Berkshire Grey, Inc.<sup>\*</sup> | 221 | 133 |
| Fathom Digital Manufacturing C<sup>\*</sup> | 44 | 58 |
| AEye, Inc.<sup>\*</sup> | 120 | 58 |
| **Total Industrial** |  | 1448075 |
| **Consumer, Cyclical - 7.2%** |  |  |
| Crocs, Inc.<sup>\*</sup> | 274 | 29710 |
| Texas Roadhouse, Inc. — Class A | 302 | 27467 |
| Murphy USA, Inc. | 94 | 26277 |
| Light & Wonder, Inc. — Class A<sup>\*</sup> | 427 | 25022 |
| Wingstop, Inc. | 135 | 18579 |
| Academy Sports & Outdoors, Inc. | 349 | 18336 |
| Asbury Automotive Group, Inc.<sup>\*</sup> | 100 | 17925 |
| Fox Factory Holding Corp.<sup>\*</sup> | 192 | 17516 |
| Visteon Corp.<sup>\*</sup> | 126 | 16485 |
| Meritage Homes Corp.<sup>\*</sup> | 164 | 15121 |
| Adient plc<sup>\*</sup> | 430 | 14917 |
| Hilton Grand Vacations, Inc.<sup>\*</sup> | 387 | 14915 |
| FirstCash Holdings, Inc. | 170 | 14775 |
| Taylor Morrison Home Corp. — Class A<sup>\*</sup> | 471 | 14295 |
| Signet Jewelers Ltd. | 207 | 14076 |
| National Vision Holdings, Inc.<sup>\*</sup> | 354 | 13721 |
| Foot Locker, Inc. | 363 | 13718 |
| UniFirst Corp. | 68 | 13123 |
| Goodyear Tire & Rubber Co.<sup>\*</sup> | 1272 | 12911 |
| Topgolf Callaway Brands Corp.<sup>\*</sup> | 634 | 12522 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Cyclical - 7.2% (continued)** | | |
| Skyline Champion Corp.<sup>\*</sup> | 242 | $12465 |
| Beacon Roofing Supply, Inc.<sup>\*</sup> | 232 | 12247 |
| Papa John's International, Inc. | 148 | 12182 |
| Group 1 Automotive, Inc. | 64 | 11544 |
| Steven Madden Ltd. | 347 | 11090 |
| KB Home | 348 | 11084 |
| Resideo Technologies, Inc.<sup>\*</sup> | 656 | 10791 |
| LCI Industries | 113 | 10447 |
| International Game Technology plc | 443 | 10047 |
| Kontoor Brands, Inc. | 251 | 10038 |
| Gentherm, Inc.<sup>\*</sup> | 150 | 9793 |
| Sonos, Inc.<sup>\*</sup> | 579 | 9785 |
| Rush Enterprises, Inc. — Class A | 187 | 9776 |
| American Eagle Outfitters, Inc.<sup>\*</sup> | 699 | 9758 |
| Dorman Products, Inc.<sup>\*</sup> | 119 | 9624 |
| Spirit Airlines, Inc.<sup>\*</sup> | 494 | 9623 |
| SeaWorld Entertainment, Inc.<sup>\*</sup> | 179 | 9578 |
| GMS, Inc.<sup>\*</sup> | 192 | 9562 |
| Cracker Barrel Old Country Store, Inc. | 100 | 9474 |
| Nu Skin Enterprises, Inc. — Class A | 221 | 9317 |
| Installed Building Products, Inc. | 108 | 9245 |
| Red Rock Resorts, Inc. — Class A | 228 | 9122 |
| Cavco Industries, Inc.<sup>\*</sup> | 40 | 9050 |
| Dana, Inc. | 585 | 8851 |
| LGI Homes, Inc.<sup>\*</sup> | 93 | 8612 |
| Tri Pointe Homes, Inc.<sup>\*</sup> | 456 | 8477 |
| Boot Barn Holdings, Inc.<sup>\*</sup> | 134 | 8378 |
| ODP Corp.<sup>\*</sup> | 180 | 8197 |
| MDC Holdings, Inc. | 259 | 8184 |
| Bloomin' Brands, Inc. | 393 | 7907 |
| World Fuel Services Corp. | 277 | 7570 |
| Methode Electronics, Inc. | 164 | 7277 |
| MillerKnoll, Inc. | 345 | 7248 |
| Veritiv Corp. | 59 | 7181 |
| Winnebago Industries, Inc. | 134 | 7062 |
| Shake Shack, Inc. — Class A<sup>\*</sup> | 169 | 7019 |
| Cheesecake Factory, Inc.<sup>1</sup> | 218 | 6913 |
| Dave & Buster's Entertainment, Inc.<sup>\*</sup> | 195 | 6911 |
| Urban Outfitters, Inc.<sup>\*</sup> | 289 | 6893 |
| PriceSmart, Inc. | 112 | 6807 |
| H&E Equipment Services, Inc. | 145 | 6583 |
| Jack in the Box, Inc. | 95 | 6482 |
| Oxford Industries, Inc. | 69 | 6429 |
| Century Communities, Inc. | 128 | 6401 |
| Acushnet Holdings Corp. | 150 | 6369 |
| KAR Auction Services, Inc.<sup>\*</sup> | 487 | 6355 |
| Brinker International, Inc.<sup>\*</sup> | 197 | 6286 |
| Buckle, Inc. | 137 | 6213 |
| Vista Outdoor, Inc.<sup>\*</sup> | 253 | 6166 |
| Sally Beauty Holdings, Inc.<sup>\*</sup> | 486 | 6085 |
| Patrick Industries, Inc. | 99 | 5999 |
| XPEL, Inc.<sup>\*</sup> | 98 | 5886 |
| iRobot Corp.<sup>\*</sup> | 122 | 5872 |
| Dillard's, Inc. — Class A | 18 | 5818 |
| M/I Homes, Inc.<sup>\*</sup> | 122 | 5634 |
| Everi Holdings, Inc.<sup>\*</sup> | 391 | 5611 |
| Liberty Media Corporation - Liberty Braves — Class C<sup>\*</sup> | 171 | 5511 |
| Luminar Technologies, Inc.<sup>\*,1</sup> | 1096 | 5425 |
| Fisker, Inc.<sup>\*,1</sup> | 737 | 5358 |
| HNI Corp. | 186 | 5288 |
| Madison Square Garden Entertainment Corp.<sup>\*</sup> | 117 | 5262 |
| Abercrombie & Fitch Co. — Class A<sup>\*</sup> | 224 | 5132 |
| Warby Parker, Inc. — Class A<sup>\*</sup> | 378 | 5099 |
| Malibu Boats, Inc. — Class A<sup>\*</sup> | 92 | 4904 |
| Wabash National Corp. | 214 | 4836 |
| Allegiant Travel Co. — Class A<sup>\*</sup> | 69 | 4691 |
| Monarch Casino & Resort, Inc.<sup>\*</sup> | 60 | 4613 |
| La-Z-Boy, Inc. | 195 | 4450 |
| MRC Global, Inc.<sup>\*</sup> | 376 | 4354 |
| Dine Brands Global, Inc. | 67 | 4328 |
| Cinemark Holdings, Inc.<sup>\*</sup> | 494 | 4278 |
| American Axle & Manufacturing Holdings, Inc.<sup>\*</sup> | 512 | 4004 |
| Clean Energy Fuels Corp.<sup>\*</sup> | 768 | 3994 |
| Sonic Automotive, Inc. — Class A | 81 | 3991 |
| Hibbett, Inc. | 58 | 3957 |
| Camping World Holdings, Inc. — Class A | 174 | 3884 |
| Shyft Group, Inc. | 156 | 3878 |
| Wolverine World Wide, Inc. | 348 | 3804 |
| Proterra, Inc.<sup>\*</sup> | 1002 | 3778 |
| SkyWest, Inc.<sup>\*</sup> | 226 | 3731 |
| Douglas Dynamics, Inc. | 102 | 3688 |
| Titan Machinery, Inc.<sup>\*</sup> | 92 | 3655 |
| RCI Hospitality Holdings, Inc. | 39 | 3635 |
| Virgin Galactic Holdings, Inc.<sup>\*,1</sup> | 1035 | 3602 |
| Caleres, Inc. | 160 | 3565 |
| Titan International, Inc.<sup>\*</sup> | 232 | 3554 |
| Golden Entertainment, Inc.<sup>\*</sup> | 91 | 3404 |
| Sweetgreen, Inc. — Class A<sup>\*</sup> | 395 | 3385 |
| ScanSource, Inc.<sup>\*</sup> | 114 | 3331 |
| Arko Corp. | 378 | 3273 |
| Bally's Corp.<sup>\*</sup> | 164 | 3178 |
| Standard Motor Products, Inc. | 91 | 3167 |
| Nikola Corp.<sup>\*,1</sup> | 1453 | 3138 |
| IMAX Corp.<sup>\*</sup> | 213 | 3123 |
| Winmark Corp. | 13 | 3066 |
| MarineMax, Inc.<sup>\*</sup> | 96 | 2997 |
| Green Brick Partners, Inc.<sup>\*</sup> | 123 | 2980 |
| BlueLinx Holdings, Inc.<sup>\*</sup> | 41 | 2915 |
| Guess?, Inc.<sup>1</sup> | 140 | 2897 |
| A-Mark Precious Metals, Inc. | 82 | 2848 |
| Lions Gate Entertainment Corp. — Class B<sup>\*</sup> | 523 | 2840 |
| Ermenegildo Zegna N.V. | 270 | 2827 |
| OneSpaWorld Holdings Ltd.<sup>\*</sup> | 301 | 2808 |
| Franchise Group, Inc. | 117 | 2787 |
| Steelcase, Inc. — Class A | 391 | 2764 |
| Chico's FAS, Inc.<sup>\*</sup> | 555 | 2731 |
| Ethan Allen Interiors, Inc. | 103 | 2721 |
| BJ's Restaurants, Inc.<sup>\*</sup> | 103 | 2717 |
| Genesco, Inc.<sup>\*</sup> | 59 | 2715 |
| G-III Apparel Group Ltd.<sup>\*</sup> | 198 | 2715 |
| indie Semiconductor, Inc. — Class A<sup>\*</sup> | 456 | 2658 |
| Interface, Inc. — Class A | 266 | 2626 |
| Qurate Retail, Inc. — Class A<sup>\*</sup> | 1587 | 2587 |
| TravelCenters of America, Inc.<sup>\*</sup> | 57 | 2552 |
| Sleep Number Corp.<sup>\*</sup> | 97 | 2520 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Cyclical - 7.2% (continued)** | | |
| Sovos Brands, Inc.<sup>\*</sup> | 173 | $2486 |
| PC Connection, Inc. | 51 | 2392 |
| Sun Country Airlines Holdings, Inc.<sup>\*</sup> | 150 | 2379 |
| Hawaiian Holdings, Inc.<sup>\*</sup> | 230 | 2360 |
| Denny's Corp.<sup>\*</sup> | 255 | 2349 |
| Chuy's Holdings, Inc.<sup>\*</sup> | 81 | 2292 |
| Life Time Group Holdings, Inc.<sup>\*</sup> | 191 | 2284 |
| Vizio Holding Corp. — Class A<sup>\*</sup> | 308 | 2282 |
| Ruth's Hospitality Group, Inc. | 146 | 2260 |
| Movado Group, Inc. | 70 | 2257 |
| VSE Corp. | 48 | 2250 |
| Designer Brands, Inc. — Class A | 228 | 2230 |
| Children's Place, Inc.<sup>\*</sup> | 58 | 2112 |
| MasterCraft Boat Holdings, Inc.<sup>\*</sup> | 81 | 2095 |
| Portillo's, Inc. — Class A<sup>\*</sup> | 125 | 2040 |
| Accel Entertainment, Inc.<sup>\*</sup> | 261 | 2010 |
| Haverty Furniture Companies, Inc. | 67 | 2003 |
| Hudson Technologies, Inc.<sup>\*</sup> | 195 | 1974 |
| America's Car-Mart, Inc.<sup>\*</sup> | 27 | 1951 |
| REV Group, Inc. | 153 | 1931 |
| Big Lots, Inc. | 127 | 1867 |
| Shoe Carnival, Inc. | 78 | 1865 |
| Bowlero Corp.<sup>\*</sup> | 133 | 1793 |
| Destination XL Group, Inc.<sup>\*</sup> | 264 | 1782 |
| Xponential Fitness, Inc. — Class A<sup>\*</sup> | 77 | 1766 |
| Frontier Group Holdings, Inc.<sup>\*</sup> | 169 | 1736 |
| Beazer Homes USA, Inc.<sup>\*</sup> | 135 | 1722 |
| Rush Enterprises, Inc. — Class B | 30 | 1688 |
| Sportsman's Warehouse Holdings, Inc.<sup>\*</sup> | 173 | 1628 |
| Xperi, Inc.<sup>\*</sup> | 188 | 1619 |
| PetMed Express, Inc. | 91 | 1611 |
| Johnson Outdoors, Inc. — Class A | 24 | 1587 |
| Funko, Inc. — Class A<sup>\*</sup> | 144 | 1571 |
| Marcus Corp. | 108 | 1554 |
| Zumiez, Inc.<sup>\*</sup> | 71 | 1543 |
| Build-A-Bear Workshop, Inc. — Class A<sup>\*</sup> | 64 | 1526 |
| Aspen Aerogels, Inc.<sup>\*</sup> | 129 | 1521 |
| Lions Gate Entertainment Corp. — Class A<sup>\*</sup> | 264 | 1508 |
| Solid Power, Inc.<sup>\*</sup> | 592 | 1504 |
| Liberty Media Corporation-Liberty Braves — Class A<sup>\*</sup> | 45 | 1470 |
| OneWater Marine, Inc. — Class A<sup>\*</sup> | 51 | 1459 |
| Bluegreen Vacations Holding Corp. | 57 | 1423 |
| Hyliion Holdings Corp.<sup>\*</sup> | 602 | 1409 |
| Global Industrial Co. | 59 | 1388 |
| Lovesac Co.<sup>\*</sup> | 63 | 1387 |
| EVgo, Inc.<sup>\*,1</sup> | 308 | 1377 |
| Miller Industries, Inc. | 50 | 1333 |
| Forestar Group, Inc.<sup>\*</sup> | 83 | 1279 |
| Purple Innovation, Inc.<sup>\*</sup> | 249 | 1193 |
| Microvast Holdings, Inc.<sup>\*</sup> | 759 | 1161 |
| Lindblad Expeditions Holdings, Inc.<sup>\*</sup> | 149 | 1147 |
| Universal Electronics, Inc.<sup>\*</sup> | 55 | 1144 |
| Full House Resorts, Inc.<sup>\*</sup> | 149 | 1120 |
| Kimball International, Inc. — Class B | 164 | 1066 |
| Sonder Holdings, Inc.<sup>\*</sup> | 854 | 1059 |
| TuSimple Holdings, Inc. — Class A<sup>\*</sup> | 634 | 1040 |
| Clarus Corp. | 131 | 1027 |
| Workhorse Group, Inc.<sup>\*</sup> | 675 | 1026 |
| GrowGeneration Corp.<sup>\*</sup> | 260 | 1019 |
| Noodles & Co.<sup>\*</sup> | 185 | 1016 |
| Motorcar Parts of America, Inc.<sup>\*</sup> | 85 | 1008 |
| Kura Sushi USA, Inc. — Class A<sup>\*</sup> | 21 | 1001 |
| Weber, Inc. — Class A<sup>\*,1</sup> | 123 | 990 |
| Rush Street Interactive, Inc.<sup>\*</sup> | 275 | 987 |
| Citi Trends, Inc.<sup>\*</sup> | 37 | 980 |
| Hovnanian Enterprises, Inc. — Class A<sup>\*</sup> | 23 | 968 |
| Tilly's, Inc. — Class A<sup>\*</sup> | 102 | 923 |
| Fossil Group, Inc.<sup>\*</sup> | 211 | 909 |
| Bed Bath & Beyond, Inc.<sup>\*,1</sup> | 361 | 906 |
| El Pollo Loco Holdings, Inc. | 88 | 876 |
| Century Casinos, Inc.<sup>\*</sup> | 124 | 872 |
| Big 5 Sporting Goods Corp. | 97 | 856 |
| Blue Bird Corp.<sup>\*</sup> | 79 | 846 |
| Lordstown Motors Corp. — Class A<sup>\*</sup> | 738 | 841 |
| Tupperware Brands Corp.<sup>\*</sup> | 200 | 828 |
| Rite Aid Corp.<sup>\*</sup> | 247 | 825 |
| Dream Finders Homes, Inc. — Class A<sup>\*</sup> | 95 | 823 |
| Cato Corp. — Class A | 81 | 756 |
| Wheels Up Experience, Inc.<sup>\*</sup> | 722 | 744 |
| LL Flooring Holdings, Inc.<sup>\*</sup> | 131 | 736 |
| Rocky Brands, Inc. | 31 | 732 |
| NEOGAMES S.A.<sup>\*</sup> | 59 | 719 |
| Tile Shop Holdings, Inc.<sup>\*</sup> | 164 | 718 |
| Velodyne Lidar, Inc.<sup>\*</sup> | 875 | 646 |
| ONE Group Hospitality, Inc.<sup>\*</sup> | 102 | 643 |
| Container Store Group, Inc.<sup>\*</sup> | 148 | 638 |
| Canoo, Inc.<sup>\*</sup> | 517 | 636 |
| Hyzon Motors, Inc.<sup>\*</sup> | 398 | 617 |
| First Watch Restaurant Group, Inc.<sup>\*</sup> | 45 | 609 |
| Snap One Holdings Corp.<sup>\*</sup> | 82 | 608 |
| Aeva Technologies, Inc.<sup>\*</sup> | 439 | 597 |
| Weyco Group, Inc. | 27 | 571 |
| Reservoir Media, Inc.<sup>\*</sup> | 93 | 555 |
| Superior Group of Companies, Inc. | 53 | 533 |
| Holley, Inc.<sup>\*</sup> | 233 | 494 |
| F45 Training Holdings, Inc.<sup>\*</sup> | 164 | 467 |
| Marine Products Corp. | 38 | 447 |
| Lifetime Brands, Inc. | 58 | 440 |
| Mullen Automotive, Inc.<sup>\*</sup> | 1491 | 426 |
| Biglari Holdings, Inc. — Class B<sup>\*</sup> | 3 | 416 |
| Traeger, Inc.<sup>\*</sup> | 145 | 409 |
| Conn's, Inc.<sup>\*</sup> | 59 | 406 |
| PLBY Group, Inc.<sup>\*</sup> | 141 | 388 |
| Vinco Ventures, Inc.<sup>\*</sup> | 820 | 381 |
| Cenntro Electric Group Ltd.<sup>\*</sup> | 834 | 367 |
| Duluth Holdings, Inc. — Class B<sup>\*</sup> | 59 | 365 |
| ThredUp, Inc. — Class A<sup>\*</sup> | 266 | 349 |
| Express, Inc.<sup>\*</sup> | 291 | 297 |
| Landsea Homes Corp.<sup>\*</sup> | 47 | 245 |
| Aterian, Inc.<sup>\*</sup> | 287 | 221 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Consumer, Cyclical - 7.2% (continued)** | | |
| Volta, Inc.<sup>\*,1</sup> | 554 | $197 |
| Torrid Holdings, Inc.<sup>\*,1</sup> | 66 | 195 |
| Party City Holdco, Inc.<sup>\*</sup> | 494 | 181 |
| JOANN, Inc.<sup>\*,1</sup> | 50 | 142 |
| CompX International, Inc. | 7 | 129 |
| Xos, Inc.<sup>\*</sup> | 249 | 110 |
| Lightning eMotors, Inc.<sup>\*</sup> | 177 | 65 |
| Cepton, Inc.<sup>\*</sup> | 34 | 43 |
| **Total Consumer, Cyclical** |  | 1163796 |
| **Technology - 6.0%** |  |  |
| ExlService Holdings, Inc.<sup>\*</sup> | 146 | 24737 |
| SPS Commerce, Inc.<sup>\*</sup> | 164 | 21063 |
| Silicon Laboratories, Inc.<sup>\*</sup> | 149 | 20215 |
| Maximus, Inc. | 272 | 19946 |
| Box, Inc. — Class A<sup>\*</sup> | 630 | 19612 |
| Qualys, Inc.<sup>\*</sup> | 173 | 19416 |
| Tenable Holdings, Inc.<sup>\*</sup> | 498 | 18999 |
| Power Integrations, Inc. | 255 | 18289 |
| Workiva, Inc.<sup>\*</sup> | 216 | 18138 |
| Rambus, Inc.<sup>\*</sup> | 481 | 17229 |
| Synaptics, Inc.<sup>\*</sup> | 179 | 17034 |
| Super Micro Computer, Inc.<sup>\*</sup> | 206 | 16913 |
| Blackline, Inc.<sup>\*</sup> | 250 | 16817 |
| Envestnet, Inc.<sup>\*</sup> | 249 | 15363 |
| Diodes, Inc.<sup>\*</sup> | 201 | 15304 |
| Onto Innovation, Inc.<sup>\*</sup> | 223 | 15184 |
| MACOM Technology Solutions Holdings, Inc.<sup>\*</sup> | 229 | 14422 |
| Insight Enterprises, Inc.<sup>\*</sup> | 142 | 14238 |
| 1Life Healthcare, Inc.<sup>\*</sup> | 817 | 13652 |
| Ambarella, Inc.<sup>\*</sup> | 165 | 13568 |
| CommVault Systems, Inc.<sup>\*</sup> | 201 | 12631 |
| Blackbaud, Inc.<sup>\*</sup> | 211 | 12419 |
| Varonis Systems, Inc.<sup>\*</sup> | 494 | 11826 |
| Axcelis Technologies, Inc.<sup>\*</sup> | 148 | 11745 |
| Sprout Social, Inc. — Class A<sup>\*</sup> | 208 | 11744 |
| ACI Worldwide, Inc.<sup>\*</sup> | 505 | 11615 |
| Kulicke & Soffa Industries, Inc. | 257 | 11375 |
| MaxLinear, Inc. — Class A<sup>\*</sup> | 326 | 11068 |
| Amkor Technology, Inc. | 460 | 11031 |
| Altair Engineering, Inc. — Class A<sup>\*</sup> | 236 | 10731 |
| Verint Systems, Inc.<sup>\*</sup> | 288 | 10449 |
| Evolent Health, Inc. — Class A<sup>\*</sup> | 372 | 10446 |
| Impinj, Inc.<sup>\*</sup> | 95 | 10372 |
| PagerDuty, Inc.<sup>\*</sup> | 386 | 10252 |
| NetScout Systems, Inc.<sup>\*</sup> | 308 | 10013 |
| Progress Software Corp. | 193 | 9737 |
| Appfolio, Inc. — Class A<sup>\*</sup> | 86 | 9063 |
| Rapid7, Inc.<sup>\*</sup> | 263 | 8937 |
| Verra Mobility Corp.<sup>\*</sup> | 631 | 8727 |
| Veradigm, Inc.<sup>\*</sup> | 492 | 8679 |
| Semtech Corp.<sup>\*</sup> | 287 | 8234 |
| KnowBe4, Inc. — Class A<sup>\*</sup> | 330 | 8177 |
| CSG Systems International, Inc. | 140 | 8008 |
| DigitalOcean Holdings, Inc.<sup>\*</sup> | 314 | 7998 |
| FormFactor, Inc.<sup>\*</sup> | 350 | 7780 |
| Clear Secure, Inc. — Class A | 282 | 7735 |
| Duolingo, Inc.<sup>\*</sup> | 107 | 7611 |
| Xerox Holdings Corp. | 518 | 7563 |
| SiTime Corp.<sup>\*</sup> | 72 | 7317 |
| Phreesia, Inc.<sup>\*</sup> | 223 | 7216 |
| Parsons Corp.<sup>\*</sup> | 153 | 7076 |
| Agilysys, Inc.<sup>\*</sup> | 89 | 7043 |
| Ultra Clean Holdings, Inc.<sup>\*</sup> | 205 | 6796 |
| Cohu, Inc.<sup>\*</sup> | 212 | 6795 |
| Model N, Inc.<sup>\*</sup> | 164 | 6652 |
| AvidXchange Holdings, Inc.<sup>\*</sup> | 665 | 6610 |
| Digital Turbine, Inc.<sup>\*</sup> | 420 | 6401 |
| MicroStrategy, Inc. — Class A<sup>\*,1</sup> | 43 | 6088 |
| Appian Corp. — Class A<sup>\*</sup> | 181 | 5893 |
| Digi International, Inc.<sup>\*</sup> | 155 | 5665 |
| Outset Medical, Inc.<sup>\*</sup> | 217 | 5603 |
| E2open Parent Holdings, Inc.<sup>\*</sup> | 903 | 5301 |
| Everbridge, Inc.<sup>\*</sup> | 179 | 5295 |
| Alignment Healthcare, Inc.<sup>\*</sup> | 443 | 5210 |
| Apollo Medical Holdings, Inc.<sup>\*</sup> | 176 | 5208 |
| PowerSchool Holdings, Inc. — Class A<sup>\*</sup> | 207 | 4778 |
| NextGen Healthcare, Inc.<sup>\*</sup> | 253 | 4751 |
| Asana, Inc. — Class A<sup>\*</sup> | 334 | 4599 |
| Schrodinger Incorporated/United States<sup>\*</sup> | 245 | 4579 |
| Photronics, Inc.<sup>\*</sup> | 272 | 4578 |
| Consensus Cloud Solutions, Inc.<sup>\*</sup> | 85 | 4570 |
| Privia Health Group, Inc.<sup>\*</sup> | 199 | 4519 |
| PROS Holdings, Inc.<sup>\*</sup> | 186 | 4512 |
| Donnelley Financial Solutions, Inc.<sup>\*</sup> | 116 | 4483 |
| Adeia, Inc. | 472 | 4475 |
| 3D Systems Corp.<sup>\*</sup> | 574 | 4248 |
| ACV Auctions, Inc. — Class A<sup>\*</sup> | 515 | 4228 |
| Veeco Instruments, Inc.<sup>\*</sup> | 227 | 4218 |
| Duck Creek Technologies, Inc.<sup>\*</sup> | 350 | 4217 |
| Avid Technology, Inc.<sup>\*</sup> | 157 | 4175 |
| Fastly, Inc. — Class A<sup>\*</sup> | 506 | 4144 |
| Sumo Logic, Inc.<sup>\*</sup> | 511 | 4139 |
| Momentive Global, Inc.<sup>\*</sup> | 591 | 4137 |
| Zeta Global Holdings Corp. — Class A<sup>\*</sup> | 493 | 4028 |
| ForgeRock, Inc. — Class A<sup>\*</sup> | 172 | 3916 |
| PDF Solutions, Inc.<sup>\*</sup> | 135 | 3850 |
| TTEC Holdings, Inc. | 85 | 3751 |
| Hims & Hers Health, Inc.<sup>\*</sup> | 550 | 3525 |
| Zuora, Inc. — Class A<sup>\*</sup> | 530 | 3371 |
| Yext, Inc.<sup>\*</sup> | 514 | 3356 |
| SMART Global Holdings, Inc.<sup>\*</sup> | 223 | 3318 |
| Cerence, Inc.<sup>\*</sup> | 178 | 3298 |
| LivePerson, Inc.<sup>\*</sup> | 319 | 3235 |
| N-able, Inc.<sup>\*</sup> | 309 | 3177 |
| PAR Technology Corp.<sup>\*</sup> | 120 | 3128 |
| Conduent, Inc.<sup>\*</sup> | 770 | 3118 |
| Amplitude, Inc. — Class A<sup>\*</sup> | 253 | 3056 |
| Pitney Bowes, Inc. | 785 | 2983 |
| C3.ai, Inc. — Class A<sup>\*</sup> | 264 | 2954 |
| Alpha & Omega Semiconductor Ltd.<sup>\*</sup> | 100 | 2857 |
| Matterport, Inc.<sup>\*</sup> | 994 | 2783 |
| EngageSmart, Inc.<sup>\*</sup> | 158 | 2781 |
| CEVA, Inc.<sup>\*</sup> | 104 | 2660 |
| Health Catalyst, Inc.<sup>\*</sup> | 246 | 2615 |
| Simulations Plus, Inc. | 71 | 2596 |
| Sapiens International Corporation N.V. | 139 | 2569 |
| Olo, Inc. — Class A<sup>\*</sup> | 408 | 2550 |
| BigCommerce Holdings, Inc.<sup>\*</sup> | 291 | 2543 |
| Grid Dynamics Holdings, Inc.<sup>\*</sup> | 220 | 2468 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Technology - 6.0% (continued)** | | |
| PubMatic, Inc. — Class A<sup>\*</sup> | 190 | $2434 |
| Bandwidth, Inc. — Class A<sup>\*</sup> | 105 | 2410 |
| AvePoint, Inc.<sup>\*</sup> | 584 | 2400 |
| Alkami Technology, Inc.<sup>\*</sup> | 163 | 2378 |
| Ebix, Inc. | 119 | 2375 |
| Corsair Gaming, Inc.<sup>\*</sup> | 174 | 2361 |
| 8x8, Inc.<sup>\*</sup> | 518 | 2238 |
| Vimeo, Inc.<sup>\*</sup> | 649 | 2226 |
| Nutex Health, Inc.<sup>\*</sup> | 1128 | 2143 |
| American Software, Inc. — Class A | 145 | 2129 |
| Sharecare, Inc.<sup>\*</sup> | 1327 | 2123 |
| SolarWinds Corp.<sup>\*</sup> | 219 | 2050 |
| OneSpan, Inc.<sup>\*</sup> | 180 | 2014 |
| Domo, Inc. — Class B<sup>\*</sup> | 137 | 1951 |
| IonQ, Inc.<sup>\*,1</sup> | 539 | 1860 |
| Mitek Systems, Inc.<sup>\*</sup> | 191 | 1851 |
| Instructure Holdings, Inc.<sup>\*</sup> | 78 | 1828 |
| Computer Programs and Systems, Inc.<sup>\*</sup> | 65 | 1769 |
| ACM Research, Inc. — Class A<sup>\*</sup> | 217 | 1673 |
| ON24, Inc.<sup>\*</sup> | 189 | 1631 |
| Desktop Metal, Inc. — Class A<sup>\*</sup> | 1199 | 1631 |
| UserTesting, Inc.<sup>\*</sup> | 214 | 1607 |
| Intapp, Inc.<sup>\*</sup> | 63 | 1571 |
| Unisys Corp.<sup>\*</sup> | 300 | 1533 |
| Integral Ad Science Holding Corp.<sup>\*</sup> | 173 | 1521 |
| MeridianLink, Inc.<sup>\*</sup> | 104 | 1428 |
| Playstudios, Inc.<sup>\*</sup> | 359 | 1393 |
| Daily Journal Corp.<sup>\*</sup> | 5 | 1253 |
| Telos Corp.<sup>\*</sup> | 244 | 1242 |
| Inspired Entertainment, Inc.<sup>\*</sup> | 98 | 1242 |
| Benefitfocus, Inc.<sup>\*</sup> | 117 | 1224 |
| Blend Labs, Inc. — Class A<sup>\*</sup> | 839 | 1208 |
| Cantaloupe, Inc.<sup>\*</sup> | 264 | 1148 |
| Digimarc Corp.<sup>\*,1</sup> | 62 | 1146 |
| Enfusion, Inc. — Class A<sup>\*</sup> | 117 | 1131 |
| HireRight Holdings Corp.<sup>\*</sup> | 95 | 1127 |
| Cvent Holding Corp.<sup>\*</sup> | 204 | 1102 |
| Vuzix Corp.<sup>\*,1</sup> | 269 | 979 |
| Brightcove, Inc.<sup>\*</sup> | 187 | 978 |
| Red Violet, Inc.<sup>\*</sup> | 42 | 967 |
| Upland Software, Inc.<sup>\*</sup> | 132 | 941 |
| eGain Corp.<sup>\*</sup> | 95 | 858 |
| Rimini Street, Inc.<sup>\*</sup> | 221 | 842 |
| Cardlytics, Inc.<sup>\*</sup> | 145 | 838 |
| EverCommerce, Inc.<sup>\*</sup> | 109 | 811 |
| AXT, Inc.<sup>\*</sup> | 184 | 806 |
| Rackspace Technology, Inc.<sup>\*</sup> | 261 | 770 |
| Veritone, Inc.<sup>\*</sup> | 142 | 753 |
| Skillz, Inc.<sup>\*</sup> | 1400 | 709 |
| Porch Group, Inc.<sup>\*</sup> | 366 | 688 |
| Weave Communications, Inc.<sup>\*</sup> | 142 | 650 |
| IBEX Holdings Ltd.<sup>\*</sup> | 26 | 646 |
| NextNav, Inc.<sup>\*</sup> | 218 | 639 |
| CS Disco, Inc.<sup>\*</sup> | 101 | 638 |
| Outbrain, Inc.<sup>\*</sup> | 175 | 634 |
| Markforged Holding Corp.<sup>\*</sup> | 499 | 579 |
| Atomera, Inc.<sup>\*</sup> | 92 | 572 |
| Ouster, Inc.<sup>\*</sup> | 631 | 544 |
| Cerberus Cyber Sentinel Corp.<sup>\*</sup> | 207 | 528 |
| Skillsoft Corp.<sup>\*</sup> | 368 | 478 |
| Diebold Nixdorf, Inc.<sup>\*</sup> | 331 | 470 |
| Velo3D, Inc.<sup>\*</sup> | 256 | 458 |
| Pear Therapeutics, Inc.<sup>\*</sup> | 310 | 366 |
| SkyWater Technology, Inc.<sup>\*</sup> | 49 | 348 |
| WM Technology, Inc.<sup>\*,1</sup> | 330 | 333 |
| Arteris, Inc.<sup>\*</sup> | 77 | 331 |
| LiveVox Holdings, Inc.<sup>\*</sup> | 102 | 303 |
| SecureWorks Corp. — Class A<sup>\*</sup> | 45 | 288 |
| Viant Technology, Inc. — Class A<sup>\*</sup> | 63 | 253 |
| Latch, Inc.<sup>\*</sup> | 314 | 223 |
| Loyalty Ventures, Inc.<sup>\*</sup> | 91 | 219 |
| Faraday Future Intelligent Electric, Inc.<sup>\*</sup> | 450 | 131 |
| Rigetti Computing, Inc.<sup>\*,1</sup> | 147 | 107 |
| Kaleyra, Inc.<sup>\*</sup> | 130 | 98 |
| Avaya Holdings Corp.<sup>\*</sup> | 381 | 75 |
| IronNet, Inc.<sup>\*</sup> | 294 | 68 |
| Rockley Photonics Holdings Ltd.<sup>\*</sup> | 462 | 65 |
| **Total Technology** |  | 977445 |
| **Energy - 4.3%** |  |  |
| Matador Resources Co. | 507 | 29021 |
| Murphy Oil Corp. | 664 | 28559 |
| ChampionX Corp. | 902 | 26149 |
| Chord Energy Corp. | 188 | 25720 |
| Helmerich & Payne, Inc. | 463 | 22951 |
| Denbury, Inc.<sup>\*</sup> | 226 | 19667 |
| Civitas Resources, Inc. | 334 | 19349 |
| SM Energy Co. | 549 | 19122 |
| Valaris Ltd.<sup>\*</sup> | 276 | 18663 |
| Magnolia Oil & Gas Corp. — Class A | 785 | 18408 |
| PBF Energy, Inc. — Class A | 439 | 17902 |
| Patterson-UTI Energy, Inc. | 973 | 16385 |
| Weatherford International plc<sup>\*</sup> | 320 | 16294 |
| Shoals Technologies Group, Inc. — Class A<sup>\*</sup> | 623 | 15369 |
| California Resources Corp. | 333 | 14489 |
| Noble Corporation plc<sup>\*</sup> | 380 | 14330 |
| Peabody Energy Corp.<sup>\*</sup> | 534 | 14108 |
| CNX Resources Corp.<sup>\*</sup> | 803 | 13522 |
| Array Technologies, Inc.<sup>\*</sup> | 683 | 13202 |
| Kosmos Energy Ltd.<sup>\*</sup> | 2047 | 13019 |
| Equitrans Midstream Corp. | 1864 | 12489 |
| CONSOL Energy, Inc. | 156 | 10140 |
| Alpha Metallurgical Resources, Inc. | 69 | 10101 |
| Liberty Energy, Inc. — Class A | 627 | 10038 |
| Arch Resources, Inc. | 67 | 9567 |
| Northern Oil and Gas, Inc. | 299 | 9215 |
| Sitio Royalties Corp. — Class A | 317 | 9145 |
| Permian Resources Corp. | 933 | 8770 |
| Delek US Holdings, Inc. | 313 | 8451 |
| Callon Petroleum Co.<sup>\*</sup> | 223 | 8271 |
| Sunnova Energy International, Inc.<sup>\*</sup> | 450 | 8105 |
| Warrior Met Coal, Inc. | 233 | 8071 |
| Oceaneering International, Inc.<sup>\*</sup> | 453 | 7923 |
| Tidewater, Inc.<sup>\*</sup> | 210 | 7738 |
| NexTier Oilfield Solutions, Inc.<sup>\*</sup> | 796 | 7355 |
| Green Plains, Inc.<sup>\*</sup> | 239 | 7290 |
| SunPower Corp. — Class A<sup>\*</sup> | 371 | 6689 |
| Expro Group Holdings N.V.<sup>\*</sup> | 351 | 6364 |
| NOW, Inc.<sup>\*</sup> | 500 | 6350 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Energy - 4.3% (continued)** | | |
| Nabors Industries Ltd.<sup>\*</sup> | 41 | $6350 |
| Stem, Inc.<sup>\*</sup> | 653 | 5838 |
| Comstock Resources, Inc. | 416 | 5703 |
| Talos Energy, Inc.<sup>\*</sup> | 300 | 5664 |
| Archrock, Inc. | 614 | 5514 |
| Par Pacific Holdings, Inc.<sup>\*</sup> | 222 | 5161 |
| Helix Energy Solutions Group, Inc.<sup>\*</sup> | 648 | 4782 |
| FuelCell Energy, Inc.<sup>\*</sup> | 1715 | 4768 |
| Diamond Offshore Drilling, Inc.<sup>\*</sup> | 453 | 4711 |
| Borr Drilling Ltd.<sup>\*</sup> | 881 | 4379 |
| Dril-Quip, Inc.<sup>\*</sup> | 155 | 4211 |
| US Silica Holdings, Inc.<sup>\*</sup> | 336 | 4200 |
| CVR Energy, Inc. | 133 | 4168 |
| ProPetro Holding Corp.<sup>\*</sup> | 396 | 4107 |
| Laredo Petroleum, Inc.<sup>\*</sup> | 76 | 3908 |
| Tellurian, Inc.<sup>\*</sup> | 2313 | 3886 |
| Gulfport Energy Corp.<sup>\*</sup> | 51 | 3756 |
| Ranger Oil Corp. — Class A | 86 | 3477 |
| SunCoke Energy, Inc. | 378 | 3262 |
| Montauk Renewables, Inc.<sup>\*</sup> | 292 | 3221 |
| RPC, Inc. | 337 | 2996 |
| Select Energy Services, Inc. — Class A | 324 | 2994 |
| Bristow Group, Inc.<sup>\*</sup> | 106 | 2876 |
| Berry Corp. | 354 | 2832 |
| Earthstone Energy, Inc. — Class A<sup>\*</sup> | 199 | 2832 |
| Fluence Energy, Inc.<sup>\*</sup> | 163 | 2795 |
| ProFrac Holding Corp. — Class A<sup>\*</sup> | 105 | 2646 |
| Kinetik Holdings, Inc. — Class A<sup>1</sup> | 77 | 2547 |
| SandRidge Energy, Inc.<sup>\*</sup> | 144 | 2452 |
| W&T Offshore, Inc.<sup>\*</sup> | 429 | 2394 |
| REX American Resources Corp.<sup>\*</sup> | 71 | 2262 |
| VAALCO Energy, Inc. | 478 | 2180 |
| Excelerate Energy, Inc. — Class A | 84 | 2104 |
| Oil States International, Inc.<sup>\*</sup> | 280 | 2089 |
| TETRA Technologies, Inc.<sup>\*</sup> | 564 | 1951 |
| Crescent Energy Co. — Class A | 147 | 1763 |
| Gevo, Inc.<sup>\*</sup> | 892 | 1695 |
| TPI Composites, Inc.<sup>\*</sup> | 166 | 1683 |
| DMC Global, Inc.<sup>\*</sup> | 85 | 1652 |
| Newpark Resources, Inc.<sup>\*</sup> | 386 | 1602 |
| Vertex Energy, Inc.<sup>\*</sup> | 245 | 1519 |
| SilverBow Resources, Inc.<sup>\*</sup> | 53 | 1499 |
| Aris Water Solution, Inc. — Class A | 100 | 1441 |
| Amplify Energy Corp.<sup>\*</sup> | 162 | 1424 |
| Solaris Oilfield Infrastructure, Inc. — Class A | 142 | 1410 |
| Riley Exploration Permian, Inc. | 47 | 1383 |
| National Energy Services Reunited Corp.<sup>\*</sup> | 173 | 1201 |
| Eneti, Inc. | 104 | 1045 |
| Ring Energy, Inc.<sup>\*</sup> | 392 | 964 |
| FutureFuel Corp. | 116 | 943 |
| Alto Ingredients, Inc.<sup>\*</sup> | 327 | 942 |
| Energy Vault Holdings, Inc.<sup>\*</sup> | 287 | 895 |
| Ramaco Resources, Inc. | 101 | 888 |
| NextDecade Corp.<sup>\*</sup> | 142 | 701 |
| HighPeak Energy, Inc. | 30 | 686 |
| NACCO Industries, Inc. — Class A | 18 | 684 |
| Aemetis, Inc.<sup>\*</sup> | 132 | 523 |
| Cleanspark, Inc.<sup>\*</sup> | 187 | 381 |
| Empire Petroleum Corp.<sup>\*</sup> | 30 | 369 |
| Heliogen, Inc.<sup>\*</sup> | 409 | 286 |
| Battalion Oil Corp.<sup>\*</sup> | 11 | 107 |
| **Total Energy** |  | 695003 |
| **Communications - 2.6%** |  |  |
| Iridium Communications, Inc. | 563 | 28938 |
| TEGNA, Inc. | 1003 | 21253 |
| Calix, Inc.<sup>\*</sup> | 257 | 17587 |
| Maxar Technologies, Inc. | 330 | 17074 |
| Ziff Davis, Inc.<sup>\*</sup> | 207 | 16374 |
| Marqeta, Inc. — Class A<sup>\*</sup> | 1968 | 12024 |
| Cogent Communications Holdings, Inc. | 195 | 11131 |
| Viavi Solutions, Inc.<sup>\*</sup> | 1032 | 10846 |
| Perficient, Inc.<sup>\*</sup> | 155 | 10824 |
| Extreme Networks, Inc.<sup>\*</sup> | 572 | 10473 |
| Yelp, Inc. — Class A<sup>\*</sup> | 305 | 8339 |
| Bumble, Inc. — Class A<sup>\*</sup> | 391 | 8231 |
| DigitalBridge Group, Inc. | 711 | 7778 |
| CommScope Holding Company, Inc.<sup>\*</sup> | 930 | 6836 |
| Q2 Holdings, Inc.<sup>\*</sup> | 253 | 6798 |
| InterDigital, Inc. | 135 | 6680 |
| Cargurus, Inc.<sup>\*</sup> | 463 | 6487 |
| Magnite, Inc.<sup>\*</sup> | 593 | 6280 |
| ADTRAN Holdings, Inc. | 319 | 5994 |
| Shutterstock, Inc. | 110 | 5799 |
| Credo Technology Group Holding Ltd.<sup>\*</sup> | 435 | 5790 |
| Infinera Corp.<sup>\*</sup> | 858 | 5783 |
| Upwork, Inc.<sup>\*</sup> | 544 | 5679 |
| TechTarget, Inc.<sup>\*</sup> | 124 | 5463 |
| Harmonic, Inc.<sup>\*</sup> | 417 | 5463 |
| ePlus, Inc.<sup>\*</sup> | 120 | 5314 |
| Scholastic Corp. | 130 | 5130 |
| Liberty Latin America Ltd. — Class C<sup>\*</sup> | 657 | 4993 |
| Clearfield, Inc.<sup>\*</sup> | 52 | 4895 |
| Telephone & Data Systems, Inc. | 457 | 4794 |
| A10 Networks, Inc. | 287 | 4773 |
| Cars.com, Inc.<sup>\*</sup> | 306 | 4214 |
| Gray Television, Inc. | 369 | 4129 |
| Globalstar, Inc.<sup>\*</sup> | 3101 | 4124 |
| Revolve Group, Inc.<sup>\*</sup> | 185 | 4118 |
| Figs, Inc. — Class A<sup>\*</sup> | 578 | 3890 |
| Overstock.com, Inc.<sup>\*</sup> | 193 | 3736 |
| Poshmark, Inc. — Class A<sup>\*</sup> | 208 | 3719 |
| EW Scripps Co. — Class A<sup>\*</sup> | 265 | 3495 |
| Shenandoah Telecommunications Co. | 220 | 3494 |
| QuinStreet, Inc.<sup>\*</sup> | 235 | 3372 |
| Gogo, Inc.<sup>\*</sup> | 227 | 3351 |
| iHeartMedia, Inc. — Class A<sup>\*</sup> | 546 | 3347 |
| Open Lending Corp. — Class A<sup>\*</sup> | 478 | 3227 |
| Squarespace, Inc. — Class A<sup>\*</sup> | 142 | 3148 |
| Planet Labs PBC<sup>\*</sup> | 705 | 3067 |
| Sinclair Broadcast Group, Inc. — Class A | 182 | 2823 |
| HealthStream, Inc.<sup>\*</sup> | 110 | 2732 |
| Anterix, Inc.<sup>\*</sup> | 82 | 2638 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Communications - 2.6% (continued)** | | |
| Boston Omaha Corp. — Class A<sup>\*</sup> | 96 | $2544 |
| EchoStar Corp. — Class A<sup>\*</sup> | 152 | 2535 |
| NETGEAR, Inc.<sup>\*</sup> | 128 | 2318 |
| ATN International, Inc. | 49 | 2220 |
| WideOpenWest, Inc.<sup>\*</sup> | 242 | 2205 |
| Stagwell, Inc.<sup>\*</sup> | 354 | 2198 |
| Thryv Holdings, Inc.<sup>\*</sup> | 115 | 2185 |
| AMC Networks, Inc. — Class A<sup>\*</sup> | 137 | 2147 |
| Eventbrite, Inc. — Class A<sup>\*</sup> | 349 | 2045 |
| IDT Corp. — Class B<sup>\*</sup> | 66 | 1859 |
| Clear Channel Outdoor Holdings, Inc.<sup>\*</sup> | 1657 | 1740 |
| Couchbase, Inc.<sup>\*</sup> | 120 | 1591 |
| Liquidity Services, Inc.<sup>\*</sup> | 111 | 1561 |
| Aviat Networks, Inc.<sup>\*</sup> | 50 | 1560 |
| Rover Group, Inc.<sup>\*,1</sup> | 420 | 1541 |
| Tucows, Inc. — Class A<sup>\*</sup> | 45 | 1526 |
| CarParts.com, Inc.<sup>\*</sup> | 230 | 1440 |
| fuboTV, Inc.<sup>\*,1</sup> | 808 | 1406 |
| Ooma, Inc.<sup>\*</sup> | 103 | 1403 |
| United States Cellular Corp.<sup>\*</sup> | 67 | 1397 |
| Quotient Technology, Inc.<sup>\*</sup> | 406 | 1393 |
| OptimizeRx Corp.<sup>\*</sup> | 80 | 1344 |
| Gannett Company, Inc.<sup>\*</sup> | 653 | 1326 |
| Liberty Latin America Ltd. — Class A<sup>\*</sup> | 173 | 1303 |
| EverQuote, Inc. — Class A<sup>\*</sup> | 88 | 1297 |
| Entravision Communications Corp. — Class A | 269 | 1291 |
| ContextLogic, Inc. — Class A<sup>\*</sup> | 2589 | 1263 |
| Consolidated Communications Holdings, Inc.<sup>\*</sup> | 337 | 1206 |
| 1-800-Flowers.com, Inc. — Class A<sup>\*</sup> | 122 | 1166 |
| Stitch Fix, Inc. — Class A<sup>\*</sup> | 368 | 1144 |
| Cambium Networks Corp.<sup>\*</sup> | 52 | 1127 |
| MediaAlpha, Inc. — Class A<sup>\*</sup> | 108 | 1075 |
| Allbirds, Inc. — Class A<sup>\*</sup> | 430 | 1041 |
| DHI Group, Inc.<sup>\*</sup> | 194 | 1026 |
| DZS, Inc.<sup>\*</sup> | 79 | 1002 |
| Preformed Line Products Co. | 11 | 916 |
| Ribbon Communications, Inc.<sup>\*</sup> | 328 | 915 |
| Blade Air Mobility, Inc.<sup>\*</sup> | 254 | 909 |
| Groupon, Inc.<sup>\*,1</sup> | 97 | 832 |
| Vivid Seats, Inc. — Class A<sup>\*,1</sup> | 114 | 832 |
| BARK, Inc.<sup>\*</sup> | 539 | 803 |
| Advantage Solutions, Inc.<sup>\*</sup> | 374 | 778 |
| Edgio, Inc.<sup>\*</sup> | 622 | 703 |
| Vacasa, Inc. — Class A<sup>\*</sup> | 505 | 636 |
| Innovid Corp.<sup>\*</sup> | 345 | 590 |
| Nerdy, Inc.<sup>\*</sup> | 245 | 551 |
| 1stdibs.com, Inc.<sup>\*</sup> | 106 | 538 |
| Arena Group Holdings, Inc.<sup>\*</sup> | 50 | 531 |
| Lands' End, Inc.<sup>\*</sup> | 69 | 524 |
| Focus Universal, Inc.<sup>\*,1</sup> | 79 | 506 |
| Cumulus Media, Inc. — Class A<sup>\*</sup> | 81 | 503 |
| RealReal, Inc.<sup>\*</sup> | 386 | 483 |
| Casa Systems, Inc.<sup>\*</sup> | 160 | 437 |
| Solo Brands, Inc. — Class A<sup>\*,1</sup> | 100 | 372 |
| Gambling.com Group Ltd.<sup>\*</sup> | 39 | 357 |
| Cyxtera Technologies, Inc.<sup>\*</sup> | 175 | 336 |
| Inseego Corp.<sup>\*</sup> | 391 | 329 |
| RumbleON, Inc. — Class B<sup>\*</sup> | 47 | 304 |
| Ondas Holdings, Inc.<sup>\*</sup> | 158 | 251 |
| Value Line, Inc. | 4 | 203 |
| Urban One, Inc.<sup>\*</sup> | 53 | 199 |
| KORE Group Holdings, Inc.<sup>\*</sup> | 158 | 199 |
| Urban One, Inc.<sup>\*</sup> | 38 | 173 |
| Terran Orbital Corp.<sup>\*,1</sup> | 109 | 172 |
| Audacy, Inc.<sup>\*</sup> | 542 | 122 |
| AdTheorent Holding Company, Inc.<sup>\*</sup> | 72 | 120 |
| Lulu's Fashion Lounge Holdings, Inc.<sup>\*</sup> | 26 | 65 |
| aka Brands Holding Corp.<sup>\*</sup> | 51 | 65 |
| Inspirato, Inc.<sup>\*</sup> | 45 | 54 |
| **Total Communications** |  | 417180 |
| **Basic Materials - 2.2%** |  |  |
| Commercial Metals Co. | 526 | 25406 |
| Balchem Corp. | 144 | 17584 |
| HB Fuller Co. | 239 | 17117 |
| Cabot Corp. | 252 | 16844 |
| ATI, Inc.<sup>\*</sup> | 563 | 16811 |
| Livent Corp.<sup>\*</sup> | 735 | 14604 |
| Avient Corp. | 413 | 13943 |
| Sensient Technologies Corp. | 190 | 13855 |
| Hecla Mining Co. | 2457 | 13661 |
| Ingevity Corp.<sup>\*</sup> | 169 | 11904 |
| Innospec, Inc. | 111 | 11417 |
| Stepan Co. | 97 | 10327 |
| Quaker Chemical Corp. | 61 | 10181 |
| Rogers Corp.<sup>\*</sup> | 85 | 10144 |
| Arconic Corp.<sup>\*</sup> | 457 | 9670 |
| Minerals Technologies, Inc. | 147 | 8926 |
| Carpenter Technology Corp. | 216 | 7979 |
| Sylvamo Corp. | 161 | 7823 |
| Tronox Holdings plc — Class A | 530 | 7266 |
| Constellium SE<sup>\*</sup> | 566 | 6696 |
| Novagold Resources, Inc.<sup>\*</sup> | 1084 | 6482 |
| Compass Minerals International, Inc. | 155 | 6355 |
| Uranium Energy Corp.<sup>\*,1</sup> | 1455 | 5645 |
| Kaiser Aluminum Corp. | 72 | 5469 |
| Mativ Holdings, Inc. | 245 | 5121 |
| Orion Engineered Carbons S.A. | 274 | 4880 |
| Perimeter Solutions S.A.<sup>\*</sup> | 529 | 4835 |
| AdvanSix, Inc. | 123 | 4677 |
| Resolute Forest Products, Inc.<sup>\*</sup> | 208 | 4491 |
| Energy Fuels, Inc.<sup>\*</sup> | 707 | 4391 |
| Coeur Mining, Inc.<sup>\*</sup> | 1263 | 4244 |
| Trinseo plc | 159 | 3611 |
| Schnitzer Steel Industries, Inc. — Class A | 114 | 3494 |
| Piedmont Lithium, Inc.<sup>\*</sup> | 79 | 3478 |
| Hawkins, Inc. | 88 | 3397 |
| Clearwater Paper Corp.<sup>\*</sup> | 76 | 2873 |
| American Vanguard Corp. | 132 | 2866 |
| Rayonier Advanced Materials, Inc.<sup>\*</sup> | 279 | 2678 |
| Koppers Holdings, Inc. | 92 | 2594 |
| Ecovyst, Inc.<sup>\*</sup> | 292 | 2587 |
| Haynes International, Inc. | 55 | 2513 |
| Origin Materials, Inc.<sup>\*</sup> | 476 | 2194 |
| Lightwave Logic, Inc.<sup>\*</sup> | 507 | 2185 |
| Century Aluminum Co.<sup>\*</sup> | 235 | 1922 |
| Diversey Holdings Ltd.<sup>\*</sup> | 354 | 1508 |
| Intrepid Potash, Inc.<sup>\*</sup> | 50 | 1444 |
| Amyris, Inc.<sup>\*,1</sup> | 892 | 1365 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 63.6% (continued)** | | |
| **Basic Materials - 2.2% (continued)** | | |
| Codexis, Inc.<sup>\*</sup> | 277 | $1291 |
| 5E Advanced Materials, Inc.<sup>\*</sup> | 147 | 1158 |
| United States Lime & Minerals, Inc. | 8 | 1126 |
| Ur-Energy, Inc.<sup>\*</sup> | 949 | 1091 |
| Kronos Worldwide, Inc. | 100 | 940 |
| Ivanhoe Electric Incorporated / US<sup>\*</sup> | 65 | 790 |
| Danimer Scientific, Inc.<sup>\*</sup> | 410 | 734 |
| Dakota Gold Corp.<sup>\*</sup> | 230 | 702 |
| Glatfelter Corp.<sup>\*</sup> | 199 | 553 |
| Unifi, Inc.<sup>\*</sup> | 63 | 542 |
| Hycroft Mining Holding Corp.<sup>\*</sup> | 684 | 364 |
| PolyMet Mining Corp.<sup>\*</sup> | 132 | 350 |
| Valhi, Inc. | 11 | 242 |
| Terawulf, Inc.<sup>\*</sup> | 98 | 65 |
| **Total Basic Materials** |  | 359405 |
| **Utilities - 2.2%** |  |  |
| New Jersey Resources Corp. | 436 | 21634 |
| Black Hills Corp. | 293 | 20610 |
| Portland General Electric Co. | 403 | 19747 |
| South Jersey Industries, Inc. | 553 | 19648 |
| Ormat Technologies, Inc. | 221 | 19112 |
| PNM Resources, Inc. | 387 | 18882 |
| Southwest Gas Holdings, Inc. | 300 | 18564 |
| ONE Gas, Inc. | 242 | 18324 |
| Brookfield Infrastructure Corp. — Class A | 444 | 17272 |
| ALLETE, Inc. | 260 | 16773 |
| Spire, Inc. | 231 | 15907 |
| NorthWestern Corp. | 261 | 15488 |
| American States Water Co. | 167 | 15456 |
| California Water Service Group | 243 | 14735 |
| Avista Corp. | 328 | 14543 |
| Clearway Energy, Inc. — Class C | 371 | 11824 |
| MGE Energy, Inc. | 165 | 11616 |
| Otter Tail Corp. | 186 | 10920 |
| SJW Group | 122 | 9905 |
| Chesapeake Utilities Corp. | 79 | 9336 |
| Ameresco, Inc. — Class A<sup>\*</sup> | 144 | 8228 |
| Northwest Natural Holding Co. | 155 | 7377 |
| Middlesex Water Co. | 79 | 6215 |
| Clearway Energy, Inc. — Class A | 158 | 4727 |
| Unitil Corp. | 72 | 3698 |
| York Water Co. | 64 | 2879 |
| Artesian Resources Corp. — Class A | 37 | 2167 |
| Altus Power, Inc.<sup>\*,1</sup> | 190 | 1239 |
| Global Water Resources, Inc. | 60 | 797 |
| FTC Solar, Inc.<sup>\*</sup> | 189 | 506 |
| Via Renewables, Inc. | 55 | 281 |
| **Total Utilities** |  | 358410 |
| **Government - 0.0%** |  |  |
| Banco Latinoamericano de Comercio Exterior S.A. — Class E | 125 | 2025 |
| **Diversified - 0.0%** |  |  |
| Professional Holding Corp. — Class A<sup>\*</sup> | 59 | 1637 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,616,738) |  | 10287977 |
| **RIGHTS<sup>†††</sup> - 0.0%** |  |  |
| **Consumer, Non-cyclical - 0.0%** |  |  |
| Oncternal Therapeutics, Inc.<sup>\*</sup> | 2 |  |
| Tobira Therapeutics, Inc.<sup>\*</sup> | 80 |  |
| UCB<sup>\*</sup> | 512 | – |
| **Total Consumer, Non-cyclical** |  | – |
| **Total Rights** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4) |  | – |
| **EXCHANGE-TRADED FUNDS<sup>†</sup> - 2.5%** |  |  |
| iShares Russell 2000 Index ETF | 1164 | 202955 |
| Vanguard Russell 2000 ETF<sup>1</sup> | 2883 | 202877 |
| **Total Exchange-Traded Funds** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $509,845) |  | 405832 |

---

---

| | | |
|:---|:---|:---|
| | **Face <br> Amount** | |
| **FEDERAL AGENCY DISCOUNT NOTES<sup>††</sup> - 24.7%** | | |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp;3.84% due 01/13/23<sup>2</sup> | $2000000 | 1997812 |
| &nbsp;&nbsp;&nbsp;4.00% due 01/11/23<sup>2</sup> | 1000000 | 999129 |
| &nbsp;&nbsp;&nbsp;4.05% due 01/27/23<sup>2</sup> | 1000000 | 997252 |
| **Total Federal Agency Discount Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,993,304) |  | 3994193 |
| **U.S. TREASURY BILLS<sup>††</sup> - 21.0%** |  |  |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>2,3</sup> | 1700000 | 1698524 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>2,3</sup> | 1300000 | 1298871 |
| &nbsp;&nbsp;&nbsp;3.79% due 01/17/23<sup>2,4</sup> | 393000 | 392438 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,388,869) |  | 3389833 |
| **FEDERAL AGENCY NOTES<sup>††</sup> - 6.2%** |  |  |
| Federal Home Loan Bank |  |  |
| &nbsp;&nbsp;&nbsp;4.36% (SOFR + 0.06%, Rate Floor: 0.00%) due 03/14/23<sup>◊</sup> | 1000000 | 1000077 |
| **Total Federal Agency Notes** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,000,000) |  | 1000077 |
| **REPURCHASE AGREEMENTS<sup>††,5</sup> - 36.0%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>3</sup> | 3294260 | 3294260 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>3</sup> | 1267023 | 1267023 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>3</sup> | 1263099 | 1263099 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,824,382) |  | 5824382 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | |
| **SECURITIES LENDING COLLATERAL<sup>†,6</sup> - 1.4%** | | |
| **Money Market Fund** | | |
| &nbsp;&nbsp;&nbsp;First American Government Obligations Fund - Class X, 4.10%<sup>7</sup> | 232940 | 232940 |
| **Total Securities Lending Collateral** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $232,940) |  | 232940 |
| **Total Investments - 155.4%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $25,566,082) |  | $25135234 |
| **Other Assets & Liabilities, net - (55.4)%** |  | (8956995) |
| **Total Net Assets - 100.0%** |  | $16178239 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized<br> Depreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Purchased<sup>†</sup>** |  |  |  |  |
| Russell 2000 Index Mini Futures Contracts | 69 | Mar 2023 | $6110985 | $(42557) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Appreciation (Depreciation)** |
| **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** |  |  | | | |
| BNP Paribas | Russell 2000 Index | Pay | 4.53% (Federal Funds Rate + 0.20%) | At Maturity | 01/26/23 | 4222 | $7435485 | $26361 |
| Goldman Sachs International | Russell 2000 Index | Pay | 4.43% (Federal Funds Rate + 0.10%) | At Maturity | 01/26/23 | 1343 | 2365923 | 15807 |
| Barclays Bank plc | Russell 2000 Index | Pay | 4.30% (SOFR) | At Maturity | 01/25/23 | 3254 | 5730515 | (156256) |
|  |  |  |  |  |  |  | $15531923 | $(114088) |

---

*<sup>\*</sup>* *Non-income producing security.*

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>†††</sup>* *Value determined based on Level 3 inputs — See Note 3.*

---

| | |
|:---|:---|
| *<sup>◊</sup>* | *Variable rate security. Rate indicated is the rate effective at December 31, 2022. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.* |

---

*<sup>1</sup>* *All or a portion of this security is on loan at December 31, 2022 — See Note 5.*

*<sup>2</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>3</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>4</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>5</sup>* *Repurchase Agreements — See Note 4.*

*<sup>6</sup>* *Securities lending collateral — See Note 5.*

*<sup>7</sup>* *Rate indicated is the 7-day yield as of December 31, 2022.*

*plc — Public Limited Company*

*REIT — Real Estate Investment Trust*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Common Stocks | $10287977 | $— | $— | $10287977 |
| Rights |  |  | — \* |  |
| Exchange-Traded Funds | 405832 |  |  | 405832 |
| Federal Agency Discount Notes |  | 3994193 |  | 3994193 |
| U.S. Treasury Bills |  | 3389833 |  | 3389833 |
| Federal Agency Notes |  | 1000077 |  | 1000077 |
| Repurchase Agreements |  | 5824382 |  | 5824382 |
| Securities Lending Collateral | 232940 |  |  | 232940 |
| Equity Index Swap Agreements\*\* |  | 42168 |  | 42168 |
| Total Assets | $10926749 | $14250653 | $— | $25177402 |

---

---

| | |
|:---|:---|
| **Russell 2000® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Liabilities)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Equity Futures Contracts\*\* | $42557 | $— | $— | $42557 |
| Equity Index Swap Agreements\*\* |  | 156256 |  | 156256 |
| Total Liabilities | $42557 | $156256 | $— | $198813 |

---

\* Security has a market value of $0.

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 84.7%** | **COMMON STOCKS<sup>†</sup> - 84.7%** | **COMMON STOCKS<sup>†</sup> - 84.7%** |
| **Consumer, Non-cyclical - 19.9%** | **Consumer, Non-cyclical - 19.9%** | **Consumer, Non-cyclical - 19.9%** |
| UnitedHealth Group, Inc. | 3036 | $1609626 |
| Johnson & Johnson | 8497 | 1500995 |
| Procter & Gamble Co. | 7702 | 1167315 |
| Eli Lilly & Co. | 2563 | 937648 |
| Pfizer, Inc. | 18242 | 934720 |
| AbbVie, Inc. | 5747 | 928773 |
| Merck & Company, Inc. | 8239 | 914117 |
| PepsiCo, Inc. | 4478 | 808996 |
| Coca-Cola Co. | 12648 | 804539 |
| Thermo Fisher Scientific, Inc. | 1274 | 701579 |
| Abbott Laboratories | 5666 | 622070 |
| Danaher Corp. | 2129 | 565079 |
| Philip Morris International, Inc. | 5038 | 509896 |
| Bristol-Myers Squibb Co. | 6910 | 497175 |
| Amgen, Inc. | 1734 | 455418 |
| Elevance Health, Inc. | 776 | 398065 |
| CVS Health Corp. | 4271 | 398015 |
| S&P Global, Inc. | 1082 | 362405 |
| Gilead Sciences, Inc. | 4076 | 349925 |
| Medtronic plc | 4319 | 335673 |
| Cigna Corp. | 994 | 329352 |
| Automatic Data Processing, Inc. | 1348 | 321983 |
| Intuitive Surgical, Inc.<sup>\*</sup> | 1149 | 304887 |
| Mondelez International, Inc. — Class A | 4438 | 295793 |
| Stryker Corp. | 1094 | 267472 |
| Altria Group, Inc. | 5824 | 266215 |
| PayPal Holdings, Inc.<sup>\*</sup> | 3705 | 263870 |
| Regeneron Pharmaceuticals, Inc.<sup>\*</sup> | 348 | 251078 |
| Vertex Pharmaceuticals, Inc.<sup>\*</sup> | 835 | 241131 |
| Becton Dickinson and Co. | 927 | 235736 |
| Zoetis, Inc. | 1515 | 222023 |
| Boston Scientific Corp.<sup>\*</sup> | 4655 | 215387 |
| Colgate-Palmolive Co. | 2715 | 213915 |
| Humana, Inc. | 411 | 210510 |
| Moderna, Inc.<sup>\*</sup> | 1074 | 192912 |
| Estee Lauder Companies, Inc. — Class A | 752 | 186579 |
| McKesson Corp. | 461 | 172930 |
| Archer-Daniels-Midland Co. | 1785 | 165737 |
| HCA Healthcare, Inc. | 689 | 165332 |
| General Mills, Inc. | 1929 | 161747 |
| Centene Corp.<sup>\*</sup> | 1840 | 150898 |
| Edwards Lifesciences Corp.<sup>\*</sup> | 2009 | 149892 |
| Kimberly-Clark Corp. | 1097 | 148918 |
| Moody's Corp. | 512 | 142653 |
| Dexcom, Inc.<sup>\*</sup> | 1256 | 142229 |
| Corteva, Inc. | 2323 | 136546 |
| Biogen, Inc.<sup>\*</sup> | 468 | 129599 |
| Cintas Corp. | 280 | 126454 |
| Sysco Corp. | 1647 | 125913 |
| Monster Beverage Corp.<sup>\*</sup> | 1238 | 125694 |
| IQVIA Holdings, Inc.<sup>\*</sup> | 604 | 123754 |
| Constellation Brands, Inc. — Class A | 527 | 122132 |
| Hershey Co. | 478 | 110690 |
| IDEXX Laboratories, Inc.<sup>\*</sup> | 269 | 109741 |
| Kraft Heinz Co. | 2588 | 105357 |
| Illumina, Inc.<sup>\*</sup> | 511 | 103324 |
| CoStar Group, Inc.<sup>\*</sup> | 1322 | 102164 |
| ResMed, Inc. | 476 | 99070 |
| Keurig Dr Pepper, Inc. | 2761 | 98457 |
| Kroger Co. | 2117 | 94376 |
| Verisk Analytics, Inc. — Class A | 508 | 89621 |
| Global Payments, Inc. | 879 | 87302 |
| AmerisourceBergen Corp. — Class A | 526 | 87164 |
| Zimmer Biomet Holdings, Inc. | 682 | 86955 |
| Gartner, Inc.<sup>\*</sup> | 257 | 86388 |
| Baxter International, Inc. | 1638 | 83489 |
| United Rentals, Inc.<sup>\*</sup> | 225 | 79970 |
| Equifax, Inc. | 398 | 77355 |
| Laboratory Corporation of America Holdings | 288 | 67818 |
| McCormick & Company, Inc. | 814 | 67472 |
| Quanta Services, Inc. | 465 | 66263 |
| Waters Corp.<sup>\*</sup> | 193 | 66118 |
| Cardinal Health, Inc. | 852 | 65493 |
| Church & Dwight Company, Inc. | 793 | 63924 |
| Molina Healthcare, Inc.<sup>\*</sup> | 190 | 62742 |
| Hologic, Inc.<sup>\*</sup> | 812 | 60746 |
| Conagra Brands, Inc. | 1557 | 60256 |
| STERIS plc | 325 | 60024 |
| Kellogg Co. | 832 | 59272 |
| Tyson Foods, Inc. — Class A | 941 | 58577 |
| Quest Diagnostics, Inc. | 370 | 57883 |
| PerkinElmer, Inc. | 410 | 57490 |
| West Pharmaceutical Services, Inc. | 241 | 56719 |
| Clorox Co. | 401 | 56272 |
| J M Smucker Co. | 346 | 54827 |
| Cooper Companies, Inc. | 160 | 52907 |
| Align Technology, Inc.<sup>\*</sup> | 236 | 49773 |
| Incyte Corp.<sup>\*</sup> | 600 | 48192 |
| Avery Dennison Corp. | 263 | 47603 |
| FleetCor Technologies, Inc.<sup>\*</sup> | 240 | 44083 |
| Viatris, Inc. | 3941 | 43863 |
| Hormel Foods Corp. | 941 | 42863 |
| Bio-Techne Corp. | 510 | 42269 |
| Lamb Weston Holdings, Inc. | 467 | 41731 |
| Brown-Forman Corp. — Class B | 594 | 39014 |
| Teleflex, Inc. | 153 | 38193 |
| Campbell Soup Co. | 653 | 37058 |
| Charles River Laboratories International, Inc.<sup>\*</sup> | 165 | 35954 |
| Henry Schein, Inc.<sup>\*</sup> | 440 | 35143 |
| MarketAxess Holdings, Inc. | 123 | 34304 |
| Molson Coors Beverage Co. — Class B | 611 | 31479 |
| Universal Health Services, Inc. — Class B | 209 | 29446 |
| Bio-Rad Laboratories, Inc. — Class A<sup>\*</sup> | 70 | 29434 |
| Rollins, Inc. | 752 | 27478 |
| Catalent, Inc.<sup>\*</sup> | 585 | 26331 |
| Robert Half International, Inc. | 353 | 26062 |
| Organon & Co. | 827 | 23098 |
| Dentsply Sirona, Inc. | 698 | 22224 |
| DaVita, Inc.<sup>\*</sup> | 179 | 13366 |
| **Total Consumer, Non-cyclical** |  | 24516487 |

---

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** |
| **Technology - 18.4%** | **Technology - 18.4%** | **Technology - 18.4%** |
| Apple, Inc. | 48596 | $6314078 |
| Microsoft Corp. | 24226 | 5809879 |
| NVIDIA Corp. | 8092 | 1182565 |
| Broadcom, Inc. | 1316 | 735815 |
| Accenture plc — Class A | 2048 | 546488 |
| Adobe, Inc.<sup>\*</sup> | 1512 | 508833 |
| Texas Instruments, Inc. | 2950 | 487399 |
| Salesforce, Inc.<sup>\*</sup> | 3250 | 430918 |
| International Business Machines Corp. | 2938 | 413935 |
| Oracle Corp. | 4995 | 408291 |
| QUALCOMM, Inc. | 3643 | 400511 |
| Intuit, Inc. | 916 | 356526 |
| Intel Corp. | 13412 | 354479 |
| Advanced Micro Devices, Inc.<sup>\*</sup> | 5240 | 339395 |
| Analog Devices, Inc. | 1671 | 274094 |
| Applied Materials, Inc. | 2796 | 272275 |
| ServiceNow, Inc.<sup>\*</sup> | 656 | 254705 |
| Fiserv, Inc.<sup>\*</sup> | 2064 | 208609 |
| Lam Research Corp. | 443 | 186193 |
| Activision Blizzard, Inc. | 2314 | 177137 |
| Micron Technology, Inc. | 3534 | 176629 |
| KLA Corp. | 461 | 173811 |
| Synopsys, Inc.<sup>\*</sup> | 497 | 158687 |
| Roper Technologies, Inc. | 345 | 149071 |
| Cadence Design Systems, Inc.<sup>\*</sup> | 891 | 143130 |
| NXP Semiconductor N.V. | 843 | 133219 |
| Autodesk, Inc.<sup>\*</sup> | 701 | 130996 |
| Fidelity National Information Services, Inc. | 1928 | 130815 |
| Microchip Technology, Inc. | 1788 | 125607 |
| MSCI, Inc. — Class A | 260 | 120944 |
| Paychex, Inc. | 1043 | 120529 |
| Electronic Arts, Inc. | 852 | 104097 |
| Fortinet, Inc.<sup>\*</sup> | 2108 | 103060 |
| Cognizant Technology Solutions Corp. — Class A | 1670 | 95507 |
| ON Semiconductor Corp.<sup>\*</sup> | 1405 | 87630 |
| HP, Inc. | 2877 | 77305 |
| ANSYS, Inc.<sup>\*</sup> | 283 | 68370 |
| Hewlett Packard Enterprise Co. | 4181 | 66729 |
| EPAM Systems, Inc.<sup>\*</sup> | 187 | 61288 |
| Take-Two Interactive Software, Inc.<sup>\*</sup> | 513 | 53419 |
| Monolithic Power Systems, Inc. | 145 | 51273 |
| Broadridge Financial Solutions, Inc. | 382 | 51238 |
| Paycom Software, Inc.<sup>\*</sup> | 158 | 49029 |
| Skyworks Solutions, Inc. | 521 | 47479 |
| Leidos Holdings, Inc. | 444 | 46704 |
| Teradyne, Inc. | 507 | 44286 |
| Tyler Technologies, Inc.<sup>\*</sup> | 135 | 43525 |
| Zebra Technologies Corp. — Class A<sup>\*</sup> | 169 | 43333 |
| Akamai Technologies, Inc.<sup>\*</sup> | 511 | 43077 |
| NetApp, Inc. | 706 | 42402 |
| Jack Henry & Associates, Inc. | 237 | 41608 |
| PTC, Inc.<sup>\*</sup> | 344 | 41294 |
| Seagate Technology Holdings plc | 624 | 32829 |
| Western Digital Corp.<sup>\*</sup> | 1032 | 32560 |
| Ceridian HCM Holding, Inc.<sup>\*</sup> | 500 | 32075 |
| Qorvo, Inc.<sup>\*</sup> | 329 | 29821 |
| DXC Technology Co.<sup>\*</sup> | 748 | 19822 |
| **Total Technology** |  | 22635323 |
| **Financial - 13.3%** |  |  |
| Berkshire Hathaway, Inc. — Class B<sup>\*</sup> | 5856 | 1808918 |
| JPMorgan Chase & Co. | 9533 | 1278375 |
| Visa, Inc. — Class A | 5314 | 1104037 |
| Mastercard, Inc. — Class A | 2759 | 959387 |
| Bank of America Corp. | 22682 | 751228 |
| Wells Fargo & Co. | 12383 | 511294 |
| Charles Schwab Corp. | 4957 | 412720 |
| Goldman Sachs Group, Inc. | 1101 | 378061 |
| Morgan Stanley | 4285 | 364311 |
| BlackRock, Inc. — Class A | 488 | 345811 |
| Prologis, Inc. REIT | 3000 | 338190 |
| American Tower Corp. — Class A REIT | 1513 | 320544 |
| Chubb Ltd. | 1350 | 297810 |
| American Express Co. | 1943 | 287078 |
| Citigroup, Inc. | 6295 | 284723 |
| Marsh & McLennan Companies, Inc. | 1612 | 266754 |
| Progressive Corp. | 1902 | 246709 |
| PNC Financial Services Group, Inc. | 1312 | 207217 |
| Aon plc — Class A | 672 | 201694 |
| Equinix, Inc. REIT | 301 | 197164 |
| CME Group, Inc. — Class A | 1169 | 196579 |
| U.S. Bancorp | 4394 | 191622 |
| Crown Castle, Inc. REIT | 1407 | 190845 |
| Intercontinental Exchange, Inc. | 1815 | 186201 |
| Truist Financial Corp. | 4312 | 185545 |
| MetLife, Inc. | 2142 | 155017 |
| American International Group, Inc. | 2414 | 152661 |
| Public Storage REIT | 514 | 144018 |
| Travelers Companies, Inc. | 762 | 142867 |
| Aflac, Inc. | 1839 | 132298 |
| Realty Income Corp. REIT | 2039 | 129334 |
| Arthur J Gallagher & Co. | 685 | 129150 |
| Simon Property Group, Inc. REIT | 1062 | 124764 |
| Prudential Financial, Inc. | 1196 | 118954 |
| Allstate Corp. | 863 | 117023 |
| Capital One Financial Corp. | 1240 | 115270 |
| Bank of New York Mellon Corp. | 2390 | 108793 |
| Ameriprise Financial, Inc. | 346 | 107734 |
| VICI Properties, Inc. REIT | 3130 | 101412 |
| Welltower, Inc. REIT | 1536 | 100685 |
| SBA Communications Corp. REIT | 351 | 98389 |
| Digital Realty Trust, Inc. REIT | 935 | 93752 |
| State Street Corp. | 1192 | 92463 |
| Discover Financial Services | 888 | 86873 |
| Willis Towers Watson plc | 352 | 86092 |
| M&T Bank Corp. | 561 | 81379 |
| T. Rowe Price Group, Inc. | 726 | 79178 |
| CBRE Group, Inc. — Class A<sup>\*</sup> | 1027 | 79038 |
| Hartford Financial Services Group, Inc. | 1034 | 78408 |

---

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** |
| **Financial - 13.3% (continued)** | **Financial - 13.3% (continued)** | **Financial - 13.3% (continued)** |
| Arch Capital Group Ltd.<sup>\*</sup> | 1202 | $75462 |
| Weyerhaeuser Co. REIT | 2391 | 74121 |
| AvalonBay Communities, Inc. REIT | 456 | 73653 |
| Fifth Third Bancorp | 2231 | 73199 |
| First Republic Bank | 594 | 72403 |
| Alexandria Real Estate Equities, Inc. REIT | 486 | 70796 |
| Nasdaq, Inc. | 1102 | 67608 |
| Raymond James Financial, Inc. | 630 | 67316 |
| Huntington Bancshares, Inc. | 4688 | 66101 |
| Regions Financial Corp. | 3037 | 65478 |
| Equity Residential REIT | 1106 | 65254 |
| Extra Space Storage, Inc. REIT | 435 | 64023 |
| Citizens Financial Group, Inc. | 1601 | 63031 |
| Principal Financial Group, Inc. | 739 | 62017 |
| Northern Trust Corp. | 677 | 59908 |
| Mid-America Apartment Communities, Inc. REIT | 375 | 58871 |
| Ventas, Inc. REIT | 1300 | 58565 |
| Invitation Homes, Inc. REIT | 1888 | 55960 |
| KeyCorp | 3033 | 52835 |
| Cincinnati Financial Corp. | 511 | 52321 |
| W R Berkley Corp. | 664 | 48187 |
| Synchrony Financial | 1464 | 48107 |
| Iron Mountain, Inc. REIT | 945 | 47108 |
| Essex Property Trust, Inc. REIT | 211 | 44715 |
| SVB Financial Group<sup>\*</sup> | 192 | 44187 |
| Healthpeak Properties, Inc. REIT | 1747 | 43797 |
| Brown & Brown, Inc. | 764 | 43525 |
| Cboe Global Markets, Inc. | 345 | 43287 |
| Kimco Realty Corp. REIT | 2010 | 42572 |
| Everest Re Group Ltd. | 127 | 42071 |
| Camden Property Trust REIT | 346 | 38711 |
| UDR, Inc. REIT | 994 | 38498 |
| Loews Corp. | 640 | 37331 |
| Host Hotels & Resorts, Inc. REIT | 2324 | 37300 |
| Globe Life, Inc. | 294 | 35442 |
| Boston Properties, Inc. REIT | 464 | 31357 |
| Regency Centers Corp. REIT | 500 | 31250 |
| Comerica, Inc. | 426 | 28478 |
| Invesco Ltd. | 1479 | 26607 |
| Franklin Resources, Inc. | 924 | 24375 |
| Federal Realty Investment Trust REIT | 238 | 24048 |
| Zions Bancorp North America | 486 | 23892 |
| Signature Bank | 204 | 23505 |
| Assurant, Inc. | 172 | 21510 |
| Lincoln National Corp. | 500 | 15360 |
| Vornado Realty Trust REIT | 524 | 10904 |
| **Total Financial** |  | 16363415 |
| **Communications - 9.2%** |  |  |
| Amazon.com, Inc.<sup>\*</sup> | 28843 | 2422812 |
| Alphabet, Inc. — Class A<sup>\*</sup> | 19411 | 1712633 |
| Alphabet, Inc. — Class C<sup>\*</sup> | 17207 | 1526777 |
| Meta Platforms, Inc. — Class A<sup>\*</sup> | 7308 | 879445 |
| Cisco Systems, Inc. | 13344 | 635708 |
| Verizon Communications, Inc. | 13649 | 537771 |
| Walt Disney Co.<sup>\*</sup> | 5925 | 514764 |
| Comcast Corp. — Class A | 14020 | 490279 |
| Netflix, Inc.<sup>\*</sup> | 1446 | 426397 |
| AT&T, Inc. | 23161 | 426394 |
| T-Mobile US, Inc.<sup>\*</sup> | 1941 | 271740 |
| Booking Holdings, Inc.<sup>\*</sup> | 126 | 253925 |
| Motorola Solutions, Inc. | 544 | 140194 |
| Charter Communications, Inc. — Class A<sup>\*</sup> | 350 | 118685 |
| Arista Networks, Inc.<sup>\*</sup> | 804 | 97565 |
| Corning, Inc. | 2474 | 79020 |
| CDW Corp. | 440 | 78575 |
| eBay, Inc. | 1763 | 73112 |
| Warner Bros Discovery, Inc.<sup>\*</sup> | 7182 | 68085 |
| VeriSign, Inc.<sup>\*</sup> | 300 | 61632 |
| Omnicom Group, Inc. | 663 | 54081 |
| FactSet Research Systems, Inc. | 124 | 49750 |
| Etsy, Inc.<sup>\*</sup> | 408 | 48870 |
| Expedia Group, Inc.<sup>\*</sup> | 489 | 42836 |
| Interpublic Group of Companies, Inc. | 1263 | 42071 |
| Gen Digital, Inc. | 1884 | 40374 |
| Match Group, Inc.<sup>\*</sup> | 908 | 37673 |
| Juniper Networks, Inc. | 1055 | 33718 |
| Fox Corp. — Class A | 984 | 29884 |
| F5, Inc.<sup>\*</sup> | 195 | 27984 |
| Paramount Global — Class B | 1641 | 27700 |
| News Corp. — Class A | 1243 | 22623 |
| Lumen Technologies, Inc.<sup>\*</sup> | 3093 | 16145 |
| Fox Corp. — Class B | 453 | 12888 |
| DISH Network Corp. — Class A<sup>\*</sup> | 817 | 11471 |
| News Corp. — Class B | 384 | 7081 |
| **Total Communications** |  | 11320662 |
| **Consumer, Cyclical - 7.6%** |  |  |
| Tesla, Inc.<sup>\*</sup> | 8723 | 1074499 |
| Home Depot, Inc. | 3328 | 1051182 |
| Costco Wholesale Corp. | 1439 | 656903 |
| Walmart, Inc. | 4587 | 650391 |
| McDonald's Corp. | 2380 | 627201 |
| NIKE, Inc. — Class B | 4094 | 479039 |
| Lowe's Companies, Inc. | 2018 | 402066 |
| Starbucks Corp. | 3730 | 370016 |
| TJX Companies, Inc. | 3774 | 300410 |
| Target Corp. | 1496 | 222964 |
| Dollar General Corp. | 733 | 180501 |
| O'Reilly Automotive, Inc.<sup>\*</sup> | 203 | 171338 |
| General Motors Co. | 4617 | 155316 |
| AutoZone, Inc.<sup>\*</sup> | 62 | 152903 |
| Ford Motor Co. | 12836 | 149283 |
| Ross Stores, Inc. | 1128 | 130927 |
| Marriott International, Inc. — Class A | 875 | 130279 |
| Chipotle Mexican Grill, Inc. — Class A<sup>\*</sup> | 90 | 124874 |
| Yum! Brands, Inc. | 915 | 117193 |
| PACCAR, Inc. | 1130 | 111836 |
| Hilton Worldwide Holdings, Inc. | 879 | 111070 |
| Cummins, Inc. | 458 | 110969 |
| Dollar Tree, Inc.<sup>\*</sup> | 684 | 96745 |
| DR Horton, Inc. | 1018 | 90744 |
| Fastenal Co. | 1862 | 88110 |
| Walgreens Boots Alliance, Inc. | 2333 | 87161 |
| Copart, Inc.<sup>\*</sup> | 1393 | 84820 |
| Aptiv plc<sup>\*</sup> | 881 | 82048 |

---

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | | |
| **Consumer, Cyclical - 7.6% (continued)** |  |  |
| WW Grainger, Inc. | 146 | $81212 |
| Tractor Supply Co. | 359 | 80764 |
| Genuine Parts Co. | 458 | 79468 |
| Ulta Beauty, Inc.<sup>\*</sup> | 167 | 78335 |
| Lennar Corp. — Class A | 828 | 74934 |
| Delta Air Lines, Inc.<sup>\*</sup> | 2084 | 68480 |
| Southwest Airlines Co. | 1929 | 64950 |
| Darden Restaurants, Inc. | 399 | 55194 |
| Best Buy Company, Inc. | 651 | 52217 |
| Las Vegas Sands Corp.<sup>\*</sup> | 1069 | 51387 |
| NVR, Inc.<sup>\*</sup> | 10 | 46126 |
| LKQ Corp. | 826 | 44117 |
| United Airlines Holdings, Inc.<sup>\*</sup> | 1062 | 40038 |
| Domino's Pizza, Inc. | 115 | 39836 |
| Pool Corp. | 127 | 38396 |
| Royal Caribbean Cruises Ltd.<sup>\*</sup> | 713 | 35244 |
| MGM Resorts International | 1036 | 34737 |
| PulteGroup, Inc. | 740 | 33692 |
| Live Nation Entertainment, Inc.<sup>\*</sup> | 465 | 32429 |
| Bath & Body Works, Inc. | 742 | 31268 |
| CarMax, Inc.<sup>\*</sup> | 513 | 31237 |
| BorgWarner, Inc. | 762 | 30670 |
| Tapestry, Inc. | 783 | 29816 |
| VF Corp. | 1074 | 29653 |
| Caesars Entertainment, Inc.<sup>\*</sup> | 697 | 28995 |
| Advance Auto Parts, Inc. | 195 | 28671 |
| Wynn Resorts Ltd.<sup>\*</sup> | 335 | 27628 |
| American Airlines Group, Inc.<sup>\*</sup> | 2113 | 26877 |
| Carnival Corp.<sup>\*</sup> | 3255 | 26235 |
| Hasbro, Inc. | 422 | 25746 |
| Whirlpool Corp. | 177 | 25038 |
| Alaska Air Group, Inc.<sup>\*</sup> | 412 | 17691 |
| Norwegian Cruise Line Holdings Ltd.<sup>\*</sup> | 1370 | 16769 |
| Newell Brands, Inc. | 1224 | 16010 |
| Ralph Lauren Corp. — Class A | 134 | 14160 |
| **Total Consumer, Cyclical** |  | 9448808 |
| **Industrial - 7.1%** |  |  |
| Raytheon Technologies Corp. | 4778 | 482196 |
| Honeywell International, Inc. | 2185 | 468246 |
| Union Pacific Corp. | 1999 | 413933 |
| United Parcel Service, Inc. — Class B | 2372 | 412348 |
| Caterpillar, Inc. | 1691 | 405096 |
| Deere & Co. | 893 | 382883 |
| Lockheed Martin Corp. | 758 | 368759 |
| Boeing Co.<sup>\*</sup> | 1821 | 346882 |
| General Electric Co. | 3552 | 297622 |
| Northrop Grumman Corp. | 470 | 256437 |
| 3M Co. | 1796 | 215376 |
| CSX Corp. | 6833 | 211686 |
| Eaton Corporation plc | 1293 | 202936 |
| Illinois Tool Works, Inc. | 908 | 200033 |
| Waste Management, Inc. | 1215 | 190609 |
| Norfolk Southern Corp. | 752 | 185308 |
| Emerson Electric Co. | 1921 | 184531 |
| General Dynamics Corp. | 732 | 181617 |
| Amphenol Corp. — Class A | 1934 | 147255 |
| Agilent Technologies, Inc. | 963 | 144113 |
| Johnson Controls International plc | 2238 | 143232 |
| FedEx Corp. | 778 | 134750 |
| L3Harris Technologies, Inc. | 619 | 128882 |
| Trane Technologies plc | 748 | 125731 |
| Parker-Hannifin Corp. | 417 | 121347 |
| TE Connectivity Ltd. | 1034 | 118703 |
| Carrier Global Corp. | 2718 | 112117 |
| TransDigm Group, Inc. | 169 | 106411 |
| Otis Worldwide Corp. | 1354 | 106032 |
| AMETEK, Inc. | 747 | 104371 |
| Mettler-Toledo International, Inc.<sup>\*</sup> | 72 | 104072 |
| Keysight Technologies, Inc.<sup>\*</sup> | 581 | 99392 |
| Rockwell Automation, Inc. | 373 | 96073 |
| Republic Services, Inc. — Class A | 668 | 86166 |
| Old Dominion Freight Line, Inc. | 294 | 83431 |
| Vulcan Materials Co. | 432 | 75648 |
| Fortive Corp. | 1150 | 73887 |
| Ingersoll Rand, Inc. | 1316 | 68761 |
| Martin Marietta Materials, Inc. | 202 | 68270 |
| Xylem, Inc. | 586 | 64794 |
| Dover Corp. | 456 | 61747 |
| Teledyne Technologies, Inc.<sup>\*</sup> | 153 | 61186 |
| Westinghouse Air Brake Technologies Corp. | 591 | 58988 |
| Amcor plc | 4839 | 57632 |
| IDEX Corp. | 245 | 55941 |
| Expeditors International of Washington, Inc. | 518 | 53831 |
| Ball Corp. | 1020 | 52163 |
| Jacobs Solutions, Inc. | 415 | 49829 |
| Textron, Inc. | 678 | 48003 |
| Howmet Aerospace, Inc. | 1196 | 47134 |
| J.B. Hunt Transport Services, Inc. | 269 | 46903 |
| Garmin Ltd. | 498 | 45960 |
| Nordson Corp. | 175 | 41601 |
| Trimble, Inc.<sup>\*</sup> | 801 | 40499 |
| Snap-on, Inc. | 173 | 39529 |
| Packaging Corporation of America | 301 | 38501 |
| Stanley Black & Decker, Inc. | 481 | 36132 |
| CH Robinson Worldwide, Inc. | 383 | 35067 |
| Masco Corp. | 733 | 34209 |
| Allegion plc | 285 | 29999 |
| Huntington Ingalls Industries, Inc. | 130 | 29988 |
| Westrock Co. | 826 | 29042 |
| Pentair plc | 535 | 24064 |
| A O Smith Corp. | 412 | 23583 |
| Sealed Air Corp. | 470 | 23444 |
| Generac Holdings, Inc.<sup>\*</sup> | 206 | 20736 |
| Mohawk Industries, Inc.<sup>\*</sup> | 171 | 17480 |
| **Total Industrial** |  | 8823127 |
| **Energy - 4.6%** |  |  |
| Exxon Mobil Corp. | 13384 | 1476255 |
| Chevron Corp. | 5781 | 1037632 |
| ConocoPhillips | 4049 | 477782 |
| EOG Resources, Inc. | 1909 | 247254 |
| Schlumberger Ltd. | 4609 | 246397 |
| Marathon Petroleum Corp. | 1523 | 177262 |

---

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | |
|:---|:---|:---|
| | **Shares** | **Value** |
| **COMMON STOCKS<sup>†</sup> - 84.7% (continued)** | | |
| **Energy - 4.6% (continued)** | | |
| Pioneer Natural Resources Co. | 772 | $176317 |
| Phillips 66 | 1537 | 159971 |
| Valero Energy Corp. | 1253 | 158956 |
| Occidental Petroleum Corp. | 2363 | 148845 |
| Devon Energy Corp. | 2125 | 130709 |
| Williams Companies, Inc. | 3958 | 130218 |
| Hess Corp. | 902 | 127922 |
| Enphase Energy, Inc.<sup>\*</sup> | 442 | 117112 |
| Kinder Morgan, Inc. | 6429 | 116237 |
| Halliburton Co. | 2951 | 116122 |
| Baker Hughes Co. | 3255 | 96120 |
| ONEOK, Inc. | 1453 | 95462 |
| Diamondback Energy, Inc. | 572 | 78238 |
| Coterra Energy, Inc. — Class A | 2562 | 62948 |
| Marathon Oil Corp. | 2065 | 55899 |
| Targa Resources Corp. | 736 | 54096 |
| SolarEdge Technologies, Inc.<sup>\*</sup> | 182 | 51555 |
| APA Corp. | 1045 | 48781 |
| First Solar, Inc.<sup>\*</sup> | 322 | 48233 |
| Equities Corp. | 1193 | 40359 |
| **Total Energy** |  | 5676682 |
| **Utilities - 2.7%** |  |  |
| NextEra Energy, Inc. | 6457 | 539805 |
| Duke Energy Corp. | 2503 | 257784 |
| Southern Co. | 3538 | 252649 |
| Dominion Energy, Inc. | 2708 | 166055 |
| American Electric Power Company, Inc. | 1671 | 158661 |
| Sempra Energy | 1022 | 157940 |
| Exelon Corp. | 3229 | 139590 |
| Xcel Energy, Inc. | 1778 | 124656 |
| Consolidated Edison, Inc. | 1153 | 109892 |
| Public Service Enterprise Group, Inc. | 1621 | 99319 |
| WEC Energy Group, Inc. | 1026 | 96198 |
| Eversource Energy | 1132 | 94907 |
| Constellation Energy Corp. | 1063 | 91641 |
| American Water Works Company, Inc. | 591 | 90080 |
| PG&E Corp.<sup>\*</sup> | 5232 | 85072 |
| Edison International | 1241 | 78952 |
| Ameren Corp. | 840 | 74693 |
| Entergy Corp. | 661 | 74362 |
| FirstEnergy Corp. | 1766 | 74066 |
| DTE Energy Co. | 630 | 74044 |
| PPL Corp. | 2393 | 69923 |
| AES Corp. | 2171 | 62438 |
| CenterPoint Energy, Inc. | 2046 | 61360 |
| CMS Energy Corp. | 944 | 59784 |
| Atmos Energy Corp. | 455 | 50992 |
| Evergy, Inc. | 746 | 46946 |
| Alliant Energy Corp. | 816 | 45051 |
| NiSource, Inc. | 1320 | 36194 |
| Pinnacle West Capital Corp. | 368 | 27983 |
| NRG Energy, Inc. | 749 | 23833 |
| **Total Utilities** |  | 3324870 |
| **Basic Materials - 1.9%** |  |  |
| Linde plc | 1607 | 524171 |
| Air Products and Chemicals, Inc. | 721 | 222255 |
| Sherwin-Williams Co. | 766 | 181795 |
| Freeport-McMoRan, Inc. | 4646 | 176548 |
| Newmont Corp. | 2579 | 121729 |
| Ecolab, Inc. | 805 | 117176 |
| Dow, Inc. | 2288 | 115292 |
| DuPont de Nemours, Inc. | 1615 | 110837 |
| Nucor Corp. | 834 | 109930 |
| PPG Industries, Inc. | 764 | 96065 |
| International Flavors & Fragrances, Inc. | 829 | 86912 |
| Albemarle Corp. | 381 | 82624 |
| LyondellBasell Industries N.V. — Class A | 825 | 68500 |
| CF Industries Holdings, Inc. | 638 | 54358 |
| Steel Dynamics, Inc. | 542 | 52953 |
| FMC Corp. | 409 | 51043 |
| Mosaic Co. | 1107 | 48564 |
| International Paper Co. | 1157 | 40067 |
| Celanese Corp. — Class A | 324 | 33126 |
| Eastman Chemical Co. | 390 | 31762 |
| **Total Basic Materials** |  | 2325707 |
| **Total Common Stocks** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $83,155,241) |  | 104435081 |

---

---

| | | |
|:---|:---|:---|
| | **Face <br> Amount** | |
| **U.S. TREASURY BILLS<sup>††</sup> - 10.9%** | | |
| U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;3.89% due 01/12/23<sup>1,2</sup> | $10600000 | 10590798 |
| &nbsp;&nbsp;&nbsp;3.80% due 01/17/23<sup>2,3</sup> | 1552000 | 1549780 |
| &nbsp;&nbsp;&nbsp;3.61% due 01/12/23<sup>1,2</sup> | 1300000 | 1298871 |
| **Total U.S. Treasury Bills** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,435,302) |  | 13439449 |
| **REPURCHASE AGREEMENTS<sup>††,4</sup> - 9.2%** |  |  |
| &nbsp;&nbsp;&nbsp;J.P. Morgan Securities LLC issued 12/30/22 at 4.26% due 01/03/23<sup>1</sup> | 6388379 | 6388379 |
| &nbsp;&nbsp;&nbsp;BofA Securities, Inc. issued 12/30/22 at 4.25% due 01/03/23<sup>1</sup> | 2457069 | 2457069 |
| &nbsp;&nbsp;&nbsp;Barclays Capital, Inc. issued 12/30/22 at 4.21% due 01/03/23<sup>1</sup> | 2449459 | 2449459 |
| **Total Repurchase Agreements** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,294,907) |  | 11294907 |
| **Total Investments - 104.8%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $107,885,450) |  | $129169437 |
| **Other Assets & Liabilities, net - (4.8)%** |  | (5943206) |
| **Total Net Assets - 100.0%** |  | $123226231 |

---

---

| | |
|:---|:---|
| **S&P 500® 2x Strategy Fund** |  |
| **SCHEDULE OF INVESTMENTS *(Unaudited)*** | December 31, 2022 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | | | |
| **Description** | **Number of Contracts** | <br>**Expiration Date** |<br>**Notional Amount** |<br>**Value and Unrealized Depreciation<sup>\*\*</sup>** |
| **Equity Futures Contracts Purchased<sup>†</sup>** |  |  |  |  |
| S&P 500 Index Mini Futures Contracts | 23 | Mar 2023 | $4440725 | $(3642) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | **Total Return Swap Agreements** | | | | | |
| **Counterparty** | **Index** | **Type** | **Financing Rate** | <br>**Payment Frequency** | <br>**Maturity Date** |<br>**Units** |<br>**Notional Amount** |<br>**Value and Unrealized Depreciation** |
| **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** | **OTC Equity Index Swap Agreements<sup>††</sup>** |  |  | | | |
| Goldman Sachs International | S&P 500 Index | Pay | 4.83% (Federal Funds Rate + 0.50%) | At Maturity | 01/26/23 | 7371 | $28300125 | $(6691) |
| BNP Paribas | S&P 500 Index | Pay | 4.93% (Federal Funds Rate + 0.60%) | At Maturity | 01/26/23 | 5233 | 20092877 | (377326) |
| Barclays Bank plc | S&P 500 Index | Pay | 4.75% (SOFR + 0.45%) | At Maturity | 01/25/23 | 23222 | 89161091 | (3425022) |
|  |  |  |  |  |  |  | $137554093 | $(3809039) |

---

*<sup>\*</sup>* *Non-income producing security.*

*<sup>\*\*</sup>* *Includes cumulative appreciation (depreciation).*

*<sup>†</sup>* *Value determined based on Level 1 inputs — See Note 3.*

*<sup>††</sup>* *Value determined based on Level 2 inputs — See Note 3.*

*<sup>1</sup>* *All or a portion of this security is pledged as equity index swap collateral at December 31, 2022.*

*<sup>2</sup>* *Rate indicated is the effective yield at the time of purchase.*

*<sup>3</sup>* *All or a portion of this security is pledged as futures collateral at December 31, 2022.*

*<sup>4</sup>* *Repurchase Agreements — See Note 4.*

*plc — Public Limited Company*

*REIT — Real Estate Investment Trust*

*SOFR — Secured Overnight Financing Rate*

*See Sector Classification in Other Information section.*

The following table summarizes the inputs used to value the Fund's investments at December 31, 2022 (See Note 3 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Assets)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Common Stocks | $104435081 | $— | $— | $104435081 |
| U.S. Treasury Bills |  | 13439449 |  | 13439449 |
| Repurchase Agreements |  | 11294907 |  | 11294907 |
| Total Assets | $104435081 | $24734356 | $— | $129169437 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities (Liabilities)** | **Level 1 Quoted Prices** | **Level 2 Significant Observable Inputs** | **Level 3 Significant Unobservable Inputs** | **Total** |
| Equity Futures Contracts\*\* | $3642 | $— | $— | $3642 |
| Equity Index Swap Agreements\*\* |  | 3809039 |  | 3809039 |
| Total Liabilities | $3642 | $3809039 | $— | $3812681 |

---

\*\* This derivative is reported as unrealized appreciation/depreciation at period end.

**NOTES TO SCHEDULE OF INVESTMENTS** **(Unaudited)**

**Note 1 – Organization and Significant Accounting Policies**

**Organization**

The Rydex Dynamic Funds (the "Trust"), a Delaware statutory trust, is registered with the SEC under the Investment Company Act of 1940 ("1940 Act"), as an open-ended investment company, of the series type. Each series, in effect, is representing a separate fund (each, a "Fund"). The Trust may issue an unlimited number of authorized shares. The Trust accounts for the assets of each Fund separately.

This report covers the following funds (collectively, the "Funds"):

---

| | |
|:---|:---|
| **Fund Name** | **Investment Company Type** |
| Dow 2x Strategy Fund | Non-diversified |
| Inverse Dow 2x Strategy Fund | Non-diversified |
| Inverse NASDAQ-100<sup>®</sup> 2x Strategy Fund | Non-diversified |
| Inverse Russell 2000<sup>®</sup> 2x Strategy Fund | Non-diversified |
| Inverse S&P 500<sup>®</sup> 2x Strategy Fund | Non-diversified |
| NASDAQ-100<sup>®</sup> 2x Strategy Fund | Non-diversified |
| Russell 2000<sup>®</sup> 2x Strategy Fund | Non-diversified |
| S&P 500<sup>®</sup> 2x Strategy Fund | Non-diversified |

---

For information on the Funds' policy regarding valuation of investments and other significant accounting policies, please refer to the Funds' most recent semi-annual or annual shareholder report.

**Significant Accounting Policies**

The Funds operate as investment companies and, accordingly, follow the investment company accounting and reporting guidance of the Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 Financial Services – Investment Companies.

The following significant accounting policies are in conformity with U.S. generally accepted accounting principles ("U.S. GAAP") and are consistently followed by the Trust. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.

**(a) Valuation of Investments** 

The Board of Trustees of the Funds (the "Board") has adopted policies and procedures for the valuation of the Funds' investments (the "Valuation Procedures"). The U.S. Securities and Exchange Commission (the "SEC") adopted Rule 2a-5 under the 1940 Act ("Rule 2a-5") which establishes requirements for determining fair value in good faith and became effective September 8, 2022. Rule 2a-5 also defines "readily available market quotations" for purposes of the 1940 Act and establishes requirements for determining whether a fund must fair value a security in good faith.

Pursuant to Rule 2a-5, the Board has designated the Security Investors, LLC (the "Adviser") as the valuation designee to perform fair valuation determinations for the Funds with respect to all Fund investments and/or other assets. As the Funds' valuation designee pursuant to Rule 2a-5, the Adviser has adopted separate procedures (the "Valuation Designee Procedures") reasonably designed to prevent violations of the requirements of Rule 2a-5 and Rule 31a-4. The Adviser, in its role as valuation designee, utilizes the assistance of a valuation committee, consisting of representatives from Guggenheim's investment management, fund administration, legal and compliance departments (the "Valuation Committee"), in determining the fair value of the Funds' securities and/or other assets.

Valuations of the Funds' securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Adviser, with the assistance of the Valuation Committee convenes monthly, or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Adviser, consistent with the monitoring and review responsibilities set forth in the Valuation Designee Procedures, regularly reviews the appropriateness of the inputs, methods, models and assumptions employed by the pricing services.

If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Adviser.

**NOTES TO SCHEDULE OF INVESTMENTS** **(Unaudited)**

Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations ("NASDAQ") National Market System shall generally be valued on the basis of the last sale price on the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ official closing price, which may not necessarily represent the last sale price. If there is no sale on the valuation date, exchange-traded U.S. equity securities will be valued on the basis of the last bid price.

Open-end investment companies are valued at their net asset value ("NAV") as of the close of business, on the valuation date. Exchange-traded funds are generally valued at the last quoted sale price.

U.S. Government securities are valued by independent pricing services, the last traded fill price, or at the reported bid price at the close of business.

Commercial paper and discount notes with a maturity of greater than 60 days at acquisition are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent pricing services, which may consider the trade activity, treasury spreads, yields or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Commercial paper and discount notes with a maturity of 60 days or less at acquisition are valued at amortized cost, unless the Adviser concludes that amortized cost does not represent the fair value of the applicable asset in which case it will be valued using an independent pricing service.

Repurchase agreements are generally valued at amortized cost, provided such amounts approximate market value.

The value of futures contracts are valued on the basis of the last sale price at the 4:00 p.m. price on the valuation date. In the event that the exchange for a specific futures contract closes earlier than 4:00 p.m., the futures contract is valued at the official settlement price of the exchange. However, the underlying securities from which the futures contract value is derived are monitored until 4:00 p.m. to determine if fair valuation would provide a more accurate valuation.

The values of swap agreements entered into by a fund are generally valued using an evaluated price provided by a third party pricing vendor.

Investments for which market quotations are not readily available are fair-valued as determined in good faith by the Adviser. Valuations in accordance with these methods are intended to reflect each security's (or asset's or liability's) "fair value". Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information analysis.

In connection with futures contracts and other derivative investments, such factors may include obtaining information as to how (a) these contracts and other derivative investments trade in the futures or other derivative markets, respectively, and (b) the securities underlying these contracts and other derivative investments trade in the cash market.

**Note 2 – Derivatives**

As part of their investment strategy, the Funds may utilize a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.

Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund's financial position and results of operations.

The Funds may utilize derivatives for the following purposes:

**Index Exposure:** the use of an instrument to obtain exposure to a listed or other type of index.

**Leverage:** gaining total exposure to equities or other assets on the long and short sides at greater than 100% of invested capital.

**Liquidity:** the ability to buy or sell exposure with little price/market impact.

**NOTES TO SCHEDULE OF INVESTMENTS** **(Unaudited)**

For any Fund whose investment strategy consistently involves applying leverage, the value of the Fund's shares will tend to increase or decrease more than the value of any increase or decrease in the underlying index or other asset. In addition, because an investment in derivative instruments generally requires a small investment relative to the amount of investment exposure assumed, an opportunity for increased net income is created; but, at the same time, leverage risk will increase. The Fund's use of leverage, through borrowings or instruments such as derivatives, may cause the Fund to be more volatile and riskier than if they had not been leveraged.

**Futures Contracts**

A futures contract is an agreement to purchase (long) or sell (short) an agreed amount of securities or other instruments at a set price for delivery at a future date. There are significant risks associated with a Fund's use of futures contracts, including (i) there may be an imperfect or no correlation between the changes in market value of the underlying asset and the prices of futures contracts; (ii) there may not be a liquid secondary market for a futures contract; (iii) trading restrictions or limitations may be imposed by an exchange; and (iv) government regulations may restrict trading in futures contracts. When investing in futures, there is minimal counterparty credit risk to a Fund because futures are exchange-traded and the exchange's clearinghouse, as counterparty to all exchange-traded futures, guarantees against default. Securities held as collateral are noted on the Schedules of Investments.

**Swap Agreements**

A swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals based upon or calculated by reference to changes in specified prices or rates for a specified amount of an underlying asset. When utilizing over-the-counter ("OTC") swaps, a fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying asset declines in value. Certain standardized swaps are subject to mandatory central clearing and are executed on a multi-lateral or other trade facility platform, such as a registered exchange. There is limited counterparty credit risk with respect to centrally-cleared swaps as the transaction is facilitated through a central clearinghouse, much like exchange-traded futures contracts. For a fund utilizing centrally-cleared swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. There is no guarantee that a fund or an underlying fund could eliminate its exposure under an outstanding swap agreement by entering into an offsetting swap agreement with the same or another party.

Total return swaps involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset (such as index or basket) or a fixed or variable interest rate. Index swaps will usually be computed based on the current index value as of the close of regular trading on the NYSE or other exchange, with the swap value being adjusted to include dividends accrued, financing charges and/or interest associated with the swap agreement. When utilizing a total return index swap the Fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying index declines in value.

In conjunction with the use of derivative instruments, the Funds are required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Funds use margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to the Funds as collateral.

The Trust has established counterparty credit guidelines and enters into transactions only with financial institutions rated/identified as investment grade or better. The Trust monitors the counterparty credit risk associated with each such financial institution.

**Note 3 – Fair Value Measurement** 

In accordance with U.S. GAAP, fair value is defined as the price that the Funds would receive to sell an investment or pay to transfer a liability in an orderly transaction between market participants at the measurement date. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:

Level 1 — unadjusted quoted prices in active markets for identical assets or liabilities.

Level 2 — significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.

Rule 2a-5 sets forth a definition of "readily available market quotations," which is consistent with the definition of a Level 1 input under U.S. GAAP. Rule 2a-5 provides that "a market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable."

**NOTES TO SCHEDULE OF INVESTMENTS** **(Unaudited)**

Securities for which market quotations are not readily available must be valued at fair value as determined in good faith. Accordingly, any security priced using inputs other than Level 1 inputs will be subject to fair value requirements. The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.

The inputs or methodologies selected and applied for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability, appropriateness and accuracy of the techniques, methodologies and sources employed to determine fair valuation are periodically reviewed and subject to change.

**Note 4 – Repurchase Agreements**

The Funds transfer uninvested cash balances into a single joint account, the daily aggregate balance of which is invested in one or more repurchase agreements collateralized by obligations of the U.S. Treasury and U.S. government agencies. The collateral is in the possession of the Funds' custodian and is evaluated to ensure that its market value exceeds, at a minimum, 102% of the original face amount of the repurchase agreements. Each Fund holds a pro rata share of the collateral based on the dollar amount of the repurchase agreement entered into by each Fund.

At December 31, 2022, the repurchase agreements in the joint account were as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty and Terms of Agreement** | **Face Value** | **Repurchase Price** | **Collateral** | **Par Value** | **Fair Value** |
| J.P. Morgan Securities LLC |  |  | U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;4.26% |  |  | &nbsp;&nbsp;&nbsp;3.00% - 4.50% |  |  |
| &nbsp;&nbsp;&nbsp;Due 01/03/23 | $47272574 | $47289355 | &nbsp;&nbsp;&nbsp;Due 08/15/39 - 05/15/45 | $39778900 | $33056765 |
|  |  |  | U.S. Treasury Notes |  |  |
|  |  |  | &nbsp;&nbsp;&nbsp;0.88% - 2.38% |  |  |
|  |  |  | &nbsp;&nbsp;&nbsp;Due 05/15/29 - 11/15/30 | 18958300 | 15161269 |
|  |  |  |  | 58737200 | 48218034 |
| BofA Securities, Inc. |  |  | U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;4.25% |  |  | &nbsp;&nbsp;&nbsp;0.75% - 1.50% |  |  |
| &nbsp;&nbsp;&nbsp;Due 01/03/23 | 18181759 | 18188198 | &nbsp;&nbsp;&nbsp;Due 02/15/25 - 04/30/26 | 19595000 | 18545407 |
| Barclays Capital, Inc. |  |  | U.S. Treasury Inflation Indexed Bond |  |  |
| &nbsp;&nbsp;&nbsp;4.21% |  |  | &nbsp;&nbsp;&nbsp;0.13% |  |  |
| &nbsp;&nbsp;&nbsp;Due 01/03/23 | 18125450 | 18131809 | &nbsp;&nbsp;&nbsp;Due 01/15/31 | 20906528 | 18487974 |

---

In the event of counterparty default, the Funds have the right to collect the collateral to offset losses incurred. There is potential loss to the Funds in the event the Funds are delayed or prevented from exercising their rights to dispose of the collateral securities, including the risk of a possible decline in the value of the underlying securities during the period while the Funds seek to assert their rights. GI, acting under the supervision of the Board, reviews the value of the collateral and the creditworthiness of those banks and dealers with which the Funds enter into repurchase agreements to evaluate potential risks.

**Note 5 – Portfolio Securities Loaned**

The Funds may lend their securities to approved brokers to earn additional income. Security lending income is net of rebates paid to the borrowers and earnings on cash collateral investments shared with the lending agent. Within this arrangement, the Funds act as the lender, U.S. Bank acts as the lending agent, and other approved registered broker dealers act as the borrowers. The Funds receive cash collateral, valued at 102% of the value of the securities on loan. Under the terms of the Funds' securities lending agreement with U.S. Bank, cash collateral and proceeds are invested in the First American Government Obligations Fund – Class X. The Funds bear the risk of loss on cash collateral investments. Collateral is maintained over the life of the loan in an amount not less than the value of loaned securities, as determined at the close of fund business each day; any additional collateral required due to changes in security values is delivered to the Funds the next business day. Although the collateral mitigates the risk, the Funds could experience a delay in recovering its securities and a possible loss of income or value if the borrower fails to return the securities. The Funds have the right under the securities lending agreement to recover the securities from the borrower on demand. Securities lending transactions are accounted for as secured borrowings. The remaining contractual maturity of the securities lending agreement is overnight and continuous.

At December 31, 2022, the Funds participated in securities lending transactions, which are subject to enforceable netting arrangements, as follows:

---

| | | |
|:---|:---|:---|
| **Fund** | **Value of Securities Loaned** | **Collateral Received** |
| NASDAQ-100<sup>®</sup> 2x Strategy Fund | $1345829 | $1386247 |
| Russell 2000<sup>®</sup> 2x Strategy Fund | 225322 | 232940 |

---

In the event of counterparty default, the Funds have the right to collect the collateral to offset losses incurred. There is potential loss to the Funds in the event the Funds are delayed or prevented from exercising their rights to dispose of the collateral securities, including the risk of a possible decline in the value of the underlying securities during the period while the Funds seek to assert their rights. GI, acting under the supervision of the Board, reviews the value of the collateral and the creditworthiness of those banks and dealers to evaluate potential risks.

**Note 6 – Federal Income Tax Information**

The Funds intend to comply with the provisions of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve the Funds from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax or federal excise tax is required.

**NOTES TO SCHEDULE OF INVESTMENTS** **(Unaudited)**

Tax positions taken or expected to be taken in the course of preparing the Funds' tax returns are evaluated to determine whether the tax positions are "more-likely-than-not" of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Funds' tax positions taken, or to be taken, on U.S. federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Funds' financial statements. The Funds' U.S. federal income tax returns are subject to examination by the Internal Revenue Service ("IRS") for a period of three years after they are filed.

At December 31, 2022, the cost of investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost, and the aggregate gross unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Tax Cost** | **Tax Unrealized Appreciation** | **Tax Unrealized Depreciation** | **Net Tax Unrealized Appreciation (Depreciation)** |
| Dow 2x Strategy Fund | $28415636 | $5584805 | $(504810) | $5079995 |
| Inverse Dow 2x Strategy Fund | 8869740 | 169084 |  | 169084 |
| Inverse NASDAQ-100<sup>®</sup> 2x Strategy Fund | 87200555 | 6507167 |  | 6507167 |
| Inverse Russell 2000<sup>®</sup> 2x Strategy Fund | 10877018 | 814985 |  | 814985 |
| Inverse S&P 500<sup>®</sup> 2x Strategy Fund | 40224626 | 1362869 |  | 1362869 |
| NASDAQ-100<sup>®</sup> 2x Strategy Fund | 382631309 | 32854852 | (28220766) | 4634086 |
| Russell 2000<sup>®</sup> 2x Strategy Fund | 27191187 | 460726 | (2673324) | (2212598) |
| S&P 500<sup>®</sup> 2x Strategy Fund | 144663291 |  | (19306535) | (19306535) |

---

**Note 7 – Market Risks**

The value of, or income generated by, the investments held by the Funds are subject to the possibility of rapid and unpredictable fluctuation, and loss that may result from various factors. These factors include, among others, developments affecting individual companies, or from broader influences, including real or perceived changes in prevailing interest rates (which have since risen and may continue to rise), changes in inflation rates or expectations about inflation rates (which are currently elevated relative to normal conditions), adverse investor confidence or sentiment, changing economic, political (including geopolitical), social or financial market conditions, increased instability or general uncertainty, environmental disasters, governmental actions, public health emergencies (such as the spread of infectious diseases, pandemics and epidemics), debt crises, actual or threatened wars or other armed conflicts (such as the current Russia-Ukraine conflict and its risk of expansion or collateral economic and other effects) or ratings downgrades, and other similar events, each of which may be temporary or last for extended period. Moreover, changing economic, political, geopolitical, social, financial market or other conditions in one country or geographic region could adversely affect the value, yield and return of the investments held by the Funds in a different country or geographic region, economy, and market because of the increasingly interconnected global economies and financial markets. The duration and extent of the foregoing types of factors or conditions are highly uncertain and difficult to predict and have in the past, and may in the future, cause volatility and distress in economies and financial markets or other adverse circumstances, which may negatively affect the value of the Funds' investments and performance of the Funds.

**OTHER INFORMATION *(Unaudited)*** 

**Sector Classification**

Information in the Schedule of Investments is categorized by sectors using sector-level Classifications defined by the Bloomberg Industry Classification System, a widely recognized industry classification system provider. Each Fund's registration statement has investment policies relating to concentration in specific sectors/industries. For purposes of these investment policies, the Funds usually classify sectors/industries based on industry-level Classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rydex Dynamic Funds

- **b. Investment Company Act file number:** 811-09525

- **c. CIK number of Registrant:** 0001092720

- **d. LEI of Registrant:** 549300O9WV1GMCZ8G606

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Russell 2000 2x Strategy Fund

- **b. EDGAR series identifier (if any):** S000012142

- **c. LEI of Series:** 549300PVHLLADOT7V711

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $27276456.15

**Total Liabilities:** $2869748.94

**Net Assets:** $24406707.21

**Cash Not Reported:** $481105.26

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 40.27500000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000033107 | 21.85%               | 3.36%                | -13.38%              |
| Class ID C000033105 | 21.86%               | 3.36%                | -13.36%              |
| Class ID C000033106 | 21.78%               | 3.30%                | -13.42%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-65054.73               | $1149361.68                                |
| Month 2  | $6139.01                 | $214646.21                                 |
| Month 3  | $-3566.66                | $-755434.87                                |

**Designated Index Information**

- **Index Name:** Russell 2000 Index

- **Index Identifier:** RS2000

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Urban One Inc                  | Urban One, Inc.                                           | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |        53 | NS      | $199.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc               | QCR Holdings, Inc.                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |        72 | NS      | $3574.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc   | EyePoint Pharmaceuticals, Inc.                            | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |       118 | NS      | $413.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc       | TPG RE Finance Trust, Inc.                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $2125.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc   | Bankwell Financial Group, Inc.                            | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |        26 | NS      | $765.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc       | Bioxcel Therapeutics, Inc.                                | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |        87 | NS      | $1868.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                  | ModivCare, Inc.                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        57 | NS      | $5114.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                   | Chimerix, Inc.                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |       382 | NS      | $710.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corp             | Battalion Oil Corp.                                       | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |        11 | NS      | $106.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LN DISCOUNT NT        | Federal Home Loan Bank                                    | CUSIP: 313384AN9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1997812.00   | 8.19%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dana Inc                       | Dana, Inc.                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       585 | NS      | $8851.05      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                    | Invivyd, Inc.                                             | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $349.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc  | Concrete Pumping Holdings, Inc.                           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $696.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc      | F45 Training Holdings, Inc.                               | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |       164 | NS      | $467.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc         | Montauk Renewables, Inc.                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $3220.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc  | Consensus Cloud Solutions, Inc.                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $4569.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc             | LTC Properties, Inc.                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       178 | NS      | $6324.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp           | Mercantile Bank Corp.                                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |        70 | NS      | $2343.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The            | Shyft Group, Inc.                                         | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |       156 | NS      | $3878.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc    | Fresh Del Monte Produce, Inc.                             | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | US        |       138 | NS      | $3614.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In | Napco Security Technologies, Inc.                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       133 | NS      | $3654.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                | 1stdibs.com, Inc.                                         | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $538.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Co | Ares Commercial Real Estate Corp.                         | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |       206 | NS      | $2119.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY         | Pioneer Bancorp, Inc.                                     | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $604.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                    | Tricida, Inc.                                             | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |       151 | NS      | $23.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc   | Bread Financial Holdings, Inc.                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       226 | NS      | $8511.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In | First Interstate BancSystem, Inc.                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |       402 | NS      | $15537.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp.                                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |        69 | NS      | $6864.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co             | Middlesex Water Co.                                       | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $6214.93      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc              | Qurate Retail, Inc.                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      1587 | NS      | $2586.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc       | Par Pacific Holdings, Inc.                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       222 | NS      | $5161.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc            | PGT Innovations, Inc.                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       262 | NS      | $4705.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd         | Gambling.com Group Ltd.                                   | CUSIP: N/A<br>LEI: 254900PUNXQ3N26IMU63       | Long             | EC               | CORP              | US        |        39 | NS      | $356.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc            | Texas Roadhouse, Inc.                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       302 | NS      | $27466.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp         | Acushnet Holdings Corp.                                   | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       150 | NS      | $6369.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp       | Regional Management Corp.                                 | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |        35 | NS      | $982.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc           | Tyra Biosciences, Inc.                                    | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $448.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                   | Semtech Corp.                                             | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |       287 | NS      | $8234.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc             | Kura Sushi USA, Inc.                                      | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        21 | NS      | $1001.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.          | BofA Securities, Inc.                                     | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   1267023 | PA      | $1267023.13   | 5.19%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc/TX         | DXP Enterprises, Inc.                                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $1900.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                     | Kforce, Inc.                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |        89 | NS      | $4879.87      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc              | Vertex Energy, Inc.                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |       245 | NS      | $1519.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc               | WideOpenWest, Inc.                                        | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |       242 | NS      | $2204.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC        | Cushman & Wakefield plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       721 | NS      | $8983.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                    | Harsco Corp.                                              | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       356 | NS      | $2239.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc          | LeMaitre Vascular, Inc.                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |        88 | NS      | $4049.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                  | Sharecare, Inc.                                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1327 | NS      | $2123.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc            | Editas Medicine, Inc.                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       313 | NS      | $2776.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                    | Aemetis, Inc.                                             | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       132 | NS      | $522.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                  | Costamare, Inc.                                           | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | US        |       239 | NS      | $2217.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc            | MGP Ingredients, Inc.                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |        64 | NS      | $6808.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc       | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       205 | NS      | $6795.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc          | John Wiley & Sons, Inc.                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       195 | NS      | $7811.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc         | Dine Brands Global, Inc.                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        67 | NS      | $4328.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                   | Cars.com, Inc.                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       306 | NS      | $4213.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp           | Quaker Chemical Corp.                                     | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        61 | NS      | $10180.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc        | Global Medical REIT, Inc.                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       277 | NS      | $2625.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc       | PowerSchool Holdings, Inc.                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $4777.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States  | Schrodinger Incorporated/United States                    | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $4579.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                     | Arcosa, Inc.                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       220 | NS      | $11954.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc     | Amylyx Pharmaceuticals, Inc.                              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $8387.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface, Inc.                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       266 | NS      | $2625.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group I | First Watch Restaurant Group, Inc.                        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $608.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy, Inc.                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       371 | NS      | $11823.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc              | Shoe Carnival, Inc.                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $1864.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                  | St. Joe Co.                                               | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       156 | NS      | $6029.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi | First Business Financial Services, Inc.                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |        36 | NS      | $1315.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                       | Stem, Inc.                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |       653 | NS      | $5837.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                    | OneSpan, Inc.                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       180 | NS      | $2014.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties | Easterly Government Properties, Inc.                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       413 | NS      | $5893.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc         | Castle Biosciences, Inc.                                  | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $2565.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc     | Finance of America Companies, Inc.                        | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $223.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                 | API Group Corp.                                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |       938 | NS      | $17643.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc | MidWestOne Financial Group, Inc.                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $2032.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc             | Aviat Networks, Inc.                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |        50 | NS      | $1559.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                    | Teekay Corp.                                              | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | US        |       316 | NS      | $1434.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                     | Intapp, Inc.                                              | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1571.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                     | Zumiez, Inc.                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |        71 | NS      | $1543.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc               | ContextLogic, Inc.                                        | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |      2589 | NS      | $1262.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                 | Globalstar, Inc.                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |      3101 | NS      | $4124.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp            | Terran Orbital Corp.                                      | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $172.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Oscar Health Inc               | Oscar Health, Inc.                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $1318.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                | Bird Global, Inc.                                         | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $140.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                     | Diodes, Inc.                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       201 | NS      | $15304.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd              | Helen of Troy Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       108 | NS      | $11978.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                 | LivePerson, Inc.                                          | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |       319 | NS      | $3234.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                      | Cowen, Inc.                                               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |       119 | NS      | $4595.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc | Allied Motion Technologies, Inc.                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |        60 | NS      | $2088.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc       | United Natural Foods, Inc.                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       263 | NS      | $10180.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc     | Camping World Holdings, Inc.                              | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |       174 | NS      | $3883.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp           | Associated Banc-Corp.                                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       677 | NS      | $15631.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                   | Conduent, Inc.                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |       770 | NS      | $3118.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc               | Spire Global, Inc.                                        | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |       567 | NS      | $544.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc          | Radiant Logistics, Inc.                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |       172 | NS      | $875.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                    | Russell 2000 Index                                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |      4222 | NC      | $26360.68     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp.                                             | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       257 | NS      | $14723.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC  | Weatherford International plc                             | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | US        |       320 | NS      | $16294.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc      | John Marshall Bancorp, Inc.                               | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1467.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology, Inc.                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       460 | NS      | $11030.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc    | MoneyGram International, Inc.                             | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |       425 | NS      | $4628.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc           | Medpace Holdings, Inc.                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       114 | NS      | $24214.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc               | Fossil Group, Inc.                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |       211 | NS      | $909.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp      | Gladstone Commercial Corp.                                | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |       174 | NS      | $3219.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc     | South Plains Financial, Inc.                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |        45 | NS      | $1238.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies Inc       | Cyxtera Technologies, Inc.                                | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       175 | NS      | $336.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc       | Waterstone Financial, Inc.                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |        88 | NS      | $1517.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc               | HealthEquity, Inc.                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       374 | NS      | $23053.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV    | Ligand Pharmaceuticals Inc                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        24 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises, Inc.                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       187 | NS      | $9776.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties          | Urban Edge Properties                                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $7312.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group, Inc.                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       213 | NS      | $31547.43     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc         | Stratus Properties, Inc.                                  | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |        27 | NS      | $520.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc          | Vir Biotechnology, Inc.                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $8326.99      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc        | Advantage Solutions, Inc.                                 | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $777.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                 | SpartanNash Co.                                           | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       157 | NS      | $4747.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                 | Noble Corporation plc                                     | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | US        |       380 | NS      | $14329.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                      | Owlet, Inc.                                               | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $41.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                      | Ennis, Inc.                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $2548.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc               | Hope Bancorp, Inc.                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |       525 | NS      | $6725.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc          | RAPT Therapeutics, Inc.                                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       118 | NS      | $2336.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc       | Golden Entertainment, Inc.                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |        91 | NS      | $3403.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd.                                            | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | US        |       458 | NS      | $10437.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                    | Denbury, Inc.                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       226 | NS      | $19666.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc  | Healthcare Services Group, Inc.                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |       336 | NS      | $4032.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp              | Getty Realty Corp.                                        | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       191 | NS      | $6465.35      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                    | Progyny, Inc.                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $10559.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc       | Northern Oil and Gas, Inc.                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |       299 | NS      | $9215.18      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                  | Materion Corp.                                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |        93 | NS      | $8138.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                 | Sumo Logic, Inc.                                          | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |       511 | NS      | $4139.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc           | Aura Biosciences, Inc.                                    | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        83 | NS      | $871.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                  | PRA Group, Inc.                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       173 | NS      | $5843.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc             | TPI Composites, Inc.                                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |       166 | NS      | $1683.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc         | Energizer Holdings, Inc.                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       302 | NS      | $10132.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co        | Central Garden & Pet Co.                                  | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |        45 | NS      | $1685.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                | Glatfelter Corp.                                          | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |       199 | NS      | $553.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc               | ACM Research, Inc.                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |       217 | NS      | $1673.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc               | Barnes Group, Inc.                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       221 | NS      | $9027.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                       | View, Inc.                                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $489.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AeroVironment Inc              | AeroVironment, Inc.                                       | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       111 | NS      | $9508.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics            | Nektar Therapeutics                                       | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |       823 | NS      | $1859.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp            | GrowGeneration Corp.                                      | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $1019.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc    | First Western Financial, Inc.                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |        35 | NS      | $985.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc          | SIGA Technologies, Inc.                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $1575.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                | SiriusPoint Ltd.                                          | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | US        |       418 | NS      | $2466.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc           | Hilltop Holdings, Inc.                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       225 | NS      | $6752.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                      | Itron, Inc.                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       205 | NS      | $10383.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc            | Paramount Group, Inc.                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |       854 | NS      | $5072.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc        | European Wax Center, Inc.                                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $1207.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group I | Distribution Solutions Group, Inc.                        | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $810.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                 | Adicet Bio, Inc.                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |       128 | NS      | $1144.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                 | MGE Energy, Inc.                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $11616.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp      | OceanFirst Financial Corp.                                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $5588.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp         | National Beverage Corp.                                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       107 | NS      | $4978.71      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                | NeoGenomics, Inc.                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $5202.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp            | Federal Signal Corp.                                      | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       271 | NS      | $12593.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc              | Athira Pharma, Inc.                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $488.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc          | Heartland Express, Inc.                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       212 | NS      | $3252.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                       | Ooma, Inc.                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $1402.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc    | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       100 | NS      | $17925.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc   | Resolute Forest Products, Inc.                            | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $4490.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc              | Joby Aviation, Inc.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1139 | NS      | $3815.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc           | Avid Bioservices, Inc.                                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       276 | NS      | $3800.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc           | Orthofix Medical, Inc.                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $1806.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc       | Revance Therapeutics, Inc.                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |       364 | NS      | $6719.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                 | AppHarvest, Inc.                                          | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $186.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings I | AssetMark Financial Holdings, Inc.                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |        98 | NS      | $2254.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                      | IMAX Corp.                                                | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | US        |       213 | NS      | $3122.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                 | HomeStreet, Inc.                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $2233.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc     | Bridgewater Bancshares, Inc.                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |        92 | NS      | $1632.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc     | Point Biopharma Global, Inc.                              | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $2449.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc           | Momentive Global, Inc.                                    | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |       591 | NS      | $4137.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc    | South Jersey Industries, Inc.                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       553 | NS      | $19648.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati | Heidrick & Struggles International, Inc.                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |        89 | NS      | $2489.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc          | Cytek Biosciences, Inc.                                   | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |       518 | NS      | $5288.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                 | DMC Global, Inc.                                          | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |        85 | NS      | $1652.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc             | Thryv Holdings, Inc.                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $2185.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                       | Cohu, Inc.                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       212 | NS      | $6794.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif, Inc.                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       112 | NS      | $7510.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp           | Marine Products Corp.                                     | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $447.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp | Evoqua Water Technologies Corp.                           | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |       530 | NS      | $20988.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants In | Atlas Technical Consultants, Inc.                         | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $422.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc         | eXp World Holdings, Inc.                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |       312 | NS      | $3456.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GreenLight Biosciences Holding | GreenLight Biosciences Holdings PBC                       | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $74.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Asana Inc                      | Asana, Inc.                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $4599.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc            | Viavi Solutions, Inc.                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      1032 | NS      | $10846.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc       | Weave Communications, Inc.                                | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $650.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp.                                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       388 | NS      | $18775.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust        | Physicians Realty Trust                                   | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      1020 | NS      | $14759.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                  | DHI Group, Inc.                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |       194 | NS      | $1026.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                 | Cleanspark, Inc.                                          | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |       187 | NS      | $381.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                     | Holley, Inc.                                              | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |       233 | NS      | $493.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc           | Alto Ingredients, Inc.                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |       327 | NS      | $941.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc         | Janux Therapeutics, Inc.                                  | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1014.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc              | CONSOL Energy, Inc.                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       156 | NS      | $10140.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                   | Denny's Corp.                                             | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |       255 | NS      | $2348.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc    | Apollo Medical Holdings, Inc.                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       176 | NS      | $5207.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp    | Masonite International Corp.                              | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |       101 | NS      | $8141.61      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc            | BellRing Brands, Inc.                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       598 | NS      | $15332.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp          | Hyliion Holdings Corp.                                    | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $1408.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc              | Olympic Steel, Inc.                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |        44 | NS      | $1477.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc      | Intellia Therapeutics, Inc.                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       370 | NS      | $12909.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp              | Turtle Beach Corp.                                        | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |        69 | NS      | $494.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments | Retail Opportunity Investments Corp.                      | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $8221.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc    | AMN Healthcare Services, Inc.                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       194 | NS      | $19947.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The           | Beachbody Company, Inc.                                   | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $249.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                  | Blackline, Inc.                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       250 | NS      | $16817.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                 | Cantaloupe, Inc.                                          | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |       264 | NS      | $1148.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc           | TTM Technologies, Inc.                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       459 | NS      | $6921.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc   | Life Time Group Holdings, Inc.                            | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $2284.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings I | Priority Technology Holdings, Inc.                        | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |        81 | NS      | $426.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust              | RLJ Lodging Trust                                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       723 | NS      | $7656.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc           | PTC Therapeutics, Inc.                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |       318 | NS      | $12138.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                      | ePlus, Inc.                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       120 | NS      | $5313.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                 | Kronos Bio, Inc.                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $298.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                | Macerich Co.                                              | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       977 | NS      | $11001.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp          | Independent Bank Corp.                                    | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       207 | NS      | $17477.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc  | Deciphera Pharmaceuticals, Inc.                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |       204 | NS      | $3343.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc            | Payoneer Global, Inc.                                     | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $5366.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc             | UMH Properties, Inc.                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |       224 | NS      | $3606.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc              | Russell 2000 Index                                        | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |      3254 | NC      | $-156255.80   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN        | Old National Bancorp                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      1321 | NS      | $23751.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                | Astra Space, Inc.                                         | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       668 | NS      | $289.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                    | Nikola Corp.                                              | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      1453 | NS      | $3138.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Duluth Holdings Inc            | Duluth Holdings, Inc.                                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |        59 | NS      | $364.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc  | First Guaranty Bancshares, Inc.                           | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |        27 | NS      | $633.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                    | Allovir, Inc.                                             | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $723.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc         | NextGen Healthcare, Inc.                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $4751.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC            | Tronox Holdings plc                                       | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |       530 | NS      | $7266.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE   | Eagle Pharmaceuticals, Inc.                               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |        47 | NS      | $1373.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc           | Tri Pointe Homes, Inc.                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $8477.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc   | Hydrofarm Holdings Group, Inc.                            | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |       198 | NS      | $306.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust           | LXP Industrial Trust                                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1225 | NS      | $12274.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc            | Upland Software, Inc.                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |       132 | NS      | $941.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc    | Aurinia Pharmaceuticals, Inc.                             | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | US        |       608 | NS      | $2626.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                      | Canoo, Inc.                                               | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |       517 | NS      | $635.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc               | HealthStream, Inc.                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       110 | NS      | $2732.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc          | DICE Therapeutics, Inc.                                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       159 | NS      | $4960.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                 | IVERIC bio, Inc.                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |       596 | NS      | $12760.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc       | OraSure Technologies, Inc.                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |       325 | NS      | $1566.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The          | Pennant Group, Inc.                                       | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       117 | NS      | $1284.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc     | Worthington Industries, Inc.                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       142 | NS      | $7058.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                                   | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       183 | NS      | $13512.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                 | BankUnited, Inc.                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       350 | NS      | $11889.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp          | World Acceptance Corp.                                    | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $1186.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc      | Superior Group of Companies, Inc.                         | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |        53 | NS      | $533.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc            | Myriad Genetics, Inc.                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |       360 | NS      | $5223.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp     | Sensient Technologies Corp.                               | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       190 | NS      | $13854.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc       | Gibraltar Industries, Inc.                                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       140 | NS      | $6423.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                       | VSE Corp.                                                 | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |        48 | NS      | $2250.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc             | Fluence Energy, Inc.                                      | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $2795.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc         | Tango Therapeutics, Inc.                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $1529.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp         | Permian Resources Corp.                                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |       933 | NS      | $8770.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc    | Rush Street Interactive, Inc.                             | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $987.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada        | Energy Fuels, Inc.                                        | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | US        |       707 | NS      | $4390.47      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc          | Cara Therapeutics, Inc.                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       203 | NS      | $2180.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc               | VBI Vaccines, Inc.                                        | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | US        |       874 | NS      | $341.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc            | CSW Industrials, Inc.                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |        66 | NS      | $7651.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc    | Inspire Medical Systems, Inc.                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       127 | NS      | $31988.76     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc            | Workhorse Group, Inc.                                     | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |       675 | NS      | $1026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The              | GEO Group, Inc.                                           | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |       537 | NS      | $5880.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc            | C4 Therapeutics, Inc.                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $1126.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                     | Fisker, Inc.                                              | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |       737 | NS      | $5357.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Berkshire Hills Bancorp Inc    | Berkshire Hills Bancorp, Inc.                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       199 | NS      | $5950.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc    | John B Sanfilippo & Son, Inc.                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        40 | NS      | $3252.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc        | CompX International, Inc.                                 | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $129.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc    | ARMOUR Residential REIT, Inc.                             | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |       592 | NS      | $3332.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate F | Chicago Atlantic Real Estate Finance, Inc.                | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $467.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IronNet Inc                    | IronNet, Inc.                                             | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $67.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                     | nLight, Inc.                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $2017.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp      | New Jersey Resources Corp.                                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       436 | NS      | $21634.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc            | Krystal Biotech, Inc.                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |        95 | NS      | $7525.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems Inc   | Telephone & Data Systems, Inc.                            | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $4793.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp            | PCSB Financial Corp.                                      | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $1066.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc           | Shore Bancshares, Inc.                                    | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $1411.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                   | Vericel Corp.                                             | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       213 | NS      | $5610.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc               | AMC Networks, Inc.                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       137 | NS      | $2146.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                     | Skillz, Inc.                                              | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $709.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                 | NETSTREIT Corp.                                           | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       248 | NS      | $4545.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc              | Patterson Companies, Inc.                                 | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       395 | NS      | $11071.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                        | Olo, Inc.                                                 | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $2550.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc           | Ramaco Resources, Inc.                                    | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       101 | NS      | $887.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc          | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |        41 | NS      | $2915.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                   | Sylvamo Corp.                                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       161 | NS      | $7822.99      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                    | Groupon, Inc.                                             | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |        97 | NS      | $832.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CVB Financial Corp             | CVB Financial Corp.                                       | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $15501.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                      | Monro, Inc.                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $6373.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                   | Noodles & Co.                                             | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |       185 | NS      | $1015.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA, Inc.                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       160 | NS      | $18412.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | U.S. Treasury Bills                                       | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2997395.61   | 12.28%            | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vital Farms Inc                | Vital Farms, Inc.                                         | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |       135 | NS      | $2014.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                     | PepGen, Inc.                                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $508.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                    | RxSight, Inc.                                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $1178.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In | Four Corners Property Trust, Inc.                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       365 | NS      | $9464.45      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc  | American Public Education, Inc.                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |        85 | NS      | $1044.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                      | Crocs, Inc.                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       274 | NS      | $29709.82     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc               | Gossamer Bio, Inc.                                        | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |       285 | NS      | $618.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                  | Tidewater, Inc.                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       210 | NS      | $7738.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                | ImmunityBio, Inc.                                         | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |       371 | NS      | $1880.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HighPeak Energy Inc            | HighPeak Energy, Inc.                                     | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |        30 | NS      | $686.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                   | Precigen, Inc.                                            | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |       458 | NS      | $696.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd              | Steven Madden Ltd.                                        | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       347 | NS      | $11090.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc         | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |        99 | NS      | $5999.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc    | Lexicon Pharmaceuticals, Inc.                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $643.67       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc             | Everi Holdings, Inc.                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |       391 | NS      | $5610.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc          | Vera Therapeutics, Inc.                                   | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1219.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                 | Kennametal, Inc.                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       369 | NS      | $8878.14      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc   | Madrigal Pharmaceuticals, Inc.                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |        58 | NS      | $16834.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc      | USANA Health Sciences, Inc.                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |        51 | NS      | $2713.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp               | Forward Air Corp.                                         | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $12796.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                    | Agiliti, Inc.                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $2038.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc               | IES Holdings, Inc.                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |        39 | NS      | $1387.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare, Inc.                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $5209.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                     | Berry Corp.                                               | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $2832.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc    | Standard Motor Products, Inc.                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |        91 | NS      | $3166.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc             | Cadre Holdings, Inc.                                      | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $1530.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                    | Workiva, Inc.                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       216 | NS      | $18137.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc               | Safe Bulkers, Inc.                                        | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | US        |       332 | NS      | $966.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA       | American Software, Inc.                                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $2128.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp        | Clean Energy Fuels Corp.                                  | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |       768 | NS      | $3993.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                   | Knowles Corp.                                             | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       406 | NS      | $6666.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                     | eGain Corp.                                               | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $857.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc             | Origin Bancorp, Inc.                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       102 | NS      | $3743.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc   | Zentalis Pharmaceuticals, Inc.                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $4249.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp               | First Busey Corp.                                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       234 | NS      | $5784.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc  | Armada Hoffler Properties, Inc.                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |       304 | NS      | $3496.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                      | Zynex, Inc.                                               | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1391.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc              | Sprout Social, Inc.                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $11743.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc               | Evo Payments, Inc.                                        | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |       214 | NS      | $7241.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp       | Citizens & Northern Corp.                                 | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $1554.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                       | HNI Corp.                                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       186 | NS      | $5287.98      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc         | Anika Therapeutics, Inc.                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        66 | NS      | $1953.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                      | Stepan Co.                                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        97 | NS      | $10326.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc     | Third Coast Bancshares, Inc.                              | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $1050.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp.                                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       302 | NS      | $12901.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                     | N-able, Inc.                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $3176.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                    | CONMED Corp.                                              | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       129 | NS      | $11434.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                       | Figs, Inc.                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $3889.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc            | Berkeley Lights, Inc.                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |       253 | NS      | $678.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc              | TTEC Holdings, Inc.                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |        85 | NS      | $3751.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc              | Paya Holdings, Inc.                                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $3124.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                  | LHC Group, Inc.                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       135 | NS      | $21828.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc      | Benchmark Electronics, Inc.                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       158 | NS      | $4217.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp            | Luther Burbank Corp.                                      | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |        67 | NS      | $744.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc         | Hims & Hers Health, Inc.                                  | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |       550 | NS      | $3525.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertai | Madison Square Garden Entertainment Corp.                 | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $5261.49      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc          | Vivint Smart Home, Inc.                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $5117.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc          | Fate Therapeutics, Inc.                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |       377 | NS      | $3803.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc          | Veris Residential, Inc.                                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $6228.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc       | Vintage Wine Estates, Inc.                                | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $472.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc | Nature's Sunshine Products, Inc.                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $507.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc            | Spirit Airlines, Inc.                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |       494 | NS      | $9623.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management G | Silvercrest Asset Management Group, Inc.                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $844.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                     | Alight, Inc.                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |      1539 | NS      | $12866.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA  | United Community Banks, Inc.                              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       482 | NS      | $16291.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc          | United Fire Group, Inc.                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $2653.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV  | Sapiens International Corporation N.V.                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       139 | NS      | $2568.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc          | Delek US Holdings, Inc.                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |       313 | NS      | $8451.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc            | Franchise Group, Inc.                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |       117 | NS      | $2786.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Senseonics Holdings Inc        | Senseonics Holdings, Inc.                                 | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |      2076 | NS      | $2138.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc             | ADMA Biologics, Inc.                                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $3266.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                     | Inotiv, Inc.                                              | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |        79 | NS      | $390.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp        | Markforged Holding Corp.                                  | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $578.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc              | Inter Parfums, Inc.                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $7818.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc  | Marathon Digital Holdings, Inc.                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |       479 | NS      | $1638.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                     | Cactus, Inc.                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |       267 | NS      | $13419.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp         | Univest Financial Corp.                                   | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       132 | NS      | $3449.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp           | Kaiser Aluminum Corp.                                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $5469.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                    | Moelis & Co.                                              | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |       287 | NS      | $11012.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp            | Legacy Housing Corp.                                      | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $758.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                       | Domo, Inc.                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |       137 | NS      | $1950.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc     | H&E Equipment Services, Inc.                              | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |       145 | NS      | $6583.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc         | Banc of California, Inc.                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       238 | NS      | $3791.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc       | Rackspace Technology, Inc.                                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $769.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd       | Triton International Ltd.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       262 | NS      | $18020.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc          | Alphatec Holdings, Inc.                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       323 | NS      | $3989.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                    | Plexus Corp.                                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       124 | NS      | $12763.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                    | Axonics, Inc.                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |       221 | NS      | $13819.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp.                                | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |        92 | NS      | $1233.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |       211 | NS      | $5815.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot | Natural Grocers by Vitamin Cottage, Inc.                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |        42 | NS      | $383.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                     | CareDx, Inc.                                              | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |       231 | NS      | $2635.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc         | Laureate Education, Inc.                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |       610 | NS      | $5868.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                    | SkyWest, Inc.                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       226 | NS      | $3731.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co.                                 | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       167 | NS      | $15455.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                    | EVERTEC, Inc.                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $8969.26      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc             | SmartFinancial, Inc.                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $1925.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc         | Keros Therapeutics, Inc.                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $3793.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                | City Holding Co.                                          | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $6237.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc         | Cogent Biosciences, Inc.                                  | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $3340.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd               | Vector Group Ltd.                                         | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |       652 | NS      | $7732.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc           | Lakeland Bancorp, Inc.                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |       282 | NS      | $4966.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc             | Sight Sciences, Inc.                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $1196.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                 | Green Dot Corp.                                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $3448.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp.                                   | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       240 | NS      | $5265.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc          | Lightning eMotors, Inc.                                   | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |       177 | NS      | $64.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc              | Dynex Capital, Inc.                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |       205 | NS      | $2607.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc       | REVOLUTION Medicines, Inc.                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       335 | NS      | $7979.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                   | Safehold, Inc.                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       120 | NS      | $3434.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc       | Wolverine World Wide, Inc.                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |       348 | NS      | $3803.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp               | McGrath RentCorp                                          | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       110 | NS      | $10861.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp     | Amalgamated Financial Corp.                               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1451.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                 | Celularity, Inc.                                          | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $99.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE, Inc.                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       260 | NS      | $16772.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc       | Resources Connection, Inc.                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $2646.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc         | Verve Therapeutics, Inc.                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $3947.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                | EngageSmart, Inc.                                         | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $2780.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif | American Equity Investment Life Holding Co.               | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |       319 | NS      | $14552.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc         | Ventyx Biosciences, Inc.                                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $3311.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc              | Legalzoom.com, Inc.                                       | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |       435 | NS      | $3366.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                    | MaxCyte, Inc.                                             | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |       394 | NS      | $2151.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co             | Crescent Energy Co.                                       | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $1762.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp              | NorthWestern Corp.                                        | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       261 | NS      | $15487.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                | Solid Power, Inc.                                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       592 | NS      | $1503.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc          | Carriage Services, Inc.                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $1652.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc          | Imago Biosciences, Inc.                                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $4278.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp            | Sema4 Holdings Corp.                                      | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $189.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                | MacroGenics, Inc.                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |       273 | NS      | $1831.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc           | WW International, Inc.                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       246 | NS      | $949.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greene County Bancorp Inc      | Greene County Bancorp, Inc.                               | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $861.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T | PennyMac Mortgage Investment Trust                        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |       401 | NS      | $4968.39      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                   | AtriCure, Inc.                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $9186.66      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp      | Albany International Corp.                                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       141 | NS      | $13901.19     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings | Lulu's Fashion Lounge Holdings, Inc.                      | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $65.26        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                   | Transcat, Inc.                                            | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |        32 | NS      | $2267.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc         | Altair Engineering, Inc.                                  | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |       236 | NS      | $10730.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc   | Ironwood Pharmaceuticals, Inc.                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       620 | NS      | $7681.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The              | EW Scripps Co.                                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       265 | NS      | $3495.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc            | ADTRAN Holdings, Inc.                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       319 | NS      | $5994.01      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                    | Trinseo plc                                               | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | US        |       159 | NS      | $3610.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol | MACOM Technology Solutions Holdings, Inc.                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $14422.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc   | Associated Capital Group, Inc.                            | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |         8 | NS      | $335.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                       | Saia, Inc.                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       120 | NS      | $25161.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc           | Koppers Holdings, Inc.                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $2594.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                | Solo Brands, Inc.                                         | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $372.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tenon Medical Inc              | Tenon Medical, Inc.                                       | CUSIP: 88066N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14 | NS      | $22.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc     | ServisFirst Bancshares, Inc.                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $15642.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management In | Sculptor Capital Management, Inc.                         | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |       116 | NS      | $1004.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                   | ArcBest Corp.                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       111 | NS      | $7774.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                | Planet Labs PBC                                           | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       705 | NS      | $3066.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp       | Curo Group Holdings Corp.                                 | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |        99 | NS      | $351.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc     | A-Mark Precious Metals, Inc.                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |        82 | NS      | $2847.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp    | Two Harbors Investment Corp.                              | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |       392 | NS      | $6181.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc               | Warby Parker, Inc.                                        | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $5099.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc      | International Seaways, Inc.                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | US        |       219 | NS      | $8107.38      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp             | Varex Imaging Corp.                                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       175 | NS      | $3552.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp             | Vizio Holding Corp.                                       | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $2282.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income | Universal Health Realty Income Trust                      | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |        58 | NS      | $2768.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings, Inc.                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |       253 | NS      | $6798.11      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc  | 4D Molecular Therapeutics, Inc.                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $2998.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                | Weyco Group, Inc.                                         | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |        27 | NS      | $571.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                | Marcus Corp.                                              | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       108 | NS      | $1554.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange    | Russell 2000 Index Mini Futures Contracts                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        69 | NC      | $-42556.78    | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ         | First Bank/Hamilton NJ                                    | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |        70 | NS      | $963.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                | Alexander's, Inc.                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |        10 | NS      | $2200.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc       | Corcept Therapeutics, Inc.                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       387 | NS      | $7859.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust        | Brandywine Realty Trust                                   | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |       769 | NS      | $4729.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                         | Banco Latinoamericano de Comercio Exterior S.A.           | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | CORP              | US        |       125 | NS      | $2025.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc        | Dream Finders Homes, Inc.                                 | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $822.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                     | Axogen, Inc.                                              | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $1836.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                 | Gannett Company, Inc.                                     | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |       653 | NS      | $1325.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co              | STAAR Surgical Co.                                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       217 | NS      | $10533.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc           | Gelesis Holdings, Inc.                                    | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $12.78        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA     | Heritage Financial Corp.                                  | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $4810.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                     | Erasca, Inc.                                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $1267.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                  | O-I Glass, Inc.                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $11698.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co             | 23andMe Holding Co.                                       | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $2516.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc        | BrightSpire Capital, Inc.                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |       425 | NS      | $2647.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co              | Franklin Covey Co.                                        | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $2572.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc        | Amicus Therapeutics, Inc.                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      1250 | NS      | $15262.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp               | AdaptHealth Corp.                                         | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $6284.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                | Pure Cycle Corp.                                          | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $922.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc   | Adtalem Global Education, Inc.                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       203 | NS      | $7206.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems, Inc.                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       201 | NS      | $12630.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics, Inc.                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       102 | NS      | $3688.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The           | Vita Coco Company, Inc.                                   | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |       126 | NS      | $1741.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                       | AMMO, Inc.                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |       396 | NS      | $685.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc      | Atara Biotherapeutics, Inc.                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |       417 | NS      | $1367.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc            | Torrid Holdings, Inc.                                     | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        66 | NS      | $195.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lancaster Colony Corp          | Lancaster Colony Corp.                                    | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        88 | NS      | $17362.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C | Fathom Digital Manufacturing C                            | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $58.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN BANK         | Federal Home Loan Bank                                    | CUSIP: 3130ATW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1000077.00   | 4.10%             | 2023-03-14      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Guaranty Bancshares Inc/TX     | Guaranty Bancshares, Inc.                                 | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $1281.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc            | TreeHouse Foods, Inc.                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       231 | NS      | $11406.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc              | Donegal Group, Inc.                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $979.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes plc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       739 | NS      | $19310.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC     | J.P. Morgan Securities LLC                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |   3294260 | PA      | $3294260.15   | 13.50%            |  |  |  | No            |                  2 | On Loan: No      |
| USCB Financial Holdings Inc    | USCB Financial Holdings, Inc.                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        48 | NS      | $585.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc         | Danimer Scientific, Inc.                                  | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |       410 | NS      | $733.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                     | Stride, Inc.                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       184 | NS      | $5755.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd.                                | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       657 | NS      | $4993.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB_CV                         | UCB                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | US        |       512 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credo Technology Group Holding | Credo Technology Group Holding Ltd.                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       435 | NS      | $5789.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp         | Progress Software Corp.                                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       193 | NS      | $9736.85      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                      | Xperi, Inc.                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $1618.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                    | Alector, Inc.                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |       282 | NS      | $2602.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc           | First Foundation, Inc.                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |       232 | NS      | $3324.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc          | Customers Bancorp, Inc.                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       138 | NS      | $3910.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc          | Aeva Technologies, Inc.                                   | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $597.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd   | Genco Shipping & Trading Ltd.                             | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | US        |       166 | NS      | $2549.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc          | Lantheus Holdings, Inc.                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       310 | NS      | $15797.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In | National Western Life Group, Inc.                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |        10 | NS      | $2810.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc          | Equity Bancshares, Inc.                                   | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |        69 | NS      | $2254.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp.                                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       471 | NS      | $14294.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc             | Albireo Pharma, Inc.                                      | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |        78 | NS      | $1685.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc      | Orchid Island Capital, Inc.                               | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |       160 | NS      | $1680.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc           | Cassava Sciences, Inc.                                    | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |       173 | NS      | $5110.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Herc Holdings Inc              | Herc Holdings, Inc.                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       113 | NS      | $14867.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                      | Latch, Inc.                                               | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $222.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                     | RPT Realty                                                | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |       379 | NS      | $3805.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co            | Century Aluminum Co.                                      | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       235 | NS      | $1922.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc              | CinCor Pharma, Inc.                                       | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $1106.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc          | ESCO Technologies, Inc.                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       117 | NS      | $10242.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co.                             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       403 | NS      | $19747.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc       | Red River Bancshares, Inc.                                | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |        19 | NS      | $970.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc          | Mesa Laboratories, Inc.                                   | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        23 | NS      | $3822.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc            | Riot Blockchain, Inc.                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |       609 | NS      | $2064.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SPS Commerce Inc               | SPS Commerce, Inc.                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       164 | NS      | $21062.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                     | Vacasa, Inc.                                              | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $636.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc            | Amerant Bancorp, Inc.                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |       126 | NS      | $3381.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc         | Akero Therapeutics, Inc.                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       157 | NS      | $8603.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                 | Sweetgreen, Inc.                                          | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       395 | NS      | $3385.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR         | Home BancShares, Inc.                                     | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $19303.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor | Zurn Elkay Water Solutions Corp.                          | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       563 | NS      | $11907.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc       | Enochian Biosciences, Inc.                                | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |        89 | NS      | $91.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                   | PubMatic, Inc.                                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $2433.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                        | BRC, Inc.                                                 | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $714.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp               | Primo Water Corp.                                         | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | US        |       714 | NS      | $11095.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc       | Instructure Holdings, Inc.                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $1828.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                 | Everbridge, Inc.                                          | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |       179 | NS      | $5294.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp              | Open Lending Corp.                                        | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $3226.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                | CompoSecure, Inc.                                         | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $171.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc        | Avidity Biosciences, Inc.                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       226 | NS      | $5014.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co.                                  | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       226 | NS      | $4488.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc          | B Riley Financial, Inc.                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $3146.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                 | Brink's Co.                                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       204 | NS      | $10956.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                                  | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | US        |       167 | NS      | $21412.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc           | Chart Industries, Inc.                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       192 | NS      | $22124.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                  | Amplitude, Inc.                                           | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $3056.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech Inc          | Thorne HealthTech, Inc.                                   | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |        61 | NS      | $221.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                   | TrueBlue, Inc.                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $2858.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc  | Empire State Realty Trust, Inc.                           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       611 | NS      | $4118.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc        | Lifecore Biomedical, Inc.                                 | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |       119 | NS      | $771.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY        | Republic Bancorp, Inc.                                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $1595.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA      | Enterprise Bancorp, Inc.                                  | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1482.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd           | Marten Transport Ltd.                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $5221.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp            | PAR Technology Corp.                                      | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |       120 | NS      | $3128.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp.                                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       137 | NS      | $3390.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc | First Community Bankshares, Inc.                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $2440.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp               | Black Hills Corp.                                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       293 | NS      | $20609.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd     | GrafTech International Ltd.                               | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |       879 | NS      | $4184.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc          | Hawaiian Holdings, Inc.                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |       230 | NS      | $2359.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                | MillerKnoll, Inc.                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |       345 | NS      | $7248.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp        | First Financial Bancorp                                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       423 | NS      | $10249.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc              | Doma Holdings, Inc.                                       | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $281.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc               | Malibu Boats, Inc.                                        | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $4903.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                        | 8x8, Inc.                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |       518 | NS      | $2237.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc               | Hyzon Motors, Inc.                                        | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $616.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc         | Lyell Immunopharma, Inc.                                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $2720.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings | Cogent Communications Holdings, Inc.                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $11130.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc  | Intercept Pharmaceuticals, Inc.                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |       111 | NS      | $1373.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp         | American Vanguard Corp.                                   | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       132 | NS      | $2865.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                    | Aterian, Inc.                                             | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $221.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc | National Presto Industries, Inc.                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $1574.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc          | Orion Office REIT, Inc.                                   | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       259 | NS      | $2211.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust        | Pebblebrook Hotel Trust                                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       589 | NS      | $7886.71      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                     | Vuzix Corp.                                               | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       269 | NS      | $979.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Coursera Inc                   | Coursera, Inc.                                            | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |       512 | NS      | $6056.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc          | Provident Bancorp, Inc.                                   | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $473.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc          | Party City Holdco, Inc.                                   | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |       494 | NS      | $180.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc       | Encore Capital Group, Inc.                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       104 | NS      | $4985.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                 | Skillsoft Corp.                                           | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $478.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc            | Mr Cooper Group, Inc.                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       312 | NS      | $12520.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc           | Kinetik Holdings, Inc.                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $2547.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Banking System Inc    | Columbia Banking System, Inc.                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $10756.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc      | Kinsale Capital Group, Inc.                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        97 | NS      | $25367.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                     | Adient plc                                                | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |       430 | NS      | $14916.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc       | Phillips Edison & Company, Inc.                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       522 | NS      | $16620.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                  | REGENXBIO, Inc.                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       182 | NS      | $4127.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The           | Beauty Health Co.                                         | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |       427 | NS      | $3885.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                   | Inseego Corp.                                             | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |       391 | NS      | $329.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                      | Nerdy, Inc.                                               | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $551.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp              | Five Star Bancorp                                         | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |        57 | NS      | $1552.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings, Inc.                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       146 | NS      | $24736.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc           | Mid Penn Bancorp, Inc.                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $1948.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc      | Sally Beauty Holdings, Inc.                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       486 | NS      | $6084.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur | Solaris Oilfield Infrastructure, Inc.                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |       142 | NS      | $1410.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc    | LifeStance Health Group, Inc.                             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $1620.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                      | Edgio, Inc.                                               | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |       622 | NS      | $702.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                    | NextNav, Inc.                                             | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       218 | NS      | $638.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc             | LSB Industries, Inc.                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |       333 | NS      | $4428.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote, Inc.                                           | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $1297.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                    | ThredUp, Inc.                                             | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |       266 | NS      | $348.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc     | Ligand Pharmaceuticals, Inc.                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |        69 | NS      | $4609.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                 | ChampionX Corp.                                           | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       902 | NS      | $26148.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp        | Flushing Financial Corp.                                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $2500.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group I | Air Transport Services Group, Inc.                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |       260 | NS      | $6754.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                | Playstudios, Inc.                                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $1392.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Saving | Hingham Institution For Savings The                       | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |         6 | NS      | $1655.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc       | Century Therapeutics, Inc.                                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $461.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                  | SomaLogic, Inc.                                           | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |       678 | NS      | $1701.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals, Inc.                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       434 | NS      | $8072.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc            | Energy Recovery, Inc.                                     | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |       249 | NS      | $5102.01      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                  | Ambarella, Inc.                                           | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | US        |       165 | NS      | $13567.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                      | GoPro, Inc.                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |       586 | NS      | $2918.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc   | Sunstone Hotel Investors, Inc.                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       957 | NS      | $9244.62      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc         | Whole Earth Brands, Inc.                                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $748.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc       | Patterson-UTI Energy, Inc.                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       973 | NS      | $16385.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc     | Oncternal Therapeutics, Inc.                              | CUSIP: 400CVR015<br>LEI: 549300QZ85LIXQ8O7P72 | Long             |  | CORP              | US        |         2 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Liberty Energy Inc             | Liberty Energy, Inc.                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $10038.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc               | Shutterstock, Inc.                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       110 | NS      | $5799.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                      | Funko, Inc.                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |       144 | NS      | $1571.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc    | Summit Hotel Properties, Inc.                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       475 | NS      | $3429.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp            | BRT Apartments Corp.                                      | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $1040.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                 | PriceSmart, Inc.                                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       112 | NS      | $6807.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA              | Universal Corp.                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       110 | NS      | $5809.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       122 | NS      | $5213.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust       | Service Properties Trust                                  | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       745 | NS      | $5431.05      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp        | Magnolia Oil & Gas Corp.                                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       785 | NS      | $18408.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd     | Cenntro Electric Group Ltd.                               | CUSIP: N/A<br>LEI: 549300UDHPKCYMMCEM56       | Long             | EC               | CORP              | US        |       834 | NS      | $366.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                | Foot Locker, Inc.                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       363 | NS      | $13717.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| indie Semiconductor Inc        | indie Semiconductor, Inc.                                 | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |       456 | NS      | $2658.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc               | Krispy Kreme, Inc.                                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       326 | NS      | $3364.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc     | Cardiovascular Systems, Inc.                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |       179 | NS      | $2437.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc        | Methode Electronics, Inc.                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       164 | NS      | $7276.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc       | Haynes International, Inc.                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |        55 | NS      | $2512.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                  | Synaptics, Inc.                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       179 | NS      | $17033.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc             | Vinco Ventures, Inc.                                      | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       820 | NS      | $380.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys, Inc.                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       173 | NS      | $19415.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc             | Evolent Health, Inc.                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |       372 | NS      | $10445.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                      | Udemy, Inc.                                               | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       327 | NS      | $3449.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp | Metropolitan Bank Holding Corp.                           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $2757.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                | Benson Hill, Inc.                                         | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       776 | NS      | $1978.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                  | Hub Group, Inc.                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $11526.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc           | NACCO Industries, Inc.                                    | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $684.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group | California Water Service Group                            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       243 | NS      | $14735.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc               | MiMedx Group, Inc.                                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $1420.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp       | Atlanticus Holdings Corp.                                 | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $497.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc           | Global Net Lease, Inc.                                    | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |       472 | NS      | $5933.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp         | Heritage Commerce Corp.                                   | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |       266 | NS      | $3458.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Babylon Holdings Ltd/Jersey    | Babylon Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 549300613X6447C00597       | Long             | EC               | CORP              | US        |        19 | NS      | $128.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings | Sportsman's Warehouse Holdings, Inc.                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |       173 | NS      | $1627.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                   | Veritone, Inc.                                            | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |       142 | NS      | $752.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                   | Embecta Corp.                                             | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       260 | NS      | $6575.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In | International Money Express, Inc.                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $3533.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc           | Biglari Holdings, Inc.                                    | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |         3 | NS      | $416.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction, Inc.                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       201 | NS      | $7049.07      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc               | Benefitfocus, Inc.                                        | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |       117 | NS      | $1223.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co              | Northwest Pipe Co.                                        | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |        44 | NS      | $1482.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc             | Ingles Markets, Inc.                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |        64 | NS      | $6173.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp            | Uranium Energy Corp.                                      | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |      1455 | NS      | $5645.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Chinook Therapeutics Inc       | Chinook Therapeutics, Inc.                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |       225 | NS      | $5895.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc         | Nicolet Bankshares, Inc.                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $4388.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco, Inc.                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |        59 | NS      | $2715.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                 | AnaptysBio, Inc.                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |        91 | NS      | $2820.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc     | E2open Parent Holdings, Inc.                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $5300.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Company, Inc.                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       193 | NS      | $17111.38     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix, Inc.                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       257 | NS      | $17586.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                   | Humacyte, Inc.                                            | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $168.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                    | BayCom Corp.                                              | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |        58 | NS      | $1100.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc               | MDC Holdings, Inc.                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       259 | NS      | $8184.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp          | Integer Holdings Corp.                                    | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       149 | NS      | $10200.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp       | Blueprint Medicines Corp.                                 | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |       271 | NS      | $11872.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd    | Nordic American Tankers Ltd.                              | CUSIP: N/A<br>LEI: 213800W4T8AMPKIPIU94       | Long             | EC               | CORP              | US        |       877 | NS      | $2683.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust  | KKR Real Estate Finance Trust, Inc.                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |       245 | NS      | $3420.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                      | Unifi, Inc.                                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |        63 | NS      | $542.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                                            | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | US        |       566 | NS      | $6695.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc             | Cohen & Steers, Inc.                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       115 | NS      | $7424.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc              | GCM Grosvenor, Inc.                                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $1415.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                  | PagerDuty, Inc.                                           | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |       386 | NS      | $10252.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                   | Archrock, Inc.                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       614 | NS      | $5513.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc      | Hovnanian Enterprises, Inc.                               | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |        23 | NS      | $967.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc         | Pardes Biosciences, Inc.                                  | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $218.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                | Hillenbrand, Inc.                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       312 | NS      | $13313.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                | Altus Power, Inc.                                         | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |       190 | NS      | $1238.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chuy's Holdings Inc            | Chuy's Holdings, Inc.                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $2292.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc          | FARO Technologies, Inc.                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |        82 | NS      | $2411.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc    | Pacific Premier Bancorp, Inc.                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       425 | NS      | $13413.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc      | Viridian Therapeutics, Inc.                               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |       170 | NS      | $4965.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc          | ATN International, Inc.                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |        49 | NS      | $2220.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                     | Cutera, Inc.                                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        75 | NS      | $3316.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                | Ranger Oil Corp.                                          | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |        86 | NS      | $3476.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc   | Broadmark Realty Capital, Inc.                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       590 | NS      | $2100.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Co.                                   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       224 | NS      | $5131.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc         | Novagold Resources, Inc.                                  | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | US        |      1084 | NS      | $6482.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                    | Marqeta, Inc.                                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1968 | NS      | $12024.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Manag | Apartment Investment and Management Co.                   | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |       679 | NS      | $4834.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc              | Unity Bancorp, Inc.                                       | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |        32 | NS      | $874.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                 | Joint Corp.                                               | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $894.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc              | Mitek Systems, Inc.                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       191 | NS      | $1850.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc            | Gray Television, Inc.                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |       369 | NS      | $4129.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises, Inc.                                    | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |        30 | NS      | $1688.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US      | Ivanhoe Electric Incorporated / US                        | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $789.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd            | Signet Jewelers Ltd.                                      | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |       207 | NS      | $14076.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                    | ONE Gas, Inc.                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       242 | NS      | $18324.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Duckhorn Portfolio Inc/The     | Duckhorn Portfolio, Inc.                                  | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |       167 | NS      | $2767.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co | Bluegreen Vacations Holding Corp.                         | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |        57 | NS      | $1422.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc   | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       161 | NS      | $4277.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                    | Kaleyra, Inc.                                             | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |       130 | NS      | $98.16        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems Inc               | Casa Systems, Inc.                                        | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |       160 | NS      | $436.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc    | Duck Creek Technologies, Inc.                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $4217.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp              | Boston Omaha Corp.                                        | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |        96 | NS      | $2544.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc       | Southside Bancshares, Inc.                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       139 | NS      | $5002.61      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc         | Xponential Fitness, Inc.                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1765.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                     | Rapid7, Inc.                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |       263 | NS      | $8936.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc          | Farmland Partners, Inc.                                   | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |       213 | NS      | $2653.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor, Inc.                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       375 | NS      | $7800.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH         | Peoples Bancorp, Inc.                                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $3559.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                   | Allbirds, Inc.                                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $1040.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc      | American Assets Trust, Inc.                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $5936.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics, Inc.                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       272 | NS      | $4577.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                  | U.S. Treasury Bills                                       | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    393000 | PA      | $392437.76    | 1.61%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winnebago Industries Inc       | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       134 | NS      | $7061.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                  | Ingevity Corp.                                            | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       169 | NS      | $11904.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc               | Coeur Mining, Inc.                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      1263 | NS      | $4243.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                     | Nevro Corp.                                               | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |       158 | NS      | $6256.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp          | ProPetro Holding Corp.                                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       396 | NS      | $4106.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The       | Children's Place, Inc.                                    | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |        58 | NS      | $2112.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc         | Trinity Industries, Inc.                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       371 | NS      | $10970.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc | Capstar Financial Holdings, Inc.                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $1624.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc | Schnitzer Steel Industries, Inc.                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |       114 | NS      | $3494.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp   | Topgolf Callaway Brands Corp.                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       634 | NS      | $12521.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                    | CareMax, Inc.                                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $985.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The       | Simply Good Foods Co.                                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $15212.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc     | Xenia Hotels & Resorts, Inc.                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       519 | NS      | $6840.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc  | Shoals Technologies Group, Inc.                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $15369.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc       | Relmada Therapeutics, Inc.                                | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |       124 | NS      | $432.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc     | Rocket Pharmaceuticals, Inc.                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       242 | NS      | $4735.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                     | Zimvie, Inc.                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |        94 | NS      | $877.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                | Bank First Corp.                                          | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $3248.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                 | Sierra Bancorp                                            | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $1295.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc              | VAALCO Energy, Inc.                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |       478 | NS      | $2179.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc      | Esperion Therapeutics, Inc.                               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |       293 | NS      | $1825.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The          | Hackett Group, Inc.                                       | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       122 | NS      | $2485.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                    | Avista Corp.                                              | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       328 | NS      | $14543.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc | First Financial Bankshares, Inc.                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       585 | NS      | $20124.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc          | Earthstone Energy, Inc.                                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |       199 | NS      | $2831.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp        | Silvergate Capital Corp.                                  | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       142 | NS      | $2470.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AvidXchange Holdings Inc       | AvidXchange Holdings, Inc.                                | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       665 | NS      | $6610.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                  | B&G Foods, Inc.                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |       314 | NS      | $3501.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences Inc        | Coherus Biosciences, Inc.                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |       334 | NS      | $2645.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The               | RealReal, Inc.                                            | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |       386 | NS      | $482.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Group Hospitality Inc/The  | ONE Group Hospitality, Inc.                               | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       102 | NS      | $642.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc     | NGM Biopharmaceuticals, Inc.                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |       178 | NS      | $893.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp      | Chesapeake Utilities Corp.                                | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |        79 | NS      | $9336.22      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co.                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       526 | NS      | $25405.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Cor | Comtech Telecommunications Corp.                          | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       116 | NS      | $1408.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The  | Goodyear Tire & Rubber Co.                                | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1272 | NS      | $12910.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc       | Travere Therapeutics, Inc.                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $5804.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                | MicroVision, Inc.                                         | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |       751 | NS      | $1764.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc          | Dyne Therapeutics, Inc.                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $1668.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc          | Beam Therapeutics, Inc.                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $11263.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc              | PDF Solutions, Inc.                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       135 | NS      | $3850.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                      | Valhi, Inc.                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $242.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp            | Amplify Energy Corp.                                      | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |       162 | NS      | $1423.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc             | Avanos Medical, Inc.                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       210 | NS      | $5682.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd   | Textainer Group Holdings Ltd.                             | CUSIP: N/A<br>LEI: 529900OHEYRATAFMIT89       | Long             | EC               | CORP              | US        |       196 | NS      | $6077.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc              | Willdan Group, Inc.                                       | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |        53 | NS      | $946.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                   | Stagwell, Inc.                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |       354 | NS      | $2198.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp        | Lakeland Financial Corp.                                  | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $8099.67      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc    | Monarch Casino & Resort, Inc.                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        60 | NS      | $4613.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc              | PC Connection, Inc.                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |        51 | NS      | $2391.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings, Inc.                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       370 | NS      | $7733.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc        | Caribou Biosciences, Inc.                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $1563.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc         | Array Technologies, Inc.                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |       683 | NS      | $13202.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co/The                 | Lovesac Co.                                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $1386.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                   | Artivion, Inc.                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       177 | NS      | $2145.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp         | Tupperware Brands Corp.                                   | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       200 | NS      | $828.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc              | NL Industries, Inc.                                       | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $258.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling | Hyster-Yale Materials Handling, Inc.                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $1240.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                   | Outbrain, Inc.                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |       175 | NS      | $633.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp          | Bank of Marin Bancorp                                     | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2334.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc         | Columbia Financial, Inc.                                  | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |       154 | NS      | $3329.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                      | iStar, Inc.                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       304 | NS      | $2319.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In | PAM Transportation Services, Inc.                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        30 | NS      | $777.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN         | Horizon Bancorp, Inc.                                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |       182 | NS      | $2744.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co               | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       179 | NS      | $12291.93     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd      | Greenlight Capital Re Ltd.                                | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | US        |       118 | NS      | $961.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                   | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        49 | NS      | $5652.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co            | Allegiant Travel Co.                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |        69 | NS      | $4691.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp            | Westamerica BanCorp                                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $6963.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN           | Merchants Bancorp                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |        71 | NS      | $1726.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                   | Omnicell, Inc.                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       199 | NS      | $10033.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                  | HCI Group, Inc.                                           | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |        29 | NS      | $1148.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp    | Matthews International Corp.                              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       135 | NS      | $4109.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc                | ShotSpotter, Inc.                                         | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |        40 | NS      | $1353.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp             | Macatawa Bank Corp.                                       | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $1312.57      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                 | Murphy USA, Inc.                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        94 | NS      | $26276.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp         | Hillman Solutions Corp.                                   | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $4398.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc               | I3 Verticals, Inc.                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |       100 | NS      | $2434.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc         | Option Care Health, Inc.                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       702 | NS      | $21123.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc          | Alkami Technology, Inc.                                   | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $2378.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                    | Centerspace                                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |        69 | NS      | $4048.23      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                | Vivid Seats, Inc.                                         | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $832.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tilly's Inc                    | Tilly's, Inc.                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $923.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp            | Ladder Capital Corp.                                      | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |       515 | NS      | $5170.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc            | StepStone Group, Inc.                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $6018.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                   | AvePoint, Inc.                                            | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $2400.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp            | Sterling Check Corp.                                      | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $1655.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey Inc             | Berkshire Grey, Inc.                                      | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       221 | NS      | $133.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc            | TG Therapeutics, Inc.                                     | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |       604 | NS      | $7145.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp.                                 | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      1864 | NS      | $12488.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                   | Parsons Corp.                                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       153 | NS      | $7076.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The           | Manitowoc Company, Inc.                                   | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |       157 | NS      | $1438.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I | Harmony Biosciences Holdings, Inc.                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $6556.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp               | LendingClub Corp.                                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |       460 | NS      | $4048.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp             | Park National Corp.                                       | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |        65 | NS      | $9148.75      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                     | Geron Corp.                                               | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |      1629 | NS      | $3942.18      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc        | Nu Skin Enterprises, Inc.                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       221 | NS      | $9317.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp      | Carpenter Technology Corp.                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       216 | NS      | $7979.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc      | Emergent BioSolutions, Inc.                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       228 | NS      | $2692.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc     | Sabra Health Care REIT, Inc.                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      1046 | NS      | $13001.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc  | Recursion Pharmaceuticals, Inc.                           | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $4733.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc | Advanced Energy Industries, Inc.                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       170 | NS      | $14582.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc            | Jack in the Box, Inc.                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |        95 | NS      | $6481.85      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc              | ACI Worldwide, Inc.                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       505 | NS      | $11615.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                     | Atkore, Inc.                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       186 | NS      | $21096.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                   | AdvanSix, Inc.                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       123 | NS      | $4676.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                    | SI-BONE, Inc.                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |       152 | NS      | $2067.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc              | Newmark Group, Inc.                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $4853.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In | Aerojet Rocketdyne Holdings, Inc.                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       357 | NS      | $19967.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc      | Edgewise Therapeutics, Inc.                               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $1206.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                  | Inspirato, Inc.                                           | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $53.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd          | Diversey Holdings Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       354 | NS      | $1508.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings  | Lindblad Expeditions Holdings, Inc.                       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |       149 | NS      | $1147.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market, Inc.                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       477 | NS      | $15440.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc       | CommScope Holding Company, Inc.                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       930 | NS      | $6835.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc              | Kura Oncology, Inc.                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |       288 | NS      | $3574.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp.                                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       664 | NS      | $28558.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                | Shake Shack, Inc.                                         | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       169 | NS      | $7018.57      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc      | Ambac Financial Group, Inc.                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       201 | NS      | $3505.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp, Inc.                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       305 | NS      | $8338.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                    | Paysafe Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       128 | NS      | $1774.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc          | Pear Therapeutics, Inc.                                   | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $365.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                   | Lindsay Corp.                                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        50 | NS      | $8142.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp        | aka Brands Holding Corp.                                  | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $64.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp        | Chimera Investment Corp.                                  | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      1049 | NS      | $5769.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp     | InvenTrust Properties Corp.                               | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |       307 | NS      | $7266.69      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                    | KnowBe4, Inc.                                             | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $8177.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp           | Camden National Corp.                                     | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |        65 | NS      | $2709.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd.                                       | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | US        |       104 | NS      | $3204.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                      | Zuora, Inc.                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |       530 | NS      | $3370.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                 | Multiplan Corp.                                           | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1713 | NS      | $1969.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc        | Y-mAbs Therapeutics, Inc.                                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $810.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc         | Pathward Financial, Inc.                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       130 | NS      | $5596.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                        | NOW, Inc.                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       500 | NS      | $6350.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                     | Cabot Corp.                                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       252 | NS      | $16843.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp             | CTI BioPharma Corp.                                       | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       436 | NS      | $2620.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI        | Sterling Bancorp, Inc.                                    | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $475.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp               | SecureWorks Corp.                                         | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $287.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                     | Heska Corp.                                               | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |        44 | NS      | $2735.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc       | Foghorn Therapeutics, Inc.                                | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $574.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                    | NEOGAMES S.A.                                             | CUSIP: N/A<br>LEI: 222100MZTIQEZS4XY614       | Long             | EC               | CORP              | US        |        59 | NS      | $719.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The     | Oncology Institute, Inc.                                  | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $138.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                   | Proterra, Inc.                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1002 | NS      | $3777.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc               | Bluebird Bio, Inc.                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $2325.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The     | Cheesecake Factory, Inc.                                  | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       218 | NS      | $6912.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Helios Technologies Inc        | Helios Technologies, Inc.                                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       148 | NS      | $8057.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc        | Hudson Technologies, Inc.                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $1973.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                | NI Holdings, Inc.                                         | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |        38 | NS      | $504.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology  | International Game Technology plc                         | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |       443 | NS      | $10047.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc          | TuSimple Holdings, Inc.                                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $1039.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                | Hecla Mining Co.                                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      2457 | NS      | $13660.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                  | MaxLinear, Inc.                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       326 | NS      | $11067.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters, Inc.                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       289 | NS      | $6892.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                 | Blend Labs, Inc.                                          | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $1208.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                  | Rallybio Corp.                                            | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $466.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries, Inc.                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       252 | NS      | $14868.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries, Inc.                             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |        70 | NS      | $2979.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp          | Fulton Financial Corp.                                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       722 | NS      | $12151.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp.                                | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $4027.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                 | Brightcove, Inc.                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |       187 | NS      | $978.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE- NPV    | Ligand Pharmaceuticals Inc                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        24 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co.                                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        17 | NS      | $10271.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp    | Hycroft Mining Holding Corp.                              | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $363.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                                   | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      1940 | NS      | $21941.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp         | J & J Snack Foods Corp.                                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $10180.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                      | Adeia, Inc.                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $4474.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc               | Sovos Brands, Inc.                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $2486.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp           | OrthoPediatrics Corp.                                     | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |        66 | NS      | $2622.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc           | Surgery Partners, Inc.                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       227 | NS      | $6324.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I | Montrose Environmental Group, Inc.                        | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |       125 | NS      | $5548.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc         | Home Point Capital, Inc.                                  | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |        36 | NS      | $49.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                    | Ecovyst, Inc.                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $2587.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc            | Stellar Bancorp, Inc.                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       206 | NS      | $6068.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc             | Hostess Brands, Inc.                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $13486.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc             | Aspen Aerogels, Inc.                                      | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $1520.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc         | Charge Enterprises, Inc.                                  | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       490 | NS      | $607.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc       | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       198 | NS      | $6975.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                  | Bioventus, Inc.                                           | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $373.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD       | Kearny Financial Corp.                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $2781.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings  | Sun Country Airlines Holdings, Inc.                       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       150 | NS      | $2379.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp    | REX American Resources Corp.                              | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2262.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc            | Intrepid Potash, Inc.                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |        50 | NS      | $1443.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp         | Premier Financial Corp.                                   | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $4342.17      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc              | Cumulus Media, Inc.                                       | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $503.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co   | Northwest Natural Holding Co.                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       155 | NS      | $7376.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                     | Cepton, Inc.                                              | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $43.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                    | Appian Corp.                                              | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |       181 | NS      | $5893.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp              | Cambridge Bancorp                                         | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $2574.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies, Inc.                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       148 | NS      | $11745.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings, Inc.                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       299 | NS      | $7008.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       326 | NS      | $13297.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                   | Pulmonx Corp.                                             | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |       155 | NS      | $1306.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The             | Aaron's Company, Inc.                                     | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $1637.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif, Inc.                                               | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        24 | NS      | $1877.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc             | ABM Industries, Inc.                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       299 | NS      | $13281.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc         | Werner Enterprises, Inc.                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       285 | NS      | $11474.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp.                                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       305 | NS      | $4239.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes, Inc.                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       384 | NS      | $13943.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN       | Miller Industries, Inc.                                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |        50 | NS      | $1333.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc      | DigitalOcean Holdings, Inc.                               | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |       314 | NS      | $7997.58      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                 | FormFactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       350 | NS      | $7780.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc       | Sangamo Therapeutics, Inc.                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |       559 | NS      | $1755.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp           | First Advantage Corp.                                     | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |       266 | NS      | $3458.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                 | Astronics Corp.                                           | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |       115 | NS      | $1184.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc              | AngioDynamics, Inc.                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       169 | NS      | $2327.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc        | Meridian Bioscience, Inc.                                 | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       195 | NS      | $6475.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd             | Ichor Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |       127 | NS      | $3406.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       348 | NS      | $11083.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                  | SunPower Corp.                                            | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       371 | NS      | $6689.13      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp           | First Merchants Corp.                                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |       260 | NS      | $10688.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                    | iRobot Corp.                                              | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       122 | NS      | $5871.86      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                | UserTesting, Inc.                                         | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $1607.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc         | ConnectOne Bancorp, Inc.                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |       168 | NS      | $4067.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc        | Bright Health Group, Inc.                                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       875 | NS      | $568.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc  | Motorcar Parts of America, Inc.                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |        85 | NS      | $1008.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                   | Accolade, Inc.                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |       276 | NS      | $2150.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX           | Rent-A-Center, Inc.                                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       225 | NS      | $5073.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                    | Blucora, Inc.                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       214 | NS      | $5463.42      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc   | Xeris Biopharma Holdings, Inc.                            | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $798.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc | Day One Biopharmaceuticals, Inc.                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $2281.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc  | American Realty Investors, Inc.                           | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $153.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc       | Atea Pharmaceuticals, Inc.                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $1664.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings | Arcturus Therapeutics Holdings, Inc.                      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $1780.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                     | Brady Corp.                                               | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       206 | NS      | $9702.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc   | TravelCenters of America, Inc.                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |        57 | NS      | $2552.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc      | Trean Insurance Group, Inc.                               | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $612.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                      | C3.ai, Inc.                                               | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |       264 | NS      | $2954.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc       | HomeTrust Bancshares, Inc.                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $1546.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp     | Horace Mann Educators Corp.                               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       186 | NS      | $6950.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp          | Primis Financial Corp.                                    | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       100 | NS      | $1185.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc               | RBC Bearings, Inc.                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $27006.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                   | LivaNova plc                                              | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |       243 | NS      | $13496.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                       | CTS Corp.                                                 | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       143 | NS      | $5637.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc   | Texas Capital Bancshares, Inc.                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       226 | NS      | $13630.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc  | Diamond Offshore Drilling, Inc.                           | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |       453 | NS      | $4711.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The              | York Water Co.                                            | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        64 | NS      | $2878.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I | Piedmont Office Realty Trust, Inc.                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $5107.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc        | PMV Pharmaceuticals, Inc.                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $1452.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp            | WSFS Financial Corp.                                      | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       276 | NS      | $12513.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc       | First Mid Bancshares, Inc.                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $2694.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                   | Agilysys, Inc.                                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |        89 | NS      | $7043.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                                              | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       819 | NS      | $20196.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc        | Aris Water Solution, Inc.                                 | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1441.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc     | Midland States Bancorp, Inc.                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |        95 | NS      | $2528.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen Inc                   | Heliogen, Inc.                                            | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       409 | NS      | $285.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                       | XPEL, Inc.                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        98 | NS      | $5885.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                    | Atomera, Inc.                                             | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        92 | NS      | $572.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                | FVCBankcorp, Inc.                                         | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |        54 | NS      | $1029.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc           | Palomar Holdings, Inc.                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       110 | NS      | $4967.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc      | Build-A-Bear Workshop, Inc.                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |        64 | NS      | $1525.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden, Inc.                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       191 | NS      | $13732.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd              | IBEX Holdings Ltd.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        26 | NS      | $646.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                      | SJW Group                                                 | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $9905.18      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc | Tactile Systems Technology, Inc.                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |        88 | NS      | $1010.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                       | EQRx, Inc.                                                | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $2233.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc          | ICF International, Inc.                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        84 | NS      | $8320.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc       | Destination XL Group, Inc.                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $1782.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp        | Target Hospitality Corp.                                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $2028.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                    | Neogen Corp.                                              | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       977 | NS      | $14879.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy, Inc.                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       158 | NS      | $4727.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc         | Eastern Bankshares, Inc.                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |       703 | NS      | $12126.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc    | Capital City Bank Group, Inc.                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |        61 | NS      | $1982.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc       | Resideo Technologies, Inc.                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       656 | NS      | $10791.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc               | Movado Group, Inc.                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |        70 | NS      | $2257.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc             | Arch Resources, Inc.                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |        67 | NS      | $9566.93      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc          | Silk Road Medical, Inc.                                   | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |       169 | NS      | $8931.65      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc       | Northwest Bancshares, Inc.                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $7702.98      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The              | Andersons, Inc.                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       145 | NS      | $5073.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc             | Calavo Growers, Inc.                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $2293.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wejo Group Ltd                 | Wejo Group Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       103 | NS      | $49.54        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc           | Simulations Plus, Inc.                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2596.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc         | Northfield Bancorp, Inc.                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $3083.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd              | Kosmos Energy Ltd.                                        | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      2047 | NS      | $13018.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf, Inc.                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |       331 | NS      | $470.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc            | Digital Turbine, Inc.                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |       420 | NS      | $6400.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc            | Colony Bankcorp, Inc.                                     | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $939.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                         | 2U, Inc.                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |       338 | NS      | $2119.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                | OPKO Health, Inc.                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |      1830 | NS      | $2287.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc         | Alarm.com Holdings, Inc.                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       218 | NS      | $10786.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                  | BRP Group, Inc.                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $6687.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc          | Purple Innovation, Inc.                                   | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $1192.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc          | Jackson Financial, Inc.                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       337 | NS      | $11724.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co           | Matador Resources Co.                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       507 | NS      | $29020.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds           | First American Government Obligations Fund - Class X      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    232940 | NS      | $232940.02    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc          | Oxford Industries, Inc.                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |        69 | NS      | $6429.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp.                                        | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |       797 | NS      | $15238.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                      | Vimeo, Inc.                                               | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |       649 | NS      | $2226.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                    | Arteris, Inc.                                             | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $331.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp               | Dakota Gold Corp.                                         | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $701.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc   | KalVista Pharmaceuticals, Inc.                            | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       111 | NS      | $750.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                     | Fastly, Inc.                                              | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |       506 | NS      | $4144.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                      | JOANN, Inc.                                               | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $142.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| InterDigital Inc               | InterDigital, Inc.                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $6679.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc       | Aclaris Therapeutics, Inc.                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |       281 | NS      | $4425.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc              | Quad/Graphics, Inc.                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |       153 | NS      | $624.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I | Sunnova Energy International, Inc.                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |       450 | NS      | $8104.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc         | Digi International, Inc.                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       155 | NS      | $5665.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp   | Cerberus Cyber Sentinel Corp.                             | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $527.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc    | Kennedy-Wilson Holdings, Inc.                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       535 | NS      | $8415.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings Inc             | Ondas Holdings, Inc.                                      | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |       158 | NS      | $251.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands, Inc.                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |        68 | NS      | $1470.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial, Inc.                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       812 | NS      | $26235.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                   | Wingstop, Inc.                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       135 | NS      | $18578.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties In | CBL & Associates Properties, Inc.                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |       121 | NS      | $2792.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp.                                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       186 | NS      | $10920.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc      | Minerals Technologies, Inc.                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       147 | NS      | $8925.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA      | Coastal Financial Corp.                                   | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |        47 | NS      | $2233.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc           | BJ's Restaurants, Inc.                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       103 | NS      | $2717.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc     | Prometheus Biosciences, Inc.                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $17270.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc     | Summit Financial Group, Inc.                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $1244.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV           | Ermenegildo Zegna N.V.                                    | CUSIP: N/A<br>LEI: 8156003760472AA7E269       | Long             | EC               | CORP              | US        |       270 | NS      | $2826.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                  | Renasant Corp.                                            | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       248 | NS      | $9322.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc               | TriNet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |       169 | NS      | $11458.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                        | V2X, Inc.                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        53 | NS      | $2188.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc             | Provention Bio, Inc.                                      | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |       260 | NS      | $2748.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp        | Artesian Resources Corp.                                  | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $2167.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc       | Fulcrum Therapeutics, Inc.                                | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $1128.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                     | Telos Corp.                                               | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |       244 | NS      | $1241.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                  | Insperity, Inc.                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |       164 | NS      | $18630.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc    | Pediatrix Medical Group, Inc.                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $5542.78      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                     | PFSweb, Inc.                                              | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $461.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp          | Skyline Champion Corp.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       242 | NS      | $12465.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc               | MeridianLink, Inc.                                        | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $1427.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc              | Cipher Mining, Inc.                                       | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $98.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                       | Gevo, Inc.                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |       892 | NS      | $1694.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc      | Beacon Roofing Supply, Inc.                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |       232 | NS      | $12247.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                    | CorVel Corp.                                              | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $5813.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp      | Big 5 Sporting Goods Corp.                                | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |        97 | NS      | $856.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners      | Perella Weinberg Partners                                 | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       166 | NS      | $1626.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp          | Empire Petroleum Corp.                                    | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |        30 | NS      | $369.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                | 3D Systems Corp.                                          | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |       574 | NS      | $4247.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp       | Fox Factory Holding Corp.                                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       192 | NS      | $17516.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc            | OneWater Marine, Inc.                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1458.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc            | RE/MAX Holdings, Inc.                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |        83 | NS      | $1547.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                    | Clarus Corp.                                              | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |       131 | NS      | $1027.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc   | Community Health Systems, Inc.                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $2449.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc           | Astec Industries, Inc.                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       104 | NS      | $4228.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd | James River Group Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       167 | NS      | $3491.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc    | Theseus Pharmaceuticals, Inc.                             | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $383.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Ele | Faraday Future Intelligent Electric, Inc.                 | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $130.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc      | Universal Electronics, Inc.                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |        55 | NS      | $1144.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                | Citi Trends, Inc.                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |        37 | NS      | $979.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc             | Velodyne Lidar, Inc.                                      | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |       875 | NS      | $646.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc  | Capitol Federal Financial, Inc.                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $5094.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc            | Health Catalyst, Inc.                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |       246 | NS      | $2614.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                       | AAON, Inc.                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $14988.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc            | Focus Universal, Inc.                                     | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        79 | NS      | $506.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AirSculpt Technologies Inc     | AirSculpt Technologies, Inc.                              | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $207.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc              | Vista Outdoor, Inc.                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       253 | NS      | $6165.61      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc   | BioCryst Pharmaceuticals, Inc.                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |       841 | NS      | $9654.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                 | Cue Health, Inc.                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $1012.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc            | Bloomin' Brands, Inc.                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       393 | NS      | $7907.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The         | Greenbrier Companies, Inc.                                | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       144 | NS      | $4828.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                 | Utz Brands, Inc.                                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       298 | NS      | $4726.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                   | SM Energy Co.                                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       549 | NS      | $19121.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                | Selectquote, Inc.                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |       606 | NS      | $407.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA  | Preferred Bank/Los Angeles CA                             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |        60 | NS      | $4477.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc         | Boot Barn Holdings, Inc.                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       134 | NS      | $8377.68      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp              | SITE Centers Corp.                                        | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       883 | NS      | $12061.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc         | FirstCash Holdings, Inc.                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $14774.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc     | Syndax Pharmaceuticals, Inc.                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |       237 | NS      | $6031.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp.                                                 | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       153 | NS      | $6869.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp            | Park Aerospace Corp.                                      | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |        89 | NS      | $1193.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                    | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |        58 | NS      | $3956.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                   | Lemonade, Inc.                                            | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |       211 | NS      | $2886.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc        | Accel Entertainment, Inc.                                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $2009.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc            | Douglas Elliman, Inc.                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       343 | NS      | $1396.01      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L | Bank of NT Butterfield & Son Ltd.                         | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | US        |       225 | NS      | $6707.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc           | Veritex Holdings, Inc.                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       238 | NS      | $6683.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI       | Independent Bank Corp.                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        90 | NS      | $2152.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA         | Perimeter Solutions S.A.                                  | CUSIP: N/A<br>LEI: 2221003U8GJZ9U4MR505       | Long             | EC               | CORP              | US        |       529 | NS      | $4835.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc            | Replimune Group, Inc.                                     | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |       184 | NS      | $5004.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc             | CareTrust REIT, Inc.                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |       437 | NS      | $8119.46      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc    | New York Mortgage Trust, Inc.                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      1666 | NS      | $4264.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd              | Borr Drilling Ltd.                                        | CUSIP: N/A<br>LEI: 213800J2JPCTXLHQ5R78       | Long             | EC               | CORP              | US        |       881 | NS      | $4378.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                 | Proto Labs, Inc.                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       125 | NS      | $3191.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc         | P3 Health Partners, Inc.                                  | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       111 | NS      | $204.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc         | Marcus & Millichap, Inc.                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       114 | NS      | $3927.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings   | Compass Diversified Holdings                              | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |       277 | NS      | $5049.71      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp            | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       164 | NS      | $15120.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                 | Omega Flex, Inc.                                          | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        15 | NS      | $1399.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International    | Russell 2000 Index                                        | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |      1343 | NC      | $15807.44     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Rigetti Computing Inc          | Rigetti Computing, Inc.                                   | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $107.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Construction Partners Inc      | Construction Partners, Inc.                               | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |       181 | NS      | $4830.89      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc  | Amphastar Pharmaceuticals, Inc.                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       174 | NS      | $4875.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc            | Titan Machinery, Inc.                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |        92 | NS      | $3655.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc            | Century Casinos, Inc.                                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       124 | NS      | $871.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer, Inc.                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       206 | NS      | $16912.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc   | Oil States International, Inc.                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       280 | NS      | $2088.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp      | California Resources Corp.                                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       333 | NS      | $14488.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                  | Moneylion, Inc.                                           | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $367.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                  | CoreCivic, Inc.                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       514 | NS      | $5941.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                      | TEGNA, Inc.                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      1003 | NS      | $21253.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp.                                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       641 | NS      | $22217.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                  | Tredegar Corp.                                            | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       122 | NS      | $1246.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                     | Daseke, Inc.                                              | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |       185 | NS      | $1052.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc     | Republic First Bancorp, Inc.                              | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |       219 | NS      | $470.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc               | Saul Centers, Inc.                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $2196.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp           | Ryerson Holding Corp.                                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |        76 | NS      | $2299.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp           | ProFrac Holding Corp.                                     | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $2646.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc          | 1-800-Flowers.com, Inc.                                   | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       122 | NS      | $1166.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp.                                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       480 | NS      | $7896.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems, Inc.                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       253 | NS      | $17866.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp | Brookfield Infrastructure Corp.                           | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $17271.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                  | Dril-Quip, Inc.                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       155 | NS      | $4211.35      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA    | Orion Engineered Carbons S.A.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       274 | NS      | $4879.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc          | Mullen Automotive, Inc.                                   | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |      1491 | NS      | $426.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc     | Independent Bank Group, Inc.                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $9672.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group, Inc.                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |        65 | NS      | $5476.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc  | Ashford Hospitality Trust, Inc.                           | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       156 | NS      | $697.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                 | MediaAlpha, Inc.                                          | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $1074.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc     | Heritage-Crystal Clean, Inc.                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $2306.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp            | Avaya Holdings Corp.                                      | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |       381 | NS      | $74.68        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc  | Southern Missouri Bancorp, Inc.                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $1649.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc            | Reservoir Media, Inc.                                     | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |        93 | NS      | $555.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc        | Century Communities, Inc.                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       128 | NS      | $6401.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc        | Karuna Therapeutics, Inc.                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $26724.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services  | Enterprise Financial Services Corp.                       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       160 | NS      | $7833.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc         | Vicarious Surgical, Inc.                                  | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       247 | NS      | $498.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Channel Outdoor Holdings | Clear Channel Outdoor Holdings, Inc.                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1657 | NS      | $1739.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc     | Financial Institutions, Inc.                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $1656.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd    | Kiniksa Pharmaceuticals Ltd.                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       141 | NS      | $2112.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp       | World Fuel Services Corp.                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       277 | NS      | $7570.41      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities               | Elme Communities                                          | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       396 | NS      | $7048.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                | Cano Health, Inc.                                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $1005.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                     | Ouster, Inc.                                              | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $544.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                     | Audacy, Inc.                                              | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $122.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc  | Singular Genomics Systems, Inc.                           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       253 | NS      | $508.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN        | First Financial Corp.                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $2304.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                | LendingTree, Inc.                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |        47 | NS      | $1002.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline PLC                  | Frontline plc                                             | CUSIP: N/A<br>LEI: 5493004BCIKYU1YL3H63       | Long             | EC               | CORP              | US        |       565 | NS      | $6859.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc           | Loyalty Ventures, Inc.                                    | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |        91 | NS      | $219.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                  | MYR Group, Inc.                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |        74 | NS      | $6813.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The       | First Bancshares, Inc.                                    | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |        89 | NS      | $2848.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc        | Axsome Therapeutics, Inc.                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |       144 | NS      | $11106.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                    | eHealth, Inc.                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       110 | NS      | $532.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                    | Hawkins, Inc.                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |        88 | NS      | $3396.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                 | Stitch Fix, Inc.                                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |       368 | NS      | $1144.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The   | Arena Group Holdings, Inc.                                | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        50 | NS      | $530.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc       | BigCommerce Holdings, Inc.                                | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |       291 | NS      | $2543.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp          | Cambium Networks Corp.                                    | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | US        |        52 | NS      | $1126.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc               | West BanCorp, Inc.                                        | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |        73 | NS      | $1865.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                    | PCB Bancorp                                               | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |        53 | NS      | $937.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp             | CNX Resources Corp.                                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       803 | NS      | $13522.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.          | Barclays Capital, Inc.                                    | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |   1263099 | PA      | $1263099.12   | 5.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Kadant Inc                     | Kadant, Inc.                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |        52 | NS      | $9236.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc        | Eagle Bulk Shipping, Inc.                                 | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | US        |        61 | NS      | $3046.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                 | BancFirst Corp.                                           | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |        89 | NS      | $7848.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $11186.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                  | LGI Homes, Inc.                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |        93 | NS      | $8611.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc        | Kezar Life Sciences, Inc.                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |       217 | NS      | $1527.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc            | Glacier Bancorp, Inc.                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       501 | NS      | $24759.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp        | Enerpac Tool Group Corp.                                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       257 | NS      | $6540.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                    | Magnite, Inc.                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |       593 | NS      | $6279.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                     | R1 RCM, Inc.                                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $7413.15      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp               | ACCO Brands Corp.                                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |       417 | NS      | $2331.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc        | Mirion Technologies, Inc.                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |       621 | NS      | $4104.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc      | Blue Ridge Bankshares, Inc.                               | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $961.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The  | Necessity Retail REIT, Inc.                               | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |       606 | NS      | $3593.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                 | TechTarget, Inc.                                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       124 | NS      | $5463.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc       | CIRCOR International, Inc.                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |        84 | NS      | $2012.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                    | Cerence, Inc.                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       178 | NS      | $3298.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                 | Stoneridge, Inc.                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |       119 | NS      | $2565.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc               | 2seventy bio, Inc.                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       169 | NS      | $1583.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                     | Vaxart, Inc.                                              | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $539.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc               | Badger Meter, Inc.                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       132 | NS      | $14391.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp               | Haemonetics Corp.                                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       230 | NS      | $18089.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc        | Enova International, Inc.                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       139 | NS      | $5333.43      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Cor | Franklin Street Properties Corp.                          | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |       448 | NS      | $1223.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc     | PureCycle Technologies, Inc.                              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       482 | NS      | $3258.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp               | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $11004.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc  | Riley Exploration Permian, Inc.                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |        47 | NS      | $1383.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc        | SkyWater Technology, Inc.                                 | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        49 | NS      | $348.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc      | Reata Pharmaceuticals, Inc.                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       125 | NS      | $4748.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc            | Rent the Runway, Inc.                                     | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $646.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                    | Root, Inc.                                                | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $157.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                      | Volta, Inc.                                               | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $196.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Babcock & Wilcox Enterprises I | Babcock & Wilcox Enterprises, Inc.                        | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |       272 | NS      | $1569.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                 | MarketWise, Inc.                                          | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $129.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc        | Tenaya Therapeutics, Inc.                                 | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $255.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc             | Kelly Services, Inc.                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       153 | NS      | $2585.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals, Inc.                               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |       782 | NS      | $1173.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc             | Light & Wonder, Inc.                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       427 | NS      | $25022.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc  | Papa John's International, Inc.                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       148 | NS      | $12181.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp            | Terreno Realty Corp.                                      | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       335 | NS      | $19051.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc            | Mission Produce, Inc.                                     | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |       182 | NS      | $2114.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                     | Inogen, Inc.                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       104 | NS      | $2049.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc    | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       133 | NS      | $4362.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc           | Piedmont Lithium, Inc.                                    | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |        79 | NS      | $3477.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc   | Protagonist Therapeutics, Inc.                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $2280.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc        | SilverBow Resources, Inc.                                 | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |        53 | NS      | $1498.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                   | Terawulf, Inc.                                            | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        98 | NS      | $65.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                     | Sabre Corp.                                               | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      1478 | NS      | $9134.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc         | Arbor Realty Trust, Inc.                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |       746 | NS      | $9839.74      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems  | Computer Programs and Systems, Inc.                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |        65 | NS      | $1769.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                 | Eventbrite, Inc.                                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |       349 | NS      | $2045.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                    | Tiptree, Inc.                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $1508.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal, Inc.                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $9863.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc             | Prime Medicine, Inc.                                      | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $873.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                | Scholastic Corp.                                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $5129.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                | Alamo Group, Inc.                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        46 | NS      | $6513.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp.                                            | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |        32 | NS      | $905.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY           | TrustCo Bank Corporation NY                               | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $3195.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc  | Independence Realty Trust, Inc.                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      1005 | NS      | $16944.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                 | CVR Energy, Inc.                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       133 | NS      | $4168.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp  | Lions Gate Entertainment Corp.                            | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       264 | NS      | $1507.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I | Provident Financial Services, Inc.                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       329 | NS      | $7027.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp       | PROCEPT BioRobotics Corp.                                 | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $4818.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc             | Via Renewables, Inc.                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |        55 | NS      | $281.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc       | Luminar Technologies, Inc.                                | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |      1096 | NS      | $5425.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Partners Inc               | BGC Partners, Inc.                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      1449 | NS      | $5462.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc       | Bluerock Homes Trust, Inc.                                | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $340.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services In | Consumer Portfolio Services, Inc.                         | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        43 | NS      | $380.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                   | Big Lots, Inc.                                            | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $1866.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc            | Onto Innovation, Inc.                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       223 | NS      | $15184.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc           | Red Rock Resorts, Inc.                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $9122.28      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp             | American Well Corp.                                       | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $2943.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc              | HBT Financial, Inc.                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |        46 | NS      | $900.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc | NexPoint Residential Trust, Inc.                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       103 | NS      | $4482.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                 | elf Beauty, Inc.                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       219 | NS      | $12110.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial, Inc.                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      2229 | NS      | $11791.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc          | Arcus Biosciences, Inc.                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $4818.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                 | Dorian LPG Ltd.                                           | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | US        |       139 | NS      | $2634.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                  | Steelcase, Inc.                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |       391 | NS      | $2764.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                    | StoneCo Ltd.                                              | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | US        |      1256 | NS      | $11856.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc              | Owens & Minor, Inc.                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       334 | NS      | $6523.02      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc          | Helmerich & Payne, Inc.                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       463 | NS      | $22950.91     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                  | Couchbase, Inc.                                           | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |       120 | NS      | $1591.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc            | Archer Aviation, Inc.                                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $1080.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The             | Gorman-Rupp Co.                                           | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       103 | NS      | $2638.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                 | Perficient, Inc.                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       155 | NS      | $10823.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The              | RMR Group, Inc.                                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |        69 | NS      | $1949.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transphorm Inc                 | Transphorm, Inc.                                          | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |       100 | NS      | $544.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust       | Hersha Hospitality Trust                                  | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       142 | NS      | $1209.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc      | Smith & Wesson Brands, Inc.                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |       206 | NS      | $1788.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp           | Sitio Royalties Corp.                                     | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $9145.13      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson, Inc.                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       168 | NS      | $10501.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                   | Momentus, Inc.                                            | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $193.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                  | Blackbaud, Inc.                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       211 | NS      | $12419.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte, Inc.                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |       325 | NS      | $7712.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods, Inc.                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       172 | NS      | $9365.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto | Cracker Barrel Old Country Store, Inc.                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       100 | NS      | $9474.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                    | Unisys Corp.                                              | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       300 | NS      | $1533.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I | Granite Point Mortgage Trust, Inc.                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |       235 | NS      | $1259.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc           | SandRidge Energy, Inc.                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |       144 | NS      | $2452.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc          | Shockwave Medical, Inc.                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |       160 | NS      | $32897.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The          | First Bancorp, Inc.                                       | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $1317.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc       | Silicon Laboratories, Inc.                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       149 | NS      | $20214.83     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                       | EVgo, Inc.                                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $1376.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chegg Inc                      | Chegg, Inc.                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |       564 | NS      | $14252.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc     | Organogenesis Holdings, Inc.                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |       318 | NS      | $855.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc    | Arcutis Biotherapeutics, Inc.                             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $2368.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc              | Revolve Group, Inc.                                       | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       185 | NS      | $4118.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LN DISCOUNT NT        | Federal Home Loan Bank                                    | CUSIP: 313384BC2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $997252.00    | 4.09%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Icosavax Inc                   | Icosavax, Inc.                                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $801.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc             | Hippo Holdings, Inc.                                      | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $965.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV        | Expro Group Holdings N.V.                                 | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | US        |       351 | NS      | $6363.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                   | Veritiv Corp.                                             | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |        59 | NS      | $7180.89      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc                     | Velo3D, Inc.                                              | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $458.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc        | Science 37 Holdings, Inc.                                 | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $117.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp   | Altra Industrial Motion Corp.                             | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |       293 | NS      | $17506.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc     | Hilton Grand Vacations, Inc.                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       387 | NS      | $14914.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc  | Academy Sports & Outdoors, Inc.                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       349 | NS      | $18336.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares               | TriCo Bancshares                                          | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $7189.59      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc         | Pacira BioSciences, Inc.                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $7837.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc      | Allogene Therapeutics, Inc.                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $2270.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                | 908 Devices, Inc.                                         | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $754.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc               | Rocky Brands, Inc.                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |        31 | NS      | $732.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp             | NuScale Power Corp.                                       | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $1446.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti | Innovative Industrial Properties, Inc.                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       126 | NS      | $12770.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                     | Chase Corp.                                               | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $2932.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp  | Quanex Building Products Corp.                            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       150 | NS      | $3552.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications  | Shenandoah Telecommunications Co.                         | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       220 | NS      | $3493.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc            | Varonis Systems, Inc.                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |       494 | NS      | $11826.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc   | Collegium Pharmaceutical, Inc.                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       154 | NS      | $3572.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                 | NV5 Global, Inc.                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $8071.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp In | Farmers & Merchants Bancorp Incorporated/Archbold OH      | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $1494.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                   | Innospec, Inc.                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       111 | NS      | $11417.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                       | CEVA, Inc.                                                | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       104 | NS      | $2660.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc         | Liquidity Services, Inc.                                  | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       111 | NS      | $1560.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc      | VistaGen Therapeutics, Inc.                               | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       883 | NS      | $90.95        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc   | National Vision Holdings, Inc.                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |       354 | NS      | $13721.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc     | Amneal Pharmaceuticals, Inc.                              | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |       467 | NS      | $929.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc    | Phathom Pharmaceuticals, Inc.                             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $1166.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                   | Poshmark, Inc.                                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $3719.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc        | US Physical Therapy, Inc.                                 | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |        58 | NS      | $4699.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                | Rover Group, Inc.                                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       420 | NS      | $1541.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lordstown Motors Corp          | Lordstown Motors Corp.                                    | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $841.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                       | MBIA, Inc.                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |       218 | NS      | $2801.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp    | John Bean Technologies Corp.                              | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       143 | NS      | $13060.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp         | Li-Cycle Holdings Corp.                                   | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $2894.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corp  | International Bancshares Corp.                            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       242 | NS      | $11073.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                      | Eneti, Inc.                                               | CUSIP: N/A<br>LEI: 549300MHZ4YKRPGBH616       | Long             | EC               | CORP              | US        |       104 | NS      | $1045.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                 | Clearfield, Inc.                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |        52 | NS      | $4895.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc     | Huron Consulting Group, Inc.                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |        89 | NS      | $6461.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc     | Alpine Immune Sciences, Inc.                              | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |        71 | NS      | $521.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd.                                | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |       173 | NS      | $1302.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                    | Novanta, Inc.                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $21739.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc   | SpringWorks Therapeutics, Inc.                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $4083.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc          | Carter Bankshares, Inc.                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $1824.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc  | Selective Insurance Group, Inc.                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       269 | NS      | $23836.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc          | CTO Realty Growth, Inc.                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $1407.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc         | 22nd Century Group, Inc.                                  | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $675.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin BSP Realty Trust Inc  | Franklin BSP Realty Trust, Inc.                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |       382 | NS      | $4927.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                  | Dillard's, Inc.                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |        18 | NS      | $5817.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                 | Cardlytics, Inc.                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |       145 | NS      | $838.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc       | LL Flooring Holdings, Inc.                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       131 | NS      | $736.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc      | Claros Mortgage Trust, Inc.                               | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |       417 | NS      | $6134.07      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                    | Codexis, Inc.                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $1290.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp        | HireRight Holdings Corp.                                  | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        95 | NS      | $1126.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure, Inc.                                        | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $7735.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                | iHeartMedia, Inc.                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $3346.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                      | Alico, Inc.                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $668.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                  | Tellurian, Inc.                                           | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |      2313 | NS      | $3885.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc   | Victory Capital Holdings, Inc.                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |        74 | NS      | $1985.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC            | Luxfer Holdings plc                                       | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | US        |       123 | NS      | $1687.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp             | Daily Journal Corp.                                       | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |         5 | NS      | $1252.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                   | SP Plus Corp.                                             | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |        91 | NS      | $3159.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co              | Blink Charging Co.                                        | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $1777.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                     | Affimed N.V.                                              | CUSIP: N/A<br>LEI: 5493004V4FSXT1D04610       | Long             | EC               | CORP              | US        |       645 | NS      | $799.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc            | Morphic Holding, Inc.                                     | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |       117 | NS      | $3129.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc | Kulicke & Soffa Industries, Inc.                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       257 | NS      | $11374.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc           | Johnson Outdoors, Inc.                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $1586.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc               | Talos Energy, Inc.                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       300 | NS      | $5664.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment  | Dave & Buster's Entertainment, Inc.                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       195 | NS      | $6910.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                     | Vicor Corp.                                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       100 | NS      | $5375.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp        | Tompkins Financial Corp.                                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |        63 | NS      | $4887.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc            | Lifetime Brands, Inc.                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |        58 | NS      | $440.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies, Inc.                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       124 | NS      | $18132.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc          | Civitas Resources, Inc.                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       334 | NS      | $19348.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                | 1st Source Corp.                                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $3875.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                    | Compass, Inc.                                             | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1205 | NS      | $2807.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc               | A10 Networks, Inc.                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |       287 | NS      | $4772.81      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc       | Broadstone Net Lease, Inc.                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |       753 | NS      | $12206.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                      | Spire, Inc.                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       231 | NS      | $15906.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings, Inc.                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $25801.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C | First Commonwealth Financial Corp.                        | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       423 | NS      | $5909.31      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc       | Anywhere Real Estate, Inc.                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       483 | NS      | $3086.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA               | UniFirst Corp.                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        68 | NS      | $13123.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc           | City Office REIT, Inc.                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |       188 | NS      | $1575.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc          | BioLife Solutions, Inc.                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       153 | NS      | $2784.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra | Liberty Media Corporation-Liberty Braves                  | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        45 | NS      | $1470.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute  | Universal Technical Institute, Inc.                       | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |       148 | NS      | $994.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corp              | Local Bounti Corp.                                        | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $116.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                     | Tucows, Inc.                                              | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |        45 | NS      | $1526.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                | Bancorp, Inc.                                             | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $7095.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                   | CS Disco, Inc.                                            | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $638.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                    | Anterix, Inc.                                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |        82 | NS      | $2637.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                  | FTC Solar, Inc.                                           | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |       189 | NS      | $506.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc      | Sorrento Therapeutics, Inc.                               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |      1723 | NS      | $1526.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                        | GMS, Inc.                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       192 | NS      | $9561.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp         | American Woodmark Corp.                                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |        74 | NS      | $3615.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc             | Verint Systems, Inc.                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       288 | NS      | $10448.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc       | Talaris Therapeutics, Inc.                                | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $104.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc            | Sutro Biopharma, Inc.                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       207 | NS      | $1672.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc        | Goosehead Insurance, Inc.                                 | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |        86 | NS      | $2953.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals  | United States Lime & Minerals, Inc.                       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |         8 | NS      | $1126.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc   | Plymouth Industrial REIT, Inc.                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $3279.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I | Universal Insurance Holdings, Inc.                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       119 | NS      | $1260.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc              | WM Technology, Inc.                                       | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |       330 | NS      | $333.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NETGEAR Inc                    | NETGEAR, Inc.                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       128 | NS      | $2318.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc             | PetMed Express, Inc.                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |        91 | NS      | $1610.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust | Office Properties Income Trust                            | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $2896.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                  | Trupanion, Inc.                                           | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       177 | NS      | $8412.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc         | Angel Oak Mortgage, Inc.                                  | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |        54 | NS      | $255.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc       | Franklin Electric Company, Inc.                           | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       209 | NS      | $16667.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                  | Liquidia Corp.                                            | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |       216 | NS      | $1375.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp           | Gulfport Energy Corp.                                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |        51 | NS      | $3755.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc  | Janus International Group, Inc.                           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $3522.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc        | Strategic Education, Inc.                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       103 | NS      | $8066.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I | Helix Energy Solutions Group, Inc.                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       648 | NS      | $4782.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources  | Alpha Metallurgical Resources, Inc.                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $10100.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                 | Tejon Ranch Co.                                           | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |        94 | NS      | $1770.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc           | Fulgent Genetics, Inc.                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |        98 | NS      | $2918.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                    | Vaxcyte, Inc.                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |       323 | NS      | $15487.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc          | Kinnate Biopharma, Inc.                                   | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |       132 | NS      | $805.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                        | ATI, Inc.                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       563 | NS      | $16811.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries, Inc.                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       131 | NS      | $12261.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ, Inc.                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       111 | NS      | $4462.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                       | Seer, Inc.                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $1357.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                | Caesarstone Ltd.                                          | CUSIP: N/A<br>LEI: 254900MJ7IXAH75VFC61       | Long             | EC               | CORP              | US        |       103 | NS      | $588.13       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc         | Seres Therapeutics, Inc.                                  | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |       319 | NS      | $1786.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc           | SPX Technologies, Inc.                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       198 | NS      | $12998.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                 | Immunovant, Inc.                                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       182 | NS      | $3230.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp            | Xerox Holdings Corp.                                      | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       518 | NS      | $7562.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                    | Deluxe Corp.                                              | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       196 | NS      | $3328.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings, Inc.                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $18564.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc               | Latham Group, Inc.                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       195 | NS      | $627.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Cor | Entravision Communications Corp.                          | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |       269 | NS      | $1291.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc          | HarborOne Bancorp, Inc.                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |       202 | NS      | $2807.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc        | Titan International, Inc.                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       232 | NS      | $3554.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia, Inc.                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |       223 | NS      | $7216.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp             | MVB Financial Corp.                                       | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |        46 | NS      | $1012.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings I | Universal Logistics Holdings, Inc.                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $1103.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc         | Maxar Technologies, Inc.                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |       330 | NS      | $17074.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                  | MannKind Corp.                                            | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |      1128 | NS      | $5944.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc               | W&T Offshore, Inc.                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |       429 | NS      | $2393.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc        | ANI Pharmaceuticals, Inc.                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |        57 | NS      | $2293.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc        | Alexander & Baldwin, Inc.                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       328 | NS      | $6143.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ, Inc.                                                | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $1859.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Monte Rosa Therapeutics Inc    | Monte Rosa Therapeutics, Inc.                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $974.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Cor | Peoples Financial Services Corp.                          | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        32 | NS      | $1658.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co              | Generation Bio Co.                                        | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       214 | NS      | $841.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                 | WisdomTree, Inc.                                          | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       618 | NS      | $3368.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                 | Northeast Bank                                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |        30 | NS      | $1263.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc  | National Health Investors, Inc.                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       188 | NS      | $9817.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc        | DigitalBridge Group, Inc.                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |       711 | NS      | $7778.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                    | Express, Inc.                                             | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $296.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                  | REV Group, Inc.                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |       153 | NS      | $1930.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group  | Diamond Hill Investment Group, Inc.                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        13 | NS      | $2405.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc        | Postal Realty Trust, Inc.                                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |        79 | NS      | $1147.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc         | Blade Air Mobility, Inc.                                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       254 | NS      | $909.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc     | Coca-Cola Consolidated, Inc.                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        21 | NS      | $10759.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                 | QuinStreet, Inc.                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       235 | NS      | $3372.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc    | Treace Medical Concepts, Inc.                             | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       151 | NS      | $3471.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc         | Ideaya Biosciences, Inc.                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |       199 | NS      | $3615.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc              | Redwood Trust, Inc.                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |       510 | NS      | $3447.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                | SouthState Corp.                                          | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |       338 | NS      | $25809.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                   | Winmark Corp.                                             | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        13 | NS      | $3065.79      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc        | Ellington Financial, Inc.                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |       258 | NS      | $3191.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                | SolarWinds Corp.                                          | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $2049.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc         | Old Second Bancorp, Inc.                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |       192 | NS      | $3079.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust          | Chatham Lodging Trust                                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $2662.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust   | Diversified Healthcare Trust                              | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1078 | NS      | $697.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc          | Veeco Instruments, Inc.                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       227 | NS      | $4217.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                    | Arvinas, Inc.                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $7526.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc           | Origin Materials, Inc.                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |       476 | NS      | $2194.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd       | OneSpaWorld Holdings Ltd.                                 | CUSIP: N/A<br>LEI: 5493007W8PZ8W6UC2X76       | Long             | EC               | CORP              | US        |       301 | NS      | $2808.33      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc             | HF Foods Group, Inc.                                      | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |       159 | NS      | $645.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc    | Iovance Biotherapeutics, Inc.                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |       683 | NS      | $4364.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc           | JELD-WEN Holding, Inc.                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |       378 | NS      | $3647.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp      | Anavex Life Sciences Corp.                                | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |       309 | NS      | $2861.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp           | Mercury General Corp.                                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       121 | NS      | $4138.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                 | Blue Bird Corp.                                           | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |        79 | NS      | $846.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc         | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        64 | NS      | $11543.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc      | 5E Advanced Materials, Inc.                               | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |       147 | NS      | $1158.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC              | Prothena Corporation plc                                  | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | US        |       161 | NS      | $9700.25      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The  | Container Store Group, Inc.                               | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |       148 | NS      | $637.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                 | Instil Bio, Inc.                                          | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       315 | NS      | $198.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                     | Korn Ferry                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       239 | NS      | $12098.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp           | Blue Foundry Bancorp                                      | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |       119 | NS      | $1529.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc             | Rocket Lab USA, Inc.                                      | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       968 | NS      | $3649.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc            | Sonder Holdings, Inc.                                     | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $1058.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                     | Bumble, Inc.                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       391 | NS      | $8230.55      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                 | Matterport, Inc.                                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $2783.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp             | Cvent Holding Corp.                                       | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       204 | NS      | $1101.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc       | Green Brick Partners, Inc.                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       123 | NS      | $2980.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                   | AerSale Corp.                                             | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $1167.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc       | Wheels Up Experience, Inc.                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $743.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                       | Gogo, Inc.                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       227 | NS      | $3350.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc             | SunCoke Energy, Inc.                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       378 | NS      | $3262.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc          | Brookline Bancorp, Inc.                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       341 | NS      | $4825.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                       | CBIZ, Inc.                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |       216 | NS      | $10119.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc   | Eiger BioPharmaceuticals, Inc.                            | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       187 | NS      | $220.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc            | Cannae Holdings, Inc.                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |       313 | NS      | $6463.45      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp           | Applied Digital Corp.                                     | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $66.24        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc           | Kronos Worldwide, Inc.                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |       100 | NS      | $940.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp             | UMB Financial Corp.                                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       198 | NS      | $16536.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc         | Forrester Research, Inc.                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |        50 | NS      | $1788.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc             | Mativ Holdings, Inc.                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       245 | NS      | $5120.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp   | Select Medical Holdings Corp.                             | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $11670.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc         | TETRA Technologies, Inc.                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |       564 | NS      | $1951.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc      | Mirum Pharmaceuticals, Inc.                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |        74 | NS      | $1443.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                    | Model N, Inc.                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |       164 | NS      | $6651.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc          | CRA International, Inc.                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $3795.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc         | iTeos Therapeutics, Inc.                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $2089.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                    | Redfin Corp.                                              | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |       476 | NS      | $2018.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc        | BrightView Holdings, Inc.                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |       201 | NS      | $1384.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Co | Integral Ad Science Holding Corp.                         | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $1520.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                  | AFC Gamma, Inc.                                           | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |        72 | NS      | $1132.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc              | Tattooed Chef, Inc.                                       | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       221 | NS      | $271.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                    | Inhibrx, Inc.                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |       132 | NS      | $3252.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                | OptimizeRx Corp.                                          | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        80 | NS      | $1344.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                   | Invitae Corp.                                             | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |      1054 | NS      | $1960.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc           | Laredo Petroleum, Inc.                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |        76 | NS      | $3907.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                  | EchoStar Corp.                                            | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |       152 | NS      | $2535.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                   | FibroGen, Inc.                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |       396 | NS      | $6343.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc   | Braemar Hotels & Resorts, Inc.                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |       310 | NS      | $1274.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc      | Haverty Furniture Companies, Inc.                         | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |        67 | NS      | $2003.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc   | Supernus Pharmaceuticals, Inc.                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       222 | NS      | $7918.74      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc      | Akoustis Technologies, Inc.                               | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       236 | NS      | $665.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In | PennyMac Financial Services, Inc.                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |       121 | NS      | $6855.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp.                                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $27946.42     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc              | Hamilton Lane, Inc.                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       160 | NS      | $10220.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc  | Blackstone Mortgage Trust, Inc.                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       772 | NS      | $16343.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc | Community Healthcare Trust, Inc.                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       107 | NS      | $3830.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc               | CarParts.com, Inc.                                        | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |       230 | NS      | $1439.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                     | Upwork, Inc.                                              | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |       544 | NS      | $5679.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc         | Ocular Therapeutix, Inc.                                  | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |       349 | NS      | $980.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                      | OppFi, Inc.                                               | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $125.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc | Virtus Investment Partners, Inc.                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        31 | NS      | $5934.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                        | AXT, Inc.                                                 | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |       184 | NS      | $805.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       820 | NS      | $10430.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc        | Kymera Therapeutics, Inc.                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $4268.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp | Great Lakes Dredge & Dock Corp.                           | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |       296 | NS      | $1761.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc               | Cytokinetics, Inc.                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       372 | NS      | $17045.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc            | Kodiak Sciences, Inc.                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |       150 | NS      | $1074.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                   | ESS Tech, Inc.                                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $889.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu | Kratos Defense & Security Solutions, Inc.                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |       560 | NS      | $5779.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                 | Paragon 28, Inc.                                          | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |       209 | NS      | $3993.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc              | Desktop Metal, Inc.                                       | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |      1199 | NS      | $1630.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                   | RumbleON, Inc.                                            | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |        47 | NS      | $304.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc           | Extreme Networks, Inc.                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       572 | NS      | $10473.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc           | Beazer Homes USA, Inc.                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |       135 | NS      | $1722.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc               | FRP Holdings, Inc.                                        | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        29 | NS      | $1561.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp              | FB Financial Corp.                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       162 | NS      | $5854.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc         | Full House Resorts, Inc.                                  | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |       149 | NS      | $1120.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc               | EverCommerce, Inc.                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       109 | NS      | $810.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                    | RBB Bancorp                                               | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |        66 | NS      | $1376.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc    | Frontier Group Holdings, Inc.                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |       169 | NS      | $1735.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                      | Sonos, Inc.                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       579 | NS      | $9785.10      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc             | Kontoor Brands, Inc.                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       251 | NS      | $10037.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co             | Investors Title Co.                                       | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $885.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                     | Rambus, Inc.                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       481 | NS      | $17229.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc     | El Pollo Loco Holdings, Inc.                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |        88 | NS      | $876.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc              | Eagle Bancorp, Inc.                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       143 | NS      | $6302.01      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing  | American Axle & Manufacturing Holdings, Inc.              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       512 | NS      | $4003.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PolyMet Mining Corp            | PolyMet Mining Corp.                                      | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | US        |       132 | NS      | $349.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc         | Offerpad Solutions, Inc.                                  | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       309 | NS      | $142.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Vault Holdings Inc      | Energy Vault Holdings, Inc.                               | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |       287 | NS      | $895.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc          | Cullinan Oncology, Inc.                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $1434.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc       | Mersana Therapeutics, Inc.                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |       401 | NS      | $2349.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc           | Bionano Genomics, Inc.                                    | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |      1323 | NS      | $1931.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc      | Ribbon Communications, Inc.                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |       328 | NS      | $915.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc      | Utah Medical Products, Inc.                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        15 | NS      | $1507.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings In | Evolv Technologies Holdings, Inc.                         | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $986.79       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                  | MarineMax, Inc.                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |        96 | NS      | $2997.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                  | ImmunoGen, Inc.                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |       973 | NS      | $4826.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV       | United Bankshares, Inc.                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       589 | NS      | $23848.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                  | Surmodics, Inc.                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |        61 | NS      | $2081.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust        | Kite Realty Group Trust                                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       981 | NS      | $20650.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                  | ForgeRock, Inc.                                           | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $3916.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                       | IDT Corp.                                                 | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |        66 | NS      | $1859.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc           | Sturm Ruger & Company, Inc.                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |        78 | NS      | $3948.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                    | Xometry, Inc.                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |       153 | NS      | $4931.19      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc           | Summit Materials, Inc.                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |       535 | NS      | $15192.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva, Inc.                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       287 | NS      | $3802.75      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc    | German American Bancorp, Inc.                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $4699.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp    | Simmons First National Corp.                              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       548 | NS      | $11825.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc      | CrossFirst Bankshares, Inc.                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $2568.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                       | ON24, Inc.                                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $1631.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                   | FLEX LNG Ltd.                                             | CUSIP: N/A<br>LEI: 21380084THHU3MPC3647       | Long             | EC               | CORP              | US        |       129 | NS      | $4217.01      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                   | WesBanco, Inc.                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $9540.84      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals, Inc.                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       467 | NS      | $18941.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc             | Forestar Group, Inc.                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |        83 | NS      | $1279.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc   | Ruth's Hospitality Group, Inc.                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       146 | NS      | $2260.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc         | Apogee Enterprises, Inc.                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       101 | NS      | $4490.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp         | First Internet Bancorp                                    | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |        40 | NS      | $971.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc               | PJT Partners, Inc.                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       107 | NS      | $7884.83      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp           | Ranpak Holdings Corp.                                     | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |       197 | NS      | $1136.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp         | SeaSpine Holdings Corp.                                   | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |       161 | NS      | $1344.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori | Seacoast Banking Corporation of Florida                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       274 | NS      | $8546.06      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N | First BanCorp Puerto Rico                                 | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $6854.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc     | Great Southern Bancorp, Inc.                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |        42 | NS      | $2498.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc             | Clipper Realty, Inc.                                      | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $345.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc | Esquire Financial Holdings, Inc.                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $1341.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc    | NanoString Technologies, Inc.                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       211 | NS      | $1681.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc       | ATI Physical Therapy, Inc.                                | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $103.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc       | Alta Equipment Group, Inc.                                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |        94 | NS      | $1239.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed Inc                      | Boxed, Inc.                                               | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $10.13        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings  | Cerevel Therapeutics Holdings, Inc.                       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |       246 | NS      | $7758.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc           | Bridgebio Pharma, Inc.                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |       474 | NS      | $3611.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc             | Houlihan Lokey, Inc.                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       226 | NS      | $19698.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc     | Nautilus Biotechnology, Inc.                              | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       216 | NS      | $388.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                      | Arko Corp.                                                | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $3273.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc               | ZipRecruiter, Inc.                                        | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |       328 | NS      | $5385.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                | Porch Group, Inc.                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |       366 | NS      | $688.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc     | Select Energy Services, Inc.                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |       324 | NS      | $2993.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc         | Velocity Financial, Inc.                                  | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $376.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp             | Ready Capital Corp.                                       | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |       322 | NS      | $3587.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                     | Tennant Co.                                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |        84 | NS      | $5171.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co            | Callon Petroleum Co.                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       223 | NS      | $8271.07      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust, Inc.                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |       634 | NS      | $14879.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Bra | Liberty Media Corporation - Liberty Braves                | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $5511.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                    | Identiv, Inc.                                             | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       100 | NS      | $724.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc          | Akoya Biosciences, Inc.                                   | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $679.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                | Squarespace, Inc.                                         | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |       142 | NS      | $3148.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                 | MRC Global, Inc.                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |       376 | NS      | $4354.08      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc           | Sonic Automotive, Inc.                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |        81 | NS      | $3990.87      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries, Inc.                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        41 | NS      | $1442.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The       | Chefs' Warehouse, Inc.                                    | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       155 | NS      | $5158.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc  | Crinetics Pharmaceuticals, Inc.                           | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |       239 | NS      | $4373.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp              | Chord Energy Corp.                                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       188 | NS      | $25720.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockley Photonics Holdings Ltd | Rockley Photonics Holdings Ltd.                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       462 | NS      | $64.73        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries, Inc.                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       270 | NS      | $21397.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc        | Jounce Therapeutics, Inc.                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |       191 | NS      | $212.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc         | Tile Shop Holdings, Inc.                                  | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |       164 | NS      | $718.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc            | IGM Biosciences, Inc.                                     | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |        46 | NS      | $782.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc      | Community Bank System, Inc.                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       242 | NS      | $15233.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Co Inc      | AdTheorent Holding Company, Inc.                          | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $119.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor | Pacific Biosciences of California, Inc.                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      1024 | NS      | $8376.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                   | Arconic Corp.                                             | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |       457 | NS      | $9670.12      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings In | Sunlight Financial Holdings, Inc.                         | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $141.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate  | Apollo Commercial Real Estate Finance, Inc.               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |       638 | NS      | $6864.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                   | Biohaven Ltd.                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       285 | NS      | $3955.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International, Inc.                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       197 | NS      | $6286.27      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                      | PetIQ, Inc.                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       124 | NS      | $1143.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc            | Capital Bancorp, Inc.                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |        41 | NS      | $965.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                | Uniti Group, Inc.                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      1076 | NS      | $5950.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In | Aveanna Healthcare Holdings, Inc.                         | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $156.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                  | Crawford & Co.                                            | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |        75 | NS      | $417.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's Inc                 | Portillo's, Inc.                                          | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $2040.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos              | Piper Sandler Cos.                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |        77 | NS      | $10024.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc  | Business First Bancshares, Inc.                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |        95 | NS      | $2103.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                   | Duolingo, Inc.                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       107 | NS      | $7610.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                    | Valaris Ltd.                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       276 | NS      | $18663.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In | Orrstown Financial Services, Inc.                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |        46 | NS      | $1065.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions  | Donnelley Financial Solutions, Inc.                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       116 | NS      | $4483.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                     | Absci Corp.                                               | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       239 | NS      | $501.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc          | Excelerate Energy, Inc.                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $2104.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                     | Evolus, Inc.                                              | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |       161 | NS      | $1209.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                 | Quanterix Corp.                                           | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $2132.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc             | Enact Holdings, Inc.                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $3280.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure I | Radius Global Infrastructure, Inc.                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |       341 | NS      | $4030.62      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp          | Alerus Financial Corp.                                    | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |        68 | NS      | $1587.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc              | Alpha Teknova, Inc.                                       | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        28 | NS      | $157.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp | Atlantic Union Bankshares Corp.                           | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $11947.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                       | WD-40 Co.                                                 | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |        62 | NS      | $9995.02      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc           | NetScout Systems, Inc.                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       308 | NS      | $10013.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc         | Heron Therapeutics, Inc.                                  | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |       466 | NS      | $1165.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp          | Twist Bioscience Corp.                                    | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       254 | NS      | $6047.74      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc          | Cinemark Holdings, Inc.                                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       494 | NS      | $4278.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc          | Arlo Technologies, Inc.                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |       388 | NS      | $1361.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                     | OmniAb, Inc.                                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $1209.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc             | Axos Financial, Inc.                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       260 | NS      | $9937.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                 | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       300 | NS      | $14142.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc              | PROG Holdings, Inc.                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       226 | NS      | $3817.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc         | Employers Holdings, Inc.                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $5304.99      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp         | Arbutus Biopharma Corp.                                   | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |       490 | NS      | $1141.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                     | Conn's, Inc.                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |        59 | NS      | $405.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc      | Agios Pharmaceuticals, Inc.                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |       247 | NS      | $6935.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc  | Southern First Bancshares, Inc.                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        34 | NS      | $1555.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc      | Kimball International, Inc.                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |       164 | NS      | $1066.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni | National Energy Services Reunited Corp.                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       173 | NS      | $1200.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd         | Golden Ocean Group Ltd.                                   | CUSIP: N/A<br>LEI: 549300HQH91CZG0OJL61       | Long             | EC               | CORP              | US        |       557 | NS      | $4840.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                      | DocGo, Inc.                                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $2580.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                   | Glaukos Corp.                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       207 | NS      | $9041.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr | Corporate Office Properties Trust                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       511 | NS      | $13255.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co      | Edgewell Personal Care Co.                                | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       233 | NS      | $8979.82      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc     | Grid Dynamics Holdings, Inc.                              | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $2468.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                      | Viad Corp.                                                | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |        92 | NS      | $2243.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc     | Inspired Entertainment, Inc.                              | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |        98 | NS      | $1241.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                   | Harmonic, Inc.                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       417 | NS      | $5462.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                    | Enovix Corp.                                              | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |       493 | NS      | $6132.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp          | Innovage Holding Corp.                                    | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        87 | NS      | $624.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Myers Industries Inc           | Myers Industries, Inc.                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       164 | NS      | $3645.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdi | Argo Group International Holdings Ltd.                    | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | US        |       144 | NS      | $3722.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc         | Indus Realty Trust, Inc.                                  | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |        24 | NS      | $1523.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                 | Value Line, Inc.                                          | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $203.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc          | Sage Therapeutics, Inc.                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |       236 | NS      | $9001.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                     | Insmed, Inc.                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       609 | NS      | $12167.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                  | Bandwidth, Inc.                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       105 | NS      | $2409.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                   | Redwire Corp.                                             | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        88 | NS      | $174.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                | FutureFuel Corp.                                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       116 | NS      | $943.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp          | Clearwater Paper Corp.                                    | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |        76 | NS      | $2873.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The   | Hain Celestial Group, Inc.                                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |       403 | NS      | $6520.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc            | Leafly Holdings, Inc.                                     | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        19 | NS      | $12.39        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc     | Global Water Resources, Inc.                              | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $796.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares I | American National Bankshares, Inc.                        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |        47 | NS      | $1735.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                | S&T Bancorp, Inc.                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $6015.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp           | Arrow Financial Corp.                                     | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |        63 | NS      | $2135.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co | Peapack-Gladstone Financial Corp.                         | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |        79 | NS      | $2940.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc        | Stock Yards Bancorp, Inc.                                 | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       129 | NS      | $8382.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                       | BARK, Inc.                                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $803.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc           | AN2 Therapeutics, Inc.                                    | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $209.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NBT Bancorp Inc                | NBT Bancorp, Inc.                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $8249.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co     | Preformed Line Products Co.                               | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |        11 | NS      | $916.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics | Sarcos Technology and Robotics Corp.                      | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       339 | NS      | $190.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                     | Farmer Mac                                                | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |        41 | NS      | $4621.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                      | GATX Corp.                                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       158 | NS      | $16801.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                 | NerdWallet, Inc.                                          | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |       116 | NS      | $1113.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp.                                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |       176 | NS      | $23103.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc     | One Liberty Properties, Inc.                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |        74 | NS      | $1644.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                   | Appfolio, Inc.                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        86 | NS      | $9062.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                     | Cerus Corp.                                               | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |       782 | NS      | $2854.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                     | Guess?, Inc.                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       140 | NS      | $2896.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Denali Therapeutics Inc        | Denali Therapeutics, Inc.                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |       490 | NS      | $13626.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc        | Tobira Therapeutics, Inc.                                 | CUSIP: N/A<br>LEI: N/A                        | Long             |  | CORP              | IE        |        80 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Newpark Resources Inc          | Newpark Resources, Inc.                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |       386 | NS      | $1601.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                     | Nelnet, Inc.                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |        66 | NS      | $5989.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc      | Vanda Pharmaceuticals, Inc.                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |       252 | NS      | $1862.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                | BCB Bancorp, Inc.                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |        65 | NS      | $1169.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp            | Peabody Energy Corp.                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |       534 | NS      | $14108.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                       | Ebix, Inc.                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       119 | NS      | $2375.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares          | Bar Harbor Bankshares                                     | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $2146.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc        | AbCellera Biologics, Inc.                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | US        |       939 | NS      | $9512.07      | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Herbalife Nutrition Ltd        | Herbalife Nutrition Ltd.                                  | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |       444 | NS      | $6606.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc          | TransMedics Group, Inc.                                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $8455.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                 | Quantum-Si, Inc.                                          | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $757.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd          | Nabors Industries Ltd.                                    | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | US        |        41 | NS      | $6349.67      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc   | RCI Hospitality Holdings, Inc.                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |        39 | NS      | $3634.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc     | Enanta Pharmaceuticals, Inc.                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        89 | NS      | $4140.28      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group, Inc.                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |       709 | NS      | $13520.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                   | NuVasive, Inc.                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |       237 | NS      | $9773.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp.                                              | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        85 | NS      | $10143.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc         | Stoke Therapeutics, Inc.                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       102 | NS      | $941.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Propertie | Industrial Logistics Properties Trust                     | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       295 | NS      | $964.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co     | DiamondRock Hospitality Co.                               | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |       951 | NS      | $7788.69      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc            | FuelCell Energy, Inc.                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |      1715 | NS      | $4767.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co        | Central Garden & Pet Co.                                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       182 | NS      | $6515.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The  | First of Long Island Corp.                                | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $1800.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc           | EnPro Industries, Inc.                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |        94 | NS      | $10216.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc     | Vishay Precision Group, Inc.                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $2164.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp              | Tutor Perini Corp.                                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       191 | NS      | $1442.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp | Clover Health Investments Corp.                           | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      1733 | NS      | $1610.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                    | Avient Corp.                                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       413 | NS      | $13942.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group, Inc.                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       513 | NS      | $11722.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc  | MasterCraft Boat Holdings, Inc.                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |        81 | NS      | $2095.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                   | CryoPort, Inc.                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       198 | NS      | $3435.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                   | HB Fuller Co.                                             | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       239 | NS      | $17117.18     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA          | CNB Financial Corp.                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |        73 | NS      | $1736.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                   | Flywire Corp.                                             | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |       251 | NS      | $6141.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp       | National Healthcare Corp.                                 | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $3391.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics, Inc.                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       109 | NS      | $2462.31      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                     | Nkarta, Inc.                                              | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $880.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal, Inc.                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       233 | NS      | $8071.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc         | Civista Bancshares, Inc.                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |        67 | NS      | $1474.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp.                                             | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       144 | NS      | $17583.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc   | Intra-Cellular Therapies, Inc.                            | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |       412 | NS      | $21803.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc            | Dorman Products, Inc.                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       119 | NS      | $9623.53      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp  | Adaptive Biotechnologies Corp.                            | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |       505 | NS      | $3858.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                 | ScanSource, Inc.                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       114 | NS      | $3331.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                      | Argan, Inc.                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |        61 | NS      | $2249.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc               | Nutex Health, Inc.                                        | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1128 | NS      | $2143.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Invest | Transcontinental Realty Investors, Inc.                   | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |         6 | NS      | $265.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc          | MeiraGTx Holdings plc                                     | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |       137 | NS      | $893.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                     | Ocugen, Inc.                                              | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |       970 | NS      | $1261.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowlero Corp                   | Bowlero Corp.                                             | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $1792.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                  | Urban One, Inc.                                           | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |        38 | NS      | $172.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                   | Exponent, Inc.                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       229 | NS      | $22691.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp      | Dynavax Technologies Corp.                                | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       536 | NS      | $5703.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                   | Nuvalent, Inc.                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        76 | NS      | $2263.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                 | PLBY Group, Inc.                                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $387.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp              | ProAssurance Corp.                                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       244 | NS      | $4262.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                   | SFL Corporation Ltd.                                      | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | US        |       520 | NS      | $4794.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                   | ODP Corp.                                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $8197.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc             | Outset Medical, Inc.                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $5602.94      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc            | Scorpio Tankers, Inc.                                     | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | US        |       212 | NS      | $11399.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp            | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       359 | NS      | $15792.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc           | LiveVox Holdings, Inc.                                    | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |       102 | NS      | $302.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt | Alpha & Omega Semiconductor Ltd.                          | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | US        |       100 | NS      | $2857.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc      | Aerovate Therapeutics, Inc.                               | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1230.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp          | Ardmore Shipping Corp.                                    | CUSIP: N/A<br>LEI: 549300J8HD7K6BHD8O28       | Long             | EC               | CORP              | US        |       158 | NS      | $2276.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc            | Walker & Dunlop, Inc.                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $10908.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                   | Visteon Corp.                                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       126 | NS      | $16484.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc       | Metrocity Bankshares, Inc.                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |        85 | NS      | $1838.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc | NexTier Oilfield Solutions, Inc.                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |       796 | NS      | $7355.04      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc              | Parke Bancorp, Inc.                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |        46 | NS      | $954.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc         | Comstock Resources, Inc.                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |       416 | NS      | $5703.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                   | La-Z-Boy, Inc.                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       195 | NS      | $4449.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                 | Buckle, Inc.                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       137 | NS      | $6212.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc     | SeaWorld Entertainment, Inc.                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       179 | NS      | $9578.29      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp              | SWK Holdings Corp.                                        | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $282.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc     | Vishay Intertechnology, Inc.                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       585 | NS      | $12618.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc   | Sinclair Broadcast Group, Inc.                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |       182 | NS      | $2822.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc          | Butterfly Network, Inc.                                   | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       602 | NS      | $1480.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc    | Brookdale Senior Living, Inc.                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |       843 | NS      | $2301.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc               | StoneX Group, Inc.                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |        78 | NS      | $7433.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                   | Cimpress plc                                              | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | US        |        80 | NS      | $2208.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc              | Overstock.com, Inc.                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |       193 | NS      | $3736.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I | Atlas Air Worldwide Holdings, Inc.                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       127 | NS      | $12801.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                      | Weber, Inc.                                               | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $990.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Envestnet Inc                  | Envestnet, Inc.                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |       249 | NS      | $15363.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc   | Cass Information Systems, Inc.                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |        61 | NS      | $2795.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                    | ViewRay, Inc.                                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |       671 | NS      | $3006.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc               | ACV Auctions, Inc.                                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $4228.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc       | Theravance Biopharma, Inc.                                | CUSIP: N/A<br>LEI: 5493007VTSXP4Z6MIW52       | Long             | EC               | CORP              | US        |       292 | NS      | $3276.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc      | SMART Global Holdings, Inc.                               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | US        |       223 | NS      | $3318.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX      | America's Car-Mart, Inc.                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        27 | NS      | $1951.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc    | Heartland Financial USA, Inc.                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       186 | NS      | $8671.32      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp         | Oportun Financial Corp.                                   | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |       126 | NS      | $694.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers  | Tanger Factory Outlet Centers, Inc.                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       460 | NS      | $8252.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                  | Ur-Energy, Inc.                                           | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | US        |       949 | NS      | $1091.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc        | Insight Enterprises, Inc.                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       142 | NS      | $14238.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                  | Cato Corp.                                                | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |        81 | NS      | $755.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc            | Aadi Bioscience, Inc.                                     | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |        66 | NS      | $846.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                     | Agenus, Inc.                                              | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |      1249 | NS      | $2997.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                    | Banner Corp.                                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $9796.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc              | Triumph Group, Inc.                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       290 | NS      | $3050.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc              | Rimini Street, Inc.                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |       221 | NS      | $842.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc         | Sana Biotechnology, Inc.                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       403 | NS      | $1591.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc             | Outfront Media, Inc.                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       664 | NS      | $11009.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance I | Nexpoint Real Estate Finance, Inc.                        | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $572.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                    | SunOpta, Inc.                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | US        |       442 | NS      | $3730.48      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co               | Eastman Kodak Co.                                         | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |       259 | NS      | $789.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                   | Griffon Corp.                                             | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       209 | NS      | $7480.11      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                   | Innovid Corp.                                             | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       345 | NS      | $589.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc      | Casella Waste Systems, Inc.                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |       226 | NS      | $17924.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc        | KORE Group Holdings, Inc.                                 | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $199.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp            | Gladstone Land Corp.                                      | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |       146 | NS      | $2679.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc  | Oceaneering International, Inc.                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |       453 | NS      | $7922.97      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                   | Enfusion, Inc.                                            | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       117 | NS      | $1131.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc             | Remitly Global, Inc.                                      | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $5095.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                    | Unitil Corp.                                              | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $3697.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp    | National Bank Holdings Corp.                              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $5553.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In | Rayonier Advanced Materials, Inc.                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |       279 | NS      | $2678.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                    | SiTime Corp.                                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        72 | NS      | $7316.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group  | Brightsphere Investment Group, Inc.                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       147 | NS      | $3025.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc            | Avid Technology, Inc.                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       157 | NS      | $4174.63      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                     | Impinj, Inc.                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |        95 | NS      | $10372.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc           | UFP Technologies, Inc.                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |        31 | NS      | $3654.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc               | Home Bancorp, Inc.                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $1320.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc | Praxis Precision Medicines, Inc.                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $406.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc              | MicroStrategy, Inc.                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |        43 | NS      | $6087.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologie | Applied Industrial Technologies, Inc.                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       172 | NS      | $21677.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                    | TriMas Corp.                                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |       190 | NS      | $5270.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY      | Columbus McKinnon Corp.                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       127 | NS      | $4123.69      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc          | Triumph Financial, Inc.                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       106 | NS      | $5180.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc      | ALX Oncology Holdings, Inc.                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        97 | NS      | $1093.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                    | Livent Corp.                                              | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |       735 | NS      | $14604.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc          | Bed Bath & Beyond, Inc.                                   | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |       361 | NS      | $906.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Russell 2000 ETF       | iShares Russell 2000 Index ETF                            | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |      1164 | NS      | $202955.04    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc               | Pitney Bowes, Inc.                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |       785 | NS      | $2983.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                        | DZS, Inc.                                                 | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |        79 | NS      | $1001.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc     | Tarsus Pharmaceuticals, Inc.                              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $1202.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye Inc                       | AEye, Inc.                                                | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $57.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc   | Virgin Galactic Holdings, Inc.                            | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |      1035 | NS      | $3601.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ensign Group Inc/The           | Ensign Group, Inc.                                        | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       243 | NS      | $22990.23     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd             | Nano-X Imaging Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       198 | NS      | $1461.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nuvation Bio Inc               | Nuvation Bio, Inc.                                        | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $1013.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |       475 | NS      | $18468.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                 | Trustmark Corp.                                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       278 | NS      | $9704.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc               | DHT Holdings, Inc.                                        | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | US        |       620 | NS      | $5505.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp              | Seneca Foods Corp.                                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $1462.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                   | Cryptyde, Inc.                                            | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $16.29        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc             | Corsair Gaming, Inc.                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       174 | NS      | $2361.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc        | Design Therapeutics, Inc.                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       154 | NS      | $1580.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp         | Snap One Holdings Corp.                                   | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |        82 | NS      | $607.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                  | Infinera Corp.                                            | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |       858 | NS      | $5782.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc             | Byline Bancorp, Inc.                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |       111 | NS      | $2549.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources, Inc.                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       387 | NS      | $18881.73     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                   | HilleVax, Inc.                                            | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $987.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc  | American Eagle Outfitters, Inc.                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       699 | NS      | $9758.04      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems, Inc.                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |        73 | NS      | $5804.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                   | Cargurus, Inc.                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |       463 | NS      | $6486.63      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals, Inc.                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |       545 | NS      | $8676.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                    | Caleres, Inc.                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       160 | NS      | $3564.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc         | Power Integrations, Inc.                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |       255 | NS      | $18288.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp     | Farmers National Banc Corp.                               | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       143 | NS      | $2019.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc    | Custom Truck One Source, Inc.                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $1706.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent Inc                  | SmartRent, Inc.                                           | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $1314.63      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                | NextDecade Corp.                                          | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |       142 | NS      | $701.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc       | KAR Auction Services, Inc.                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       487 | NS      | $6355.35      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun, Inc.                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |        50 | NS      | $2498.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                    | Arcellx, Inc.                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       133 | NS      | $4120.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                 | PBF Energy, Inc.                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       439 | NS      | $17902.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp               | TimkenSteel Corp.                                         | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       199 | NS      | $3615.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc    | Community Trust Bancorp, Inc.                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $3261.03      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc     | Inovio Pharmaceuticals, Inc.                              | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |      1030 | NS      | $1606.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In | Installed Building Products, Inc.                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       108 | NS      | $9244.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp            | Verra Mobility Corp.                                      | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |       631 | NS      | $8726.73      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                        | Box, Inc.                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |       630 | NS      | $19611.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics, Inc.                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       600 | NS      | $34140.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                | Beyond Meat, Inc.                                         | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |       278 | NS      | $3422.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RPC Inc                        | RPC, Inc.                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       337 | NS      | $2995.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                 | Lands' End, Inc.                                          | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |        69 | NS      | $523.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc           | Tenable Holdings, Inc.                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |       498 | NS      | $18998.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc            | Designer Brands, Inc.                                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       228 | NS      | $2229.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                     | fuboTV, Inc.                                              | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $1405.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Veru Inc                       | Veru, Inc.                                                | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |       295 | NS      | $1557.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                | Whitestone REIT                                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $2043.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp      | Professional Holding Corp.                                | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |        59 | NS      | $1636.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp           | Wabash National Corp.                                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       214 | NS      | $4836.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co           | Global Industrial Co.                                     | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $1388.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc           | Pactiv Evergreen, Inc.                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |       196 | NS      | $2226.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust            | Acadia Realty Trust                                       | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       422 | NS      | $6055.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc   | Focus Financial Partners, Inc.                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |       263 | NS      | $9802.01      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc               | Weis Markets, Inc.                                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        75 | NS      | $6171.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LN DISCOUNT NT        | Federal Home Loan Bank                                    | CUSIP: 313384AL3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $999129.00    | 4.09%             | 2023-01-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                       | ASGN, Inc.                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       221 | NS      | $18007.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                    | Traeger, Inc.                                             | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $408.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp              | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |        97 | NS      | $2520.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                   | Bally's Corp.                                             | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       164 | NS      | $3178.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                 | Red Violet, Inc.                                          | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |        42 | NS      | $966.84       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                   | Gentherm, Inc.                                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       150 | NS      | $9793.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outlook Therapeutics Inc       | Outlook Therapeutics, Inc.                                | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |       537 | NS      | $579.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc      | Ethan Allen Interiors, Inc.                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       103 | NS      | $2721.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc   | Covenant Logistics Group, Inc.                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        42 | NS      | $1451.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International | Compass Minerals International, Inc.                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       155 | NS      | $6355.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                   | Ameresco, Inc.                                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |       144 | NS      | $8228.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc  | CSG Systems International, Inc.                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       140 | NS      | $8008.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp.                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       122 | NS      | $2474.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc            | Karat Packaging, Inc.                                     | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |        26 | NS      | $373.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc               | Green Plains, Inc.                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       239 | NS      | $7289.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                    | Atrion Corp.                                              | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         6 | NS      | $3356.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc   | Invesco Mortgage Capital, Inc.                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       151 | NS      | $1922.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc     | Iridium Communications, Inc.                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       563 | NS      | $28938.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc           | 1Life Healthcare, Inc.                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       817 | NS      | $13652.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                     | Xencor, Inc.                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       260 | NS      | $6770.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                 | Ziff Davis, Inc.                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       207 | NS      | $16373.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies, Inc.                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |       221 | NS      | $19112.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc       | Oppenheimer Holdings, Inc.                                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        36 | NS      | $1523.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc   | Washington Trust Bancorp, Inc.                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |        77 | NS      | $3632.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                     | RadNet, Inc.                                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       223 | NS      | $4199.09      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc | Information Services Group, Inc.                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |       159 | NS      | $731.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc     | Apple Hospitality REIT, Inc.                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |       975 | NS      | $15385.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc       | Village Super Market, Inc.                                | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |        38 | NS      | $885.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I | Prestige Consumer Healthcare, Inc.                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $14022.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc     | Thermon Group Holdings, Inc.                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |       150 | NS      | $3012.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp     | Standex International Corp.                               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |        54 | NS      | $5530.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho | Consolidated Communications Holdings, Inc.                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |       337 | NS      | $1206.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc    | Karyopharm Therapeutics, Inc.                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |       345 | NS      | $1173.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc        | Quotient Technology, Inc.                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |       406 | NS      | $1392.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                | Chico's FAS, Inc.                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |       555 | NS      | $2730.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp    | United States Cellular Corp.                              | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |        67 | NS      | $1396.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                  | Digimarc Corp.                                            | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |        62 | NS      | $1146.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                       | Moog, Inc.                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       129 | NS      | $11321.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc         | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |        85 | NS      | $2339.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc            | Lightwave Logic, Inc.                                     | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       507 | NS      | $2185.17      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc             | Bakkt Holdings, Inc.                                      | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $318.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenidge Generation Holdings  | Greenidge Generation Holdings, Inc.                       | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $17.06        | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd        | G-III Apparel Group Ltd.                                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       198 | NS      | $2714.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc         | US Silica Holdings, Inc.                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |       336 | NS      | $4200.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                      | ACNB Corp.                                                | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $1512.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                | Ring Energy, Inc.                                         | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |       392 | NS      | $964.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp         | National Research Corp.                                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |        64 | NS      | $2387.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc              | Bristow Group, Inc.                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       106 | NS      | $2875.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                     | Amyris, Inc.                                              | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |       892 | NS      | $1364.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Celldex Therapeutics Inc       | Celldex Therapeutics, Inc.                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |       208 | NS      | $9270.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                   | Veradigm, Inc.                                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       492 | NS      | $8678.88      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc         | Microvast Holdings, Inc.                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |       759 | NS      | $1161.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos Inc                        | Xos, Inc.                                                 | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |       249 | NS      | $110.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc              | MFA Financial, Inc.                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       465 | NS      | $4580.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc              | Inari Medical, Inc.                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       219 | NS      | $13919.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF      | Vanguard Russell 2000 ETF                                 | CUSIP: 92206C664<br>LEI: N/A                  | Long             | EC               | RF                | US        |      2883 | NS      | $202876.71    | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc        | Privia Health Group, Inc.                                 | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $4519.29      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem | Artisan Partners Asset Management, Inc.                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       272 | NS      | $8078.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products, Inc.                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       707 | NS      | $7607.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp             | Landsea Homes Corp.                                       | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |        47 | NS      | $244.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services, Inc.                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |        32 | NS      | $2984.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                       | Yext, Inc.                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |       514 | NS      | $3356.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp            | Repay Holdings Corp.                                      | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $3195.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties, Inc.                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       242 | NS      | $19790.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA       | TowneBank                                                 | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       305 | NS      | $9406.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                  | AMERISAFE, Inc.                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |        87 | NS      | $4521.39      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc        | Live Oak Bancshares, Inc.                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $4469.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth            | Equity Commonwealth                                       | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |       472 | NS      | $11785.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp       | Brookfield Business Corp.                                 | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $2217.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc         | Nurix Therapeutics, Inc.                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $2250.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                 | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       113 | NS      | $10446.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc           | Viant Technology, Inc.                                    | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        63 | NS      | $253.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                  | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       122 | NS      | $5633.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc           | Cavco Industries, Inc.                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        40 | NS      | $9050.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc              | PROS Holdings, Inc.                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       186 | NS      | $4512.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc    | Apellis Pharmaceuticals, Inc.                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       422 | NS      | $21821.62     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc  | Urstadt Biddle Properties, Inc.                           | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       135 | NS      | $2558.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                     | Kaman Corp.                                               | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       127 | NS      | $2832.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp  | Lions Gate Entertainment Corp.                            | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | US        |       523 | NS      | $2839.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                     | EZCORP, Inc.                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       227 | NS      | $1850.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc  | Dime Community Bancshares, Inc.                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $4710.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus, Inc.                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       272 | NS      | $19945.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd.                                         | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | US        |        51 | NS      | $11783.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The              | Honest Company, Inc.                                      | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $887.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc       | iRhythm Technologies, Inc.                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |       134 | NS      | $12551.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp.                                      | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |        48 | NS      | $1559.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc         | Relay Therapeutics, Inc.                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $5722.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                  | Rite Aid Corp.                                            | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |       247 | NS      | $824.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Rydex Dynamic Funds

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO