# EDGAR Filing Document

**Accession Number:** 0001432353
**File Stem:** 0001752724-23-075205
**Filing Date:** 2023-3
**Character Count:** 1472301
**Document Hash:** 041f698e30f09b9506f950b833bc387d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075205.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075205

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global X Funds
- **CENTRAL INDEX KEY:** 0001432353
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22209
- **FILM NUMBER:** 23784365

**BUSINESS ADDRESS:**
- **STREET 1:** 605 THIRD AVENUE
- **STREET 2:** 43RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10158
- **BUSINESS PHONE:** (212) 644-6110

**MAIL ADDRESS:**
- **STREET 1:** 605 THIRD AVENUE
- **STREET 2:** 43RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10158

## Series and Classes Contracts Data

### Global X Russell 2000 Covered Call ETF (Series ID: S000065001)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000210451 | Global X Russell 2000 Covered Call ETF | RYLD            |

## Nport-Ex

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Silver Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.5%** |  |  |
| **AUSTRALIA — 1.1%** |  |  |
| Materials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Kingsgate Consolidated <sup>\* (A)</sup> | 5521617 | $6225311 |
| &nbsp;&nbsp;&nbsp;Silver Mines <sup>\* (A)</sup> | 32535446 | 4699865 |
| TOTAL AUSTRALIA |  | 10925176 |
| **BOSNIA AND HERZEGOVINA — 1.6%** |  |  |
| Materials — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Adriatic Metals, Cl CDI <sup>\* (A)</sup> | 7494530 | 16635265 |
| **BRAZIL — 25.9%** |  |  |
| Materials — 25.9% |  |  |
| &nbsp;&nbsp;&nbsp;Wheaton Precious Metals <sup>(A)</sup> | 5781518 | 264446633 |
| **CANADA — 37.1%** |  |  |
| Materials — 37.1% |  |  |
| &nbsp;&nbsp;&nbsp;AbraSilver Resource <sup>\*</sup> | 11591475 | 2910139 |
| &nbsp;&nbsp;&nbsp;Americas Gold & Silver <sup>\* (A)</sup> | 5020973 | 3123174 |
| &nbsp;&nbsp;&nbsp;Aya Gold & Silver <sup>\* (A)</sup> | 2503196 | 15176570 |
| &nbsp;&nbsp;&nbsp;Blackrock Silver <sup>\* (A)</sup> | 4171056 | 1625472 |
| &nbsp;&nbsp;&nbsp;Discovery Silver <sup>\*</sup> | 6880029 | 6857600 |
| &nbsp;&nbsp;&nbsp;Endeavour Silver <sup>\* (A)</sup> | 5301822 | 18397322 |
| &nbsp;&nbsp;&nbsp;First Majestic Silver <sup>(A)</sup> | 4897380 | 38574185 |
| &nbsp;&nbsp;&nbsp;Fortuna Silver Mines <sup>\* (A)</sup> | 8110812 | 31243357 |
| &nbsp;&nbsp;&nbsp;GoGold Resources <sup>\* (A)</sup> | 7612402 | 12722042 |
| &nbsp;&nbsp;&nbsp;MAG Silver <sup>\* (A)</sup> | 2477976 | 33928596 |
| &nbsp;&nbsp;&nbsp;McEwen Mining <sup>\* (A)</sup> | 1093700 | 7338727 |
| &nbsp;&nbsp;&nbsp;New Pacific Metals <sup>\* (A)</sup> | 2343457 | 6146888 |
| &nbsp;&nbsp;&nbsp;Pan American Silver <sup>(A)</sup> | 4901769 | 89359249 |
| &nbsp;&nbsp;&nbsp;Prime Mining <sup>\* (A)</sup> | 2414407 | 3799794 |
| &nbsp;&nbsp;&nbsp;Santacruz Silver Mining <sup>\*</sup> | 8571311 | 2537316 |
| &nbsp;&nbsp;&nbsp;Silvercorp Metals | 4762163 | 16524011 |
| &nbsp;&nbsp;&nbsp;SilverCrest Metals <sup>\* (A)</sup> | 3956089 | 25793813 |
| &nbsp;&nbsp;&nbsp;SSR Mining <sup>(A)</sup> | 3363344 | 56975047 |
| &nbsp;&nbsp;&nbsp;Vizsla Silver <sup>\*</sup> | 3806390 | 4592714 |
| TOTAL CANADA |  | 377626016 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Silver Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **MEXICO — 10.0%** |  |  |
| Materials — 10.0% |  |  |
| &nbsp;&nbsp;&nbsp;Fresnillo | 4724830 | $47778788 |
| &nbsp;&nbsp;&nbsp;Industrias Penoles <sup>\*</sup> | 3765695 | 53753293 |
| TOTAL MEXICO |  | 101532081 |
| **PERU — 6.1%** |  |  |
| Materials — 6.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cia de Minas Buenaventura SAA ADR <sup>(A)</sup> | 5837226 | 47223158 |
| &nbsp;&nbsp;&nbsp;Hochschild Mining | 8375131 | 7047326 |
| &nbsp;&nbsp;&nbsp;Volcan Cia Minera SAA <sup>\*</sup> | 65227137 | 8481411 |
| TOTAL PERU |  | 62751895 |
| **SOUTH KOREA — 8.3%** |  |  |
| Materials — 8.3% |  |  |
| &nbsp;&nbsp;&nbsp;Korea Zinc <sup>\*</sup> | 192096 | 84367540 |
| **UNITED STATES — 9.4%** |  |  |
| Materials — 9.4% |  |  |
| &nbsp;&nbsp;&nbsp;Coeur Mining \* | 7803424 | 30355319 |
| &nbsp;&nbsp;&nbsp;Gatos Silver <sup>\* (A)</sup> | 1317821 | 6799956 |
| &nbsp;&nbsp;&nbsp;Gold Resource | 2488575 | 4305235 |
| &nbsp;&nbsp;&nbsp;Golden Minerals <sup>\* (A)</sup> | 3458750 | 1015143 |
| &nbsp;&nbsp;&nbsp;Hecla Mining <sup>(A)</sup> | 8729768 | 53862669 |
| TOTAL UNITED STATES |  | 96338322 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,121,125,996) |  | 1014622928 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 3.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $30,404,663) | 30404663 | 30404663 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Silver Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 10.2%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $103,421,550 (collateralized by various U.S. Treasury Obligations, ranging in par value $6,388,603 - $7,867,539, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $105,341,891) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $103,409,457) | $103409457 | $103409457 |
| TOTAL INVESTMENTS — 112.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,254,940,116) |  | $1148437048 |

---

*Percentages are based on Net Assets of $1,018,699,396.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(B)* *Security was purchased with cash collateral held from securities on loan.*

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* | |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*1014622928* | | $*—* | | $*—* | | $*1014622928* | |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | | *30404663* | | *—* | | *—* | | *30404663* | |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | | *—* | | *103409457* | | *—* | | *103409457* | |
| Total Investments in *Securities* | | $*1045027591* | | $*103409457* | | $*—* | | $*1148437048* | |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Gold Explorers ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.1%** |  |  |
| **AUSTRALIA — 25.7%** |  |  |
| Materials — 25.7% |  |  |
| &nbsp;&nbsp;&nbsp;Bellevue Gold <sup>\*</sup> | 749231 | $630897 |
| &nbsp;&nbsp;&nbsp;Capricorn Metals <sup>\* (A)</sup> | 205917 | 657302 |
| &nbsp;&nbsp;&nbsp;De Grey Mining <sup>\*</sup> | 802370 | 842434 |
| &nbsp;&nbsp;&nbsp;Firefinch <sup>\* (B)</sup> | 825148 | 74192 |
| &nbsp;&nbsp;&nbsp;Gold Road Resources | 780384 | 904584 |
| &nbsp;&nbsp;&nbsp;Leo Lithium <sup>\*</sup> | 735105 | 315976 |
| &nbsp;&nbsp;&nbsp;Mincor Resources NL <sup>\* (A)</sup> | 267543 | 286558 |
| &nbsp;&nbsp;&nbsp;OceanaGold <sup>\*</sup> | 533529 | 1151545 |
| &nbsp;&nbsp;&nbsp;Perseus Mining | 1029000 | 1551686 |
| &nbsp;&nbsp;&nbsp;Ramelius Resources | 630688 | 444416 |
| &nbsp;&nbsp;&nbsp;Red 5 <sup>\*</sup> | 1341502 | 198511 |
| &nbsp;&nbsp;&nbsp;Regis Resources | 566034 | 853554 |
| &nbsp;&nbsp;&nbsp;Silver Lake Resources <sup>\*</sup> | 701209 | 642341 |
| &nbsp;&nbsp;&nbsp;SolGold <sup>\*</sup> | 811114 | 161568 |
| &nbsp;&nbsp;&nbsp;St. Barbara <sup>\*</sup> | 610929 | 327174 |
| &nbsp;&nbsp;&nbsp;Tietto Minerals <sup>\* (A)</sup> | 557204 | 294476 |
| &nbsp;&nbsp;&nbsp;West African Resources <sup>\*</sup> | 686277 | 539199 |
| &nbsp;&nbsp;&nbsp;Westgold Resources <sup>\*</sup> | 348149 | 298068 |
| TOTAL AUSTRALIA |  | 10174481 |
| **BURKINA FASO — 3.9%** |  |  |
| Materials — 3.9% |  |  |
| &nbsp;&nbsp;&nbsp;Endeavour Mining | 66061 | 1552076 |
| **CANADA — 41.1%** |  |  |
| Financials — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Centerra Gold | 167591 | 1072602 |
| Materials — 38.4% |  |  |
| &nbsp;&nbsp;&nbsp;Alamos Gold, Cl A | 153504 | 1688791 |
| &nbsp;&nbsp;&nbsp;B2Gold | 380130 | 1501319 |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals | 143906 | 937193 |
| &nbsp;&nbsp;&nbsp;Endeavour Silver <sup>\* (A)</sup> | 142359 | 493965 |
| &nbsp;&nbsp;&nbsp;Equinox Gold <sup>\*</sup> | 211637 | 965915 |
| &nbsp;&nbsp;&nbsp;K92 Mining <sup>\* (A)</sup> | 163520 | 943609 |
| &nbsp;&nbsp;&nbsp;Karora Resources <sup>\* (A)</sup> | 127367 | 501125 |
| &nbsp;&nbsp;&nbsp;Lundin Gold | 65846 | 759942 |
| &nbsp;&nbsp;&nbsp;McEwen Mining <sup>\* (A)</sup> | 29527 | 198126 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Gold Explorers ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;New Gold <sup>\*</sup> | 514629 | $605514 |
| &nbsp;&nbsp;&nbsp;Novagold Resources <sup>\*</sup> | 172686 | 1089649 |
| &nbsp;&nbsp;&nbsp;Orla Mining <sup>\* (A)</sup> | 150520 | 647495 |
| &nbsp;&nbsp;&nbsp;Osisko Mining <sup>\*</sup> | 219199 | 614385 |
| &nbsp;&nbsp;&nbsp;Sabina Gold & Silver <sup>\*</sup> | 330920 | 334801 |
| &nbsp;&nbsp;&nbsp;Seabridge Gold <sup>\*</sup> | 50213 | 660803 |
| &nbsp;&nbsp;&nbsp;Skeena Resources <sup>\* (A)</sup> | 42872 | 254787 |
| &nbsp;&nbsp;&nbsp;SSR Mining | 83041 | 1399005 |
| &nbsp;&nbsp;&nbsp;Torex Gold Resources <sup>\*</sup> | 64928 | 889971 |
| &nbsp;&nbsp;&nbsp;Victoria Gold <sup>\*</sup> | 26916 | 211600 |
| &nbsp;&nbsp;&nbsp;Wesdome Gold Mines <sup>\*</sup> | 107387 | 496555 |
|  |  | 15194550 |
| TOTAL CANADA |  | 16267152 |
| **EGYPT — 3.0%** |  |  |
| Materials — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Centamin | 867746 | 1186330 |
| **INDONESIA — 9.2%** |  |  |
| Materials — 9.2% |  |  |
| &nbsp;&nbsp;&nbsp;Aneka Tambang | 6315034 | 973164 |
| &nbsp;&nbsp;&nbsp;Merdeka Copper Gold <sup>\*</sup> | 8490553 | 2673476 |
| TOTAL INDONESIA |  | 3646640 |
| **PERU — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Hochschild Mining | 224167 | 188627 |
| **TURKEY — 5.9%** |  |  |
| Materials — 5.9% |  |  |
| &nbsp;&nbsp;&nbsp;Eldorado Gold <sup>\*</sup> | 138846 | 1325663 |
| &nbsp;&nbsp;&nbsp;Koza Altin Isletmeleri | 34788 | 1026228 |
| TOTAL TURKEY |  | 2351891 |
| **UNITED KINGDOM — 1.4%** |  |  |
| Materials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Greatland Gold <sup>\*</sup> | 3191417 | 300173 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Gold Explorers ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pan African Resources | 1219022 | $253625 |
| TOTAL UNITED KINGDOM |  | 553798 |
| **UNITED STATES — 9.4%** |  |  |
| Materials — 9.4% |  |  |
| &nbsp;&nbsp;&nbsp;Argonaut Gold <sup>\* (A)</sup> | 571671 | 304183 |
| &nbsp;&nbsp;&nbsp;Coeur Mining <sup>\*</sup> | 209634 | 815476 |
| &nbsp;&nbsp;&nbsp;Hecla Mining | 418409 | 2581584 |
| TOTAL UNITED STATES |  | 3701243 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $42,225,447) |  | 39622238 |
|  | **Number of<br> Rights** |  |
| **RIGHTS — 0.0%** |  |  |
| **Canada — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Great Bear Resources# <sup>\*(B)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $–) | 46614 |  |
|  | **Shares** |  |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $493,494) | 493494 | 493494 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Gold Explorers ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(C)</sup> — 4.2%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $1,678,622 (collateralized by various U.S. Treasury Obligations, ranging in par value $103,693 - $127,697, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $1,709,791) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,678,426) | $1678426 | $1678426 |
| TOTAL INVESTMENTS — 105.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $44,397,367) |  | $41794158 |

---

*Percentages are based on Net Assets of $39,608,102.*

*\** *Non-income producing security.*

*#* *Expiration date not available.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(B)* *Level 3 security in accordance with fair value hierarchy.*

*(C)* *Security was purchased with cash collateral held from securities on loan.*

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3<sup>(1)</sup>* | | | *Total* | |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*39548046* | | $*—* | | $*74192* | | | $*39622238* | |
| &nbsp;&nbsp;&nbsp;*Rights* | | *—* | | *—* | | *—* | ^ | | *—* | |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | | *493494* | | *—* | | *—* | | | *493494* | |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | | *—* | | *1678426* | | *—* | | | *1678426* | |
| *Total Investments in Securities* | | $*40041540* | | $*1678426* | | $*74192* | | | $*41794158* | |

---

*(1)* *A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments* *at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Gold Explorers ETF**

*^* *Security is fair valued at zero.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Copper Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **AUSTRALIA — 16.0%** |  |  |
| Materials — 13.7% |  |  |
| &nbsp;&nbsp;&nbsp;29Metals | 6081114 | $8398737 |
| &nbsp;&nbsp;&nbsp;BHP Group | 2787406 | 96989802 |
| &nbsp;&nbsp;&nbsp;Glencore | 12297878 | 81937406 |
| &nbsp;&nbsp;&nbsp;OZ Minerals | 4230966 | 83239547 |
| &nbsp;&nbsp;&nbsp;SolGold <sup>\* (A)</sup> | 26005149 | 5180028 |
|  |  | 275745520 |
| Real Estate — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Sandfire Resources | 10696565 | 47108482 |
| TOTAL AUSTRALIA |  | 322854002 |
| **BRAZIL — 1.9%** |  |  |
| Materials — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;ERO Copper <sup>\*</sup> | 1855395 | 30382119 |
| &nbsp;&nbsp;&nbsp;Nexa Resources <sup>(A)</sup> | 1073553 | 7793995 |
| TOTAL BRAZIL |  | 38176114 |
| **CANADA — 16.8%** |  |  |
| Materials — 16.8% |  |  |
| &nbsp;&nbsp;&nbsp;Altius Minerals | 927318 | 15539274 |
| &nbsp;&nbsp;&nbsp;Capstone Mining <sup>\*</sup> | 8392328 | 41070111 |
| &nbsp;&nbsp;&nbsp;Copper Mountain Mining <sup>\* (A)</sup> | 4914162 | 8323158 |
| &nbsp;&nbsp;&nbsp;Filo Mining <sup>\* (A)</sup> | 1943474 | 34650014 |
| &nbsp;&nbsp;&nbsp;HudBay Minerals | 5256129 | 30449190 |
| &nbsp;&nbsp;&nbsp;Ivanhoe Mines, Cl A <sup>\*</sup> | 10476436 | 98141754 |
| &nbsp;&nbsp;&nbsp;Northern Dynasty Minerals <sup>\* (A)</sup> | 11909770 | 2620149 |
| &nbsp;&nbsp;&nbsp;Solaris Resources <sup>\* (A)</sup> | 1214260 | 6324508 |
| &nbsp;&nbsp;&nbsp;Taseko Mines <sup>\* (A)</sup> | 6660702 | 11789443 |
| &nbsp;&nbsp;&nbsp;Teck Resources, Cl B | 2087559 | 90051258 |
| TOTAL CANADA |  | 338958859 |
| **CHILE — 11.0%** |  |  |
| Materials — 11.0% |  |  |
| &nbsp;&nbsp;&nbsp;Antofagasta | 5478596 | 116852164 |
| &nbsp;&nbsp;&nbsp;Lundin Mining | 13733458 | 103642914 |
| TOTAL CHILE |  | 220495078 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Copper Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **CHINA — 11.2%** |  |  |
| Materials — 11.2% |  |  |
| &nbsp;&nbsp;&nbsp;China Gold International Resources <sup>(A)</sup> | 5744400 | $20592793 |
| &nbsp;&nbsp;&nbsp;China Nonferrous Mining | 27474700 | 14966667 |
| &nbsp;&nbsp;&nbsp;Jiangxi Copper, Cl H | 26111401 | 44837305 |
| &nbsp;&nbsp;&nbsp;Jinchuan Group International Resources | 103269900 | 10144456 |
| &nbsp;&nbsp;&nbsp;MMG <sup>\*</sup> | 67362400 | 21742143 |
| &nbsp;&nbsp;&nbsp;Zijin Mining Group, Cl H | 68598360 | 112893181 |
| TOTAL CHINA |  | 225176545 |
| **CYPRUS — 0.6%** |  |  |
| Materials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Atalaya Mining | 2583426 | 11099814 |
| **GERMANY — 3.8%** |  |  |
| Materials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Aurubis | 720269 | 75627580 |
| **JAPAN — 7.6%** |  |  |
| Materials — 7.6% |  |  |
| &nbsp;&nbsp;&nbsp;Mitsubishi Materials | 2903108 | 49692940 |
| &nbsp;&nbsp;&nbsp;Nittetsu Mining | 208983 | 5793254 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining | 2426281 | 97913205 |
| TOTAL JAPAN |  | 153399399 |
| **MEXICO — 10.0%** |  |  |
| Materials — 10.0% |  |  |
| &nbsp;&nbsp;&nbsp;Grupo Mexico, Cl B | 20918381 | 93175810 |
| &nbsp;&nbsp;&nbsp;Southern Copper | 1437656 | 108126108 |
| TOTAL MEXICO |  | 201301918 |
| **POLAND — 5.3%** |  |  |
| Materials — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;KGHM Polska Miedz | 3304903 | 107097345 |
| **SWEDEN — 4.7%** |  |  |
| Materials — 4.7% |  |  |
| &nbsp;&nbsp;&nbsp;Boliden | 2103554 | 93928393 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Copper Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **TURKEY — 0.6%** |  |  |
| Industrials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret | 8845018 | $12441943 |
| **UNITED KINGDOM — 0.7%** |  |  |
| Materials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Central Asia Metals | 4259683 | 14788381 |
| **UNITED STATES — 5.3%** |  |  |
| Materials — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 2377163 | 106069013 |
| **ZAMBIA — 4.5%** |  |  |
| Materials — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals | 3924858 | 90801039 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,849,579,648) |  | 2012215423 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,213,066) | 3213066 | 3213066 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Copper Miners ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $10,929,253 (collateralized by various U.S. Treasury Obligations, ranging in par value $675,127 - $831,416, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $11,132,186) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $10,927,975) | $10927975 | $10927975 |
| TOTAL INVESTMENTS — 100.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,863,720,689) |  | $2026356464 |

---

*Percentages are based on Net Assets of $2,011,828,143.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(B)* *Security was purchased with cash collateral held from securities on loan.*

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Investments in Securities | Level 1 | Level 2 | Level 3 | Total |
| &nbsp;&nbsp;&nbsp;Common Stock | $2012215423 | $— | $— | $2012215423 |
| &nbsp;&nbsp;&nbsp;Short-Term Investment | 3213066 |  |  | 3213066 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement |  | 10927975 |  | 10927975 |
| Total Investments in Securities | $2015428489 | $10927975 | $— | $2026356464 |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Uranium ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 91.2%** |  |  |
| **AUSTRALIA — 13.4%** |  |  |
| Energy — 9.2% |  |  |
| &nbsp;&nbsp;&nbsp;Alligator Energy <sup>\* (A)</sup> | 160215424 | $5306119 |
| &nbsp;&nbsp;&nbsp;Aura Energy <sup>\* (A)</sup> | 17722880 | 4308520 |
| &nbsp;&nbsp;&nbsp;Bannerman Energy <sup>\*† (A)</sup> | 7219375 | 9767324 |
| &nbsp;&nbsp;&nbsp;Berkeley Energia <sup>\* (A)</sup> | 19600820 | 6471376 |
| &nbsp;&nbsp;&nbsp;Boss Energy <sup>\*</sup> | 15910945 | 28814020 |
| &nbsp;&nbsp;&nbsp;Deep Yellow <sup>\* (A)</sup> | 32951254 | 18575337 |
| &nbsp;&nbsp;&nbsp;Elevate Uranium <sup>\* (A)</sup> | 11703817 | 3628733 |
| &nbsp;&nbsp;&nbsp;Paladin Energy <sup>\*</sup> | 133989755 | 80253739 |
| &nbsp;&nbsp;&nbsp;Peninsula Energy <sup>\* (A)</sup> | 61205951 | 6253691 |
|  |  | 163378859 |
| Information Technology — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Silex Systems <sup>\*</sup> | 7245977 | 23640284 |
| Materials — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;Anson Resources <sup>\*</sup> | 46609916 | 9853133 |
| &nbsp;&nbsp;&nbsp;BHP Group | 977700 | 34019777 |
| &nbsp;&nbsp;&nbsp;Lotus Resources <sup>\* (A)</sup> | 39013801 | 6872789 |
|  |  | 50745699 |
| TOTAL AUSTRALIA |  | 237764842 |
| **CANADA — 41.1%** |  |  |
| Energy — 36.4% |  |  |
| &nbsp;&nbsp;&nbsp;Cameco | 14873593 | 414991470 |
| &nbsp;&nbsp;&nbsp;Denison Mines <sup>\* (A)</sup> | 41973027 | 60080550 |
| &nbsp;&nbsp;&nbsp;Encore Energy <sup>\* (A)</sup> | 5250319 | 13102680 |
| &nbsp;&nbsp;&nbsp;F3 Uranium <sup>\*</sup> | 14642228 | 4389322 |
| &nbsp;&nbsp;&nbsp;Fission Uranium <sup>\* (A)</sup> | 30027157 | 19577792 |
| &nbsp;&nbsp;&nbsp;Forsys Metals <sup>\* (A)</sup> | 6154188 | 2190759 |
| &nbsp;&nbsp;&nbsp;GoviEx Uranium, Cl A <sup>\* (A)</sup> | 25342011 | 4558086 |
| &nbsp;&nbsp;&nbsp;IsoEnergy <sup>\* (A)</sup> | 2600932 | 6003575 |
| &nbsp;&nbsp;&nbsp;Laramide Resources <sup>\* (A)</sup> | 9900799 | 3635771 |
| &nbsp;&nbsp;&nbsp;Mega Uranium <sup>\*</sup> | 17069977 | 3198182 |
| &nbsp;&nbsp;&nbsp;NexGen Energy <sup>\*</sup> | 20704164 | 99614594 |
| &nbsp;&nbsp;&nbsp;Skyharbour Resources <sup>\*</sup> | 6871540 | 2368875 |
| &nbsp;&nbsp;&nbsp;Uranium Royalty <sup>\* (A)</sup> | 4106496 | 11448394 |
|  |  | 645160050 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Uranium ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — 3.2% |  |  |
| &nbsp;&nbsp;&nbsp;American Lithium <sup>\*</sup> | 9994758 | $35803907 |
| &nbsp;&nbsp;&nbsp;Global Atomic <sup>\* (A)</sup> | 8007420 | 21183492 |
|  |  | 56987399 |
| Real Estate — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Aecon Group | 3071156 | 25801071 |
| TOTAL CANADA |  | 727948520 |
| **CHINA — 0.8%** |  |  |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;CGN Mining <sup>\* (A)</sup> | 108151000 | 13659349 |
| **JAPAN — 3.9%** |  |  |
| Industrials — 3.9% |  |  |
| &nbsp;&nbsp;&nbsp;ITOCHU | 1057531 | 34016319 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries | 880655 | 34401379 |
| TOTAL JAPAN |  | 68417698 |
| **KAZAKHSTAN — 5.5%** |  |  |
| Energy — 5.5% |  |  |
| &nbsp;&nbsp;&nbsp;NAC Kazatomprom JSC GDR | 3332869 | 97653061 |
| **SOUTH AFRICA — 1.7%** |  |  |
| Materials — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Sibanye Stillwater | 11555734 | 30070437 |
| **SOUTH KOREA — 11.2%** |  |  |
| Industrials — 11.2% |  |  |
| &nbsp;&nbsp;&nbsp;Daewoo Engineering & Construction <sup>\*</sup> | 9075407 | 35253956 |
| &nbsp;&nbsp;&nbsp;Doosan Enerbility <sup>\*</sup> | 2552841 | 34609876 |
| &nbsp;&nbsp;&nbsp;GS Engineering & Construction | 1809150 | 34220811 |
| &nbsp;&nbsp;&nbsp;Hyundai Engineering & Construction <sup>\*</sup> | 1133865 | 35024812 |
| &nbsp;&nbsp;&nbsp;KEPCO Engineering & Construction <sup>\*</sup> | 499186 | 26624874 |
| &nbsp;&nbsp;&nbsp;Samsung C&T | 349665 | 33638011 |
| TOTAL SOUTH KOREA |  | 199372340 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Uranium ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **UNITED KINGDOM — 2.7%** |  |  |
| Industrials — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Yellow Cake <sup>\*</sup> | 9397296 | $48173463 |
| **UNITED STATES — 10.9%** |  |  |
| Energy — 9.7% |  |  |
| &nbsp;&nbsp;&nbsp;Centrus Energy, Cl A <sup>\*</sup> | 593509 | 24363544 |
| &nbsp;&nbsp;&nbsp;Energy Fuels <sup>\* (A)</sup> | 7930336 | 58302991 |
| &nbsp;&nbsp;&nbsp;Uranium Energy <sup>\*</sup> | 18682889 | 75292043 |
| &nbsp;&nbsp;&nbsp;Ur-Energy <sup>\*</sup> | 11021577 | 14438266 |
|  |  | 172396844 |
| Industrials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;NuScale Power <sup>\*</sup> | 1967733 | 20976034 |
| TOTAL UNITED STATES |  | 193372878 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,561,806,278) |  | 1616432588 |
| **EXCHANGE TRADED FUND — 8.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Sprott Physical Uranium Trust\* |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $147,143,553) | 12203634 | 156026527 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $7,779,516) | 7779516 | 7779516 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Uranium ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 1.5%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $26,462,047 (collateralized by various U.S. Treasury Obligations, ranging in par value $1,634,626 - $2,013,035, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $26,953,395) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $26,458,953) | $26458953 | $26458953 |
| TOTAL INVESTMENTS — 101.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,743,188,300) |  | $1806697584 |

---

*Percentages are based on Net Assets of $1,773,021,387.*

---

| | |
|:---|:---|
| *\** | *Non-income producing security.* |
| † | *Affiliated investment.* |
| *(A)* | *This security or a partial position of this security is on loan at January 31, 2023.* |
| *(B)* | *Security was purchased with cash collateral held from securities on loan.* |
| *(C)* | *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Investments in Securities | Level 1 | Level 2 | Level 3 | Total |
| &nbsp;&nbsp;&nbsp;Common Stock | $1616432588 | $— | $— | $1616432588 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | 156026527 |  |  | 156026527 |
| &nbsp;&nbsp;&nbsp;Short-Term Investment | 7779516 |  |  | 7779516 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement |  | 26458953 |  | 26458953 |
| Total Investments in Securities | $1780238631 | $*26458953* | $— | $1806697584 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Uranium ETF**

*The following is a summary of the transactions with affiliates for the period ended January 31, 2023:*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | | | | Changes in | | |
| | | | | Unrealized | | |
| | Purchases at | Proceeds from | Realized Gain | Appreciation | Value at | |
| Value at 10/31/22 | Cost | Sales | (Loss) | (Depreciation) | 01/31/23 | Income |
| **Bannerman Energy** |  |  |  |  |  |  |
| $10098092 | $514658 | $(869797) | $(182284) | $206655 | $9767324 | $- |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Glossary: (abbreviations which may be used in the preceding Schedules of Investments)**

**Fund Abbreviations**

ADR — *American Depositary Receipt*

Cl — *Class*

GDR — *Global Depositary Receipt*

JSC — *Joint-Stock Company*

*GLX-QH-001-2800*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Energy ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.8%** |  |  |
| **CHINA — 95.3%** |  |  |
| Energy — 95.3% |  |  |
| &nbsp;&nbsp;&nbsp;CGN Mining <sup>\*</sup> | 2494100 | $315002 |
| &nbsp;&nbsp;&nbsp;China Coal Energy, Cl H | 544200 | 435302 |
| &nbsp;&nbsp;&nbsp;China Merchants Energy Shipping, Cl A | 273900 | 259031 |
| &nbsp;&nbsp;&nbsp;China Oilfield Services, Cl H | 566886 | 683427 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical, Cl A | 54050 | 36157 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical, Cl H | 1978997 | 1065423 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy, Cl A | 8200 | 34454 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy, Cl H | 303255 | 942044 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Energy Transportation, Cl A <sup>\*</sup> | 135500 | 286369 |
| &nbsp;&nbsp;&nbsp;Guanghui Energy, Cl A | 223750 | 338433 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Dian Tou Energy, Cl A | 123600 | 241098 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Yitai Coal, Cl B | 302894 | 453735 |
| &nbsp;&nbsp;&nbsp;Jizhong Energy Resources, Cl A | 247000 | 240537 |
| &nbsp;&nbsp;&nbsp;Kinetic Development Group | 2588800 | 211370 |
| &nbsp;&nbsp;&nbsp;Offshore Oil Engineering, Cl A | 368475 | 362651 |
| &nbsp;&nbsp;&nbsp;PetroChina, Cl A | 47200 | 36115 |
| &nbsp;&nbsp;&nbsp;PetroChina, Cl H | 1995663 | 1061665 |
| &nbsp;&nbsp;&nbsp;Pingdingshan Tianan Coal Mining, Cl A | 140800 | 234847 |
| &nbsp;&nbsp;&nbsp;Shaanxi Coal Industry, Cl A | 163786 | 473895 |
| &nbsp;&nbsp;&nbsp;Shan Xi Hua Yang Group New Energy, Cl A | 117800 | 273718 |
| &nbsp;&nbsp;&nbsp;Shanxi Coking Coal Energy Group, Cl A | 193853 | 337108 |
| &nbsp;&nbsp;&nbsp;Shanxi Lu'an Environmental Energy Development, Cl A | 137665 | 403411 |
| &nbsp;&nbsp;&nbsp;Sinopec Kantons Holdings | 985600 | 349550 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group, Cl A | 19104 | 97064 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group, Cl H | 277975 | 891883 |
| &nbsp;&nbsp;&nbsp;Yantai Jereh Oilfield Services Group, Cl A | 60010 | 287403 |
| TOTAL CHINA |  | 10351692 |
| **HONG KONG — 4.5%** |  |  |
| Energy — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;AAG Energy Holdings <sup>(A)</sup> | 1155400 | 247632 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Energy ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Energy — continued |  |  |
| &nbsp;&nbsp;&nbsp;Productive Technologies <sup>\*</sup> | 1732400 | $243111 |
| TOTAL HONG KONG |  | 490743 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,896,707) |  | 10842435 |
| TOTAL INVESTMENTS — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,896,707) |  | $10842435 |

---

*Percentages are based on Net Assets of $10,867,996.*

*\** *Non-income producing security.*

*(A)* *Level 3 security in accordance with fair value hierarchy.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* |  | *Level 1* |  | *Level 2* |  | *Level 3* |  | *Total* |  |
| &nbsp;&nbsp;&nbsp;*Common Stock* |  | $*10594803* |  | $*—* |  | $*247632* |  | $*10842435* |  |
| *Total Investments in Securities* | | $*10594803* | | $*—* | | $*247632* | | $*10842435* | |

---

*The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value.*

---

| | |
|:---|:---|
|  | **Investments in**<br>**Common Stock** |
| Beginning Balance as of October 31, 2022 | $- |
| Transfers out of Level 3 |  |
| Transfers into Level 3 | 247632 |
| Net purchases |  |
| Net sales |  |
| Realized gain/(loss) |  |
| Change in unrealized appreciation/(depreciation) | - |
| Ending Balance as of January 31, 2023 | $247632 |

---

*For the period ended January 31, 2023, transfers in and out of Level 3 were due to the availability of observable inputs to determine fair value.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Energy ETF**

*The following table summarizes the quantitative inputs and assumptions used for items categorized as material Level 3 investments as of January 31, 2023. The disclosures below also include qualitative information on the sensitivity of the fair value measurements to changes in the significant unobservable inputs.*

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Assets** | **Fair Value at**<br>**1/31/23** | **Valuation**<br>**Technique(s)** | **Unobservable**<br>**Input** | **Discount**<br>**Percentage** |
| Common Stock | $247632 | Last Traded Price | Last Traded Price Comparability Adjustment % | 0.00% |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Materials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **CHINA — 97.9%** |  |  |
| Materials — 97.9% |  |  |
| &nbsp;&nbsp;&nbsp;Aluminum Corp of China, Cl A | 64300 | $50341 |
| &nbsp;&nbsp;&nbsp;Aluminum Corp of China, Cl H | 271339 | 144349 |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement, Cl A | 13300 | 57910 |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement, Cl H | 76270 | 288984 |
| &nbsp;&nbsp;&nbsp;Anhui Honglu Steel Construction Group, Cl A | 2450 | 12082 |
| &nbsp;&nbsp;&nbsp;Asia - Potash International Investment Guangzhou, Cl A <sup>\*</sup> | 2400 | 10297 |
| &nbsp;&nbsp;&nbsp;Baoshan Iron & Steel, Cl A | 95100 | 86982 |
| &nbsp;&nbsp;&nbsp;BBMG, Cl A | 57600 | 21568 |
| &nbsp;&nbsp;&nbsp;Chengtun Mining Group, Cl A | 11000 | 10256 |
| &nbsp;&nbsp;&nbsp;Chengxin Lithium Group, Cl A | 2400 | 15181 |
| &nbsp;&nbsp;&nbsp;China Hongqiao Group | 152600 | 176379 |
| &nbsp;&nbsp;&nbsp;China Jushi, Cl A | 19659 | 42915 |
| &nbsp;&nbsp;&nbsp;China National Building Material, Cl H | 248800 | 227897 |
| &nbsp;&nbsp;&nbsp;China Northern Rare Earth Group High-Tech, Cl A | 15600 | 67024 |
| &nbsp;&nbsp;&nbsp;China Rare Earth Resources And Technology, Cl A <sup>\*</sup> | 2700 | 16483 |
| &nbsp;&nbsp;&nbsp;China Resources Cement Holdings | 165200 | 95471 |
| &nbsp;&nbsp;&nbsp;CMOC Group, Cl A | 78800 | 66125 |
| &nbsp;&nbsp;&nbsp;CMOC Group, Cl H | 239654 | 138193 |
| &nbsp;&nbsp;&nbsp;CNGR Advanced Material, Cl A | 1300 | 14930 |
| &nbsp;&nbsp;&nbsp;CNNC Hua Yuan Titanium Dioxide, Cl A | 12070 | 13326 |
| &nbsp;&nbsp;&nbsp;Do-Fluoride New Materials, Cl A | 2125 | 11586 |
| &nbsp;&nbsp;&nbsp;Dongyue Group | 85700 | 102225 |
| &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group, Cl A | 6740 | 78634 |
| &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group, Cl H | 23360 | 212484 |
| &nbsp;&nbsp;&nbsp;GEM, Cl A | 25400 | 29998 |
| &nbsp;&nbsp;&nbsp;Guangdong HEC Technology Holding, Cl A | 7000 | 9987 |
| &nbsp;&nbsp;&nbsp;Guangzhou Tinci Materials Technology, Cl A | 6260 | 45471 |
| &nbsp;&nbsp;&nbsp;Hangzhou Oxygen Plant Group, Cl A | 3200 | 18219 |
| &nbsp;&nbsp;&nbsp;Henan Shenhuo Coal & Power, Cl A | 5700 | 14788 |
| &nbsp;&nbsp;&nbsp;Hengli Petrochemical, Cl A | 25120 | 65135 |
| &nbsp;&nbsp;&nbsp;Hengyi Petrochemical, Cl A | 21700 | 25050 |
| &nbsp;&nbsp;&nbsp;Hesteel, Cl A | 66200 | 23612 |
| &nbsp;&nbsp;&nbsp;Hoshine Silicon Industry, Cl A | 2250 | 30966 |
| &nbsp;&nbsp;&nbsp;Huafon Chemical, Cl A | 12800 | 14378 |
| &nbsp;&nbsp;&nbsp;Huaibei Mining Holdings, Cl A | 6100 | 12116 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Materials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Huaxin Cement, Cl A | 8750 | $21160 |
| &nbsp;&nbsp;&nbsp;Hubei Feilihua Quartz Glass, Cl A | 1100 | 8466 |
| &nbsp;&nbsp;&nbsp;Hubei Xingfa Chemicals Group, Cl A | 2700 | 12971 |
| &nbsp;&nbsp;&nbsp;Hunan Valin Steel, Cl A | 38100 | 27968 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia BaoTou Steel Union, Cl A | 200900 | 60655 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia ERDOS Resources, Cl A | 4120 | 10226 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Junzheng Energy & Chemical Industry Group, Cl A | 47400 | 31077 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Yuan Xing Energy, Cl A | 10100 | 13393 |
| &nbsp;&nbsp;&nbsp;Jiangsu Eastern Shenghong, Cl A | 12500 | 28897 |
| &nbsp;&nbsp;&nbsp;Jiangsu Yangnong Chemical, Cl A | 1800 | 29416 |
| &nbsp;&nbsp;&nbsp;Jiangsu Yoke Technology, Cl A | 1500 | 11584 |
| &nbsp;&nbsp;&nbsp;Jiangxi Copper, Cl A | 11700 | 33662 |
| &nbsp;&nbsp;&nbsp;Jiangxi Copper, Cl H | 76591 | 131519 |
| &nbsp;&nbsp;&nbsp;LB Group, Cl A | 12600 | 38862 |
| &nbsp;&nbsp;&nbsp;Luxi Chemical Group, Cl A | 5600 | 11122 |
| &nbsp;&nbsp;&nbsp;Ningbo Shanshan, Cl A | 5700 | 16484 |
| &nbsp;&nbsp;&nbsp;Ningxia Baofeng Energy Group, Cl A | 19400 | 38416 |
| &nbsp;&nbsp;&nbsp;Pangang Group Vanadium Titanium & Resources, Cl A <sup>\*</sup> | 42600 | 32785 |
| &nbsp;&nbsp;&nbsp;Qinghai Salt Lake Industry, Cl A <sup>\*</sup> | 18300 | 67791 |
| &nbsp;&nbsp;&nbsp;Real Gold Mining <sup>\*(A)</sup> | 97864 |  |
| &nbsp;&nbsp;&nbsp;Rongsheng Petrochemical, Cl A | 42000 | 82299 |
| &nbsp;&nbsp;&nbsp;Satellite Chemical, Cl A | 9492 | 24879 |
| &nbsp;&nbsp;&nbsp;Shandong Gold Mining, Cl A | 17220 | 50436 |
| &nbsp;&nbsp;&nbsp;Shandong Gold Mining, Cl H | 48050 | 92440 |
| &nbsp;&nbsp;&nbsp;Shandong Hualu Hengsheng Chemical, Cl A | 10320 | 51670 |
| &nbsp;&nbsp;&nbsp;Shandong Nanshan Aluminum, Cl A | 63400 | 33873 |
| &nbsp;&nbsp;&nbsp;Shandong Sun Paper Industry JSC, Cl A | 15900 | 26285 |
| &nbsp;&nbsp;&nbsp;Shandong Weifang Rainbow Chemical, Cl A | 700 | 8485 |
| &nbsp;&nbsp;&nbsp;Shanghai Putailai New Energy Technology, Cl A | 6180 | 50488 |
| &nbsp;&nbsp;&nbsp;Shanxi Meijin Energy, Cl A | 12100 | 17210 |
| &nbsp;&nbsp;&nbsp;Shanxi Taigang Stainless Steel, Cl A | 34200 | 23233 |
| &nbsp;&nbsp;&nbsp;Shenghe Resources Holding, Cl A | 5300 | 12872 |
| &nbsp;&nbsp;&nbsp;Shenzhen Capchem Technology, Cl A | 2120 | 15340 |
| &nbsp;&nbsp;&nbsp;Shenzhen Dynanonic, Cl A | 500 | 19875 |
| &nbsp;&nbsp;&nbsp;Shenzhen Senior Technology Material, Cl A | 4200 | 14452 |
| &nbsp;&nbsp;&nbsp;Shenzhen YUTO Packaging Technology, Cl A | 2200 | 10237 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Materials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Sichuan Hebang Biotechnology | 23200 | $11022 |
| &nbsp;&nbsp;&nbsp;Sichuan Yahua Industrial Group, Cl A | 3300 | 12591 |
| &nbsp;&nbsp;&nbsp;Sinoma Science & Technology, Cl A | 4700 | 17251 |
| &nbsp;&nbsp;&nbsp;Sinomine Resource Group, Cl A | 1140 | 15083 |
| &nbsp;&nbsp;&nbsp;Sinopec Shanghai Petrochemical, Cl A | 42700 | 20223 |
| &nbsp;&nbsp;&nbsp;Skshu Paint, Cl A <sup>\*</sup> | 1193 | 21883 |
| &nbsp;&nbsp;&nbsp;Suzhou TA&A Ultra Clean Technology, Cl A | 1675 | 15709 |
| &nbsp;&nbsp;&nbsp;Tangshan Jidong Cement, Cl A | 7500 | 9635 |
| &nbsp;&nbsp;&nbsp;Tianqi Lithium, Cl A <sup>\*</sup> | 5000 | 71025 |
| &nbsp;&nbsp;&nbsp;Tianshan Aluminum Group, Cl A | 10700 | 14252 |
| &nbsp;&nbsp;&nbsp;Tibet Summit Resources, Cl A <sup>\*</sup> | 3175 | 11348 |
| &nbsp;&nbsp;&nbsp;Tongkun Group, Cl A | 13100 | 30478 |
| &nbsp;&nbsp;&nbsp;Tongling Nonferrous Metals Group, Cl A | 61500 | 31766 |
| &nbsp;&nbsp;&nbsp;Wanhua Chemical Group, Cl A | 12422 | 177612 |
| &nbsp;&nbsp;&nbsp;Weihai Guangwei Composites, Cl A | 2800 | 29915 |
| &nbsp;&nbsp;&nbsp;Western Mining, Cl A | 6500 | 11101 |
| &nbsp;&nbsp;&nbsp;Western Superconducting Technologies, Cl A | 1296 | 18864 |
| &nbsp;&nbsp;&nbsp;Xiamen Tungsten, Cl A | 7900 | 25898 |
| &nbsp;&nbsp;&nbsp;Xinjiang Zhongtai Chemical, Cl A | 9825 | 11138 |
| &nbsp;&nbsp;&nbsp;Yintai Gold, Cl A | 16420 | 30304 |
| &nbsp;&nbsp;&nbsp;YongXing Special Materials Technology, Cl A | 1175 | 19705 |
| &nbsp;&nbsp;&nbsp;Youngy, Cl A <sup>\*</sup> | 875 | 14760 |
| &nbsp;&nbsp;&nbsp;Yunnan Aluminium, Cl A | 8700 | 17318 |
| &nbsp;&nbsp;&nbsp;Yunnan Energy New Material, Cl A | 3600 | 83058 |
| &nbsp;&nbsp;&nbsp;Yunnan Tin, Cl A | 4800 | 10777 |
| &nbsp;&nbsp;&nbsp;Yunnan Yuntianhua, Cl A <sup>\*</sup> | 4900 | 16825 |
| &nbsp;&nbsp;&nbsp;Zangge Mining, Cl A | 4600 | 18967 |
| &nbsp;&nbsp;&nbsp;Zhaojin Mining Industry <sup>\*</sup> | 67100 | 76957 |
| &nbsp;&nbsp;&nbsp;Zhejiang Huayou Cobalt, Cl A | 6659 | 64779 |
| &nbsp;&nbsp;&nbsp;Zhejiang Juhua, Cl A | 14100 | 34578 |
| &nbsp;&nbsp;&nbsp;Zhejiang Yongtai Technology, Cl A | 2600 | 9381 |
| &nbsp;&nbsp;&nbsp;Zibo Qixiang Tengda Chemical, Cl A <sup>\*</sup> | 10100 | 10852 |
| &nbsp;&nbsp;&nbsp;Zijin Mining Group, Cl A | 17400 | 30361 |
| &nbsp;&nbsp;&nbsp;Zijin Mining Group, Cl H | 290259 | 477683 |
| TOTAL CHINA |  | 4884969 |
| **HONG KONG — 2.0%** |  |  |
| Materials — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;China Lumena New Materials <sup>\*(A)</sup> | 48 |  |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Materials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Nine Dragons Paper Holdings | 112570 | $100815 |
| TOTAL HONG KONG |  | 100815 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,219,703) |  | 4985784 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,219,703) |  | $4985784 |

---

*Percentages are based on Net Assets of $4,990,197.*

*\** *Non-income producing security.*

*(A)* *Level 3 security in accordance with fair value hierarchy.* 

 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* |  | *Level 1* |  | *Level 2* |  | *Level 3<sup>(1)</sup>* |  | *Total* |  |
| &nbsp;&nbsp;&nbsp;*Common Stock* |  | $*4985784* |  | $*—* |  | $*—* | *^* | $*4985784* |  |
| *Total Investments in Securities* | | $*4985784* | | $*—* | | $*—* | | $*4985784* | |

---

---

| | |
|:---|:---|
| *(1)* | *A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.* |
| *^* | *Security is fair valued at zero.* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Industrials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 96.8%** |  |  |
| Industrials — 96.8% |  |  |
| &nbsp;&nbsp;&nbsp;AECC Aero-Engine Control, Cl A | 4100 | $15783 |
| &nbsp;&nbsp;&nbsp;AECC Aviation Power, Cl A | 8285 | 55607 |
| &nbsp;&nbsp;&nbsp;Air China, Cl A <sup>\*</sup> | 24060 | 36784 |
| &nbsp;&nbsp;&nbsp;Air China, Cl H <sup>\*</sup> | 95000 | 84595 |
| &nbsp;&nbsp;&nbsp;AVIC Electromechanical Systems, Cl A | 12260 | 19977 |
| &nbsp;&nbsp;&nbsp;AviChina Industry & Technology, Cl H | 129710 | 67349 |
| &nbsp;&nbsp;&nbsp;AVICOPTER, Cl A | 1840 | 13134 |
| &nbsp;&nbsp;&nbsp;Beijing Capital International Airport, Cl H <sup>\*</sup> | 96981 | 73739 |
| &nbsp;&nbsp;&nbsp;Beijing Easpring Material Technology, Cl A | 1600 | 15932 |
| &nbsp;&nbsp;&nbsp;Beijing New Building Materials, Cl A | 5220 | 22056 |
| &nbsp;&nbsp;&nbsp;Beijing Originwater Technology, Cl A | 11240 | 8151 |
| &nbsp;&nbsp;&nbsp;Beijing United Information Technology, Cl A | 1586 | 22750 |
| &nbsp;&nbsp;&nbsp;China Baoan Group, Cl A | 7980 | 14787 |
| &nbsp;&nbsp;&nbsp;China Communications Services, Cl H | 123800 | 47065 |
| &nbsp;&nbsp;&nbsp;China Conch Venture Holdings | 84730 | 179220 |
| &nbsp;&nbsp;&nbsp;China CSSC Holdings, Cl A | 13910 | 48811 |
| &nbsp;&nbsp;&nbsp;China Eastern Airlines, Cl A <sup>\*</sup> | 36000 | 28611 |
| &nbsp;&nbsp;&nbsp;China Energy Engineering, Cl A | 101000 | 35128 |
| &nbsp;&nbsp;&nbsp;China Everbright Environment Group | 191550 | 85040 |
| &nbsp;&nbsp;&nbsp;China Lesso Group Holdings | 56390 | 64098 |
| &nbsp;&nbsp;&nbsp;China Merchants Port Holdings | 71581 | 100268 |
| &nbsp;&nbsp;&nbsp;China National Chemical Engineering, Cl A | 19220 | 24691 |
| &nbsp;&nbsp;&nbsp;China Railway Group, Cl A | 64100 | 54074 |
| &nbsp;&nbsp;&nbsp;China Railway Group, Cl H | 218548 | 119053 |
| &nbsp;&nbsp;&nbsp;China Southern Airlines, Cl A <sup>\*</sup> | 34960 | 37926 |
| &nbsp;&nbsp;&nbsp;China Southern Airlines, Cl H <sup>\*</sup> | 95850 | 63586 |
| &nbsp;&nbsp;&nbsp;China State Construction Engineering, Cl A | 131075 | 107470 |
| &nbsp;&nbsp;&nbsp;China State Construction International Holdings | 104610 | 125315 |
| &nbsp;&nbsp;&nbsp;CITIC | 302150 | 353087 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology, Cl A | 7613 | 524149 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Development, Cl A | 31580 | 11731 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings, Cl A | 39710 | 62473 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings, Cl H | 165926 | 171460 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Ports | 97030 | 73281 |
| &nbsp;&nbsp;&nbsp;CRRC, Cl A | 75950 | 60137 |
| &nbsp;&nbsp;&nbsp;CRRC, Cl H | 227800 | 103168 |
| &nbsp;&nbsp;&nbsp;Dajin Heavy Industry, Cl A | 2000 | 14010 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Industrials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Daqin Railway, Cl A | 46400 | $46010 |
| &nbsp;&nbsp;&nbsp;Dongfang Electric, Cl A | 8690 | 27497 |
| &nbsp;&nbsp;&nbsp;Eve Energy, Cl A | 6330 | 82488 |
| &nbsp;&nbsp;&nbsp;Fangda Carbon New Material, Cl A <sup>\*</sup> | 11823 | 11514 |
| &nbsp;&nbsp;&nbsp;Fosun International | 129870 | 120616 |
| &nbsp;&nbsp;&nbsp;Gaona Aero Material, Cl A | 1500 | 9972 |
| &nbsp;&nbsp;&nbsp;Ginlong Technologies, Cl A <sup>\*</sup> | 1155 | 31301 |
| &nbsp;&nbsp;&nbsp;GoodWe Technologies, Cl A | 379 | 22796 |
| &nbsp;&nbsp;&nbsp;Gotion High-Tech, Cl A | 5220 | 25069 |
| &nbsp;&nbsp;&nbsp;Guangdong Kinlong Hardware Products, Cl A | 954 | 14022 |
| &nbsp;&nbsp;&nbsp;Guangzhou Great Power Energy & Technology, Cl A | 1400 | 15755 |
| &nbsp;&nbsp;&nbsp;Haitian International Holdings | 33246 | 101792 |
| &nbsp;&nbsp;&nbsp;Hongfa Technology, Cl A | 1630 | 9027 |
| &nbsp;&nbsp;&nbsp;Jiangsu Expressway, Cl H | 62819 | 61949 |
| &nbsp;&nbsp;&nbsp;Jiangsu Hengli Hydraulic, Cl A | 4058 | 39296 |
| &nbsp;&nbsp;&nbsp;Jiangsu Zhongtian Technology, Cl A | 10710 | 25916 |
| &nbsp;&nbsp;&nbsp;Jiangxi Special Electric Motor, Cl A <sup>\*</sup> | 5300 | 15217 |
| &nbsp;&nbsp;&nbsp;Juneyao Airlines, Cl A <sup>\*</sup> | 5800 | 13091 |
| &nbsp;&nbsp;&nbsp;Keda Industrial Group, Cl A | 5900 | 13997 |
| &nbsp;&nbsp;&nbsp;Kuang-Chi Technologies, Cl A | 6740 | 18324 |
| &nbsp;&nbsp;&nbsp;Liaoning Port, Cl A | 59200 | 14281 |
| &nbsp;&nbsp;&nbsp;Luoyang Xinqianglian Slewing Bearing, Cl A | 1037 | 9750 |
| &nbsp;&nbsp;&nbsp;Metallurgical Corp of China, Cl A | 56200 | 28030 |
| &nbsp;&nbsp;&nbsp;Ming Yang Smart Energy Group, Cl A | 6550 | 26988 |
| &nbsp;&nbsp;&nbsp;NARI Technology, Cl A | 20904 | 81645 |
| &nbsp;&nbsp;&nbsp;Ningbo Deye Technology, Cl A | 618 | 31894 |
| &nbsp;&nbsp;&nbsp;Ningbo Orient Wires & Cables, Cl A | 2100 | 19938 |
| &nbsp;&nbsp;&nbsp;Ningbo Ronbay New Energy Technology, Cl A | 1387 | 16141 |
| &nbsp;&nbsp;&nbsp;North Industries Group Red Arrow, Cl A | 4390 | 14859 |
| &nbsp;&nbsp;&nbsp;Power Construction Corp of China, Cl A | 53550 | 55636 |
| &nbsp;&nbsp;&nbsp;Pylon Technologies, Cl A | 477 | 21643 |
| &nbsp;&nbsp;&nbsp;Riyue Heavy Industry, Cl A | 3070 | 10895 |
| &nbsp;&nbsp;&nbsp;Sany Heavy Equipment International Holdings | 57200 | 57794 |
| &nbsp;&nbsp;&nbsp;Sany Heavy Industry, Cl A | 26480 | 68661 |
| &nbsp;&nbsp;&nbsp;SF Holding, Cl A | 15235 | 132219 |
| &nbsp;&nbsp;&nbsp;Shanghai Construction Group, Cl A | 27700 | 10782 |
| &nbsp;&nbsp;&nbsp;Shanghai Electric Group, Cl A <sup>\*</sup> | 39900 | 24152 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Industrials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Shanghai International Airport, Cl A <sup>\*</sup> | 3865 | $34607 |
| &nbsp;&nbsp;&nbsp;Shanghai International Port Group, Cl A | 29330 | 23137 |
| &nbsp;&nbsp;&nbsp;Shanghai M&G Stationery, Cl A | 2893 | 22984 |
| &nbsp;&nbsp;&nbsp;Shenzhen Inovance Technology, Cl A | 8230 | 86700 |
| &nbsp;&nbsp;&nbsp;Shenzhen International Holdings | 74731 | 72743 |
| &nbsp;&nbsp;&nbsp;Shenzhen Kstar Science And Technology, Cl A | 1800 | 15464 |
| &nbsp;&nbsp;&nbsp;Sichuan New Energy Power <sup>\*</sup> | 4590 | 13423 |
| &nbsp;&nbsp;&nbsp;Sichuan Road & Bridge Group, Cl A | 16120 | 27985 |
| &nbsp;&nbsp;&nbsp;Sieyuan Electric, Cl A | 2350 | 15140 |
| &nbsp;&nbsp;&nbsp;Sungrow Power Supply, Cl A | 4600 | 88503 |
| &nbsp;&nbsp;&nbsp;Sunwoda Electronic, Cl A | 5320 | 18503 |
| &nbsp;&nbsp;&nbsp;Suzhou Maxwell Technologies, Cl A | 513 | 33688 |
| &nbsp;&nbsp;&nbsp;TBEA, Cl A | 11850 | 37321 |
| &nbsp;&nbsp;&nbsp;Titan Wind Energy Suzhou, Cl A | 5725 | 13845 |
| &nbsp;&nbsp;&nbsp;Weichai Power, Cl A | 21160 | 35106 |
| &nbsp;&nbsp;&nbsp;Weichai Power, Cl H | 100816 | 152024 |
| &nbsp;&nbsp;&nbsp;Wuxi Shangji Automation, Cl A | 1202 | 20319 |
| &nbsp;&nbsp;&nbsp;XCMG Construction Machinery, Cl A | 36820 | 31715 |
| &nbsp;&nbsp;&nbsp;Xiamen C & D, Cl A | 9500 | 18657 |
| &nbsp;&nbsp;&nbsp;Xinjiang Goldwind Science & Technology, Cl A | 10797 | 18728 |
| &nbsp;&nbsp;&nbsp;Xinjiang Goldwind Science & Technology, Cl H | 40151 | 40978 |
| &nbsp;&nbsp;&nbsp;YTO Express Group, Cl A | 10740 | 33364 |
| &nbsp;&nbsp;&nbsp;Yunda Holding, Cl A | 9140 | 19993 |
| &nbsp;&nbsp;&nbsp;Zhefu Holding Group, Cl A | 17070 | 10409 |
| &nbsp;&nbsp;&nbsp;Zhejiang Chint Electrics, Cl A | 6750 | 32118 |
| &nbsp;&nbsp;&nbsp;Zhejiang Dingli Machinery, Cl A | 1623 | 13110 |
| &nbsp;&nbsp;&nbsp;Zhejiang Expressway, Cl H | 71160 | 61369 |
| &nbsp;&nbsp;&nbsp;Zhejiang HangKe Technology, Cl A | 1224 | 9126 |
| &nbsp;&nbsp;&nbsp;Zhejiang Weiming Environment Protection, Cl A | 5350 | 15392 |
| &nbsp;&nbsp;&nbsp;Zhejiang Weixing New Building Materials, Cl A | 4910 | 16626 |
| &nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times Electric, Cl A | 2228 | 18409 |
| &nbsp;&nbsp;&nbsp;Zhuzhou CRRC Times Electric, Cl H | 28443 | 151313 |
| &nbsp;&nbsp;&nbsp;Zhuzhou Kibing Group, Cl A | 8380 | 14883 |
| &nbsp;&nbsp;&nbsp;Zoomlion Heavy Industry Science and Technology, Cl A | 22200 | 19122 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Industrials ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;ZTO Express Cayman ADR | 21950 | $625795 |
| TOTAL CHINA |  | 6138052 |
| **HONG KONG — 1.8%** |  |  |
| Industrials — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Orient Overseas International | 6850 | 113343 |
| **SINGAPORE — 1.4%** |  |  |
| Industrials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;BOC Aviation | 10760 | 89363 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,885,018) |  | 6340758 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,885,018) |  | $6340758 |

---

*Percentages are based on Net Assets of $6,343,487.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Discretionary ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.7%** |  |  |
| **CHINA — 99.7%** |  |  |
| Consumer Discretionary — 99.7% |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding <sup>\*</sup> | 2723656 | $37387704 |
| &nbsp;&nbsp;&nbsp;Alibaba Health Information Technology <sup>\*</sup> | 131500 | 116929 |
| &nbsp;&nbsp;&nbsp;ANTA Sports Products | 811796 | 12262044 |
| &nbsp;&nbsp;&nbsp;Bethel Automotive Safety Systems, Cl A | 44900 | 574873 |
| &nbsp;&nbsp;&nbsp;Bosideng International Holdings | 6876200 | 3824717 |
| &nbsp;&nbsp;&nbsp;BTG Hotels Group, Cl A | 153500 | 529326 |
| &nbsp;&nbsp;&nbsp;BYD, Cl A | 119149 | 5039780 |
| &nbsp;&nbsp;&nbsp;BYD, Cl H | 539780 | 16871245 |
| &nbsp;&nbsp;&nbsp;Changzhou Xingyu Automotive Lighting Systems, Cl A | 31330 | 627407 |
| &nbsp;&nbsp;&nbsp;China Meidong Auto Holdings | 1134600 | 2808075 |
| &nbsp;&nbsp;&nbsp;China Tourism Group Duty Free, Cl A | 159550 | 5013093 |
| &nbsp;&nbsp;&nbsp;China Tourism Group Duty Free, Cl H <sup>\*</sup> | 57400 | 1756003 |
| &nbsp;&nbsp;&nbsp;Chongqing Changan Automobile, Cl A | 1075008 | 2248085 |
| &nbsp;&nbsp;&nbsp;Chow Tai Fook Jewellery Group | 1380200 | 2947554 |
| &nbsp;&nbsp;&nbsp;Dongfeng Motor Group, Cl H | 5072946 | 3015855 |
| &nbsp;&nbsp;&nbsp;Ecovacs Robotics, Cl A | 66050 | 852409 |
| &nbsp;&nbsp;&nbsp;FAW Jiefang Group, Cl A | 392100 | 477590 |
| &nbsp;&nbsp;&nbsp;Fuyao Glass Industry Group, Cl A | 272414 | 1573976 |
| &nbsp;&nbsp;&nbsp;Fuyao Glass Industry Group, Cl H | 943100 | 4638167 |
| &nbsp;&nbsp;&nbsp;Geely Automobile Holdings | 4593000 | 7406411 |
| &nbsp;&nbsp;&nbsp;Great Wall Motor, Cl A | 301900 | 1382427 |
| &nbsp;&nbsp;&nbsp;Great Wall Motor, Cl H | 2814097 | 3949081 |
| &nbsp;&nbsp;&nbsp;Gree Electric Appliances of Zhuhai, Cl A | 222500 | 1140359 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group, Cl A | 527300 | 915408 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group, Cl H | 4655623 | 3337939 |
| &nbsp;&nbsp;&nbsp;H World Group ADR | 172485 | 8189588 |
| &nbsp;&nbsp;&nbsp;Haichang Ocean Park Holdings <sup>\* (A)</sup> | 3080800 | 727109 |
| &nbsp;&nbsp;&nbsp;Haidilao International Holding <sup>\* (A)</sup> | 1879400 | 5094979 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home, Cl A | 831419 | 3162365 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home, Cl H | 2097760 | 7707483 |
| &nbsp;&nbsp;&nbsp;Hangzhou Robam Appliances, Cl A | 129632 | 575754 |
| &nbsp;&nbsp;&nbsp;Huayu Automotive Systems, Cl A | 400680 | 1080451 |
| &nbsp;&nbsp;&nbsp;Huizhou Desay Sv Automotive, Cl A | 53600 | 1040618 |
| &nbsp;&nbsp;&nbsp;Jason Furniture Hangzhou, Cl A | 112710 | 711777 |
| &nbsp;&nbsp;&nbsp;JD Health International <sup>\*</sup> | 10470 | 86554 |
| &nbsp;&nbsp;&nbsp;JD.com, Cl A | 999604 | 29534581 |
| &nbsp;&nbsp;&nbsp;Jiumaojiu International Holdings | 1578100 | 4026510 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Discretionary ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Koolearn Technology Holding <sup>\* (A)</sup> | 334700 | $2724210 |
| &nbsp;&nbsp;&nbsp;Li Auto, Cl A <sup>\*</sup> | 816336 | 9893656 |
| &nbsp;&nbsp;&nbsp;Li Ning | 1629400 | 16047570 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 1362200 | 30342362 |
| &nbsp;&nbsp;&nbsp;Minth Group | 1172100 | 3424242 |
| &nbsp;&nbsp;&nbsp;New Oriental Education & Technology Group <sup>\*</sup> | 1827340 | 7704689 |
| &nbsp;&nbsp;&nbsp;Ningbo Joyson Electronic, Cl A <sup>\*</sup> | 172800 | 407653 |
| &nbsp;&nbsp;&nbsp;Ningbo Tuopu Group, Cl A | 147935 | 1556243 |
| &nbsp;&nbsp;&nbsp;NIO ADR <sup>\*</sup> | 843328 | 10178969 |
| &nbsp;&nbsp;&nbsp;Oppein Home Group, Cl A | 58655 | 1091534 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 298182 | 29215872 |
| &nbsp;&nbsp;&nbsp;Ping An Healthcare and Technology <sup>\* (A)</sup> | 526200 | 1392943 |
| &nbsp;&nbsp;&nbsp;Pop Mart International Group <sup>(A)</sup> | 628900 | 2033873 |
| &nbsp;&nbsp;&nbsp;SAIC Motor, Cl A | 1021200 | 2270072 |
| &nbsp;&nbsp;&nbsp;Sailun Group, Cl A | 388753 | 574775 |
| &nbsp;&nbsp;&nbsp;Shandong Linglong Tyre, Cl A | 188434 | 614095 |
| &nbsp;&nbsp;&nbsp;Shanghai Jinjiang International Hotels, Cl A | 123956 | 1054859 |
| &nbsp;&nbsp;&nbsp;Shanghai Yuyuan Tourist Mart Group, Cl A | 520328 | 609134 |
| &nbsp;&nbsp;&nbsp;Shenzhen Kedali Industry, Cl A | 25500 | 568021 |
| &nbsp;&nbsp;&nbsp;Shenzhen Overseas Chinese Town, Cl A | 1062600 | 844507 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings | 647592 | 8117052 |
| &nbsp;&nbsp;&nbsp;Songcheng Performance Development, Cl A | 349580 | 750194 |
| &nbsp;&nbsp;&nbsp;TAL Education Group ADR <sup>\*</sup> | 729744 | 5334429 |
| &nbsp;&nbsp;&nbsp;TCL Technology Group, Cl A | 2228805 | 1385416 |
| &nbsp;&nbsp;&nbsp;Tongcheng Travel Holdings <sup>\*</sup> | 1980300 | 4471657 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings | 3415200 | 3219770 |
| &nbsp;&nbsp;&nbsp;Trip.com Group ADR <sup>\*</sup> | 393557 | 14467155 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings ADR <sup>\*</sup> | 515418 | 7973516 |
| &nbsp;&nbsp;&nbsp;Wuchan Zhongda Group, Cl A | 681200 | 494003 |
| &nbsp;&nbsp;&nbsp;XPeng, Cl A <sup>\* (A)</sup> | 632276 | 3198263 |
| &nbsp;&nbsp;&nbsp;Xtep International Holdings <sup>(A)</sup> | 1231200 | 1633527 |
| &nbsp;&nbsp;&nbsp;Yadea Group Holdings | 2108400 | 4803953 |
| &nbsp;&nbsp;&nbsp;Yum China Holdings | 280846 | 17302922 |
| &nbsp;&nbsp;&nbsp;Zhejiang Supor, Cl A | 58826 | 449849 |
| &nbsp;&nbsp;&nbsp;Zhongsheng Group Holdings | 741000 | 4183076 |
| TOTAL CHINA |  | 382968287 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $532,874,390) |  | 382968287 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Discretionary ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENT** **<sup>(B)(C)</sup> — 0.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,609,492) | 2609492 | $2609492 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT** **<sup>(B)</sup> — 2.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp; 4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $8,876,195 (collateralized by various U.S. Treasury Obligations, ranging in par value $548,304 - $675,235, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $9,041,009) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $8,875,157) | $8875157 | 8875157 |
| TOTAL INVESTMENTS — 102.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $544,359,039) |  | $394452936 |

---

*Percentages are based on Net Assets of $383,943,137.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Discretionary ETF**

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*382968287* | $*—* | $*—* | $*382968287* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *2609492* | *—* | *—* | *2609492* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *8875157* | *—* | *8875157* |
| *Total Investments in Securities* | $*385577779* | $*8875157* | $*—* | $*394452936* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Staples ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **CHINA — 98.8%** |  |  |
| Consumer Staples — 98.8% |  |  |
| &nbsp;&nbsp;&nbsp;Angel Yeast, Cl A | 26954 | $165869 |
| &nbsp;&nbsp;&nbsp;Anhui Gujing Distillery, Cl A | 11526 | 474223 |
| &nbsp;&nbsp;&nbsp;Anhui Gujing Distillery, Cl B | 46600 | 796627 |
| &nbsp;&nbsp;&nbsp;Anhui Kouzi Distillery, Cl A | 20400 | 168168 |
| &nbsp;&nbsp;&nbsp;Anhui Yingjia Distillery, Cl A | 21200 | 205511 |
| &nbsp;&nbsp;&nbsp;Anjoy Foods Group, Cl A | 8600 | 202717 |
| &nbsp;&nbsp;&nbsp;Beijing Dabeinong Technology Group, Cl A <sup>\*</sup> | 174900 | 237625 |
| &nbsp;&nbsp;&nbsp;Beijing Yanjing Brewery, Cl A | 90800 | 151047 |
| &nbsp;&nbsp;&nbsp;By-health, Cl A | 52100 | 177810 |
| &nbsp;&nbsp;&nbsp;China Feihe | 1275600 | 1222134 |
| &nbsp;&nbsp;&nbsp;China Mengniu Dairy | 772100 | 3718389 |
| &nbsp;&nbsp;&nbsp;China Resources Beer Holdings | 510875 | 3842047 |
| &nbsp;&nbsp;&nbsp;Chongqing Brewery, Cl A | 15072 | 268123 |
| &nbsp;&nbsp;&nbsp;Chongqing Fuling Zhacai Group, Cl A | 34000 | 134052 |
| &nbsp;&nbsp;&nbsp;Dali Foods Group | 953700 | 425838 |
| &nbsp;&nbsp;&nbsp;DaShenLin Pharmaceutical Group, Cl A | 34448 | 193734 |
| &nbsp;&nbsp;&nbsp;Foshan Haitian Flavouring & Food, Cl A | 85412 | 1002929 |
| &nbsp;&nbsp;&nbsp;Fujian Sunner Development, Cl A | 44300 | 161090 |
| &nbsp;&nbsp;&nbsp;Guangdong Haid Group, Cl A | 46591 | 429861 |
| &nbsp;&nbsp;&nbsp;Heilongjiang Agriculture, Cl A | 63100 | 131863 |
| &nbsp;&nbsp;&nbsp;Henan Shuanghui Investment & Development, Cl A | 87340 | 329619 |
| &nbsp;&nbsp;&nbsp;Hengan International Group | 244280 | 1199811 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Yili Industrial Group, Cl A | 150829 | 727269 |
| &nbsp;&nbsp;&nbsp;Jiangsu King's Luck Brewery JSC, Cl A | 37700 | 322276 |
| &nbsp;&nbsp;&nbsp;Jiangsu Yanghe Brewery Joint-Stock, Cl A | 35094 | 912045 |
| &nbsp;&nbsp;&nbsp;JiuGui Liquor, Cl A | 9750 | 202625 |
| &nbsp;&nbsp;&nbsp;Jonjee Hi-Tech Industrial And Commercial Holding, Cl A | 30200 | 161709 |
| &nbsp;&nbsp;&nbsp;Juewei Food, Cl A | 19400 | 153005 |
| &nbsp;&nbsp;&nbsp;Kweichow Moutai, Cl A | 14703 | 4016429 |
| &nbsp;&nbsp;&nbsp;Luzhou Laojiao, Cl A | 33347 | 1169672 |
| &nbsp;&nbsp;&nbsp;Muyuan Foods, Cl A | 120564 | 891097 |
| &nbsp;&nbsp;&nbsp;New Hope Liuhe, Cl A <sup>\*</sup> | 148450 | 288033 |
| &nbsp;&nbsp;&nbsp;Nongfu Spring, Cl H | 589300 | 3326703 |
| &nbsp;&nbsp;&nbsp;Proya Cosmetics, Cl A | 7622 | 186117 |
| &nbsp;&nbsp;&nbsp;Shanghai Bairun Investment Holding Group, Cl A | 35764 | 192031 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Staples ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;Shanxi Xinghuacun Fen Wine Factory, Cl A | 27278 | $1177022 |
| &nbsp;&nbsp;&nbsp;Sichuan Swellfun, Cl A | 15868 | 191516 |
| &nbsp;&nbsp;&nbsp;Smoore International Holdings | 649000 | 976992 |
| &nbsp;&nbsp;&nbsp;Tingyi Cayman Islands Holding | 724600 | 1203576 |
| &nbsp;&nbsp;&nbsp;Toly Bread, Cl A | 53670 | 132809 |
| &nbsp;&nbsp;&nbsp;Tongwei, Cl A | 108300 | 676554 |
| &nbsp;&nbsp;&nbsp;Tsingtao Brewery, Cl A | 19450 | 290852 |
| &nbsp;&nbsp;&nbsp;Tsingtao Brewery, Cl H | 215860 | 2077761 |
| &nbsp;&nbsp;&nbsp;Uni-President China Holdings | 576000 | 554062 |
| &nbsp;&nbsp;&nbsp;Want Want China Holdings | 1770400 | 1151876 |
| &nbsp;&nbsp;&nbsp;Wens Foodstuffs Group | 174944 | 521456 |
| &nbsp;&nbsp;&nbsp;Wuliangye Yibin, Cl A | 75098 | 2322916 |
| &nbsp;&nbsp;&nbsp;Yifeng Pharmacy Chain, Cl A | 21630 | 181573 |
| &nbsp;&nbsp;&nbsp;Yihai International Holding | 179840 | 637816 |
| &nbsp;&nbsp;&nbsp;Yihai Kerry Arawana Holdings, Cl A | 38400 | 254094 |
| &nbsp;&nbsp;&nbsp;Yuan Longping High-tech Agriculture, Cl A <sup>\*</sup> | 52300 | 132824 |
| &nbsp;&nbsp;&nbsp;Yunnan Botanee Bio-Technology Group, Cl A | 8650 | 179112 |
| TOTAL CHINA |  | 40850909 |
| **HONG KONG — 1.1%** |  |  |
| Consumer Staples — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Vinda International Holdings | 157700 | 435566 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $38,516,482) |  | 41286475 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $38,516,482) |  | $41286475 |

---

*Percentages are based on Net Assets of $41,326,911.*

 

*\* Non-income producing security.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Consumer Staples ETF**

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Health Care ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 93.5%** |  |  |
| Health Care — 93.5% |  |  |
| &nbsp;&nbsp;&nbsp;3SBio | 146700 | $159828 |
| &nbsp;&nbsp;&nbsp;Aier Eye Hospital Group, Cl A | 39048 | 189900 |
| &nbsp;&nbsp;&nbsp;Apeloa Pharmaceutical, Cl A | 8500 | 30569 |
| &nbsp;&nbsp;&nbsp;Asymchem Laboratories Tianjin, Cl A | 2038 | 48139 |
| &nbsp;&nbsp;&nbsp;BeiGene <sup>\*</sup> | 49839 | 974711 |
| &nbsp;&nbsp;&nbsp;Beijing Tongrentang, Cl A | 7900 | 55116 |
| &nbsp;&nbsp;&nbsp;Beijing Wantai Biological Pharmacy Enterprise, Cl A | 3290 | 65281 |
| &nbsp;&nbsp;&nbsp;Betta Pharmaceuticals, Cl A | 3120 | 27705 |
| &nbsp;&nbsp;&nbsp;BGI Genomics, Cl A | 3033 | 24419 |
| &nbsp;&nbsp;&nbsp;Bloomage Biotechnology, Cl A | 2097 | 38645 |
| &nbsp;&nbsp;&nbsp;Changchun High & New Technology Industry Group, Cl A | 2290 | 68156 |
| &nbsp;&nbsp;&nbsp;China Medical System Holdings | 126900 | 218878 |
| &nbsp;&nbsp;&nbsp;China Meheco, Cl A | 11000 | 24811 |
| &nbsp;&nbsp;&nbsp;China Resources Pharmaceutical Group | 136500 | 102742 |
| &nbsp;&nbsp;&nbsp;China Resources Sanjiu Medical & Pharmaceutical, Cl A | 5800 | 41701 |
| &nbsp;&nbsp;&nbsp;China Traditional Chinese Medicine Holdings | 276600 | 132327 |
| &nbsp;&nbsp;&nbsp;Chongqing Zhifei Biological Products, Cl A | 8733 | 126456 |
| &nbsp;&nbsp;&nbsp;CSPC Pharmaceutical Group | 684808 | 781035 |
| &nbsp;&nbsp;&nbsp;Daan Gene, Cl A | 10160 | 23923 |
| &nbsp;&nbsp;&nbsp;Dong-E-E-Jiao, Cl E | 7200 | 46875 |
| &nbsp;&nbsp;&nbsp;Genscript Biotech <sup>\*</sup> | 101471 | 342398 |
| &nbsp;&nbsp;&nbsp;Guangzhou Baiyunshan Pharmaceutical Holdings, Cl A | 13059 | 58503 |
| &nbsp;&nbsp;&nbsp;Guangzhou Kingmed Diagnostics Group, Cl A | 3100 | 38585 |
| &nbsp;&nbsp;&nbsp;Hangzhou Tigermed Consulting, Cl A | 3716 | 63961 |
| &nbsp;&nbsp;&nbsp;Hangzhou Tigermed Consulting, Cl H | 10720 | 140179 |
| &nbsp;&nbsp;&nbsp;Hansoh Pharmaceutical Group | 107300 | 219568 |
| &nbsp;&nbsp;&nbsp;Huadong Medicine, Cl A | 12111 | 84961 |
| &nbsp;&nbsp;&nbsp;Hualan Biological Engineering, Cl A | 11670 | 38515 |
| &nbsp;&nbsp;&nbsp;Hubei Jumpcan Pharmaceutical, Cl A | 6200 | 26821 |
| &nbsp;&nbsp;&nbsp;Humanwell Healthcare Group, Cl A | 10700 | 42076 |
| &nbsp;&nbsp;&nbsp;Hygeia Healthcare Holdings <sup>\*</sup> | 28600 | 226033 |
| &nbsp;&nbsp;&nbsp;Imeik Technology Development, Cl A | 1156 | 101798 |
| &nbsp;&nbsp;&nbsp;Innovent Biologics <sup>\*</sup> | 87400 | 473318 |
| &nbsp;&nbsp;&nbsp;iRay Technology, Cl A | 482 | 33357 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Health Care ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Jafron Biomedical, Cl A | 5800 | $28954 |
| &nbsp;&nbsp;&nbsp;Jiangsu Hengrui Pharmaceuticals, Cl A | 34672 | 216597 |
| &nbsp;&nbsp;&nbsp;Jiangsu Yuyue Medical Equipment & Supply, Cl A | 6500 | 28841 |
| &nbsp;&nbsp;&nbsp;Joincare Pharmaceutical Group Industry, Cl A | 13800 | 24018 |
| &nbsp;&nbsp;&nbsp;Joinn Laboratories China, Cl A | 3040 | 28606 |
| &nbsp;&nbsp;&nbsp;Jointown Pharmaceutical Group, Cl A | 20770 | 41683 |
| &nbsp;&nbsp;&nbsp;Lepu Medical Technology Beijing, Cl A | 11501 | 37992 |
| &nbsp;&nbsp;&nbsp;Livzon Pharmaceutical Group, Cl A | 4700 | 23553 |
| &nbsp;&nbsp;&nbsp;Meinian Onehealth Healthcare Holdings, Cl A <sup>\*</sup> | 41020 | 38672 |
| &nbsp;&nbsp;&nbsp;Microport Scientific <sup>\*</sup> | 58100 | 181596 |
| &nbsp;&nbsp;&nbsp;Nanjing King-Friend Biochemical Pharmaceutical, Cl A | 11236 | 31612 |
| &nbsp;&nbsp;&nbsp;Ovctek China, Cl A | 6224 | 34110 |
| &nbsp;&nbsp;&nbsp;Pharmaron Beijing, Cl A | 5600 | 61497 |
| &nbsp;&nbsp;&nbsp;Pharmaron Beijing, Cl H | 17575 | 128698 |
| &nbsp;&nbsp;&nbsp;Porton Pharma Solutions, Cl A | 4000 | 27995 |
| &nbsp;&nbsp;&nbsp;Shandong Buchang Pharmaceuticals, Cl A | 12587 | 35730 |
| &nbsp;&nbsp;&nbsp;Shandong Weigao Group Medical Polymer, Cl H | 211700 | 351098 |
| &nbsp;&nbsp;&nbsp;Shanghai Fosun Pharmaceutical Group, Cl A | 13574 | 68344 |
| &nbsp;&nbsp;&nbsp;Shanghai Fosun Pharmaceutical Group, Cl H | 47300 | 152064 |
| &nbsp;&nbsp;&nbsp;Shanghai Junshi Biosciences, Cl A <sup>\*</sup> | 4642 | 39441 |
| &nbsp;&nbsp;&nbsp;Shanghai Medicilon, Cl A | 547 | 16920 |
| &nbsp;&nbsp;&nbsp;Shanghai Pharmaceuticals Holding, Cl A | 16700 | 46169 |
| &nbsp;&nbsp;&nbsp;Shanghai Pharmaceuticals Holding, Cl H | 78600 | 138378 |
| &nbsp;&nbsp;&nbsp;Shanghai RAAS Blood Products, Cl A | 43400 | 39952 |
| &nbsp;&nbsp;&nbsp;Shenzhen Kangtai Biological Products, Cl A | 7048 | 38323 |
| &nbsp;&nbsp;&nbsp;Shenzhen Mindray Bio-Medical Electronics, Cl A | 6017 | 296219 |
| &nbsp;&nbsp;&nbsp;Shenzhen New Industries Biomedical Engineering, Cl A | 5000 | 40885 |
| &nbsp;&nbsp;&nbsp;Shenzhen Salubris Pharmaceuticals, Cl A | 10200 | 54647 |
| &nbsp;&nbsp;&nbsp;Shijiazhuang Yiling Pharmaceutical, Cl A | 11027 | 47328 |
| &nbsp;&nbsp;&nbsp;Sichuan Kelun Pharmaceutical, Cl A | 13600 | 54687 |
| &nbsp;&nbsp;&nbsp;Sinopharm Group, Cl H | 117300 | 287618 |
| &nbsp;&nbsp;&nbsp;Topchoice Medical, Cl A <sup>\*</sup> | 1980 | 47578 |
| &nbsp;&nbsp;&nbsp;Walvax Biotechnology, Cl A | 9700 | 57381 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Health Care ETF** | **Global X MSCI China Health Care ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;WuXi AppTec, Cl A | 13624 | $188024 |
| &nbsp;&nbsp;&nbsp;WuXi AppTec, Cl H | 29056 | 376241 |
| &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman <sup>\*</sup> | 133380 | 1110288 |
| &nbsp;&nbsp;&nbsp;Yunnan Baiyao Group, Cl A | 11714 | 99616 |
| &nbsp;&nbsp;&nbsp;Zai Lab ADR <sup>\*</sup> | 7306 | 307875 |
| &nbsp;&nbsp;&nbsp;Zhangzhou Pientzehuang Pharmaceutical, Cl A | 3506 | 161269 |
| &nbsp;&nbsp;&nbsp;Zhejiang Huahai Pharmaceutical, Cl A | 10010 | 31778 |
| &nbsp;&nbsp;&nbsp;Zhejiang Jiuzhou Pharmaceutical, Cl A | 5500 | 36752 |
| &nbsp;&nbsp;&nbsp;Zhejiang NHU, Cl A | 19568 | 56415 |
| &nbsp;&nbsp;&nbsp;Zhejiang Wolwo Bio-Pharmaceutical, Cl A | 3723 | 31131 |
| TOTAL CHINA |  | 10217865 |
| **HONG KONG — 4.6%** |  |  |
| Health Care — 4.6% |  |  |
| &nbsp;&nbsp;&nbsp;Sino Biopharmaceutical | 862300 | 500535 |
| **UNITED STATES — 1.9%** |  |  |
| Health Care — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Legend Biotech ADR <sup>\*</sup> | 4080 | 206040 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,123,602) |  | 10924440 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,123,602) |  | $10924440 |

---

*Percentages are based on Net Assets of $10,929,407.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Financials ETF** | **Global X MSCI China Financials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 100.0%** |  |  |
| Financials — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;360 DigiTech ADR | 9267 | $223613 |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China, Cl A | 419700 | 180755 |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China, Cl H | 2328388 | 837662 |
| &nbsp;&nbsp;&nbsp;AVIC Industry-Finance Holdings, Cl A | 90200 | 69951 |
| &nbsp;&nbsp;&nbsp;Bank of Beijing, Cl A | 127300 | 80071 |
| &nbsp;&nbsp;&nbsp;Bank of Changsha, Cl A | 43050 | 43708 |
| &nbsp;&nbsp;&nbsp;Bank of Chengdu, Cl A | 35000 | 75213 |
| &nbsp;&nbsp;&nbsp;Bank of China, Cl A | 34100 | 16251 |
| &nbsp;&nbsp;&nbsp;Bank of China, Cl H | 5580934 | 2128837 |
| &nbsp;&nbsp;&nbsp;Bank of Communications, Cl A | 204200 | 146574 |
| &nbsp;&nbsp;&nbsp;Bank of Communications, Cl H | 866271 | 534889 |
| &nbsp;&nbsp;&nbsp;Bank of Hangzhou, Cl A | 48795 | 94025 |
| &nbsp;&nbsp;&nbsp;Bank of Jiangsu, Cl A | 97030 | 106554 |
| &nbsp;&nbsp;&nbsp;Bank of Nanjing, Cl A | 63284 | 97312 |
| &nbsp;&nbsp;&nbsp;Bank of Ningbo, Cl A | 35120 | 170485 |
| &nbsp;&nbsp;&nbsp;Bank of Shanghai, Cl A | 93798 | 83153 |
| &nbsp;&nbsp;&nbsp;Bank of Suzhou, Cl A | 38900 | 44963 |
| &nbsp;&nbsp;&nbsp;BOC International China, Cl A | 24740 | 41228 |
| &nbsp;&nbsp;&nbsp;Caitong Securities, Cl A | 41310 | 47688 |
| &nbsp;&nbsp;&nbsp;Changjiang Securities, Cl A | 50600 | 43060 |
| &nbsp;&nbsp;&nbsp;China Cinda Asset Management, Cl H | 1458900 | 206592 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd., Cl H | 967722 | 466667 |
| &nbsp;&nbsp;&nbsp;China Construction Bank, Cl A | 12200 | 10129 |
| &nbsp;&nbsp;&nbsp;China Construction Bank, Cl H | 3244826 | 2102904 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank, Cl A | 228700 | 103911 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank, Cl H | 640400 | 204247 |
| &nbsp;&nbsp;&nbsp;China Galaxy Securities, Cl A | 35400 | 51344 |
| &nbsp;&nbsp;&nbsp;China Galaxy Securities, Cl H | 505050 | 271901 |
| &nbsp;&nbsp;&nbsp;China Great Wall Securities, Cl A | 38300 | 51582 |
| &nbsp;&nbsp;&nbsp;China International Capital, Cl A | 8985 | 53098 |
| &nbsp;&nbsp;&nbsp;China International Capital, Cl H | 165250 | 368508 |
| &nbsp;&nbsp;&nbsp;China Life Insurance, Cl A | 16802 | 84647 |
| &nbsp;&nbsp;&nbsp;China Life Insurance, Cl H | 557890 | 1024885 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank, Cl A | 93834 | 572297 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank, Cl H | 287824 | 1867163 |
| &nbsp;&nbsp;&nbsp;China Merchants Securities, Cl A | 43680 | 92379 |
| &nbsp;&nbsp;&nbsp;China Minsheng Banking, Cl A | 195400 | 100927 |
| &nbsp;&nbsp;&nbsp;China Minsheng Banking, Cl H | 694326 | 259535 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Financials ETF** | **Global X MSCI China Financials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group, Cl A | 35250 | $134598 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group, Cl H | 239062 | 655712 |
| &nbsp;&nbsp;&nbsp;China Taiping Insurance Holdings | 205330 | 283429 |
| &nbsp;&nbsp;&nbsp;China Zheshang Bank, Cl A <sup>\*</sup> | 132100 | 57870 |
| &nbsp;&nbsp;&nbsp;Chongqing Rural Commercial Bank, Cl A | 77500 | 41177 |
| &nbsp;&nbsp;&nbsp;CITIC Securities, Cl A | 61180 | 193859 |
| &nbsp;&nbsp;&nbsp;CITIC Securities, Cl H | 217145 | 495869 |
| &nbsp;&nbsp;&nbsp;CSC Financial, Cl A | 25525 | 101959 |
| &nbsp;&nbsp;&nbsp;Dongxing Securities, Cl A | 33500 | 41399 |
| &nbsp;&nbsp;&nbsp;East Money Information, Cl A | 66727 | 222101 |
| &nbsp;&nbsp;&nbsp;Everbright Securities, Cl A | 30732 | 72318 |
| &nbsp;&nbsp;&nbsp;Far East Horizon | 275000 | 248388 |
| &nbsp;&nbsp;&nbsp;First Capital Securities, Cl A | 57700 | 51237 |
| &nbsp;&nbsp;&nbsp;GF Securities Ltd., Cl A | 35700 | 91934 |
| &nbsp;&nbsp;&nbsp;GF Securities Ltd., Cl H | 176800 | 289158 |
| &nbsp;&nbsp;&nbsp;Guangzhou Yuexiu Capital Holdings Group, Cl A | 45686 | 44761 |
| &nbsp;&nbsp;&nbsp;Guolian Securities, Cl A | 24500 | 43657 |
| &nbsp;&nbsp;&nbsp;Guosen Securities, Cl A | 44145 | 61283 |
| &nbsp;&nbsp;&nbsp;Guotai Junan Securities, Cl A | 43544 | 91963 |
| &nbsp;&nbsp;&nbsp;Guoyuan Securities, Cl A | 44020 | 46191 |
| &nbsp;&nbsp;&nbsp;Haitong Securities, Cl H | 378600 | 260819 |
| &nbsp;&nbsp;&nbsp;Haitong Securities Ltd., Cl A | 57600 | 79621 |
| &nbsp;&nbsp;&nbsp;Hithink RoyalFlush Information Network, Cl A | 4335 | 75674 |
| &nbsp;&nbsp;&nbsp;Huatai Securities Ltd., Cl A | 43550 | 83596 |
| &nbsp;&nbsp;&nbsp;Huatai Securities Ltd., Cl H | 203450 | 263184 |
| &nbsp;&nbsp;&nbsp;Huaxi Securities, Cl A | 30090 | 36339 |
| &nbsp;&nbsp;&nbsp;Huaxia Bank, Cl A | 91900 | 70862 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China, Cl A | 95400 | 60995 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China, Cl H | 3889337 | 2078997 |
| &nbsp;&nbsp;&nbsp;Industrial Bank, Cl A | 106280 | 277151 |
| &nbsp;&nbsp;&nbsp;Industrial Securities, Cl A | 61070 | 62364 |
| &nbsp;&nbsp;&nbsp;Lufax Holding ADR | 63545 | 193812 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance C, Cl A | 13737 | 63269 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance C, Cl H | 106561 | 285484 |
| &nbsp;&nbsp;&nbsp;Orient Securities, Cl A | 53824 | 86191 |
| &nbsp;&nbsp;&nbsp;People's Insurance Group of China, Cl A | 61100 | 46570 |
| &nbsp;&nbsp;&nbsp;People's Insurance Group of China, Cl H | 999800 | 336730 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Financials ETF** | **Global X MSCI China Financials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty, Cl H | 633263 | $595410 |
| &nbsp;&nbsp;&nbsp;Ping An Bank, Cl A | 8525 | 18913 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group of China, Cl A | 2300 | 17353 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group of China, Cl H | 342154 | 2649565 |
| &nbsp;&nbsp;&nbsp;Postal Savings Bank of China, Cl A | 147300 | 104859 |
| &nbsp;&nbsp;&nbsp;Postal Savings Bank of China, Cl H | 794000 | 539898 |
| &nbsp;&nbsp;&nbsp;Sealand Securities, Cl A | 69310 | 36313 |
| &nbsp;&nbsp;&nbsp;Shanghai Pudong Development Bank, Cl A | 146514 | 159811 |
| &nbsp;&nbsp;&nbsp;Shanghai Rural Commercial Bank, Cl A | 73200 | 64026 |
| &nbsp;&nbsp;&nbsp;Shanxi Securities, Cl A | 48540 | 42529 |
| &nbsp;&nbsp;&nbsp;Shenwan Hongyuan Group, Cl A | 131200 | 80583 |
| &nbsp;&nbsp;&nbsp;SooChow Securities, Cl A | 56484 | 59353 |
| &nbsp;&nbsp;&nbsp;Southwest Securities, Cl A | 77800 | 45942 |
| &nbsp;&nbsp;&nbsp;Western Securities, Cl A | 42500 | 41765 |
| &nbsp;&nbsp;&nbsp;Zheshang Securities, Cl A | 31240 | 49148 |
| &nbsp;&nbsp;&nbsp;ZhongAn Online P&C Insurance, Cl H <sup>\*</sup> | 60200 | 200448 |
| &nbsp;&nbsp;&nbsp;Zhongtai Securities, Cl A | 49000 | 50111 |
| TOTAL CHINA |  | 25345256 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $33,048,787) |  | 25345256 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $33,048,787) |  | $25345256 |

---

*Percentages are based on Net Assets of $25,336,285.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Information Technology ETF** | **Global X MSCI China Information Technology ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 98.7%** |  |  |
| Information Technology — 98.7% |  |  |
| &nbsp;&nbsp;&nbsp;360 Security Technology, Cl A | 49059 | $50825 |
| &nbsp;&nbsp;&nbsp;3peak, Cl A | 437 | 18756 |
| &nbsp;&nbsp;&nbsp;AAC Technologies Holdings <sup>\*</sup> | 115400 | 306220 |
| &nbsp;&nbsp;&nbsp;Advanced Micro-Fabrication Equipment China, Cl A <sup>\*</sup> | 4023 | 62451 |
| &nbsp;&nbsp;&nbsp;Amlogic Shanghai, Cl A <sup>\*</sup> | 1765 | 20276 |
| &nbsp;&nbsp;&nbsp;Avary Holding Shenzhen, Cl A | 11700 | 49922 |
| &nbsp;&nbsp;&nbsp;Beijing Kingsoft Office Software, Cl A | 2983 | 124189 |
| &nbsp;&nbsp;&nbsp;Beijing Shiji Information Technology, Cl A | 35492 | 89770 |
| &nbsp;&nbsp;&nbsp;Beijing Yuanliu Hongyuan Electronic Technology, Cl A | 1280 | 19779 |
| &nbsp;&nbsp;&nbsp;BOE Technology Group, Cl A | 388100 | 228605 |
| &nbsp;&nbsp;&nbsp;BYD Electronic International | 103900 | 358548 |
| &nbsp;&nbsp;&nbsp;CETC Cyberspace Security Technology, Cl A | 4400 | 22375 |
| &nbsp;&nbsp;&nbsp;Chaozhou Three-Circle Group, Cl A | 26189 | 129185 |
| &nbsp;&nbsp;&nbsp;China Greatwall Technology Group, Cl A | 31000 | 55836 |
| &nbsp;&nbsp;&nbsp;China National Software & Service, CI A | 2100 | 23400 |
| &nbsp;&nbsp;&nbsp;China Railway Signal & Communication, Cl A | 30747 | 22025 |
| &nbsp;&nbsp;&nbsp;China Resources Microelectronics, Cl A | 6513 | 52890 |
| &nbsp;&nbsp;&nbsp;China Zhenhua Group Science & Technology, Cl A | 3200 | 53720 |
| &nbsp;&nbsp;&nbsp;Chinasoft International | 362700 | 317884 |
| &nbsp;&nbsp;&nbsp;Daqo New Energy ADR <sup>\*</sup> | 8245 | 375230 |
| &nbsp;&nbsp;&nbsp;DHC Software, Cl A | 65900 | 60372 |
| &nbsp;&nbsp;&nbsp;Flat Glass Group, Cl A | 10500 | 58414 |
| &nbsp;&nbsp;&nbsp;Flat Glass Group, Cl H | 52700 | 164718 |
| &nbsp;&nbsp;&nbsp;Foxconn Industrial Internet, Cl A | 68150 | 95919 |
| &nbsp;&nbsp;&nbsp;GCL System Integration Technology, Cl A <sup>\*</sup> | 70800 | 33950 |
| &nbsp;&nbsp;&nbsp;GCL Technology Holdings <sup>\*</sup> | 2452400 | 675786 |
| &nbsp;&nbsp;&nbsp;GDS Holdings, Cl A <sup>\*</sup> | 115880 | 338539 |
| &nbsp;&nbsp;&nbsp;GigaDevice Semiconductor, Cl A | 6943 | 117707 |
| &nbsp;&nbsp;&nbsp;GoerTek, Cl A | 44200 | 135279 |
| &nbsp;&nbsp;&nbsp;GRG Banking Equipment, Cl A | 22000 | 33081 |
| &nbsp;&nbsp;&nbsp;Guangzhou Haige Communications Group, Cl A | 48700 | 63210 |
| &nbsp;&nbsp;&nbsp;Guangzhou Shiyuan Electronic Technology, Cl A | 6700 | 62470 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Information Technology ETF** | **Global X MSCI China Information Technology ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Hangzhou Chang Chuan Technology, Cl A | 2600 | $16623 |
| &nbsp;&nbsp;&nbsp;Hangzhou First Applied Material, Cl A | 10592 | 117931 |
| &nbsp;&nbsp;&nbsp;Hangzhou Lion Electronics, Cl A | 3300 | 22740 |
| &nbsp;&nbsp;&nbsp;Hangzhou Silan Microelectronics, Cl A | 11800 | 61700 |
| &nbsp;&nbsp;&nbsp;Hengdian Group DMEGC Magnetics, Cl A | 7300 | 24060 |
| &nbsp;&nbsp;&nbsp;Hengtong Optic-electric, Cl A | 12000 | 27528 |
| &nbsp;&nbsp;&nbsp;Hua Hong Semiconductor <sup>\*</sup> | 89900 | 346362 |
| &nbsp;&nbsp;&nbsp;Huagong Tech, Cl A | 9400 | 26099 |
| &nbsp;&nbsp;&nbsp;Hundsun Technologies, Cl A | 22828 | 159534 |
| &nbsp;&nbsp;&nbsp;Iflytek | 28050 | 168463 |
| &nbsp;&nbsp;&nbsp;Ingenic Semiconductor, Cl A | 3800 | 43783 |
| &nbsp;&nbsp;&nbsp;Inspur Electronic Information Industry, Cl A | 14452 | 50606 |
| &nbsp;&nbsp;&nbsp;JA Solar Technology, Cl A | 17520 | 170979 |
| &nbsp;&nbsp;&nbsp;JCET Group, Cl A | 16600 | 65547 |
| &nbsp;&nbsp;&nbsp;Kingboard Holdings | 101900 | 415995 |
| &nbsp;&nbsp;&nbsp;Kingdee International Software Group <sup>\*</sup> | 363600 | 792275 |
| &nbsp;&nbsp;&nbsp;Lenovo Group | 1000700 | 800453 |
| &nbsp;&nbsp;&nbsp;Lens Technology, Cl A | 70200 | 138077 |
| &nbsp;&nbsp;&nbsp;Lingyi iTech Guangdong, Cl A <sup>\*</sup> | 64597 | 51243 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology, Cl A | 66091 | 470975 |
| &nbsp;&nbsp;&nbsp;Luxshare Precision Industry, Cl A | 65552 | 315109 |
| &nbsp;&nbsp;&nbsp;Maxscend Microelectronics, Cl A | 4302 | 85240 |
| &nbsp;&nbsp;&nbsp;Montage Technology, Cl A | 7125 | 58429 |
| &nbsp;&nbsp;&nbsp;NAURA Technology Group, Cl A | 5358 | 185787 |
| &nbsp;&nbsp;&nbsp;NavInfo, Cl A | 11800 | 20939 |
| &nbsp;&nbsp;&nbsp;Ninestar, Cl A | 17070 | 129601 |
| &nbsp;&nbsp;&nbsp;OFILM Group, Cl A <sup>\*</sup> | 67900 | 50648 |
| &nbsp;&nbsp;&nbsp;Raytron Technology, Cl A | 3189 | 20819 |
| &nbsp;&nbsp;&nbsp;Sangfor Technologies, Cl A | 4110 | 91850 |
| &nbsp;&nbsp;&nbsp;SG Micro, Cl A | 3400 | 89569 |
| &nbsp;&nbsp;&nbsp;Shanghai Baosight Software, Cl A | 14362 | 106321 |
| &nbsp;&nbsp;&nbsp;Shanghai Baosight Software, Cl B | 64050 | 200220 |
| &nbsp;&nbsp;&nbsp;Shanghai Friendess Electronic Technology, Cl A | 644 | 20207 |
| &nbsp;&nbsp;&nbsp;Shanghai Fudan Microelectronics Group, Cl A | 1677 | 16818 |
| &nbsp;&nbsp;&nbsp;Shanghai Fudan Microelectronics Group, Cl H | 25100 | 104229 |
| &nbsp;&nbsp;&nbsp;Shengyi Technology, Cl A | 21900 | 52345 |
| &nbsp;&nbsp;&nbsp;Shennan Circuits, Cl A | 4782 | 54007 |
| &nbsp;&nbsp;&nbsp;Shenzhen SC New Energy Technology, Cl A | 3200 | 58314 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Information Technology ETF** | **Global X MSCI China Information Technology ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Shenzhen Sunlord Electronics, Cl A | 5200 | $22080 |
| &nbsp;&nbsp;&nbsp;Shenzhen Transsion Holdings, Cl A | 4519 | 57203 |
| &nbsp;&nbsp;&nbsp;StarPower Semiconductor, Cl A | 1040 | 48600 |
| &nbsp;&nbsp;&nbsp;Sunny Optical Technology Group | 96480 | 1297305 |
| &nbsp;&nbsp;&nbsp;Suzhou Dongshan Precision Manufacturing, Cl A | 26000 | 110052 |
| &nbsp;&nbsp;&nbsp;TCL Zhonghuan Renewable Energy Technology, Cl A | 32200 | 202251 |
| &nbsp;&nbsp;&nbsp;Thunder Software Technology, Cl A | 4300 | 69832 |
| &nbsp;&nbsp;&nbsp;Tianjin 712 Communication & Broadcasting, Cl A | 7300 | 38192 |
| &nbsp;&nbsp;&nbsp;Tianma Microelectronics, Cl A | 51600 | 72015 |
| &nbsp;&nbsp;&nbsp;Tianshui Huatian Technology, Cl A | 30700 | 40529 |
| &nbsp;&nbsp;&nbsp;TongFu Microelectronics, Cl A <sup>\*</sup> | 13900 | 37688 |
| &nbsp;&nbsp;&nbsp;TravelSky Technology, Cl H | 146700 | 304683 |
| &nbsp;&nbsp;&nbsp;Trina Solar, Cl A | 16100 | 170059 |
| &nbsp;&nbsp;&nbsp;Unigroup Guoxin Microelectronics, Cl A | 8459 | 157492 |
| &nbsp;&nbsp;&nbsp;Unisplendour, Cl A | 28413 | 96717 |
| &nbsp;&nbsp;&nbsp;Will Semiconductor Shanghai, Cl A | 12085 | 168412 |
| &nbsp;&nbsp;&nbsp;Wingtech Technology, Cl A | 12740 | 110151 |
| &nbsp;&nbsp;&nbsp;Wuhan DR Laser Technology, Cl A | 1000 | 20983 |
| &nbsp;&nbsp;&nbsp;Wuhan Guide Infrared, Cl A | 31565 | 55031 |
| &nbsp;&nbsp;&nbsp;WUS Printed Circuit Kunshan, Cl A | 18020 | 33923 |
| &nbsp;&nbsp;&nbsp;Wuxi Autowell Technology, Cl A | 627 | 19945 |
| &nbsp;&nbsp;&nbsp;Xiamen Faratronic, Cl A | 1260 | 33417 |
| &nbsp;&nbsp;&nbsp;Xiaomi, Cl B <sup>\*</sup> | 1045600 | 1723425 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings | 674100 | 873740 |
| &nbsp;&nbsp;&nbsp;Yangzhou Yangjie Electronic Technology, Cl A | 2300 | 19372 |
| &nbsp;&nbsp;&nbsp;Yealink Network Technology, Cl A | 7400 | 67004 |
| &nbsp;&nbsp;&nbsp;Yonyou Network Technology, Cl A | 40156 | 145664 |
| &nbsp;&nbsp;&nbsp;Zhejiang Dahua Technology, Cl A | 50993 | 95468 |
| &nbsp;&nbsp;&nbsp;Zhejiang Jingsheng Mechanical & Electrical, Cl A | 12200 | 124152 |
| &nbsp;&nbsp;&nbsp;Zhejiang Supcon Technology, Cl A | 1390 | 18934 |
| &nbsp;&nbsp;&nbsp;Zhongji Innolight, Cl A | 7500 | 32301 |
| &nbsp;&nbsp;&nbsp;Zhuzhou Hongda Electronics, Cl A | 3000 | 21179 |
| &nbsp;&nbsp;&nbsp;ZTE, Cl A | 44731 | 176361 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Information Technology ETF** | **Global X MSCI China Information Technology ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;ZTE, Cl H | 120600 | $290786 |
| TOTAL CHINA |  | 16607702 |
| **HONG KONG — 1.3%** |  |  |
| Information Technology — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Kingboard Laminates Holdings | 171000 | 208336 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $21,903,325) |  | 16816038 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $21,903,325) |  | $16816038 |

---

*Percentages are based on Net Assets of $16,820,301.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Communication Services ETF** | **Global X MSCI China Communication Services ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **CHINA — 99.9%** |  |  |
| Communication Services — 99.5% |  |  |
| &nbsp;&nbsp;&nbsp;37 Interactive Entertainment Network Technology Group, Cl A | 77951 | $235348 |
| &nbsp;&nbsp;&nbsp;Autohome ADR | 8255 | 287769 |
| &nbsp;&nbsp;&nbsp;Baidu, Cl A <sup>\*</sup> | 43458 | 734044 |
| &nbsp;&nbsp;&nbsp;Beijing Enlight Media, Cl A | 172200 | 208981 |
| &nbsp;&nbsp;&nbsp;Bilibili, Cl Z <sup>\*</sup> | 16169 | 401824 |
| &nbsp;&nbsp;&nbsp;China Literature <sup>\*</sup> | 1000 | 5224 |
| &nbsp;&nbsp;&nbsp;China Ruyi Holdings <sup>\* (A)</sup> | 1198300 | 319504 |
| &nbsp;&nbsp;&nbsp;China Tower, Cl H | 2709700 | 307663 |
| &nbsp;&nbsp;&nbsp;China United Network Communications, Cl A | 455700 | 352728 |
| &nbsp;&nbsp;&nbsp;Focus Media Information Technology, Cl A | 256000 | 263320 |
| &nbsp;&nbsp;&nbsp;G-bits Network Technology Xiamen, Cl A | 4264 | 223082 |
| &nbsp;&nbsp;&nbsp;iQIYI ADR <sup>\*</sup> | 97754 | 654952 |
| &nbsp;&nbsp;&nbsp;JOYY ADR | 7807 | 278554 |
| &nbsp;&nbsp;&nbsp;Kanzhun ADR <sup>\* (A)</sup> | 15579 | 378414 |
| &nbsp;&nbsp;&nbsp;Kingsoft | 82100 | 301648 |
| &nbsp;&nbsp;&nbsp;Kuaishou Technology, Cl B <sup>\*</sup> | 59700 | 522852 |
| &nbsp;&nbsp;&nbsp;Mango Excellent Media, Cl A | 54220 | 244587 |
| &nbsp;&nbsp;&nbsp;NetEase | 37915 | 675728 |
| &nbsp;&nbsp;&nbsp;Perfect World, Cl A | 103110 | 214100 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings | 13915 | 678482 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR <sup>\* (A)</sup> | 534 | 4480 |
| &nbsp;&nbsp;&nbsp;Weibo ADR <sup>\*</sup> | 14892 | 338793 |
| &nbsp;&nbsp;&nbsp;Zhejiang Century Huatong Group, Cl A | 343620 | 201896 |
|  |  | 7833973 |
| Consumer Discretionary — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 1422 | 31663 |
| Information Technology — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;National Agricultural Holdings <sup>\*(B)</sup> | 204200 | 3 |
| TOTAL CHINA |  | 7865639 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,976,702) |  | 7865639 |

---

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI China Communication Services ETF** | **Global X MSCI China Communication Services ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $24,396) | 24396 | $24396 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **REPURCHASE AGREEMENT**<sup>(C)</sup> — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $82,982 (collateralized by various U.S. Treasury Obligations, ranging in par value $5,126 - $6,313, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $84,524) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $82,972) | $82972 | 82972 |
| TOTAL INVESTMENTS — 101.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,084,070) |  | $7973007 |

---

*Percentages are based on Net Assets of $7,872,222.*

*\** *Non-income producing security.*

&nbsp;&nbsp;&nbsp;&nbsp;*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(B)* *Level 3 security in accordance with fair value hierarchy.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(C)* *Security was purchased with cash collateral held from securities on loan.* 

&nbsp;&nbsp;&nbsp;&nbsp;*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Communication Services ETF**

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*7865636* | $*—* | $*3* | $*7865639* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *24396* | *—* | *—* | *24396* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *82972* | *—* | *82972* |
| *Total Investments in Securities* | $*7890032* | $*82972* | $*3* | $*7973007* |

---

*(1)* *A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments* *at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.* 

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Utilities ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **CHINA — 99.9%** |  |  |
| Utilities — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;Beijing Enterprises Holdings | 37300 | $126577 |
| &nbsp;&nbsp;&nbsp;Beijing Enterprises Water Group | 335500 | 85603 |
| &nbsp;&nbsp;&nbsp;CECEP Solar Energy, Cl A | 46400 | 52602 |
| &nbsp;&nbsp;&nbsp;CECEP Wind-Power, Cl A | 59400 | 34989 |
| &nbsp;&nbsp;&nbsp;CGN Power, Cl H | 491100 | 114653 |
| &nbsp;&nbsp;&nbsp;China Gas Holdings | 151790 | 236248 |
| &nbsp;&nbsp;&nbsp;China Longyuan Power Group, Cl H | 155900 | 214402 |
| &nbsp;&nbsp;&nbsp;China National Nuclear Power, Cl A | 88900 | 79469 |
| &nbsp;&nbsp;&nbsp;China Power International Development | 310100 | 132925 |
| &nbsp;&nbsp;&nbsp;China Resources Gas Group | 46920 | 197232 |
| &nbsp;&nbsp;&nbsp;China Resources Power Holdings | 88450 | 183703 |
| &nbsp;&nbsp;&nbsp;China Three Gorges Renewables Group, Cl A | 121500 | 103396 |
| &nbsp;&nbsp;&nbsp;China Yangtze Power, Cl A | 69200 | 212921 |
| &nbsp;&nbsp;&nbsp;Datang International Power Generation, Cl A <sup>\*</sup> | 78300 | 32100 |
| &nbsp;&nbsp;&nbsp;ENN Energy Holdings | 16490 | 248237 |
| &nbsp;&nbsp;&nbsp;ENN Natural Gas, Cl A | 4000 | 10691 |
| &nbsp;&nbsp;&nbsp;GD Power Development, Cl A <sup>\*</sup> | 117200 | 68862 |
| &nbsp;&nbsp;&nbsp;Guangdong Investment | 117160 | 127196 |
| &nbsp;&nbsp;&nbsp;Huadian Power International, Cl A | 72000 | 62017 |
| &nbsp;&nbsp;&nbsp;Huaneng Power International, Cl A <sup>\*</sup> | 25400 | 28119 |
| &nbsp;&nbsp;&nbsp;Huaneng Power International, Cl H <sup>\*</sup> | 197000 | 96005 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy | 157560 | 124222 |
| &nbsp;&nbsp;&nbsp;Shanghai Electric Power, Cl A <sup>\*</sup> | 23500 | 35023 |
| &nbsp;&nbsp;&nbsp;Shenzhen Energy Group, Cl A | 51780 | 47436 |
| &nbsp;&nbsp;&nbsp;Sichuan Chuantou Energy, Cl A | 33600 | 62259 |
| TOTAL CHINA |  | 2716887 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,774,368) |  | 2716887 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **U.S. TREASURY OBLIGATION — 3.7%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $99,989) | $100000 | 99989 |
| TOTAL INVESTMENTS — 103.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,874,357) |  | $2816876 |

---

*Percentages are based on Net Assets of $2,719,363.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Utilities ETF**

*\** *Non-income producing security.*

*(A)* *Interest rate represents the security's effective yield at the time of purchase.* 

 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*2716887* | $*—* | $*—* | $*2716887* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | *—* | *99989* | *—* | *99989* |
| *Total Investments in Securities* | $*2716887* | $*99989* | $*—* | $*2816876* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Real Estate ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 100.0%** |  |  |
| Real Estate — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;C&D International Investment Group | 108800 | $345615 |
| &nbsp;&nbsp;&nbsp;China Jinmao Holdings Group | 1270700 | 291796 |
| &nbsp;&nbsp;&nbsp;China Merchants Shekou Industrial Zone Holdings, Cl A | 125600 | 276042 |
| &nbsp;&nbsp;&nbsp;China Overseas Land & Investment | 208400 | 562306 |
| &nbsp;&nbsp;&nbsp;China Overseas Property Holdings | 18500 | 24168 |
| &nbsp;&nbsp;&nbsp;China Resources Land | 123000 | 590007 |
| &nbsp;&nbsp;&nbsp;China Resources Mixc Lifestyle Services | 4250 | 24480 |
| &nbsp;&nbsp;&nbsp;China Vanke, Cl A | 87900 | 237937 |
| &nbsp;&nbsp;&nbsp;China Vanke, Cl H | 202300 | 408804 |
| &nbsp;&nbsp;&nbsp;Country Garden Holdings | 1155900 | 433543 |
| &nbsp;&nbsp;&nbsp;Country Garden Services Holdings | 131500 | 355652 |
| &nbsp;&nbsp;&nbsp;Gemdale, Cl A | 99100 | 144907 |
| &nbsp;&nbsp;&nbsp;Greentown China Holdings | 183400 | 270004 |
| &nbsp;&nbsp;&nbsp;Greentown Service Group | 403000 | 294080 |
| &nbsp;&nbsp;&nbsp;Hangzhou Binjiang Real Estate Group, Cl A | 68100 | 107137 |
| &nbsp;&nbsp;&nbsp;Hopson Development Holdings | 1 | 1 |
| &nbsp;&nbsp;&nbsp;KE Holdings ADR <sup>\*</sup> | 35765 | 655930 |
| &nbsp;&nbsp;&nbsp;Longfor Group Holdings | 206300 | 681653 |
| &nbsp;&nbsp;&nbsp;Poly Developments and Holdings Group, Cl A | 121053 | 281814 |
| &nbsp;&nbsp;&nbsp;Seazen Holdings, Cl A <sup>\*</sup> | 49600 | 156064 |
| &nbsp;&nbsp;&nbsp;Shanghai Lingang Holdings, Cl A | 52100 | 94919 |
| &nbsp;&nbsp;&nbsp;Shanghai Lujiazui Finance & Trade Zone Development, Cl B | 312785 | 250541 |
| &nbsp;&nbsp;&nbsp;Youngor Group, Cl A | 101300 | 97000 |
| &nbsp;&nbsp;&nbsp;Yuexiu Property | 240820 | 349622 |
| &nbsp;&nbsp;&nbsp;Zhejiang China Commodities City Group, Cl A | 119400 | 90123 |
| TOTAL CHINA |  | 7024145 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,021,492) |  | 7024145 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI China Real Estate ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **U.S. TREASURY OBLIGATION — 5.7%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $399,954) | $400000 | $399955 |
| TOTAL INVESTMENTS — 105.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,421,446) |  | $7424100 |

---

*Percentages are based on Net Assets of $7,023,687.*

*\** *Non-income producing security.*

*(A)* *Interest rate represents the security's effective yield at the time of purchase.* 

 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* |  | *Level 2* |  | *Level 3* |  | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*7024145* |  | $*—* |  | $*—* |  | $*7024145* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | *—* |  | *399955* |  | *—* |  | *399955* |
| *Total Investments in Securities* | $*7024145* | | $*399955* | | **$*—*** | | $*7424100* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Greece ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **GREECE — 96.9%** |  |  |
| Communication Services — 10.6% |  |  |
| &nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization | 910946 | $14315615 |
| Consumer Discretionary — 14.4% |  |  |
| &nbsp;&nbsp;&nbsp;FF Group <sup>\*(A)</sup> | 452712 | 5 |
| &nbsp;&nbsp;&nbsp;FF Group ADR <sup>\*(A)</sup> | 198300 | 2 |
| &nbsp;&nbsp;&nbsp;JUMBO | 322660 | 5774989 |
| &nbsp;&nbsp;&nbsp;OPAP | 911272 | 13637856 |
|  |  | 19412852 |
| Consumer Staples — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Sarantis | 276679 | 2313746 |
| Energy — 10.0% |  |  |
| &nbsp;&nbsp;&nbsp;GasLog Partners | 219988 | 1817101 |
| &nbsp;&nbsp;&nbsp;Helleniq Energy Holdings | 399122 | 3355023 |
| &nbsp;&nbsp;&nbsp;Motor Oil Hellas Corinth Refineries | 272622 | 6632202 |
| &nbsp;&nbsp;&nbsp;Tsakos Energy Navigation <sup>(B)</sup> | 101314 | 1739561 |
|  |  | 13543887 |
| Financials — 33.4% |  |  |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings <sup>\*</sup> | 10322811 | 13940958 |
| &nbsp;&nbsp;&nbsp;Eurobank Ergasias Services and Holdings <sup>\*</sup> | 11911450 | 16041137 |
| &nbsp;&nbsp;&nbsp;Hellenic Exchanges - Athens Stock Exchange | 500715 | 2069160 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece <sup>\*</sup> | 1312371 | 6194342 |
| &nbsp;&nbsp;&nbsp;Piraeus Financial Holdings <sup>\*</sup> | 3344767 | 6861936 |
|  |  | 45107533 |
| Industrials — 12.8% |  |  |
| &nbsp;&nbsp;&nbsp;Aegean Airlines <sup>\*</sup> | 316422 | 2233721 |
| &nbsp;&nbsp;&nbsp;Capital Product Partners <sup>(C)</sup> | 125582 | 1720473 |
| &nbsp;&nbsp;&nbsp;Ellaktor <sup>\*</sup> | 621183 | 1416732 |
| &nbsp;&nbsp;&nbsp;GEK Terna Holding Real Estate Construction | 339182 | 4589863 |
| &nbsp;&nbsp;&nbsp;Mytilineos | 287087 | 7389426 |
|  |  | 17350215 |
| Real Estate — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;LAMDA Development <sup>\*</sup> | 448657 | 3055138 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Greece ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 11.7% |  |  |
| &nbsp;&nbsp;&nbsp;Athens Water Supply & Sewage | 294693 | $2240354 |
| &nbsp;&nbsp;&nbsp;Holding ADMIE IPTO | 947278 | 2043175 |
| &nbsp;&nbsp;&nbsp;Public Power <sup>\*</sup> | 753859 | 5976705 |
| &nbsp;&nbsp;&nbsp;Terna Energy | 256745 | 5576746 |
|  |  | 15836980 |
| TOTAL GREECE |  | 130935966 |
| **UNITED STATES — 3.0%** |  |  |
| Materials — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Titan Cement International | 258415 | 4103117 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $130,234,626) |  | 135039083 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **U.S. TREASURY OBLIGATION — 8.1%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(D)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,998,737) | $11000000 | 10998778 |

---

---

| | |
|:---|:---|
|  | **Shares** |
| **SHORT-TERM INVESTMENT<sup>(E)(F)</sup> — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government Portfolio, Cl Institutional, 4.240% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $143,060) | 143060 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Greece ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(E)</sup> — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $486,620 (collateralized by various U.S. Treasury Obligations, ranging in par value $30,060 - $37,018, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $495,658) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $486,564) | $486564 | $486564 |
| TOTAL INVESTMENTS — 108.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $141,862,987) |  | $146667485 |

---

*Percentages are based on Net Assets of $135,153,100.*

*\** *Non-income producing security.*

*(A)* *Level 3 security in accordance with fair value hierarchy.*

*(B)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(C)* *Security considered Master Limited Partnership. At January 31, 2023, these securities amounted to $1,720,473 or 1.3% of Net Assets.*

*(D)* *Interest rate represents the security's effective yield at the time of purchase.*

*(E)* *Security was purchased with cash collateral held from securities on loan.*

*(F)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* |  | *Level 2* |  | *Level 3<sup>(1)</sup>* |  | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*135039076* |  | $*—* |  | $*7* |  | $*135039083* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | *—* |  | *10998778* |  | *—* |  | *10998778* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *143060* |  | *—* |  | *—* |  | *143060* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* |  | *486564* |  | *—* |  | *486564* |
| *Total Investments in Securities* | $*135182136* | | $*11485342* | | $*7* | | $*146667485* |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Greece ETF**

*(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X DAX Germany ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 94.2%** |  |  |
| **FRANCE — 5.3%** |  |  |
| Industrials — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;Airbus | 22763 | $2838546 |
| **GERMANY — 79.1%** |  |  |
| Communication Services — 5.6% |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom | 134641 | 2990332 |
| Consumer Discretionary — 16.7% |  |  |
| &nbsp;&nbsp;&nbsp;adidas | 6446 | 1031758 |
| &nbsp;&nbsp;&nbsp;Allianz | 15652 | 3726140 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke | 12002 | 1215229 |
| &nbsp;&nbsp;&nbsp;Continental | 4175 | 291643 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group | 30644 | 2268089 |
| &nbsp;&nbsp;&nbsp;Zalando <sup>\*</sup> | 9011 | 416802 |
|  |  | 8949661 |
| Consumer Staples — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Beiersdorf | 3789 | 459238 |
| Financials — 8.8% |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Bank | 79200 | 1050071 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse | 7143 | 1274192 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck | 2334 | 471986 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft in Muenchen | 5391 | 1937966 |
|  |  | 4734215 |
| Health Care — 8.9% |  |  |
| &nbsp;&nbsp;&nbsp;Bayer | 38275 | 2369403 |
| &nbsp;&nbsp;&nbsp;Fresenius & KGaA | 16161 | 465644 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care & KGaA | 7721 | 288373 |
| &nbsp;&nbsp;&nbsp;Merck KGaA | 5025 | 1042634 |
| &nbsp;&nbsp;&nbsp;Siemens Healthineers | 10852 | 578329 |
|  |  | 4744383 |
| Industrials — 14.9% |  |  |
| &nbsp;&nbsp;&nbsp;Brenntag | 6073 | 450873 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding <sup>\*</sup> | 16813 | 561852 |
| &nbsp;&nbsp;&nbsp;Deutsche Post | 37108 | 1587055 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X DAX Germany ETF** | **Global X DAX Germany ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines | 2072 | $514866 |
| &nbsp;&nbsp;&nbsp;Siemens | 28890 | 4483618 |
| &nbsp;&nbsp;&nbsp;Siemens Energy | 18184 | 377595 |
|  |  | 7975859 |
| Information Technology — 12.1% |  |  |
| &nbsp;&nbsp;&nbsp;Infineon Technologies | 50691 | 1812064 |
| &nbsp;&nbsp;&nbsp;SAP | 39884 | 4694580 |
|  |  | 6506644 |
| Materials — 6.0% |  |  |
| &nbsp;&nbsp;&nbsp;BASF | 34815 | 1981283 |
| &nbsp;&nbsp;&nbsp;Covestro | 7374 | 337319 |
| &nbsp;&nbsp;&nbsp;HeidelbergCement | 5277 | 359911 |
| &nbsp;&nbsp;&nbsp;Symrise, Cl A | 5201 | 550619 |
|  |  | 3229132 |
| Real Estate — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Vonovia | 27402 | 769888 |
| Utilities — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;E.ON | 80710 | 875322 |
| &nbsp;&nbsp;&nbsp;RWE | 26298 | 1165284 |
|  |  | 2040606 |
| TOTAL GERMANY |  | 42399958 |
| **UNITED KINGDOM — 9.0%** |  |  |
| Materials — 9.0% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 14745 | 4846568 |
| **UNITED STATES — 0.8%** |  |  |
| Health Care — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;QIAGEN <sup>\*</sup> | 8844 | 428863 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $46,234,868) |  | 50513935 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X DAX Germany ETF** | **Global X DAX Germany ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — 5.6%** |  |  |
| **GERMANY— 5.6%** |  |  |
| Consumer Discretionary — 3.9% |  |  |
| &nbsp;&nbsp;&nbsp;Dr Ing hc F Porsche <sup>\*(A)</sup> | 4454 | $527261 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding <sup>(A)</sup> | 5885 | 349993 |
| &nbsp;&nbsp;&nbsp;Volkswagen <sup>(A)</sup> | 8901 | 1227117 |
|  |  | 2104371 |
| Consumer Staples — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Henkel & KGaA <sup>(A)</sup> | 6431 | 456778 |
| Health Care — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Sartorius <sup>(A)</sup> | 949 | 422879 |
| TOTAL GERMANY |  | 2984028 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,430,067) |  | 2984028 |
| TOTAL INVESTMENTS — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $49,664,935) |  | $53497963 |

---

*Percentages are based on Net Assets of $53,620,327.*

*\** *Non-income producing security.* <br> *(A)* *There is currently no stated interest rate.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Portugal ETF** | **Global X MSCI Portugal ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 98.4%** |  |  |
| **CHINA — 4.6%** |  |  |
| Industrials — 4.6% |  |  |
| &nbsp;&nbsp;&nbsp;Fosun International | 725090 | $673423 |
| **IRELAND — 0.3%** |  |  |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Fusion Fuel Green, Cl A <sup>\*</sup> | 9930 | 39919 |
| **PORTUGAL — 75.5%** |  |  |
| Communication Services — 4.9% |  |  |
| &nbsp;&nbsp;&nbsp;NOS SGPS | 152041 | 650588 |
| &nbsp;&nbsp;&nbsp;Pharol SGPS <sup>\* (A)</sup> | 756562 | 54065 |
|  |  | 704653 |
| Consumer Discretionary — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Ibersol SGPS | 31628 | 211593 |
| Consumer Staples — 8.6% |  |  |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins | 28711 | 621759 |
| &nbsp;&nbsp;&nbsp;Sonae | 617144 | 627352 |
|  |  | 1249111 |
| Energy — 4.9% |  |  |
| &nbsp;&nbsp;&nbsp;Galp Energia | 52251 | 713594 |
| Financials — 5.7% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Comercial Portugues, Cl R | 3864459 | 819671 |
| Industrials — 5.2% |  |  |
| &nbsp;&nbsp;&nbsp;CTT-Correios de Portugal | 135489 | 523110 |
| &nbsp;&nbsp;&nbsp;Mota-Engil | 122943 | 226987 |
|  |  | 750097 |
| Materials — 13.4% |  |  |
| &nbsp;&nbsp;&nbsp;Altri <sup>(A)</sup> | 96951 | 487298 |
| &nbsp;&nbsp;&nbsp;Corticeira Amorim SGPS | 55556 | 548458 |
| &nbsp;&nbsp;&nbsp;Navigator | 161179 | 562605 |
| &nbsp;&nbsp;&nbsp;Ramada Investimentos E Industria | 7421 | 51904 |
| &nbsp;&nbsp;&nbsp;Semapa-Sociedade de Investimento e Gestao | 22255 | 292940 |
|  |  | 1943205 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Portugal ETF** | **Global X MSCI Portugal ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 31.3% |  |  |
| &nbsp;&nbsp;&nbsp;Energias de Portugal | 672134 | $3327201 |
| &nbsp;&nbsp;&nbsp;Greenvolt-Energias Renovaveis <sup>\*</sup> | 68761 | 574272 |
| &nbsp;&nbsp;&nbsp;REN - Redes Energeticas Nacionais | 230185 | 631229 |
|  |  | 4532702 |
| TOTAL PORTUGAL |  | 10924626 |
| **SPAIN — 18.0%** |  |  |
| Utilities — 18.0% |  |  |
| &nbsp;&nbsp;&nbsp;EDP Renovaveis | 120224 | 2604198 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,070,244) |  | 14242166 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **U.S. TREASURY OBLIGATION — 6.9%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(B)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $999,886) | $1000000 | 999889 |

---

---

| | |
|:---|:---|
|  | **Shares** |
| **SHORT-TERM INVESTMENT**<sup>(C)(D)</sup> — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government Portfolio, Cl Institutional, 4.240% |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $97,420) | 97420 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **REPURCHASE AGREEMENT**<sup>(C)</sup> — 2.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $331,376 (collateralized by various U.S. Treasury Obligations, ranging in par value $20,470 - $25,209, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $337,532) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $331,337) | $331337 | 331337 |
| TOTAL INVESTMENTS — 108.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16,498,887) |  | $15670812 |

---

*Percentages are based on Net Assets of $14,473,098.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Portugal ETF** | **Global X MSCI Portugal ETF** |

---

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(B)* *Interest rate represents the security's effective yield at the time of purchase.*

*(C)* *Security was purchased with cash collateral held from securities on loan.*

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* | |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*14242166* | | $*—* | | $*—* | | $*14242166* | |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | | *—* | | *999889* | | *—* | | *999889* | |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | | *97420* | | *—* | | *—* | | *97420* | |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | | *—* | | *331337* | | *—* | | *331337* | |
| *Total Investments in Securities* | | $*14339586* | | $*1331226* | | $*—* | | $*15670812* | |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Colombia ETF** | **Global X MSCI Colombia ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 75.1%** | | |
| **BRAZIL — 2.7%** |  |  |
| Consumer Staples — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Distribuicao | 169765 | $690870 |
| **CANADA — 2.5%** |  |  |
| Energy — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;Parex Resources | 38961 | 661346 |
| **CHILE — 5.3%** |  |  |
| Energy — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Empresas Copec | 84903 | 638180 |
| Utilities — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;Enel Americas | 5719500 | 754582 |
| TOTAL CHILE |  | 1392762 |
| **COLOMBIA — 59.6%** |  |  |
| Energy — 21.4% |  |  |
| &nbsp;&nbsp;&nbsp;Canacol Energy <sup>(A)</sup> | 72414 | 640379 |
| &nbsp;&nbsp;&nbsp;Ecopetrol | 6589167 | 3788191 |
| &nbsp;&nbsp;&nbsp;Geopark | 74879 | 1138910 |
|  |  | 5567480 |
| Financials — 16.1% |  |  |
| &nbsp;&nbsp;&nbsp;Banco de Bogota | 77054 | 587890 |
| &nbsp;&nbsp;&nbsp;Bancolombia | 245088 | 2216770 |
| &nbsp;&nbsp;&nbsp;Financiera Colombiana <sup>\*</sup> | 248049 | 854890 |
| &nbsp;&nbsp;&nbsp;Grupo de Inversiones Suramericana | 60245 | 530759 |
|  |  | 4190309 |
| Materials — 6.9% |  |  |
| &nbsp;&nbsp;&nbsp;Cementos Argos | 1109785 | 768073 |
| &nbsp;&nbsp;&nbsp;Grupo Argos | 504780 | 1018269 |
|  |  | 1786342 |
| Utilities — 15.2% |  |  |
| &nbsp;&nbsp;&nbsp;Celsia ESP | 1232322 | 690161 |
| &nbsp;&nbsp;&nbsp;Grupo Energia Bogota ESP | 3039400 | 1027875 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Colombia ETF** | **Global X MSCI Colombia ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;Interconexion Electrica | 549369 | $2253117 |
|  |  | 3971153 |
| TOTAL COLOMBIA |  | 15515284 |
| **GUATEMALA — 2.8%** |  |  |
| Communication Services — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular SDR <sup>\*</sup> | 42163 | 719443 |
| **UNITED STATES — 2.2%** |  |  |
| Utilities — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable, Cl A | 18637 | 585361 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,610,500) |  | 19565066 |
| **PREFERRED STOCK — 24.6%** |  |  |
| **COLOMBIA— 24.6%** |  |  |
| Financials — 24.6% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Davivienda <sup>(B)</sup> | 184328 | 1012475 |
| &nbsp;&nbsp;&nbsp;Bancolombia <sup>(B)</sup> | 514271 | 3931432 |
| &nbsp;&nbsp;&nbsp;Grupo Aval Acciones y Valores <sup>(B)</sup> | 7737883 | 955057 |
| &nbsp;&nbsp;&nbsp;Grupo de Inversiones Suramericana <sup>(B)</sup> | 194579 | 514692 |
| TOTAL COLOMBIA |  | 6413656 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,813,407) |  | 6413656 |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $29,162) | 29162 | 29162 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Colombia ETF** | **Global X MSCI Colombia ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT**<sup>(C)</sup> — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $99,194 (collateralized by various U.S. Treasury Obligations, ranging in par value $6,127 - $7,546, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $101,033) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $99,182) | $99182 | $99182 |
| TOTAL INVESTMENTS — 100.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $35,552,251) |  | $26107066 |

---

*Percentages are based on Net Assets of $26,042,500.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.*

*(B)* *There is currently no stated interest rate.*

*(C)* *Security was purchased with cash collateral held from securities on loan.*

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*19565066* | $*—* | $*—* | $*19565066* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | *6413656* | *—* | *—* | *6413656* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *29162* | *—* | *—* | *29162* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *99182* | *—* | *99182* |
| *Total Investments in Securities* | $*26007884* | $*99182* | $*—* | $*26107066* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Argentina ETF** | **Global X MSCI Argentina ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 95.8%** |  |  |
| **ARGENTINA — 49.3%** |  |  |
| Communication Services — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;Telecom Argentina ADR <sup>(A)</sup> | 213945 | $1373527 |
| Consumer Discretionary — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Despegar.com <sup>\*</sup> | 147375 | 1000676 |
| Consumer Staples — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Cresud SACIF y A ADR | 86055 | 590337 |
| Energy — 11.5% |  |  |
| &nbsp;&nbsp;&nbsp;Transportadora de Gas del Sur ADR <sup>\*</sup> | 169595 | 1896072 |
| &nbsp;&nbsp;&nbsp;YPF ADR <sup>\*</sup> | 271713 | 3246971 |
|  |  | 5143043 |
| Financials — 14.6% |  |  |
| &nbsp;&nbsp;&nbsp;Banco BBVA Argentina ADR | 173659 | 807514 |
| &nbsp;&nbsp;&nbsp;Banco Macro ADR <sup>(A)</sup> | 107284 | 2357030 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Galicia ADR <sup>(A)</sup> | 222276 | 2978498 |
| &nbsp;&nbsp;&nbsp;Grupo Supervielle ADR <sup>(A)</sup> | 153118 | 424137 |
|  |  | 6567179 |
| Industrials — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;America Airports <sup>\*</sup> | 79289 | 747695 |
| Materials — 4.4% |  |  |
| &nbsp;&nbsp;&nbsp;Bioceres Crop Solutions <sup>\*</sup> | 76048 | 950600 |
| &nbsp;&nbsp;&nbsp;Loma Negra Cia Industrial Argentina ADR | 142401 | 1015319 |
|  |  | 1965919 |
| Real Estate — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;IRSA Inversiones y Representaciones ADR | 78627 | 500854 |
| Utilities — 9.4% |  |  |
| &nbsp;&nbsp;&nbsp;Central Puerto ADR <sup>(A)</sup> | 240102 | 1498237 |
| &nbsp;&nbsp;&nbsp;Empresa Distribuidora Y Comercializadora Norte ADR <sup>\*</sup> | 51148 | 470562 |
| &nbsp;&nbsp;&nbsp;Pampa Energia ADR <sup>\* (A)</sup> | 66056 | 2234674 |
|  |  | 4203473 |
| TOTAL ARGENTINA |  | 22092703 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI Argentina ETF** | **Global X MSCI Argentina ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **BRAZIL — 28.6%** |  |  |
| Consumer Discretionary — 25.5% |  |  |
| &nbsp;&nbsp;&nbsp;Arcos Dorados Holdings, ClA | 228898 | $1945633 |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 8004 | 9458247 |
|  |  | 11403880 |
| Consumer Staples — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;Adecoagro | 164911 | 1393498 |
| TOTAL BRAZIL |  | 12797378 |
| **CANADA — 9.8%** |  |  |
| Materials — 9.8% |  |  |
| &nbsp;&nbsp;&nbsp;Lithium Americas <sup>\* (A)</sup> | 48894 | 1226060 |
| &nbsp;&nbsp;&nbsp;SSR Mining | 89977 | 1515856 |
| &nbsp;&nbsp;&nbsp;Yamana Gold | 270330 | 1626822 |
| TOTAL CANADA |  | 4368738 |
| **CHILE — 8.1%** |  |  |
| Consumer Staples — 8.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cencosud | 995183 | 1781339 |
| &nbsp;&nbsp;&nbsp;Cia Cervecerias Unidas | 240992 | 1844619 |
| TOTAL CHILE |  | 3625958 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $47,674,628) |  | 42884777 |
| **PREFERRED STOCK — 4.0%** |  |  |
| **CHILE— 4.0%** |  |  |
| Consumer Staples — 4.0% |  |  |
| &nbsp;&nbsp;&nbsp;Embotelladora Andina <sup>(B)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,624,399) | 734996 | 1817020 |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 2.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,201,113) | 1201113 | 1201113 |

---

![](gx44.jpg)

---

| | | |
|:---|:---|:---|
| **Schedule of Investments (Unaudited)** | | **January 31, 2023** |
| **Global X MSCI Argentina ETF** | **Global X MSCI Argentina ETF** | **Global X MSCI Argentina ETF** |
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(C)</sup> — 9.1%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $4,085,589 (collateralized by various U.S. Treasury Obligations, ranging in par value $252,377 - $310,801, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $4,161,448) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,085,112) | $4085112 | $4085112 |
| TOTAL INVESTMENTS — 111.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $54,585,252) |  | $49988022 |

---

*Percentages are based on Net Assets of $44,781,829.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *There is currently no stated interest rate.* 

*(C)* *Security was purchased with cash collateral held from securities on loan.* 

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*42884777* | $*—* | $*—* | $*42884777* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | *1817020* | *—* | *—* | *1817020* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *1201113* | *—* | *—* | *1201113* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *4085112* | *—* | *4085112* |
| *Total Investments in Securities* | $*45902910* | $*4085112* | $*—* | $*49988022* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | | |
|:---|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** | **January 31, 2023** |
| **Global X MSCI Pakistan ETF** | **Global X MSCI Pakistan ETF** | **Global X MSCI Pakistan ETF** |
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.8%** |  |  |
| **PAKISTAN — 99.8%** |  |  |
| Consumer Discretionary — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Nishat Mills | 800331 | $159379 |
| Energy — 24.3% |  |  |
| &nbsp;&nbsp;&nbsp;Mari Petroleum | 86754 | 491510 |
| &nbsp;&nbsp;&nbsp;Oil & Gas Development | 1946408 | 637666 |
| &nbsp;&nbsp;&nbsp;Pakistan Oilfields | 349215 | 538703 |
| &nbsp;&nbsp;&nbsp;Pakistan Petroleum | 2244451 | 649300 |
| &nbsp;&nbsp;&nbsp;Pakistan State Oil | 982130 | 480914 |
|  |  | 2798093 |
| Financials — 13.7% |  |  |
| &nbsp;&nbsp;&nbsp;Habib Bank | 2120058 | 571783 |
| &nbsp;&nbsp;&nbsp;MCB Bank | 1212155 | 511050 |
| &nbsp;&nbsp;&nbsp;United Bank | 1327861 | 503348 |
|  |  | 1586181 |
| Health Care — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Searle <sup>\*</sup> | 865668 | 172746 |
| Industrials — 9.0% |  |  |
| &nbsp;&nbsp;&nbsp;Millat Tractors | 217699 | 429102 |
| &nbsp;&nbsp;&nbsp;TRG Pakistan <sup>\*</sup> | 1465066 | 615820 |
|  |  | 1044922 |
| Information Technology — 8.8% |  |  |
| &nbsp;&nbsp;&nbsp;Systems | 591526 | 1010936 |
| Materials — 33.4% |  |  |
| &nbsp;&nbsp;&nbsp;DG Khan Cement | 1186080 | 182957 |
| &nbsp;&nbsp;&nbsp;Engro | 1028742 | 1144514 |
| &nbsp;&nbsp;&nbsp;Engro Fertilizers | 2158019 | 657471 |
| &nbsp;&nbsp;&nbsp;Engro Polymer & Chemicals | 1338487 | 230889 |
| &nbsp;&nbsp;&nbsp;Fauji Cement <sup>\*</sup> | 4002248 | 170096 |
| &nbsp;&nbsp;&nbsp;Fauji Fertilizer | 1406517 | 543451 |
| &nbsp;&nbsp;&nbsp;International Steels | 832203 | 124955 |
| &nbsp;&nbsp;&nbsp;Lucky Cement <sup>\*</sup> | 405704 | 618774 |
| &nbsp;&nbsp;&nbsp;Maple Leaf Cement Factory <sup>\*</sup> | 2226765 | 177476 |
|  |  | 3850583 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Pakistan ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 7.7% |  |  |
| &nbsp;&nbsp;&nbsp;Hub Power | 3706574 | $885982 |
| TOTAL PAKISTAN |  | 11508822 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp; (Cost $23,072,359) |  | 11508822 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** |  |
| **U.S. TREASURY OBLIGATION — 10.4%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.133%, 02/02/23<sup>(A)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,199,862) | $1200000 | 1199867 |
| TOTAL INVESTMENTS — 110.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,272,221) |  | $12708689 |

---

*Percentages are based on Net Assets of $11,532,132.*

*\** *Non-income producing security.*

*(A)* *Interest rate represents the security's effective yield at the time of purchase.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*11508822* | $*—* | $*—* | $*11508822* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | *—* | *1199867* | *—* | *1199867* |
| *Total Investments in Securities* | $*11508822* | $*1199867* | $*—* | $*12708689* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Nigeria ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 98.0%** | | |
| **NIGERIA — 93.2%** | | |
| Communication Services — 5.9% |  |  |
| &nbsp;&nbsp;&nbsp;Nigeria Communications | 4864255 | $2375382 |
| Consumer Staples — 21.3% |  |  |
| &nbsp;&nbsp;&nbsp;Dangote Sugar Refinery | 37659094 | 1418091 |
| &nbsp;&nbsp;&nbsp;Flour Mills of Nigeria | 24002438 | 1562828 |
| &nbsp;&nbsp;&nbsp;Nestle Nigeria | 1149667 | 2695074 |
| &nbsp;&nbsp;&nbsp;Nigerian Breweries | 16431620 | 1490703 |
| &nbsp;&nbsp;&nbsp;UAC of Nigeria | 38120465 | 810810 |
| &nbsp;&nbsp;&nbsp;Unilever Nigeria | 23383901 | 687687 |
|  |  | 8665193 |
| Financials — 44.1% |  |  |
| &nbsp;&nbsp;&nbsp;Access Bank | 69588623 | 1374404 |
| &nbsp;&nbsp;&nbsp;FBN Holdings | 105964770 | 2690804 |
| &nbsp;&nbsp;&nbsp;FCMB Group | 162598933 | 1468066 |
| &nbsp;&nbsp;&nbsp;Fidelity Bank | 177840873 | 2084299 |
| &nbsp;&nbsp;&nbsp;Guaranty Trust Holding | 62675911 | 3393953 |
| &nbsp;&nbsp;&nbsp;Stanbic IBTC Holdings | 19605429 | 1427590 |
| &nbsp;&nbsp;&nbsp;Sterling Bank | 201593633 | 678177 |
| &nbsp;&nbsp;&nbsp;United Bank for Africa | 89619784 | 1594970 |
| &nbsp;&nbsp;&nbsp;Zenith Bank | 59101971 | 3206835 |
|  |  | 17919098 |
| Materials — 19.2% |  |  |
| &nbsp;&nbsp;&nbsp;Dangote Cement | 10522666 | 6095496 |
| &nbsp;&nbsp;&nbsp;Lafarge Africa | 31522330 | 1717223 |
|  |  | 7812719 |
| Utilities — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Transnational Corp of Nigeria | 417740027 | 1115182 |
| TOTAL NIGERIA |  | 37887574 |
| **TOGO — 4.8%** |  |  |
| Financials — 4.8% |  |  |
| &nbsp;&nbsp;&nbsp;Ecobank Transnational | 72220468 | 1935806 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $41,330,417) |  | 39823380 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Nigeria ETF**

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **U.S. TREASURY OBLIGATION — 9.9%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S.Treasury Bill | &nbsp;&nbsp;&nbsp;U.S.Treasury Bill | &nbsp;&nbsp;&nbsp;U.S.Treasury Bill |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> |
| &nbsp;&nbsp;&nbsp; (Cost $3,999,541) | $4000000 | $3999556 |
| TOTAL INVESTMENTS — 107.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $45,329,958) |  | $43822936 |

---

*Percentages are based on Net Assets of $40,623,725.*

*(A) Interest rate represents the security's effective yield at the time of purchase.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* |  | $*39823380* | $*—* | $*—* | $*39823380* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* |  | *—* | *3999556* | *—* | *3999556* |
| *Total Investments in Securities* |  | $*39823380* | $*3999556* | $*—* | $*43822936* |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Vietnam ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** | | |
| **VIETNAM — 99.9%** | | |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;FPT DIGITAL RETAIL JSC | 7800 | $24550 |
| Consumer Staples — 21.0% |  |  |
| &nbsp;&nbsp;&nbsp;Hoang Anh Gia Lai International Agriculture JSC <sup>\*</sup> | 77600 | 15224 |
| &nbsp;&nbsp;&nbsp;KIDO Group | 28300 | 74589 |
| &nbsp;&nbsp;&nbsp;Masan Group | 87220 | 376072 |
| &nbsp;&nbsp;&nbsp;Saigon Beer Alcohol Beverage | 10500 | 84636 |
| &nbsp;&nbsp;&nbsp;Thanh Thanh Cong - Bien Hoa JSC <sup>\*</sup> | 70457 | 44322 |
| &nbsp;&nbsp;&nbsp;Vietnam Dairy Products JSC | 104400 | 343288 |
| &nbsp;&nbsp;&nbsp;Vinh Hoan | 20500 | 61987 |
|  |  | 1000118 |
| Energy — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;PetroVietnam Drilling & Well Services JSC <sup>\*</sup> | 64152 | 57456 |
| &nbsp;&nbsp;&nbsp;PetroVietnam Technical Service | 54600 | 59612 |
| &nbsp;&nbsp;&nbsp;Vietnam National Petroleum Group | 15300 | 24013 |
|  |  | 141081 |
| Financials — 21.1% |  |  |
| &nbsp;&nbsp;&nbsp;Bank for Foreign Trade of Vietnam JSC <sup>\*</sup> | 57975 | 227227 |
| &nbsp;&nbsp;&nbsp; Bank for Investment and Development of Vietnam JSC <sup>\*</sup> | 43876 | 84393 |
| &nbsp;&nbsp;&nbsp;Bao Viet Holdings | 17800 | 38261 |
| &nbsp;&nbsp;&nbsp;National Citizen Commercial JSC <sup>\*</sup> | 15528 | 12847 |
| &nbsp;&nbsp;&nbsp;Saigon - Hanoi Commercial Joint Stock Bank <sup>\*</sup> | 143545 | 67342 |
| &nbsp;&nbsp;&nbsp;Saigon - Hanoi Securities JSC <sup>\*</sup> | 57375 | 24470 |
| &nbsp;&nbsp;&nbsp;Saigon Thuong Tin Commercial JSB <sup>\*</sup> | 110000 | 127135 |
| &nbsp;&nbsp;&nbsp;SSI Securities | 178250 | 164205 |
| &nbsp;&nbsp;&nbsp;Viet Capital Securities JSC | 46840 | 59730 |
| &nbsp;&nbsp;&nbsp;Vietnam Joint Stock Commercial Bank for Industry and Trade <sup>\*</sup> | 60600 | 78827 |
| &nbsp;&nbsp;&nbsp;VIX Securities JSC | 58022 | 19549 |
| &nbsp;&nbsp;&nbsp;VNDirect Securities | 143740 | 101456 |
|  |  | 1005442 |
| Industrials — 10.0% |  |  |
| &nbsp;&nbsp;&nbsp;Bamboo Capital Group JSC | 33335 | 10947 |
| &nbsp;&nbsp;&nbsp;Development Investment Construction JSC <sup>\*</sup> | 44080 | 32899 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Vietnam ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Gelex Group JSC | 82900 | $51796 |
| &nbsp;&nbsp;&nbsp;Ha Do Group JSC | 17808 | 25974 |
| &nbsp;&nbsp;&nbsp;Hoang Huy Investment Financial Services JSC | 73416 | 24360 |
| &nbsp;&nbsp;&nbsp;IDICO JSC | 24540 | 42282 |
| &nbsp;&nbsp;&nbsp;PC1 Group JSC <sup>\*</sup> | 18345 | 20420 |
| &nbsp;&nbsp;&nbsp;Sai Gon Cargo Service | 1920 | 6002 |
| &nbsp;&nbsp;&nbsp;Tasco JSC <sup>\*</sup> | 24000 | 17196 |
| &nbsp;&nbsp;&nbsp;Thaiholdings JSC <sup>\*</sup> | 29500 | 52213 |
| &nbsp;&nbsp;&nbsp;Vietjet Aviation JSC <sup>\*</sup> | 30100 | 149297 |
| &nbsp;&nbsp;&nbsp;Vietnam Construction and Import-Export JSC | 29610 | 27593 |
| &nbsp;&nbsp;&nbsp;Viettel Construction Joint Stock | 5269 | 13932 |
|  |  | 474911 |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Digiworld | 11720 | 21993 |
| Materials — 13.4% |  |  |
| &nbsp;&nbsp;&nbsp;Duc Giang Chemicals JSC | 28580 | 73499 |
| &nbsp;&nbsp;&nbsp;Hoa Phat Group JSC | 432640 | 407777 |
| &nbsp;&nbsp;&nbsp;Hoa Sen Group <sup>\*</sup> | 57020 | 37693 |
| &nbsp;&nbsp;&nbsp;Nam Kim Steel JSC | 15260 | 10348 |
| &nbsp;&nbsp;&nbsp;PetroVietNam Ca Mau Fertilizer JSC | 19600 | 23406 |
| &nbsp;&nbsp;&nbsp;Petrovietnam Fertilizer & Chemicals JSC | 31900 | 59453 |
| &nbsp;&nbsp;&nbsp;Phuoc Hoa Rubber JSC | 13200 | 25615 |
|  |  | 637791 |
| Real Estate — 26.4% |  |  |
| &nbsp;&nbsp;&nbsp;Dat Xanh Group JSC <sup>\*</sup> | 43800 | 27833 |
| &nbsp;&nbsp;&nbsp;Dat Xanh Real Estate Services JSC <sup>\*</sup> | 18927 | 5570 |
| &nbsp;&nbsp;&nbsp;Hai Phat Investment JSC <sup>\*</sup> | 18100 | 4068 |
| &nbsp;&nbsp;&nbsp;Khang Dien House Trading and Investment JSC <sup>\*</sup> | 58260 | 69572 |
| &nbsp;&nbsp;&nbsp;Kinh Bac City Development Holding <sup>\*</sup> | 58100 | 64177 |
| &nbsp;&nbsp;&nbsp;Nam Long Investment | 25700 | 32005 |
| &nbsp;&nbsp;&nbsp;No Va Land Investment Group <sup>\*</sup> | 109091 | 66066 |
| &nbsp;&nbsp;&nbsp;Phat Dat Real Estate Development <sup>\*</sup> | 52389 | 30945 |
| &nbsp;&nbsp;&nbsp;Song da Urban & Industrial Zone Investment & Development JSC <sup>\*</sup> | 2900 | 5937 |
| &nbsp;&nbsp;&nbsp;Van Phu - Invest Investment JSC | 24720 | 55982 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Vietnam ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Vincom Retail JSC <sup>\*</sup> | 134600 | $170492 |
| &nbsp;&nbsp;&nbsp;Vingroup JSC <sup>\*</sup> | 148000 | 360414 |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC | 167400 | 363393 |
|  |  | 1256454 |
| Utilities — 4.0% |  |  |
| &nbsp;&nbsp;&nbsp;Binh Duong Water Enviroment JSC | 9400 | 18962 |
| &nbsp;&nbsp;&nbsp;PetroVietnam Gas JSC | 13500 | 61203 |
| &nbsp;&nbsp;&nbsp;PetroVietnam Nhon Trach 2 Power JSC | 30600 | 37585 |
| &nbsp;&nbsp;&nbsp;PetroVietnam Power <sup>\*</sup> | 103300 | 54629 |
| &nbsp;&nbsp;&nbsp;Pha Lai Thermal Power JSC | 32300 | 19768 |
|  |  | 192147 |
| TOTAL VIETNAM |  | 4754487 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,632,140) |  | 4754487 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,632,140) |  | $4754487 |

---

*Percentages are based on Net Assets of $4,758,275.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** | | |
| **BANGLADESH — 0.8%** | | |
| Health Care — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Square Pharmaceuticals | 57869 | $113732 |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Bangladesh Export Import | 58288 | 63121 |
| TOTAL BANGLADESH |  | 176853 |
| **CHILE — 1.0%** |  |  |
| Consumer Discretionary — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Falabella | 35701 | 82672 |
| Financials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Banco de Chile | 735762 | 80124 |
| &nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones | 940 | 28239 |
| &nbsp;&nbsp;&nbsp;Banco Santander Chile | 1062724 | 44523 |
|  |  | 152886 |
| TOTAL CHILE |  | 235558 |
| **COLOMBIA — 0.4%** |  |  |
| Utilities — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Interconexion Electrica | 20629 | 84605 |
| **CZECH REPUBLIC — 1.6%** |  |  |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Komercni Banka | 1220 | 40948 |
| &nbsp;&nbsp;&nbsp;Moneta Money Bank | 5623 | 20708 |
|  |  | 61656 |
| Utilities — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;CEZ | 7591 | 307612 |
| TOTAL CZECH REPUBLIC |  | 369268 |
| **EGYPT — 0.3%** |  |  |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Commercial International Bank Egypt SAE | 40889 | 67078 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| **GREECE — 2.0%** | | |
| Communication Services — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization | 9427 | $148146 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;OPAP | 9356 | 140020 |
| Financials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings <sup>\*</sup> | 35659 | 48157 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece <sup>\*</sup> | 9053 | 42730 |
|  |  | 90887 |
| Utilities — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Public Power <sup>\*</sup> | 10050 | 79678 |
| TOTAL GREECE |  | 458731 |
| **ICELAND — 1.2%** |  |  |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Arion Banki HF | 43029 | 45780 |
| &nbsp;&nbsp;&nbsp;Islandsbanki HF | 37759 | 31496 |
|  |  | 77276 |
| Industrials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Marel HF | 54211 | 205332 |
| TOTAL ICELAND |  | 282608 |
| **INDONESIA — 9.9%** |  |  |
| Communication Services — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Sarana Menara Nusantara | 744354 | 55616 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero | 1704465 | 437771 |
|  |  | 493387 |
| Consumer Discretionary — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Astra International | 733929 | 293767 |
| Consumer Staples — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Charoen Pokphand Indonesia | 265076 | 103006 |
| &nbsp;&nbsp;&nbsp;Indofood CBP Sukses Makmur | 85222 | 57421 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur | 160895 | 72183 |
| &nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya | 595877 | 112497 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **Consumer Staples — continued** |  |  |
| &nbsp;&nbsp;&nbsp;Unilever Indonesia | 273776 | $85110 |
|  |  | 430217 |
| Financials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Bank Central Asia | 683025 | 386166 |
| &nbsp;&nbsp;&nbsp;Bank Jago <sup>\*</sup> | 52359 | 11212 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri | 229122 | 152086 |
| &nbsp;&nbsp;&nbsp;Bank Negara Indonesia Persero | 90938 | 55509 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero | 839734 | 256570 |
|  |  | 861543 |
| Health Care — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Kalbe Farma | 756818 | 104006 |
| Materials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Semen Indonesia Persero | 123693 | 61063 |
| TOTAL INDONESIA |  | 2243983 |
| **KAZAKHSTAN — 1.4%** |  |  |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;NAC Kazatomprom JSC GDR | 6063 | 177646 |
| Financials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Halyk Savings Bank of Kazakhstan JSC GDR | 2775 | 28860 |
| &nbsp;&nbsp;&nbsp;Kaspi.KZ JSC GDR | 1579 | 115741 |
|  |  | 144601 |
| TOTAL KAZAKHSTAN |  | 322247 |
| **KENYA — 0.9%** |  |  |
| Communication Services — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Safaricom | 1102711 | 207257 |
| **KUWAIT — 2.3%** |  |  |
| Financials — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Gulf Bank KSCP | 26387 | 27057 |
| &nbsp;&nbsp;&nbsp;Kuwait Finance House |  | 1 |
| &nbsp;&nbsp;&nbsp;National Bank of Kuwait SAK | 115105 | 413662 |
|  |  | 440720 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Mabanee KPSC | 29488 | $82595 |
| TOTAL KUWAIT |  | 523315 |
| **LUXEMBOURG — 0.2%** |  |  |
| Financials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Reinet Investments SCA | 2151 | 40670 |
| **MALAYSIA — 7.5%** |  |  |
| Communication Services — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Axiata Group | 130800 | 92908 |
| &nbsp;&nbsp;&nbsp;DiGi.com | 145166 | 143269 |
| &nbsp;&nbsp;&nbsp;Maxis | 111545 | 103550 |
| &nbsp;&nbsp;&nbsp;Telekom Malaysia | 54055 | 66147 |
|  |  | 405874 |
| Consumer Staples — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Nestle Malaysia | 3332 | 105605 |
| &nbsp;&nbsp;&nbsp;PPB Group | 29843 | 123129 |
| &nbsp;&nbsp;&nbsp;QL Resources | 52167 | 71786 |
|  |  | 300520 |
| Energy — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Petronas Dagangan | 14212 | 72630 |
| Financials — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;CIMB Group Holdings | 109579 | 147707 |
| &nbsp;&nbsp;&nbsp;Hong Leong Bank | 10512 | 50567 |
| &nbsp;&nbsp;&nbsp;Public Bank | 233835 | 232423 |
| &nbsp;&nbsp;&nbsp;RHB Bank | 23933 | 32260 |
|  |  | 462957 |
| Health Care — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Top Glove <sup>\*</sup> | 252805 | 49189 |
| Utilities — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Petronas Gas | 37306 | 147099 |
| &nbsp;&nbsp;&nbsp;Tenaga Nasional | 122200 | 269853 |
|  |  | 416952 |
| TOTAL MALAYSIA |  | 1708122 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **MEXICO — 9.0%** |  |  |
| Communication Services — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Grupo Televisa | 112565 | $137892 |
| Consumer Staples — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark de Mexico, Cl A | 71091 | 135905 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico | 120180 | 471515 |
|  |  | 607420 |
| Financials — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Banco del Bajio | 12444 | 50193 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte, Cl O | 41664 | 346144 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Inbursa, Cl O <sup>\*</sup> | 34055 | 73363 |
|  |  | 469700 |
| Industrials — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Pacifico, Cl B | 16836 | 291128 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste, Cl B | 9083 | 247101 |
| &nbsp;&nbsp;&nbsp;Promotora y Operadora de Infraestructura | 10826 | 105076 |
|  |  | 643305 |
| Real Estate — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Fibra Uno Administracion <sup>‡</sup> | 144726 | 196304 |
| TOTAL MEXICO |  | 2054621 |
| **MOROCCO — 0.3%** |  |  |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Attijariwafa Bank | 1388 | 48926 |
| &nbsp;&nbsp;&nbsp;Banque Centrale Populaire | 574 | 12561 |
| TOTAL MOROCCO |  | 61487 |
| **NIGERIA — 0.5%** |  |  |
| Financials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Guaranty Trust Holding | 216406 | 11719 |
| &nbsp;&nbsp;&nbsp;Zenith Bank | 230376 | 12500 |
|  |  | 24219 |
| Materials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Dangote Cement | 146538 | 84885 |
| TOTAL NIGERIA |  | 109104 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **OMAN — 0.2%** |  |  |
| Financials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;BankMuscat SAOG | 59290 | $42499 |
| **PERU — 0.7%** |  |  |
| Financials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Credicorp | 1144 | 153639 |
| **PHILIPPINES — 5.2%** |  |  |
| Communication Services — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;PLDT | 4028 | 98953 |
| Consumer Staples — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Universal Robina | 40714 | 102703 |
| Financials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Bank of the Philippine Islands | 29128 | 55987 |
| &nbsp;&nbsp;&nbsp;BDO Unibank | 38374 | 86262 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust | 28742 | 30122 |
|  |  | 172371 |
| Industrials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;SM Investments | 11281 | 189987 |
| Real Estate — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Ayala Land | 346238 | 185708 |
| &nbsp;&nbsp;&nbsp;SM Prime Holdings | 543198 | 366922 |
|  |  | 552630 |
| Utilities — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Manila Electric | 10706 | 54992 |
| TOTAL PHILIPPINES |  | 1171636 |
| **POLAND — 3.3%** |  |  |
| Communication Services — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Cyfrowy Polsat | 12220 | 51664 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Allegro.eu <sup>\*</sup> | 17485 | 120694 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **Consumer Staples — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Dino Polska <sup>\*</sup> | 2309 | $208062 |
| Financials — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki | 2981 | 63325 |
| &nbsp;&nbsp;&nbsp;Powszechna Kasa Oszczednosci Bank Polski | 14005 | 103772 |
| &nbsp;&nbsp;&nbsp;Powszechny Zaklad Ubezpieczen | 9792 | 82843 |
| &nbsp;&nbsp;&nbsp;Santander Bank Polska | 575 | 38021 |
|  |  | 287961 |
| Utilities — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna <sup>\*</sup> | 42681 | 73634 |
| TOTAL POLAND |  | 742015 |
| **QATAR — 5.1%** |  |  |
| Energy — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Qatar Fuel QSC | 28159 | 138098 |
| &nbsp;&nbsp;&nbsp;Qatar Gas Transport | 116263 | 121315 |
|  |  | 259413 |
| Financials — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Commercial Bank PSQC | 51487 | 84828 |
| &nbsp;&nbsp;&nbsp;Masraf Al Rayan QSC | 88737 | 66521 |
| &nbsp;&nbsp;&nbsp;Qatar International Islamic Bank QSC | 15782 | 44680 |
| &nbsp;&nbsp;&nbsp;Qatar Islamic Bank SAQ | 26358 | 142366 |
|  |  | 338395 |
| Industrials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC | 71113 | 274356 |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Mesaieed Petrochemical Holding | 205171 | 121128 |
| Real Estate — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Barwa Real Estate | 90572 | 70632 |
| Utilities — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Qatar Electricity & Water QSC | 20507 | 100121 |
| TOTAL QATAR |  | 1164045 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **ROMANIA — 1.7%** |  |  |
| Energy — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;OMV Petrom | 1457631 | $148309 |
| Financials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Banca Transilvania | 17213 | 75373 |
| &nbsp;&nbsp;&nbsp;BRD-Groupe Societe Generale | 6641 | 20081 |
|  |  | 95454 |
| Real Estate — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;NEPI Rockcastle | 21286 | 131973 |
| TOTAL ROMANIA |  | 375736 |
| **SAUDI ARABIA — 9.3%** |  |  |
| Communication Services — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat | 7616 | 71736 |
| &nbsp;&nbsp;&nbsp;Mobile Telecommunications Saudi Arabia <sup>\*</sup> | 8509 | 23715 |
| &nbsp;&nbsp;&nbsp;Saudi Research & Media Group <sup>\*</sup> | 726 | 36252 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom | 30274 | 297658 |
|  |  | 429361 |
| Consumer Discretionary — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Jarir Marketing | 1148 | 46006 |
| Consumer Staples — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Almarai JSC | 5042 | 74427 |
| &nbsp;&nbsp;&nbsp;Nahdi Medical | 791 | 39877 |
| &nbsp;&nbsp;&nbsp;Savola Group | 5277 | 42112 |
|  |  | 156416 |
| Financials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank <sup>\*</sup> | 13443 | 293719 |
| &nbsp;&nbsp;&nbsp;Alinma Bank | 6716 | 58785 |
| &nbsp;&nbsp;&nbsp;Arab National Bank | 4120 | 30354 |
| &nbsp;&nbsp;&nbsp;Bank AlBilad <sup>\*</sup> | 3358 | 40129 |
| &nbsp;&nbsp;&nbsp;Bank Al-Jazira | 2655 | 13696 |
| &nbsp;&nbsp;&nbsp;Banque Saudi Fransi | 4050 | 44083 |
| &nbsp;&nbsp;&nbsp;Bupa Arabia for Cooperative Insurance | 487 | 20295 |
| &nbsp;&nbsp;&nbsp;Riyad Bank | 9261 | 76003 |
| &nbsp;&nbsp;&nbsp;Saudi British Bank | 6339 | 61312 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Saudi Investment Bank | 3391 | $16246 |
| &nbsp;&nbsp;&nbsp;Saudi National Bank | 15044 | 189603 |
| &nbsp;&nbsp;&nbsp;Saudi Tadawul Group Holding | 332 | 14331 |
|  |  | 858556 |
| Health Care — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Dr Sulaiman Al Habib Medical Services Group | 1768 | 110235 |
| &nbsp;&nbsp;&nbsp;Mouwasat Medical Services | 986 | 54121 |
|  |  | 164356 |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Elm | 484 | 45911 |
| Materials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients | 4320 | 157698 |
| &nbsp;&nbsp;&nbsp;Saudi Kayan Petrochemical <sup>\*</sup> | 14840 | 52590 |
| &nbsp;&nbsp;&nbsp;Yanbu National Petrochemical | 5110 | 60318 |
|  |  | 270606 |
| Real Estate — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Dar Al Arkan Real Estate Development <sup>\*</sup> | 10685 | 35588 |
| Utilities — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Saudi Electricity | 16817 | 103152 |
| TOTAL SAUDI ARABIA |  | 2109952 |
| **SOUTH AFRICA — 8.0%** |  |  |
| Communication Services — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MultiChoice Group | 17533 | 120525 |
| Consumer Discretionary — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Mr Price Group | 11980 | 113046 |
| &nbsp;&nbsp;&nbsp;Pepkor Holdings | 77410 | 91280 |
|  |  | 204326 |
| Consumer Staples — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Clicks Group | 11432 | 174083 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **Consumer Staples — continued** |  |  |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings | 23718 | $326819 |
|  |  | 500902 |
| Financials — 3.6% |  |  |
| &nbsp;&nbsp;&nbsp;Absa Group | 13551 | 154619 |
| &nbsp;&nbsp;&nbsp;Capitec Bank Holdings | 1391 | 143011 |
| &nbsp;&nbsp;&nbsp;Nedbank Group | 7314 | 94500 |
| &nbsp;&nbsp;&nbsp;Old Mutual | 74374 | 50486 |
| &nbsp;&nbsp;&nbsp;Remgro | 8383 | 67343 |
| &nbsp;&nbsp;&nbsp;Sanlam | 28302 | 91430 |
| &nbsp;&nbsp;&nbsp;Standard Bank Group | 21397 | 212687 |
|  |  | 814076 |
| Materials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals | 5335 | 86863 |
| &nbsp;&nbsp;&nbsp;Harmony Gold Mining | 26360 | 93158 |
|  |  | 180021 |
| TOTAL SOUTH AFRICA |  | 1819850 |
| **SRI LANKA — 0.1%** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;John Keells Holdings | 64452 | 24701 |
| **THAILAND — 10.6%** |  |  |
| Communication Services — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Advanced Info Service NVDR | 31473 | 185921 |
| &nbsp;&nbsp;&nbsp;Intouch Holdings PCL NVDR | 29666 | 65380 |
|  |  | 251301 |
| Consumer Discretionary — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Central Retail NVDR | 47816 | 61562 |
| &nbsp;&nbsp;&nbsp;Home Product Center NVDR | 156333 | 67724 |
| &nbsp;&nbsp;&nbsp;PTT Oil & Retail Business NVDR | 79258 | 53783 |
|  |  | 183069 |
| Consumer Staples — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Berli Jucker NVDR | 31783 | 36588 |
| &nbsp;&nbsp;&nbsp;CP ALL NVDR | 154323 | 310890 |
|  |  | 347478 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **Energy — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production NVDR | 36726 | $190806 |
| &nbsp;&nbsp;&nbsp;Thai Oil NVDR | 32519 | 56891 |
|  |  | 247697 |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Kasikornbank NVDR | 5593 | 24568 |
| &nbsp;&nbsp;&nbsp;Krungthai Card NVDR | 8108 | 13877 |
| &nbsp;&nbsp;&nbsp;SCB X NVDR | 7499 | 23626 |
| &nbsp;&nbsp;&nbsp;Srisawad NVDR | 6212 | 10021 |
|  |  | 72092 |
| Health Care — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services NVDR | 272907 | 245955 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital NVDR | 15725 | 103373 |
|  |  | 349328 |
| Industrials — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Airports of Thailand NVDR <sup>\*</sup> | 113222 | 254672 |
| &nbsp;&nbsp;&nbsp;Bangkok Expressway & Metro NVDR | 201936 | 59339 |
| &nbsp;&nbsp;&nbsp;BTS Group Holdings PCL NVDR | 208801 | 53450 |
|  |  | 367461 |
| Materials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;SCG Packaging NVDR | 34049 | 53895 |
| Real Estate — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Central Pattana NVDR | 53381 | 115220 |
| &nbsp;&nbsp;&nbsp;Land & Houses NVDR | 221035 | 66290 |
|  |  | 181510 |
| Utilities — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Electricity Generating NVDR | 6900 | 36371 |
| &nbsp;&nbsp;&nbsp;Energy Absolute NVDR | 44380 | 116294 |
| &nbsp;&nbsp;&nbsp;Global Power Synergy NVDR | 18631 | 38803 |
| &nbsp;&nbsp;&nbsp;Gulf Energy Development NVDR | 77476 | 126153 |
| &nbsp;&nbsp;&nbsp;Ratch Group NVDR | 28665 | 36689 |
|  |  | 354310 |
| TOTAL THAILAND |  | 2408141 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **TURKEY — 3.0%** |  |  |
| **Communication Services — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri | 57600 | $111155 |
| Consumer Staples – 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar | 21497 | 142281 |
| Financials – 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Akbank Turk | 49607 | 44780 |
| &nbsp;&nbsp;&nbsp;Haci Omer Sabanci Holding | 16355 | 33926 |
| &nbsp;&nbsp;&nbsp;Turkiye Is Bankasi, Cl C | 56129 | 32465 |
|  |  | 111171 |
| Industrials – 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Aselsan Elektronik Sanayi Ve Ticaret | 32221 | 97294 |
| Materials –1.0% |  |  |
| &nbsp;&nbsp;&nbsp;Eregli Demir ve Celik Fabrikalari | 66070 | 133822 |
| &nbsp;&nbsp;&nbsp;Hektas Ticaret \* | 53737 | 89988 |
|  |  | 223810 |
| TOTAL TURKEY |  | 685711 |
| **UNITED ARAB EMIRATES — 7.1%** |  |  |
| Communication Services – 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Emirates Telecommunications Group PJSC | 63460 | 444024 |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi National Oil for Distribution PJSC | 135963 | 162872 |
| Financials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Commercial Bank PJSC <sup>(A)</sup> | 41142 | 94201 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Islamic Bank PJSC | 21471 | 55065 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC | 42817 | 64697 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC | 28008 | 98747 |
| &nbsp;&nbsp;&nbsp;First Abu Dhabi Bank PJSC | 65326 | 241879 |
|  |  | 554589 |
| Industrials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Multiply Group PJSC \* | 146177 | 160780 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Q Holding PJSC <sup>\*</sup> | 89479 | $83802 |
|  |  | 244582 |
| Real Estate — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Aldar Properties PJSC | 167621 | 198970 |
| TOTAL UNITED ARAB EMIRATES |  | 1605037 |
| **VIETNAM — 6.4%** |  |  |
| Consumer Staples — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Masan Group | 53452 | 230472 |
| &nbsp;&nbsp;&nbsp;Saigon Beer Alcohol Beverage | 50 | 403 |
| &nbsp;&nbsp;&nbsp;Vietnam Dairy Products JSC | 68896 | 226544 |
|  |  | 457419 |
| Financials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Bank for Foreign Trade of Vietnam JSC <sup>\*</sup> | 14806 | 58030 |
| &nbsp;&nbsp;&nbsp;Ho Chi Minh City Development Joint Stock Commercial Bank <sup>\*</sup> | 10 | 8 |
| &nbsp;&nbsp;&nbsp;SSI Securities | 34650 | 31920 |
|  |  | 89958 |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Vietjet Aviation JSC <sup>\*</sup> | 14980 | 74301 |
| Materials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Hoa Phat Group JSC | 267621 | 252241 |
| Real Estate — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;No Va Land Investment Group <sup>\*</sup> | 62746 | 37999 |
| &nbsp;&nbsp;&nbsp;Vincom Retail JSC <sup>\*</sup> | 86290 | 109300 |
| &nbsp;&nbsp;&nbsp;Vingroup JSC <sup>\*</sup> | 90129 | 219485 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Next Emerging & Frontier ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC | 102657 | $222849 |
|  |  | 589633 |
| TOTAL VIETNAM |  | 1463552 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,094,179) |  | 22712021 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,094,179) |  | $22712021 |

---

*Percentages are based on Net Assets of $22,722,839.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust*

*(A) Level 3 security in accordance with fair value hierarchy.*

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3<sup>(1)</sup>* | | *Total* | |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*22617820* | | $*—* | | $*94201* | | $*22712021* | |
| *Total Investments in Securities* | | $*22617820* | | $*—* | | $*94201* | | $*22712021* | |

---

*(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Norway ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **BERMUDA — 0.1%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cool <sup>\*</sup> | 7534 | $79517 |
| **BRAZIL — 4.3%** |  |  |
| Materials — 4.3% |  |  |
| &nbsp;&nbsp;&nbsp;Yara International | 97536 | 4316163 |
| **FAROE ISLANDS — 1.9%** |  |  |
| Consumer Staples — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Bakkafrost P/F | 30504 | 1885838 |
| **FRANCE — 1.5%** |  |  |
| Communication Services — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Adevinta, Cl B <sup>\*</sup> | 175014 | 1491121 |
| **GABON — 0.1%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;BW Energy <sup>\*</sup> | 50474 | 140988 |
| **HONG KONG — 0.1%** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cadeler <sup>\*</sup> | 27522 | 114295 |
| **MEXICO — 0.5%** |  |  |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Borr Drilling <sup>\*</sup> | 81847 | 487153 |
| **NETHERLANDS — 0.1%** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Meltwater <sup>\*</sup> | 82850 | 147480 |
| **NORWAY — 87.9%** |  |  |
| Communication Services — 6.7% |  |  |
| &nbsp;&nbsp;&nbsp;Kahoot! <sup>\*</sup> | 161347 | 282366 |
| &nbsp;&nbsp;&nbsp;Schibsted, Cl A | 44236 | 961051 |
| &nbsp;&nbsp;&nbsp;Schibsted, Cl B | 58963 | 1225512 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Norway ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Communication Services — continued |  |  |
| &nbsp;&nbsp;&nbsp;Telenor | 414063 | $4325830 |
|  |  | 6794759 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Europris | 95833 | 615492 |
| Consumer Staples — 11.9% |  |  |
| &nbsp;&nbsp;&nbsp;Austevoll Seafood | 54987 | 543085 |
| &nbsp;&nbsp;&nbsp;Grieg Seafood | 31421 | 280291 |
| &nbsp;&nbsp;&nbsp;Leroy Seafood Group | 180381 | 1058276 |
| &nbsp;&nbsp;&nbsp;Mowi | 264934 | 4881846 |
| &nbsp;&nbsp;&nbsp;Orkla | 458296 | 3414651 |
| &nbsp;&nbsp;&nbsp;Salmar | 39545 | 1830712 |
|  |  | 12008861 |
| Energy — 27.3% |  |  |
| &nbsp;&nbsp;&nbsp;Aker BP | 192826 | 5853362 |
| &nbsp;&nbsp;&nbsp;Aker Solutions | 151494 | 594858 |
| &nbsp;&nbsp;&nbsp;BW Offshore | 54213 | 144159 |
| &nbsp;&nbsp;&nbsp;DNO | 269904 | 331021 |
| &nbsp;&nbsp;&nbsp;Equinor | 584338 | 17743821 |
| &nbsp;&nbsp;&nbsp;FLEX LNG | 18300 | 563937 |
| &nbsp;&nbsp;&nbsp;Frontline | 73773 | 1015868 |
| &nbsp;&nbsp;&nbsp;Odfjell Drilling <sup>\*</sup> | 57353 | 152164 |
| &nbsp;&nbsp;&nbsp;TGS | 72478 | 1192214 |
|  |  | 27591404 |
| Financials — 18.6% |  |  |
| &nbsp;&nbsp;&nbsp;DNB Bank | 566145 | 10539851 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring | 121408 | 2174544 |
| &nbsp;&nbsp;&nbsp;Protector Forsikring | 37215 | 535781 |
| &nbsp;&nbsp;&nbsp;Sparebank 1 Nord Norge | 57546 | 534655 |
| &nbsp;&nbsp;&nbsp;Sparebank 1 Oestlandet | 24287 | 284006 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SMN | 78618 | 999623 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SR-Bank | 108516 | 1253748 |
| &nbsp;&nbsp;&nbsp;Storebrand | 285086 | 2467182 |
|  |  | 18789390 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Norway ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Nykode Therapeutics <sup>\*</sup> | 80985 | $230754 |
| Industrials — 11.5% |  |  |
| &nbsp;&nbsp;&nbsp;Aker ASA, Cl A | 15761 | 1133760 |
| &nbsp;&nbsp;&nbsp;Aker Carbon Capture <sup>\*</sup> | 200006 | 293854 |
| &nbsp;&nbsp;&nbsp;Aker Horizons Holding <sup>\*</sup> | 142599 | 205085 |
| &nbsp;&nbsp;&nbsp;Bonheur | 12866 | 343282 |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group | 78735 | 749336 |
| &nbsp;&nbsp;&nbsp;Hexagon Composites <sup>\*</sup> | 72095 | 242091 |
| &nbsp;&nbsp;&nbsp;Hexagon Purus Holding <sup>\*</sup> | 47164 | 123337 |
| &nbsp;&nbsp;&nbsp;Hoegh Autoliners | 16004 | 99342 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen | 54278 | 2151937 |
| &nbsp;&nbsp;&nbsp;MPC Container Ships | 163674 | 259073 |
| &nbsp;&nbsp;&nbsp;NEL <sup>\*</sup> | 885109 | 1502911 |
| &nbsp;&nbsp;&nbsp;Norwegian Air Shuttle <sup>\*</sup> | 391638 | 370533 |
| &nbsp;&nbsp;&nbsp;Stolt-Nielsen | 15441 | 404257 |
| &nbsp;&nbsp;&nbsp;TOMRA Systems | 143772 | 2520985 |
| &nbsp;&nbsp;&nbsp;Veidekke | 65203 | 671075 |
| &nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen, Cl B | 64982 | 613176 |
|  |  | 11684034 |
| Information Technology — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Atea | 50760 | 570197 |
| &nbsp;&nbsp;&nbsp;Crayon Group Holding <sup>\*</sup> | 42788 | 427741 |
| &nbsp;&nbsp;&nbsp;Nordic Semiconductor <sup>\*</sup> | 105254 | 1658647 |
| &nbsp;&nbsp;&nbsp;Volue <sup>\*</sup> | 31084 | 94451 |
|  |  | 2751036 |
| Materials — 7.9% |  |  |
| &nbsp;&nbsp;&nbsp;BEWi | 29024 | 150812 |
| &nbsp;&nbsp;&nbsp;Borregaard | 57491 | 884100 |
| &nbsp;&nbsp;&nbsp;Elkem | 190859 | 672232 |
| &nbsp;&nbsp;&nbsp;Elopak | 75333 | 180258 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro | 752331 | 6051338 |
| &nbsp;&nbsp;&nbsp;Norske Skog <sup>\*</sup> | 14988 | 102488 |
|  |  | 8041228 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X MSCI Norway ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Entra | 39190 | $460632 |
| TOTAL NORWAY |  | 88967590 |
| **SINGAPORE — 0.8%** |  |  |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;BW LPG | 51138 | 421617 |
| &nbsp;&nbsp;&nbsp;Hafnia | 71055 | 371343 |
| TOTAL SINGAPORE |  | 792960 |
| **SOUTH AFRICA — 0.6%** |  |  |
| Utilities — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Scatec | 73251 | 593298 |
| **UNITED KINGDOM — 1.8%** |  |  |
| Energy — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Subsea 7 | 144510 | 1791862 |
| **UNITED STATES — 0.2%** |  |  |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;REC Silicon <sup>\*</sup> | 167485 | 237270 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $120,413,761) |  | 101045535 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $120,413,761) |  | $101045535 |

---

*Percentages are based on Net Assets of $101,180,526.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X FTSE Southeast Asia ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 1.5%** |  |  |
| Consumer Staples — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Wilmar International | 236732 | $733061 |
| **INDONESIA — 22.1%** |  |  |
| Communication Services — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero | 5225375 | 1342074 |
| Consumer Discretionary — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Astra International | 2276155 | 911069 |
| Consumer Staples — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Hanjaya Mandala Sampoerna | 986857 | 64189 |
| &nbsp;&nbsp;&nbsp;Unilever Indonesia | 652674 | 202899 |
|  |  | 267088 |
| Financials — 16.8% |  |  |
| &nbsp;&nbsp;&nbsp;Bank Central Asia | 6252639 | 3535098 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri | 2472934 | 1641474 |
| &nbsp;&nbsp;&nbsp;Bank Negara Indonesia Persero | 840796 | 513228 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero | 7837284 | 2394580 |
|  |  | 8084380 |
| TOTAL INDONESIA |  | 10604611 |
| **MALAYSIA — 13.5%** |  |  |
| Financials — 8.9% |  |  |
| &nbsp;&nbsp;&nbsp;CIMB Group Holdings | 761245 | 1026117 |
| &nbsp;&nbsp;&nbsp;Malayan Banking | 801139 | 1641436 |
| &nbsp;&nbsp;&nbsp;Public Bank | 1600955 | 1591291 |
|  |  | 4258844 |
| Health Care — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;IHH Healthcare | 239397 | 332235 |
| Materials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group | 318068 | 622603 |
| &nbsp;&nbsp;&nbsp;Press Metal Aluminium Holdings | 395126 | 479810 |
|  |  | 1102413 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X FTSE Southeast Asia ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Tenaga Nasional | 362544 | $800601 |
| TOTAL MALAYSIA |  | 6494093 |
| **PHILIPPINES — 4.8%** |  |  |
| Financials — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;BDO Unibank | 267888 | 602198 |
| Industrials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Ayala | 31998 | 414125 |
| Real Estate — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;Ayala Land | 833005 | 446791 |
| &nbsp;&nbsp;&nbsp;SM Prime Holdings | 1197931 | 809183 |
|  |  | 1255974 |
| Utilities — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;ACEN | 105477 | 13516 |
| TOTAL PHILIPPINES |  | 2285813 |
| **SINGAPORE — 35.1%** |  |  |
| Communication Services — 3.4% |  |  |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications | 847858 | 1619145 |
| Financials — 26.6% |  |  |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings | 204250 | 5561766 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking | 396908 | 3904607 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank | 145502 | 3302260 |
|  |  | 12768633 |
| Industrials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Singapore Airlines | 143547 | 646554 |
| Real Estate — 3.7% |  |  |
| &nbsp;&nbsp;&nbsp;CapitaLand Integrated Commercial Trust <sup>‡</sup> | 569795 | 927729 |
| &nbsp;&nbsp;&nbsp;Capitaland Investment | 287110 | 865033 |
|  |  | 1792762 |
| TOTAL SINGAPORE |  | 16827094 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X FTSE Southeast Asia ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **THAILAND — 23.0%** |  |  |
| Communication Services — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Advanced Info Service NVDR | 125734 | $742749 |
| Consumer Discretionary — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;PTT Oil & Retail Business <sup>(A)</sup> | 310614 | 210777 |
| Consumer Staples — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;CP ALL NVDR | 670917 | 1351590 |
| Energy — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;PTT NVDR | 1611615 | 1623332 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production NVDR | 155285 | 806767 |
|  |  | 2430099 |
| Financials — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Kasikornbank NVDR | 170765 | 750104 |
| &nbsp;&nbsp;&nbsp;SCB X NVDR | 191107 | 602094 |
|  |  | 1352198 |
| Health Care — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services NVDR | 1003036 | 903978 |
| Industrials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Airports of Thailand NVDR <sup>\*</sup> | 483259 | 1087003 |
| Information Technology — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Delta Electronics Thailand NVDR <sup>(A)</sup> | 31361 | 855041 |
| Materials — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Siam Cement NVDR | 81865 | 833282 |
| Utilities — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Energy Absolute | 188813 | 494769 |
| &nbsp;&nbsp;&nbsp;Gulf Energy Development NVDR | 477963 | 778265 |
|  |  | 1273034 |
| TOTAL THAILAND |  | 11039751 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $45,381,624) |  | 47984423 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X FTSE Southeast Asia ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government Portfolio, Cl Institutional, |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $156,138) | 156138 | $156138 |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $531,104 (collateralized by various U.S. Treasury Obligations, ranging in par value $32,808 - $40,402, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $540,968) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $531,042) | $531042 | 531042 |
| TOTAL INVESTMENTS — 101.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $46,068,804) |  | $48671603 |

---

*Percentages are based on Net Assets of $48,008,030.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X FTSE Southeast Asia ETF**

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* | |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*47984423* | | $*—* | | $*—* | | $*47984423* | |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | | *156138* | | *—* | | *—* | | *156138* | |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | | *—* | | *531042* | | *—* | | *531042* | |
| *Total Investments in *Securities* | | $*48140561* | | $*531042* | | $*—* | | $*48671603* | |

---

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Glossary: (abbreviations which may be used in the preceding Schedules of Investments)**

**Fund Abbreviations**

ADR — *American Depositary Receipt*

Cl — *Class*

ETF — *Exchange-Traded Fund*

GDR — *Global Depositary Receipt*

JSC — *Joint-Stock Company*

NVDR — *Non-Voting Depositary Receipt*

PJSC — *Public Joint-Stock Company*

SDR — *Swedish Depositary Receipt*

GLX-QH-002-2300

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Social Media ETF** | **Global X Social Media ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **CHINA — 38.4%** |  |  |
| Communication Services — 37.8% |  |  |
| &nbsp;&nbsp;&nbsp;Baidu ADR <sup>\*</sup> | 57186 | $7701810 |
| &nbsp;&nbsp;&nbsp;Bilibili ADR <sup>\* (A)</sup> | 207218 | 5180450 |
| &nbsp;&nbsp;&nbsp;Hello Group ADR | 96408 | 988182 |
| &nbsp;&nbsp;&nbsp;HUYA ADR <sup>\*</sup> | 22615 | 124383 |
| &nbsp;&nbsp;&nbsp;JOYY ADR | 19719 | 703574 |
| &nbsp;&nbsp;&nbsp;Kuaishou Technology, Cl B <sup>\*</sup> | 825888 | 7233125 |
| &nbsp;&nbsp;&nbsp;Meitu <sup>\*</sup> | 2568100 | 635591 |
| &nbsp;&nbsp;&nbsp;NetEase ADR | 81842 | 7252020 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings | 389527 | 18992954 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR <sup>\*</sup> | 404814 | 3396389 |
| &nbsp;&nbsp;&nbsp;Weibo ADR <sup>\*</sup> | 97524 | 2218671 |
|  |  | 54427149 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 38953 | 867653 |
| TOTAL CHINA |  | 55294802 |
| **GERMANY — 1.0%** |  |  |
| Communication Services — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;United Internet | 61295 | 1417260 |
| **JAPAN — 7.2%** |  |  |
| Communication Services — 7.2% |  |  |
| &nbsp;&nbsp;&nbsp;DeNA | 52904 | 739586 |
| &nbsp;&nbsp;&nbsp;giftee <sup>\* (A)</sup> | 12442 | 210101 |
| &nbsp;&nbsp;&nbsp;Gree | 33855 | 183014 |
| &nbsp;&nbsp;&nbsp;Kakaku.com | 87389 | 1444780 |
| &nbsp;&nbsp;&nbsp;MIXI | 25936 | 496004 |
| &nbsp;&nbsp;&nbsp;Nexon <sup>(A)</sup> | 306186 | 7357693 |
| TOTAL JAPAN |  | 10431178 |
| **SOUTH KOREA — 12.9%** |  |  |
| Communication Services — 12.9% |  |  |
| &nbsp;&nbsp;&nbsp;AfreecaTV <sup>\*</sup> | 5395 | 347754 |
| &nbsp;&nbsp;&nbsp;Com2uSCorp | 5497 | 295869 |
| &nbsp;&nbsp;&nbsp;Kakao | 172941 | 8620374 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Social Media ETF** | **Global X Social Media ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Communication Services — continued |  |  |
| &nbsp;&nbsp;&nbsp;NAVER | 57088 | $9384900 |
| TOTAL SOUTH KOREA |  | 18648897 |
| **TAIWAN — 0.1%** |  |  |
| Consumer Discretionary — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;PChome Online | 65744 | 142546 |
| **UNITED ARAB EMIRATES — 0.2%** |  |  |
| Communication Services — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Yalla Group ADR <sup>\* (A)</sup> | 63622 | 302205 |
| **UNITED STATES — 40.1%** |  |  |
| Communication Services — 37.6% |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 58257 | 5758122 |
| &nbsp;&nbsp;&nbsp;Angi, Cl A <sup>\*</sup> | 51140 | 148817 |
| &nbsp;&nbsp;&nbsp;Bumble, Cl A <sup>\* (A)</sup> | 55830 | 1437623 |
| &nbsp;&nbsp;&nbsp;IAC <sup>\*</sup> | 53856 | 3042864 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 113965 | 6167786 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 91516 | 13633139 |
| &nbsp;&nbsp;&nbsp;Nextdoor Holdings <sup>\*</sup> | 70238 | 172785 |
| &nbsp;&nbsp;&nbsp;Pinterest, Cl A <sup>\* (A)</sup> | 232578 | 6114476 |
| &nbsp;&nbsp;&nbsp;Snap, Cl A <sup>\*</sup> | 712527 | 8236812 |
| &nbsp;&nbsp;&nbsp;Spotify Technology <sup>\*</sup> | 67159 | 7570162 |
| &nbsp;&nbsp;&nbsp;Vimeo <sup>\*</sup> | 96525 | 438224 |
| &nbsp;&nbsp;&nbsp;Yelp, Cl A <sup>\*</sup> | 44730 | 1409442 |
|  |  | 54130252 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Fiverr International <sup>\*</sup> | 21143 | 784194 |
| &nbsp;&nbsp;&nbsp;Groupon, Cl A <sup>\* (A)</sup> | 12608 | 104142 |
|  |  | 888336 |
| Information Technology — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Life360, Cl CDI <sup>\*</sup> | 74702 | 290040 |
| &nbsp;&nbsp;&nbsp;Sprinklr, Cl A <sup>\*</sup> | 48653 | 483611 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Social Media ETF** | **Global X Social Media ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Sprout Social, Cl A <sup>\*</sup> | 31132 | $1991514 |
|  |  | 2765165 |
| TOTAL UNITED STATES |  | 57783753 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $246,119,111) |  | 144020641 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 2.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,583,693) | 3583693 | 3583693 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 8.5%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $12,189,941 (collateralized by various U.S. Treasury Obligations, ranging in par value $753,003 - $927,320, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $12,416,287) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $12,188,515) | $12188515 | 12188515 |
| TOTAL INVESTMENTS — 110.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $261,891,319) |  | $159792849 |

---

 

*Percentages are based on Net Assets of $144,127,045.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Social Media ETF** | **Global X Social Media ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*144020641* | $*—* | $*—* | $*144020641* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *3583693* | *—* | *—* | *3583693* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *12188515* | *—* | *12188515* |
| *Total Investments in Securities* | $*147604334* | $*12188515* | $*—* | $*159792849* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Lithium & Battery Tech ETF** | **Global X Lithium & Battery Tech ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **AUSTRALIA — 11.9%** |  |  |
| Materials — 11.9% |  |  |
| &nbsp;&nbsp;&nbsp;Allkem <sup>\*</sup> | 7104209 | $64977827 |
| &nbsp;&nbsp;&nbsp;Core Lithium <sup>\* (A)</sup> | 19839641 | 16216852 |
| &nbsp;&nbsp;&nbsp;IGO | 8917795 | 91557051 |
| &nbsp;&nbsp;&nbsp;Liontown Resources <sup>\* (A)</sup> | 20627974 | 22820806 |
| &nbsp;&nbsp;&nbsp;Mineral Resources | 1983087 | 124283551 |
| &nbsp;&nbsp;&nbsp;Pilbara Minerals <sup>\*</sup> | 34892967 | 116790164 |
| &nbsp;&nbsp;&nbsp;Sayona Mining <sup>\* (A)</sup> | 76417372 | 14000392 |
| TOTAL AUSTRALIA |  | 450646643 |
| **BRAZIL — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Sigma Lithium <sup>\*</sup> | 631091 | 19248275 |
| **CANADA — 0.8%** |  |  |
| Materials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Lithium Americas <sup>\* (A)</sup> | 1242223 | 31149834 |
| **CHILE — 4.5%** |  |  |
| Materials — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;Sociedad Quimica y Minera de Chile ADR | 1725681 | 168322925 |
| **CHINA — 38.0%** |  |  |
| Consumer Discretionary — 5.6% |  |  |
| &nbsp;&nbsp;&nbsp;BYD, Cl H | 6747074 | 210885065 |
| Industrials — 13.8% |  |  |
| &nbsp;&nbsp;&nbsp;Beijing Easpring Material Technology, Cl A | 3552048 | 35369079 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology, Cl A | 2786305 | 191834757 |
| &nbsp;&nbsp;&nbsp;Eve Energy, Cl A | 13069168 | 170308466 |
| &nbsp;&nbsp;&nbsp;Sunwoda Electronic, Cl A | 12988591 | 45174030 |
| &nbsp;&nbsp;&nbsp;Wuxi Lead Intelligent Equipment, Cl A | 11237536 | 76720864 |
|  |  | 519407196 |
| Information Technology — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;NAURA Technology Group, Cl A | 2753941 | 95492073 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Lithium & Battery Tech ETF** | **Global X Lithium & Battery Tech ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — 16.1% |  |  |
| &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group, Cl A | 12614740 | $147173211 |
| &nbsp;&nbsp;&nbsp;Guangzhou Tinci Materials Technology, Cl A | 12558678 | 91223644 |
| &nbsp;&nbsp;&nbsp;Shanghai Putailai New Energy Technology, Cl A | 6743156 | 55088535 |
| &nbsp;&nbsp;&nbsp;Shenzhen Capchem Technology, Cl A | 3891290 | 28156105 |
| &nbsp;&nbsp;&nbsp;Tianqi Lithium, Cl A <sup>\*</sup> | 11605541 | 164856119 |
| &nbsp;&nbsp;&nbsp;Yunnan Energy New Material, Cl A | 5117859 | 118077054 |
|  |  | 604574668 |
| TOTAL CHINA |  | 1430359002 |
| **JAPAN — 11.0%** |  |  |
| Consumer Discretionary — 5.8% |  |  |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings | 23737909 | 219043337 |
| Industrials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;GS Yuasa | 899046 | 15624161 |
| &nbsp;&nbsp;&nbsp;Japan Steel Works | 797649 | 16861372 |
|  |  | 32485533 |
| Information Technology — 4.3% |  |  |
| &nbsp;&nbsp;&nbsp;TDK | 4560625 | 161495468 |
| TOTAL JAPAN |  | 413024338 |
| **NORWAY — 0.3%** |  |  |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;FREYR Battery <sup>\* (A)</sup> | 1199795 | 10570194 |
| **SOUTH KOREA — 10.1%** |  |  |
| Industrials — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;LG Energy Solution <sup>\* (A)</sup> | 271859 | 114985013 |
| Information Technology — 7.0% |  |  |
| &nbsp;&nbsp;&nbsp;L&F <sup>(A)</sup> | 276116 | 46176243 |
| &nbsp;&nbsp;&nbsp;Samsung SDI | 393841 | 219013707 |
|  |  | 265189950 |
| TOTAL SOUTH KOREA |  | 380174963 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Lithium & Battery Tech ETF** | **Global X Lithium & Battery Tech ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **TAIWAN — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Simplo Technology | 1988180 | $19600376 |
| **UNITED STATES — 22.4%** |  |  |
| Consumer Discretionary — 9.0% |  |  |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\* (A)</sup> | 6801146 | 79505397 |
| &nbsp;&nbsp;&nbsp;QuantumScape, Cl A <sup>\* (A)</sup> | 2716389 | 23116470 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 5404703 | 104851238 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 756335 | 131012349 |
|  |  | 338485454 |
| Industrials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;EnerSys | 480975 | 39930544 |
| &nbsp;&nbsp;&nbsp;Enovix <sup>\* (A)</sup> | 1391704 | 11050130 |
|  |  | 50980674 |
| Materials — 12.0% |  |  |
| &nbsp;&nbsp;&nbsp;Albemarle | 1413098 | 397716432 |
| &nbsp;&nbsp;&nbsp;Livent <sup>\*</sup> | 2144147 | 55576291 |
|  |  | 453292723 |
| TOTAL UNITED STATES |  | 842758851 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,264,698,472) |  | 3765855401 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 1.7%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $62,541,779) | 62541779 | 62541779 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Lithium & Battery Tech ETF** | **Global X Lithium & Battery Tech ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 5.6%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $212,732,308 (collateralized by various U.S. Treasury Obligations, ranging in par value $13,140,998 - $16,183,085, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $216,682,346) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $212,707,433) | $212707433 | $212707433 |
| TOTAL INVESTMENTS — 107.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,539,947,684) |  | $4041104613 |

---

 

*Percentages are based on Net Assets of $3,765,869,385.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*3765855401* | $*—* | $*—* | $*3765855401* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *62541779* | *—* | *—* | *62541779* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *212707433* | *—* | *212707433* |
| *Total Investments in Securities* | $*3828397180* | $*212707433* | $*—* | $*4041104613* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Disruptive Materials ETF** | **Global X Disruptive Materials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **AUSTRALIA — 10.5%** |  |  |
| Materials — 10.5% |  |  |
| &nbsp;&nbsp;&nbsp;Allkem <sup>\*</sup> | 19200 | $175611 |
| &nbsp;&nbsp;&nbsp;IGO | 19409 | 199268 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths <sup>\*</sup> | 30890 | 204389 |
| &nbsp;&nbsp;&nbsp;Syrah Resources <sup>\*</sup> | 21138 | 32769 |
| TOTAL AUSTRALIA |  | 612037 |
| **CANADA — 2.3%** |  |  |
| Materials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;HudBay Minerals | 7471 | 43280 |
| &nbsp;&nbsp;&nbsp;Lithium Americas <sup>\*</sup> | 3581 | 89797 |
| TOTAL CANADA |  | 133077 |
| **CHILE — 7.3%** |  |  |
| Materials — 7.3% |  |  |
| &nbsp;&nbsp;&nbsp;Antofagasta | 11783 | 251318 |
| &nbsp;&nbsp;&nbsp;Lundin Mining | 22608 | 170617 |
| TOTAL CHILE |  | 421935 |
| **CHINA — 28.2%** |  |  |
| Industrials — 4.7% |  |  |
| &nbsp;&nbsp;&nbsp;Eve Energy, Cl A | 15100 | 196773 |
| &nbsp;&nbsp;&nbsp;Fangda Carbon New Material, Cl A <sup>\*</sup> | 77300 | 75277 |
|  |  | 272050 |
| Materials — 23.5% |  |  |
| &nbsp;&nbsp;&nbsp;China Nonferrous Mining | 38600 | 21027 |
| &nbsp;&nbsp;&nbsp;China Northern Rare Earth Group High-Tech, Cl A | 46500 | 199783 |
| &nbsp;&nbsp;&nbsp;China Rare Earth Resources And Technology, Cl A <sup>\*</sup> | 15900 | 97069 |
| &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group, Cl H | 13642 | 124089 |
| &nbsp;&nbsp;&nbsp;MMG <sup>\*</sup> | 95000 | 30662 |
| &nbsp;&nbsp;&nbsp;Nanjing Hanrui Cobalt, Cl A | 6900 | 44708 |
| &nbsp;&nbsp;&nbsp;Shenghe Resources Holding, Cl A | 49500 | 120219 |
| &nbsp;&nbsp;&nbsp;Sinofibers Technology, Cl A | 8400 | 71384 |
| &nbsp;&nbsp;&nbsp;South Manganese Investment <sup>\*</sup> | 137000 | 12759 |
| &nbsp;&nbsp;&nbsp;Tongling Nonferrous Metals Group, Cl A | 363700 | 187857 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Disruptive Materials ETF** | **Global X Disruptive Materials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Weihai Guangwei Composites, Cl A | 9800 | $104704 |
| &nbsp;&nbsp;&nbsp;Western Mining, Cl A | 57600 | 98375 |
| &nbsp;&nbsp;&nbsp;Yunnan Tin, Cl A | 32700 | 73416 |
| &nbsp;&nbsp;&nbsp;Zhejiang Huayou Cobalt, Cl A | 18430 | 179287 |
|  |  | 1365339 |
| TOTAL CHINA |  | 1637389 |
| **FINLAND — 0.1%** |  |  |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Jervois Global <sup>\*</sup> | 46500 | 8028 |
| **FRANCE — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Eramet | 280 | 27825 |
| **GERMANY — 0.3%** |  |  |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;SGL Carbon <sup>\*</sup> | 2341 | 20161 |
| **INDONESIA — 1.2%** |  |  |
| Materials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Nickel Mines | 44502 | 34337 |
| &nbsp;&nbsp;&nbsp;Vale Indonesia <sup>\*</sup> | 70242 | 34793 |
| TOTAL INDONESIA |  | 69130 |
| **JAPAN — 5.7%** |  |  |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Nippon Carbon | 468 | 15888 |
| Materials — 5.4% |  |  |
| &nbsp;&nbsp;&nbsp;Nippon Denko | 5654 | 16782 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining | 6138 | 247701 |
| &nbsp;&nbsp;&nbsp;Tokai Carbon | 6064 | 51899 |
|  |  | 316382 |
| TOTAL JAPAN |  | 332270 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Disruptive Materials ETF** | **Global X Disruptive Materials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **MEXICO — 3.8%** |  |  |
| Materials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Southern Copper | 2935 | $220741 |
| **NETHERLANDS — 0.7%** |  |  |
| Materials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;AMG Advanced Metallurgical Group | 1042 | 40446 |
| **SOUTH AFRICA — 14.5%** |  |  |
| Materials — 14.5% |  |  |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals | 3646 | 59363 |
| &nbsp;&nbsp;&nbsp;Anglo American | 6406 | 273384 |
| &nbsp;&nbsp;&nbsp;Anglo American Platinum | 1954 | 144083 |
| &nbsp;&nbsp;&nbsp;Impala Platinum Holdings | 20624 | 238281 |
| &nbsp;&nbsp;&nbsp;Northam Platinum Holdings <sup>\*</sup> | 10647 | 104268 |
| &nbsp;&nbsp;&nbsp;Royal Bafokeng Platinum | 2707 | 25862 |
| TOTAL SOUTH AFRICA |  | 845241 |
| **SWEDEN — 5.0%** |  |  |
| Materials — 5.0% |  |  |
| &nbsp;&nbsp;&nbsp;Boliden | 6447 | 287873 |
| **TAIWAN — 0.3%** |  |  |
| Information Technology — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Acme Electronics <sup>\*</sup> | 17398 | 15326 |
| **UNITED STATES — 14.8%** |  |  |
| Industrials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;GrafTech International | 6634 | 43387 |
| Materials — 14.0% |  |  |
| &nbsp;&nbsp;&nbsp;Albemarle | 694 | 195326 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 6992 | 311983 |
| &nbsp;&nbsp;&nbsp;Livent <sup>\*</sup> | 6104 | 158216 |
| &nbsp;&nbsp;&nbsp;MP Materials <sup>\*</sup> | 4628 | 150456 |
|  |  | 815981 |
| TOTAL UNITED STATES |  | 859368 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Disruptive Materials ETF** | **Global X Disruptive Materials ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **ZAMBIA — 4.7%** |  |  |
| Materials — 4.7% |  |  |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals | 11854 | $274241 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,156,168) |  | 5805088 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,156,168) |  | $5805088 |

---

*Percentages are based on Net Assets of $5,812,151.*

*\** *Non-income producing security.*

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

 

*See "Glossary" for abbreviations.*

 

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X E-commerce ETF** | **Global X E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.1%** |  |  |
| **AUSTRALIA — 0.5%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Temple & Webster Group <sup>\*</sup> | 63393 | $255066 |
| **BRAZIL — 4.6%** |  |  |
| Communication Services — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;VTEX, Cl A <sup>\*</sup> | 44284 | 200606 |
| Consumer Discretionary — 4.2% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 1869 | 2208579 |
| TOTAL BRAZIL |  | 2409185 |
| **CANADA — 4.9%** |  |  |
| Information Technology — 4.9% |  |  |
| &nbsp;&nbsp;&nbsp;Shopify, Cl A <sup>\*</sup> | 52080 | 2565982 |
| **CHINA — 23.3%** |  |  |
| Communication Services — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;NetEase ADR | 22447 | 1989029 |
| Consumer Discretionary — 18.8% |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding ADR <sup>\*</sup> | 16915 | 1864033 |
| &nbsp;&nbsp;&nbsp;Baozun ADR <sup>\*</sup> | 41149 | 313144 |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 30297 | 1803580 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 20480 | 2006630 |
| &nbsp;&nbsp;&nbsp;Trip.com Group ADR <sup>\*</sup> | 51758 | 1902624 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings ADR <sup>\*</sup> | 126165 | 1951773 |
|  |  | 9841784 |
| Financials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;LexinFintech Holdings ADR <sup>\*</sup> | 104797 | 347926 |
| TOTAL CHINA |  | 12178739 |
| **GERMANY — 0.6%** |  |  |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Jumia Technologies ADR <sup>\* (A)</sup> | 76303 | 320473 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X E-commerce ETF** | **Global X E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **ISRAEL — 3.3%** |  |  |
| Consumer Discretionary — 3.3% |  |  |
| &nbsp;&nbsp;&nbsp;Global-e Online <sup>\*</sup> | 57034 | $1709309 |
| **JAPAN — 4.1%** |  |  |
| Consumer Discretionary — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Rakuten Group | 394424 | 1992668 |
| Information Technology — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;BASE <sup>\*</sup> | 76739 | 154605 |
| TOTAL JAPAN |  | 2147273 |
| **SINGAPORE — 4.1%** |  |  |
| Communication Services — 4.1% |  |  |
| &nbsp;&nbsp;&nbsp;Sea ADR <sup>\*</sup> | 32788 | 2113187 |
| **UNITED KINGDOM — 4.2%** |  |  |
| Consumer Discretionary — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;ASOS <sup>\*</sup> | 49666 | 533481 |
| Consumer Staples — 3.2% |  |  |
| &nbsp;&nbsp;&nbsp;Ocado Group <sup>\*</sup> | 207762 | 1652315 |
| TOTAL UNITED KINGDOM |  | 2185796 |
| **UNITED STATES — 50.5%** |  |  |
| Communication Services — 6.6% |  |  |
| &nbsp;&nbsp;&nbsp;Angi, Cl A <sup>\*</sup> | 59323 | 172630 |
| &nbsp;&nbsp;&nbsp;Shutterstock | 18238 | 1372774 |
| &nbsp;&nbsp;&nbsp;TripAdvisor <sup>\*</sup> | 81308 | 1894476 |
|  |  | 3439880 |
| Consumer Discretionary — 32.9% |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 20091 | 2071985 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 848 | 2064117 |
| &nbsp;&nbsp;&nbsp;eBay | 41225 | 2040637 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 14541 | 2000551 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 18610 | 2127123 |
| &nbsp;&nbsp;&nbsp;Groupon, Cl A <sup>\*</sup> | 17669 | 145946 |
| &nbsp;&nbsp;&nbsp;Lands' End <sup>\*</sup> | 16686 | 150674 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X E-commerce ETF** | **Global X E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Overstock.com <sup>\*</sup> | 34694 | $839942 |
| &nbsp;&nbsp;&nbsp;PetMed Express | 15385 | 330470 |
| &nbsp;&nbsp;&nbsp;Qurate Retail, Cl A <sup>\*</sup> | 261008 | 673401 |
| &nbsp;&nbsp;&nbsp;Wayfair, Cl A <sup>\*</sup> | 45444 | 2749362 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma | 14883 | 2008312 |
|  |  | 17202520 |
| Financials — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;eHealth <sup>\*</sup> | 22745 | 188784 |
| &nbsp;&nbsp;&nbsp;LendingTree <sup>\*</sup> | 8287 | 328662 |
|  |  | 517446 |
| Industrials — 3.6% |  |  |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 23829 | 1856279 |
| Information Technology — 6.4% |  |  |
| &nbsp;&nbsp;&nbsp;BigCommerce Holdings <sup>\*</sup> | 46440 | 569355 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Cl A <sup>\*</sup> | 25332 | 2080517 |
| &nbsp;&nbsp;&nbsp;LivePerson <sup>\*</sup> | 53698 | 691630 |
|  |  | 3341502 |
| TOTAL UNITED STATES |  | 26357627 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $96,183,303) |  | 52242637 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $45,031) | 45031 | 45031 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X E-commerce ETF** | **Global X E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $153,175 (collateralized by various U.S. Treasury Obligations, ranging in par value $9,462 - $11,652, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $156,018) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $153,157) | $153157 | $153157 |
| TOTAL INVESTMENTS — 100.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $96,381,491) |  | $52440825 |

---

 

*Percentages are based on Net Assets of $52,203,833.*

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*52242637* | $*—* | $*—* | $*52242637* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *45031* | *—* | *—* | *45031* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *153157* | *—* | *153157* |
| *Total Investments in Securities* | $*52287668* | $*153157* | $*—* | $*52440825* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Emerging Markets Internet & E-commerce ETF** | **Global X Emerging Markets Internet & E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.8%** |  |  |
| **BRAZIL — 12.9%** |  |  |
| Consumer Discretionary — 5.7% |  |  |
| &nbsp;&nbsp;&nbsp;Magazine Luiza <sup>\*</sup> | 22849 | $19881 |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 125 | 147711 |
|  |  | 167592 |
| Financials — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;NU Holdings, Cl A <sup>\*</sup> | 21787 | 101310 |
| &nbsp;&nbsp;&nbsp;XP, Cl A <sup>\*</sup> | 3114 | 55491 |
|  |  | 156801 |
| Information Technology — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Pagseguro Digital, Cl A <sup>\*</sup> | 1423 | 14358 |
| &nbsp;&nbsp;&nbsp;StoneCo, Cl A <sup>\*</sup> | 1959 | 21863 |
| &nbsp;&nbsp;&nbsp;TOTVS | 2997 | 17700 |
|  |  | 53921 |
| TOTAL BRAZIL |  | 378314 |
| **CHILE — 0.5%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Falabella | 6562 | 15196 |
| **CHINA — 66.9%** |  |  |
| Communication Services — 23.1% |  |  |
| &nbsp;&nbsp;&nbsp;Autohome ADR | 798 | 27818 |
| &nbsp;&nbsp;&nbsp;Baidu ADR <sup>\*</sup> | 741 | 99798 |
| &nbsp;&nbsp;&nbsp;Bilibili ADR <sup>\*</sup> | 2422 | 60550 |
| &nbsp;&nbsp;&nbsp;China Literature <sup>\*</sup> | 2940 | 15359 |
| &nbsp;&nbsp;&nbsp;iQIYI ADR <sup>\*</sup> | 2545 | 17051 |
| &nbsp;&nbsp;&nbsp;Kingsoft | 6250 | 22963 |
| &nbsp;&nbsp;&nbsp;NetEase ADR | 1206 | 106864 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings | 5113 | 249305 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR <sup>\*</sup> | 5051 | 42378 |
| &nbsp;&nbsp;&nbsp;Weibo ADR <sup>\*</sup> | 1617 | 36787 |
|  |  | 678873 |
| Consumer Discretionary — 41.1% |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding ADR <sup>\*</sup> | 2240 | 246848 |
| &nbsp;&nbsp;&nbsp;Alibaba Health Information Technology <sup>\*</sup> | 34800 | 30944 |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 3366 | 200378 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Emerging Markets Internet & E-commerce ETF** | **Global X Emerging Markets Internet & E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B <sup>\*</sup> | 8836 | $196825 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 2997 | 293646 |
| &nbsp;&nbsp;&nbsp;Ping An Healthcare and Technology <sup>\*</sup> | 3330 | 8815 |
| &nbsp;&nbsp;&nbsp;Tongcheng Travel Holdings <sup>\*</sup> | 7050 | 15919 |
| &nbsp;&nbsp;&nbsp;Trip.com Group ADR <sup>\*</sup> | 4154 | 152701 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings ADR <sup>\*</sup> | 3995 | 61803 |
|  |  | 1207879 |
| Information Technology — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Kingdee International Software Group | 17250 | 37587 |
| &nbsp;&nbsp;&nbsp;TravelSky Technology, Cl H | 19850 | 41227 |
|  |  | 78814 |
| TOTAL CHINA |  | 1965566 |
| **INDIA — 0.5%** |  |  |
| Consumer Services — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MakeMyTrip <sup>\*</sup> | 535 | 15504 |
| **POLAND — 0.7%** |  |  |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Allegro.eu <sup>\*</sup> | 2917 | 20135 |
| **SOUTH AFRICA — 5.2%** |  |  |
| Communication Services — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;MultiChoice Group | 1494 | 10270 |
| Consumer Discretionary — 4.9% |  |  |
| &nbsp;&nbsp;&nbsp;Naspers, Cl N | 750 | 144020 |
| TOTAL SOUTH AFRICA |  | 154290 |
| **SOUTH KOREA — 12.5%** |  |  |
| Communication Services — 8.9% |  |  |
| &nbsp;&nbsp;&nbsp;Kakao | 1945 | 96950 |
| &nbsp;&nbsp;&nbsp;Krafton <sup>\*</sup> | 224 | 32606 |
| &nbsp;&nbsp;&nbsp;NAVER | 595 | 97814 |
| &nbsp;&nbsp;&nbsp;NCSoft | 92 | 33908 |
|  |  | 261278 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Emerging Markets Internet & E-commerce ETF** | **Global X Emerging Markets Internet & E-commerce ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — 3.6% |  |  |
| &nbsp;&nbsp;&nbsp;Coupang, Cl A <sup>\*</sup> | 6317 | $106694 |
| TOTAL SOUTH KOREA |  | 367972 |
| **URUGUAY — 0.6%** |  |  |
| Information Technology — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Dlocal, Cl A <sup>\*</sup> | 1121 | 18597 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,341,447) |  | 2935574 |
|  | **Face Amount** |  |
| **U.S. TREASURY OBLIGATION — 6.8%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 02/02/23<sup>(A)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $199,977) | $200000 | 199978 |
| TOTAL INVESTMENTS — 106.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,541,424) |  | $3135552 |

---

*Percentages are based on Net Assets of $2,940,140.*

*\** *Non-income producing security.*

*(A)* *Interest rate represents the security's effective yield at the time of purchase.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*2935574* | $*—* | $*—* | $*2935574* |
| &nbsp;&nbsp;&nbsp;*U.S. Treasury Obligation* | *—* | *199978* | *—* | *199978* |
| *Total Investments in Securities* | $*2935574* | $*199978* | $*—* | $*3135552* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 92.7%** |  |  |
| **AUSTRALIA — 5.2%** |  |  |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Harvey Norman Holdings | 1752412 | $5519739 |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group | 22790 | 582300 |
| Financials — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;Magellan Financial Group | 1379180 | 8668832 |
| &nbsp;&nbsp;&nbsp;Platinum Asset Management | 7696353 | 11659990 |
|  |  | 20328822 |
| Materials — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;BHP Group | 138572 | 4821713 |
| &nbsp;&nbsp;&nbsp;Rio Tinto | 57975 | 5173523 |
| &nbsp;&nbsp;&nbsp;Rio Tinto ADR | 65282 | 5180127 |
|  |  | 15175363 |
| TOTAL AUSTRALIA |  | 41606224 |
| **BELGIUM — 1.2%** |  |  |
| Consumer Services — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Telenet Group Holding | 549199 | 9424008 |
| **BRAZIL — 8.5%** |  |  |
| Consumer Staples — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;BrasilAgro - Brasileira de Propriedades Agricolas | 1365640 | 7993022 |
| &nbsp;&nbsp;&nbsp;Marfrig Global Foods | 4619621 | 6986434 |
|  |  | 14979456 |
| Financials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Santander Brasil | 1714874 | 9750779 |
| Materials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Vale ADR, Cl B | 492538 | 9200610 |
| Utilities — 4.3% |  |  |
| &nbsp;&nbsp;&nbsp;CPFL Energia | 2032921 | 13288083 |
| &nbsp;&nbsp;&nbsp;EDP - Energias do Brasil | 1385056 | 5541367 |
| &nbsp;&nbsp;&nbsp;Energisa | 657609 | 5456988 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;Transmissora Alianca de Energia Eletrica | 1386503 | $10092174 |
|  |  | 34378612 |
| TOTAL BRAZIL |  | 68309457 |
| **CANADA — 1.1%** |  |  |
| Materials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Labrador Iron Ore Royalty | 292008 | 8541291 |
| **CHINA — 15.1%** |  |  |
| Energy — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical, Cl H | 9836900 | 5295841 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy, Cl H | 3064000 | 9518138 |
|  |  | 14813979 |
| Financials — 3.3% |  |  |
| &nbsp;&nbsp;&nbsp;China Cinda Asset Management, Cl H | 49193900 | 6966241 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank, Cl H | 29183800 | 9307780 |
| &nbsp;&nbsp;&nbsp;Chongqing Rural Commercial Bank, Cl H | 29057900 | 10490953 |
|  |  | 26764974 |
| Industrials — 3.4% |  |  |
| &nbsp;&nbsp;&nbsp;Lonking Holdings | 42603500 | 8696200 |
| &nbsp;&nbsp;&nbsp;Shanghai Industrial Holdings | 5362400 | 7224161 |
| &nbsp;&nbsp;&nbsp;Sinopec Engineering Group, Cl H | 22750500 | 11464426 |
|  |  | 27384787 |
| Materials — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;China Hongqiao Group | 4152100 | 4799105 |
| &nbsp;&nbsp;&nbsp;China Resources Cement Holdings | 12237800 | 7072384 |
|  |  | 11871489 |
| Real Estate — 4.4% |  |  |
| &nbsp;&nbsp;&nbsp;China Aoyuan Group <sup>\*(A)</sup> | 45008763 | 861296 |
| &nbsp;&nbsp;&nbsp;China Overseas Grand Oceans Group | 18333800 | 8560475 |
| &nbsp;&nbsp;&nbsp;Gemdale Properties & Investment | 72326200 | 6274351 |
| &nbsp;&nbsp;&nbsp;Midea Real Estate Holding <sup>(B)</sup> | 5786500 | 8784705 |
| &nbsp;&nbsp;&nbsp;Yuexiu Property | 7675160 | 11142791 |
|  |  | 35623618 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Huadian Power International, Cl H | 12635000 | $5045263 |
| TOTAL CHINA |  | 121504110 |
| **EGYPT — 1.0%** |  |  |
| Consumer Staples — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;Eastern SAE | 13567506 | 8046997 |
| **GREECE — 0.6%** |  |  |
| Industrials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Star Bulk Carriers <sup>(B)</sup> | 222168 | 5047657 |
| **HONG KONG — 5.4%** |  |  |
| Communication Services — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;HKBN | 10232600 | 7192864 |
| &nbsp;&nbsp;&nbsp;PCCW | 18159500 | 8919261 |
|  |  | 16112125 |
| Consumer Discretionary — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;Pacific Textiles Holdings | 23448600 | 8435878 |
| Industrials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;NWS Holdings | 7706600 | 7255769 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International | 233900 | 3870209 |
|  |  | 11125978 |
| Information Technology — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;VTech Holdings | 1213800 | 8021234 |
| TOTAL HONG KONG |  | 43695215 |
| **ISRAEL — 1.2%** |  |  |
| Consumer Discretionary — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Delek Automotive Systems | 761406 | 9360438 |
| **ITALY — 1.1%** |  |  |
| Financials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;BFF Bank | 1006032 | 9270699 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **KUWAIT — 1.2%** |  |  |
| Consumer Discretionary — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Humansoft Holding KSC | 861166 | $9566630 |
| **NETHERLANDS — 1.2%** |  |  |
| Financials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Van Lanschot Kempen | 214331 | 6145225 |
| Industrials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;PostNL <sup>(B)</sup> | 1784173 | 3718440 |
| TOTAL NETHERLANDS |  | 9863665 |
| **NORWAY — 2.0%** |  |  |
| Energy — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;FLEX LNG | 175649 | 5462684 |
| Industrials — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group | 1080483 | 10351027 |
| TOTAL NORWAY |  | 15813711 |
| **PAKISTAN — 0.7%** |  |  |
| Financials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;United Bank | 14451020 | 5477907 |
| **RUSSIA — 0.0%** |  |  |
| Materials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Magnitogorsk Iron & Steel Works PJSC <sup>(A)</sup> | 6332020 | 64552 |
| &nbsp;&nbsp;&nbsp;PhosAgro PJSC GDR <sup>\*(A)</sup> | 122 | 75 |
| &nbsp;&nbsp;&nbsp;Severstal PJSC <sup>\*(A)</sup> | 312897 | 82702 |
|  |  | 147329 |
| Utilities — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Unipro PJSC <sup>\*(A)</sup> | 209143887 | 88217 |
| TOTAL RUSSIA |  | 235546 |
| **SINGAPORE — 3.4%** |  |  |
| Energy — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;BW LPG | 1732098 | 14280607 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;Riverstone Holdings | 16377091 | $8036842 |
| Real Estate — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Manulife US Real Estate Investment Trust <sup>‡</sup> | 15521715 | 5122166 |
| TOTAL SINGAPORE |  | 27439615 |
| **SOUTH AFRICA — 4.2%** |  |  |
| Energy — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Exxaro Resources | 706391 | 8826493 |
| Financials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Coronation Fund Managers | 4728398 | 9490711 |
| Materials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals | 308650 | 5025359 |
| Real Estate — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Redefine Properties <sup>‡</sup> | 44833388 | 10315988 |
| TOTAL SOUTH AFRICA |  | 33658551 |
| **SOUTH KOREA — 0.8%** |  |  |
| Financials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Samsung Securities | 250606 | 6795129 |
| **TAIWAN — 0.9%** |  |  |
| Consumer Discretionary — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;China Motor | 3731600 | 7506699 |
| **THAILAND — 1.0%** |  |  |
| Industrials — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;Regional Container Lines NVDR <sup>(B)</sup> | 8525726 | 8458574 |
| **TURKEY — 0.9%** |  |  |
| Materials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Iskenderun Demir ve Celik | 4152611 | 7086405 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **UKRAINE — 0.9%** |  |  |
| Materials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Ferrexpo | 3686959 | $7189815 |
| **UNITED ARAB EMIRATES — 0.8%** |  |  |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Dana Gas PJSC | 27789049 | 6264367 |
| **UNITED KINGDOM — 4.4%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Persimmon | 224257 | 3898297 |
| Consumer Staples — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Imperial Brands | 506078 | 12653819 |
| Financials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Direct Line Insurance Group | 2709817 | 5919843 |
| &nbsp;&nbsp;&nbsp;Jupiter Fund Management | 2392356 | 4123330 |
| &nbsp;&nbsp;&nbsp;M&G | 3754375 | 9331860 |
|  |  | 19375033 |
| TOTAL UNITED KINGDOM |  | 35927149 |
| **UNITED STATES — 29.9%** |  |  |
| Consumer Staples — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;JBS | 1019157 | 4019420 |
| Energy — 3.2% |  |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream | 997879 | 10876881 |
| &nbsp;&nbsp;&nbsp;Diversified Energy | 7607657 | 10377313 |
| &nbsp;&nbsp;&nbsp;Kimbell Royalty Partners | 269202 | 4385301 |
|  |  | 25639495 |
| Financials — 20.4% |  |  |
| &nbsp;&nbsp;&nbsp;AGNC Investment <sup>‡</sup> | 783531 | 9088960 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management <sup>‡</sup> | 330759 | 7762914 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance <sup>‡</sup> | 877470 | 10678810 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust <sup>‡</sup> | 684329 | 10217032 |
| &nbsp;&nbsp;&nbsp;Ares Commercial Real Estate <sup>‡</sup> | 568985 | 6987136 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential <sup>‡ (B)</sup> | 1206069 | 7574113 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust, Cl A <sup>‡</sup> | 339983 | 8105195 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Chimera Investment <sup>‡</sup> | 957450 | $6979811 |
| &nbsp;&nbsp;&nbsp;Dynex Capital <sup>‡</sup> | 328318 | 4731062 |
| &nbsp;&nbsp;&nbsp;Ellington Financial <sup>‡</sup> | 604171 | 8295268 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust <sup>‡</sup> | 439555 | 2936227 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital <sup>‡</sup> | 585712 | 8604109 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust <sup>‡</sup> | 545699 | 8692985 |
| &nbsp;&nbsp;&nbsp;MFA Financial <sup>‡</sup> | 383353 | 4558067 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust <sup>‡</sup> | 2743432 | 8559508 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 670624 | 10227016 |
| &nbsp;&nbsp;&nbsp;Ready Capital <sup>‡</sup> | 742144 | 9818565 |
| &nbsp;&nbsp;&nbsp;Redwood Trust <sup>‡</sup> | 647718 | 5414922 |
| &nbsp;&nbsp;&nbsp;Rithm Capital <sup>‡</sup> | 784034 | 7377760 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust <sup>‡</sup> | 477762 | 9980448 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment <sup>‡</sup> | 479654 | 8604993 |
|  |  | 165194901 |
| Real Estate — 5.8% |  |  |
| &nbsp;&nbsp;&nbsp;Global Net Lease <sup>‡</sup> | 685037 | 10241303 |
| &nbsp;&nbsp;&nbsp;Necessity Retail <sup>‡</sup> | 1452985 | 9923887 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 463168 | 7947963 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors <sup>‡</sup> | 392097 | 11543336 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care <sup>‡</sup> | 525586 | 7095411 |
|  |  | 46751900 |
| TOTAL UNITED STATES |  | 241605716 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $832,079,364) |  | 747695575 |
| **PREFERRED STOCK — 5.7%** |  |  |
| **BRAZIL — 5.7%** |  |  |
| Energy — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro <sup>(C)</sup> | 2333705 | 11949384 |
| Materials — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Gerdau <sup>(C)</sup> | 1860146 | 11961461 |
| &nbsp;&nbsp;&nbsp;Unipar Carbocloro <sup>(C)</sup> | 635859 | 10657908 |
|  |  | 22619369 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — continued** |  |  |
| Utilities — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Cia Paranaense de Energia <sup>(C)</sup> | 7653875 | $11680486 |
| TOTAL BRAZIL |  | 46249239 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $45,962,465) |  | 46249239 |
| **SHORT-TERM INVESTMENT<sup>(D)(E)</sup> — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $4,927,260) | 4927260 | 4927260 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(D)</sup> — 2.1%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $16,760,089 (collateralized by various U.S. Treasury Obligations, ranging in par value $1,035,312 - $1,274,982, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $17,071,294) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $16,758,129) | $16758129 | 16758129 |
| TOTAL INVESTMENTS — 101.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $899,727,218) |  | $815630203 |

---

 

*Percentages are based on Net Assets of $806,966,660.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *Level 3 security in accordance with fair value hierarchy.* 

*(B)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(C)* *There is currently no stated interest rate.* 

*(D)* *Security was purchased with cash collateral held from securities on loan.* 

*(E)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> ETF** | **Global X SuperDividend<sup>®</sup> ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*746598733* | $*—* | $*1096842* | $*747695575* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | *46249239* | *—* | *—* | *46249239* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *4927260* | *—* | *—* | *4927260* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *16758129* | *—* | *16758129* |
| *Total Investments in Securities* | $*797775232* | $*16758129* | $*1096842* | $*815630203* |

---

 

*(1)* *A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.* 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> U.S. ETF** | **Global X SuperDividend<sup>®</sup> U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 82.7%** |  |  |
| **UNITED STATES — 82.7%** |  |  |
| Communication Services — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings | 233044 | $15979827 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 1533080 | 8048670 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 279847 | 11633240 |
|  |  | 35661737 |
| Consumer Discretionary — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;PetMed Express | 564829 | 12132527 |
| Consumer Staples — 15.7% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 291971 | 13150374 |
| &nbsp;&nbsp;&nbsp;B&G Foods | 480297 | 6733764 |
| &nbsp;&nbsp;&nbsp;Kellogg | 231656 | 15886969 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 397475 | 16109662 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 133997 | 13967847 |
| &nbsp;&nbsp;&nbsp;SpartanNash | 546977 | 17328231 |
| &nbsp;&nbsp;&nbsp;Universal | 275493 | 14978555 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 320333 | 11807474 |
|  |  | 109962876 |
| Energy — 7.3% |  |  |
| &nbsp;&nbsp;&nbsp;Enviva | 213432 | 9706888 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 824610 | 15090363 |
| &nbsp;&nbsp;&nbsp;Sabine Royalty Trust | 306854 | 26282045 |
|  |  | 51079296 |
| Financials — 13.0% |  |  |
| &nbsp;&nbsp;&nbsp;AGNC Investment <sup>‡</sup> | 1109372 | 12868715 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management <sup>‡</sup> | 392061 | 9201672 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential <sup>‡ (A)</sup> | 1752821 | 11007716 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust <sup>‡</sup> | 712796 | 11354840 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp | 1292673 | 12913803 |
| &nbsp;&nbsp;&nbsp;TFS Financial | 884191 | 12599722 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment <sup>‡</sup> | 720655 | 12928551 |
| &nbsp;&nbsp;&nbsp;Virtu Financial, Cl A | 427915 | 8263038 |
|  |  | 91138057 |
| Health Care — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;AbbVie | 103613 | 15308821 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> U.S. ETF** | **Global X SuperDividend<sup>®</sup> U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 245010 | $20566139 |
|  |  | 35874960 |
| Industrials — 6.3% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 100884 | 11609731 |
| &nbsp;&nbsp;&nbsp;Ennis | 792998 | 16843278 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct, Cl A | 187395 | 15497566 |
|  |  | 43950575 |
| Information Technology — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;International Business Machines | 120184 | 16192390 |
| Real Estate — 8.5% |  |  |
| &nbsp;&nbsp;&nbsp;Alexander's <sup>‡</sup> | 57682 | 13686785 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties, Cl A <sup>‡</sup> | 714106 | 11597081 |
| &nbsp;&nbsp;&nbsp;Global Net Lease <sup>‡</sup> | 1032719 | 15439149 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 344725 | 18815091 |
|  |  | 59538106 |
| Utilities — 17.7% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 175687 | 16507550 |
| &nbsp;&nbsp;&nbsp;Avangrid <sup>(A)</sup> | 339815 | 14329999 |
| &nbsp;&nbsp;&nbsp;Clearway Energy, Cl C | 466969 | 15778882 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 184399 | 17575069 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 126519 | 14723016 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 151916 | 15563794 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries | 371991 | 15724060 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas | 244351 | 14187019 |
|  |  | 124389389 |
| TOTAL UNITED STATES |  | 579919913 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $575,072,393) |  | 579919913 |
| **MASTER LIMITED PARTNERSHIPS — 16.9%** |  |  |
| **UNITED KINGDOM— 0.8%** |  |  |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;KNOT Offshore Partners | 1004836 | 5647178 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> U.S. ETF** | **Global X SuperDividend<sup>®</sup> U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **MASTER LIMITED PARTNERSHIPS — continued** |  |  |
| **UNITED STATES— 16.1%** |  |  |
| Energy — 12.0% |  |  |
| &nbsp;&nbsp;&nbsp;CrossAmerica Partners | 710557 | $16030166 |
| &nbsp;&nbsp;&nbsp;Global Partners | 258794 | 9572790 |
| &nbsp;&nbsp;&nbsp;Holly Energy Partners | 830174 | 15657082 |
| &nbsp;&nbsp;&nbsp;Magellan Midstream Partners | 159290 | 8506086 |
| &nbsp;&nbsp;&nbsp;MPLX | 460138 | 16068019 |
| &nbsp;&nbsp;&nbsp;USA Compression Partners | 884563 | 18310454 |
|  |  | 84144597 |
| Industrials — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Icahn Enterprises | 271303 | 14585249 |
| Materials — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Westlake Chemical Partners | 547784 | 14001359 |
| TOTAL UNITED STATES |  | 112731205 |
| TOTAL MASTER LIMITED PARTNERSHIPS |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $93,803,121) |  | 118378383 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $444,450) | 444450 | 444450 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $1,511,799 (collateralized by various U.S. Treasury Obligations, ranging in par value $93,388 - $115,006, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $1,539,872) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,511,622) | $1511622 | 1511622 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $670,831,586) |  | $700254368 |

---

 

*Percentages are based on Net Assets of $701,071,810.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> U.S. ETF** | **Global X SuperDividend<sup>®</sup> U.S. ETF** |

---

*‡* *Real Estate Investment Trust* 

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*579919913* | $*—* | $*—* | $*579919913* |
| &nbsp;&nbsp;&nbsp;*Master Limited Partnerships* | *118378383* | *—* | *—* | *118378383* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *444450* | *—* | *—* | *444450* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *1511622* | *—* | *1511622* |
| *Total Investments in Securities* | $*698742746* | $*1511622* | $*—* | $*700254368* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.7%** |  |  |
| **AUSTRALIA — 10.3%** |  |  |
| Energy — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group | 3062 | $78236 |
| Materials — 7.4% |  |  |
| &nbsp;&nbsp;&nbsp;BHP Group | 9139 | 317998 |
| &nbsp;&nbsp;&nbsp;Rio Tinto | 3499 | 312241 |
| &nbsp;&nbsp;&nbsp;Rio Tinto | 3943 | 306739 |
|  |  | 936978 |
| Real Estate — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Vicinity Ltd. <sup>‡</sup> | 196925 | 285853 |
| TOTAL AUSTRALIA |  | 1301067 |
| **AUSTRIA — 2.0%** |  |  |
| Energy — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;OMV | 5077 | 252811 |
| **BELGIUM — 2.2%** |  |  |
| Consumer Discretionary — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Ageas | 5682 | 276211 |
| **CHILE — 1.9%** |  |  |
| Materials — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Antofagasta | 11373 | 242573 |
| **CHINA — 2.3%** |  |  |
| Industrials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings | 138800 | 295005 |
| **DENMARK — 1.6%** |  |  |
| Industrials — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk, Cl A | 94 | 199121 |
| **FINLAND — 1.7%** |  |  |
| Utilities — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Fortum | 14449 | 216789 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **FRANCE — 6.7%** |  |  |
| Communication Services — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Orange | 21503 | $227041 |
| Financials — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;AXA | 10790 | 335324 |
| Industrials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Credit Agricole | 23957 | 287139 |
| TOTAL FRANCE |  | 849504 |
| **GERMANY — 8.0%** |  |  |
| Communication Services — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Telefonica Deutschland Holding | 85643 | 251505 |
| Materials — 4.0% |  |  |
| &nbsp;&nbsp;&nbsp;BASF | 5087 | 289496 |
| &nbsp;&nbsp;&nbsp;Covestro | 4801 | 219618 |
|  |  | 509114 |
| Real Estate — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Aroundtown | 93762 | 259565 |
| TOTAL GERMANY |  | 1020184 |
| **HONG KONG — 9.4%** |  |  |
| Communication Services — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT | 190520 | 249375 |
| Real Estate — 4.1% |  |  |
| &nbsp;&nbsp;&nbsp;Henderson Land Development | 64000 | 236370 |
| &nbsp;&nbsp;&nbsp;New World Development | 97800 | 291957 |
|  |  | 528327 |
| Utilities — 3.3% |  |  |
| &nbsp;&nbsp;&nbsp;CK Infrastructure Holdings | 37400 | 207790 |
| &nbsp;&nbsp;&nbsp;Power Assets Holdings | 37706 | 213097 |
|  |  | 420887 |
| TOTAL HONG KONG |  | 1198589 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **ITALY — 6.1%** |  |  |
| Financials — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Poste Italiane | 26068 | $277052 |
| Information Technology — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali | 13719 | 266701 |
| Utilities — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Snam | 45370 | 230307 |
| TOTAL ITALY |  | 774060 |
| **JAPAN — 11.9%** |  |  |
| Communication Services — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;SoftBank | 22732 | 259842 |
| Financials — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;Japan Post Holdings | 35458 | 310832 |
| Industrials — 3.9% |  |  |
| &nbsp;&nbsp;&nbsp;Mitsui OSK Lines | 10131 | 249681 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen | 10482 | 247854 |
|  |  | 497535 |
| Materials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;JFE Holdings | 13973 | 183413 |
| Real Estate — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Japan Metropolitan Fund Invest <sup>‡</sup> | 329 | 253748 |
| TOTAL JAPAN |  | 1505370 |
| **NETHERLANDS — 1.8%** |  |  |
| Financials — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;NN Group | 5367 | 232104 |
| **NEW ZEALAND — 2.3%** |  |  |
| Communication Services — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Spark New Zealand | 86466 | 290848 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **NORWAY — 1.7%** |  |  |
| Communication Services — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Telenor | 20348 | $212581 |
| **PORTUGAL — 2.1%** |  |  |
| Utilities — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Energias de Portugal | 53238 | 263539 |
| **SPAIN — 4.1%** |  |  |
| Industrials — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios | 10539 | 310640 |
| Utilities — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Enagas | 11591 | 207268 |
| TOTAL SPAIN |  | 517908 |
| **SWEDEN — 3.3%** |  |  |
| Communication Services — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Tele2, Cl B | 20044 | 172684 |
| Consumer Discretionary — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Electrolux, Cl B | 17526 | 247009 |
| TOTAL SWEDEN |  | 419693 |
| **SWITZERLAND — 2.3%** |  |  |
| Financials — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group | 595 | 292853 |
| **UNITED KINGDOM — 15.3%** |  |  |
| Communication Services — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Vodafone Group | 177633 | 203639 |
| Consumer Discretionary — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Persimmon | 10089 | 175379 |
| Financials — 10.6% |  |  |
| &nbsp;&nbsp;&nbsp;Admiral Group | 9815 | 265832 |
| &nbsp;&nbsp;&nbsp;Aviva | 51532 | 289101 |
| &nbsp;&nbsp;&nbsp;Legal & General Group | 85397 | 267036 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;M&G | 102093 | $253762 |
| &nbsp;&nbsp;&nbsp;Phoenix Group Holdings | 33956 | 267876 |
|  |  | 1343607 |
| Utilities — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;National Grid | 17445 | 220135 |
| TOTAL UNITED KINGDOM |  | 1942760 |
| **UNITED STATES — 2.7%** |  |  |
| Financials — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Swiss Re | 3241 | 337099 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,009,398) |  | 12640669 |
|  | **Number of<br> Rights** |  |
| **RIGHTS — 0.0%** |  |  |
| **Spain — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios \*# |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $–) | 10539 | 5342 |
| TOTAL INVESTMENTS — 99.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,009,398) |  | $12646011 |

---

---

| | |
|:---|:---|
| *Percentages are based on Net Assets of $12,682,683.* | *Percentages are based on Net Assets of $12,682,683.* |
| *\** | *Non-income producing security.* |
| *‡* | *Real Estate Investment Trust* |
| *#* | *Expiration date not available.* |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** | **Global X MSCI SuperDividend<sup>®</sup> EAFE ETF** |

---

*As of January 31, 2023, all of the Fund's investments were considered Level 1, in accordance with authoritative guidance on fair value measurements and disclosure under U.S. GAAP.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** | **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 93.5%** |  |  |
| **BRAZIL — 7.8%** |  |  |
| Financials — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Santander Brasil | 146757 | $834461 |
| Materials — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;Cia Siderurgica Nacional | 253951 | 922742 |
| &nbsp;&nbsp;&nbsp;Vale | 60235 | 1118111 |
|  |  | 2040853 |
| Utilities — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;CPFL Energia | 102908 | 672653 |
| TOTAL BRAZIL |  | 3547967 |
| **CHILE — 3.9%** |  |  |
| Industrials — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Cia Sud Americana de Vapores | 7622813 | 659327 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Empresas CMPC | 640585 | 1097710 |
| TOTAL CHILE |  | 1757037 |
| **CHINA — 32.7%** |  |  |
| Energy — 8.3% |  |  |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical, Cl H | 1946400 | 1047873 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy, Cl H | 305464 | 948906 |
| &nbsp;&nbsp;&nbsp;Jizhong Energy Resources, Cl A | 684000 | 666102 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group, Cl H | 339300 | 1088645 |
|  |  | 3751526 |
| Financials — 8.3% |  |  |
| &nbsp;&nbsp;&nbsp;Bank of China, Cl H | 2511100 | 957854 |
| &nbsp;&nbsp;&nbsp;Bank of Communications, Cl H | 1468580 | 906791 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd., Cl H | 1694900 | 817335 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance C, Cl H | 414400 | 1110206 |
|  |  | 3792186 |
| Information Technology — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Kingboard Holdings | 251500 | 1026721 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** | **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — 7.4% |  |  |
| &nbsp;&nbsp;&nbsp;China Hongqiao Group | 728000 | $841441 |
| &nbsp;&nbsp;&nbsp;China National Building Material, Cl H | 1109600 | 1016378 |
| &nbsp;&nbsp;&nbsp;Luxi Chemical Group, Cl A | 350836 | 696812 |
| &nbsp;&nbsp;&nbsp;Shanxi Taigang Stainless Steel, Cl A | 1193100 | 810492 |
|  |  | 3365123 |
| Real Estate — 4.2% |  |  |
| &nbsp;&nbsp;&nbsp;Longfor Group Holdings | 332100 | 1097319 |
| &nbsp;&nbsp;&nbsp;Shanghai Lujiazui Finance & Trade Zone Development, Cl B | 1042100 | 834722 |
|  |  | 1932041 |
| Utilities — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Guangdong Investment | 905200 | 982739 |
| TOTAL CHINA |  | 14850336 |
| **EGYPT — 2.1%** |  |  |
| Consumer Staples — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Eastern SAE | 1615572 | 958209 |
| **INDIA — 4.7%** |  |  |
| Energy — 2.5% |  |  |
| &nbsp;&nbsp;&nbsp;Coal India | 415058 | 1139109 |
| Materials — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Vedanta | 249243 | 1011225 |
| TOTAL INDIA |  | 2150334 |
| **MALAYSIA — 0.8%** |  |  |
| Health Care — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Hartalega Holdings | 1009817 | 381130 |
| **MEXICO — 2.4%** |  |  |
| Financials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Banco del Bajio | 272940 | 1100906 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** | **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **RUSSIA — 0.1%** |  |  |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Alrosa PJSC <sup>\*(A)</sup> | 1194381 | $— |
| &nbsp;&nbsp;&nbsp;Novolipetsk Steel PJSC <sup>(A)</sup> | 500486 | 16686 |
| &nbsp;&nbsp;&nbsp;PhosAgro PJSC GDR <sup>\*(A)</sup> | 42 | 26 |
| &nbsp;&nbsp;&nbsp;Severstal PJSC <sup>(A)</sup> | 71665 | 18942 |
| TOTAL RUSSIA |  | 35654 |
| **SOUTH AFRICA — 8.4%** |  |  |
| Energy — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Exxaro Resources | 78222 | 977399 |
| Materials — 6.3% |  |  |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals | 64330 | 1047404 |
| &nbsp;&nbsp;&nbsp;Kumba Iron Ore | 31350 | 952598 |
| &nbsp;&nbsp;&nbsp;Sibanye Stillwater | 326096 | 848570 |
|  |  | 2848572 |
| TOTAL SOUTH AFRICA |  | 3825971 |
| **SOUTH KOREA — 8.3%** |  |  |
| Energy — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;HD Hyundai | 20536 | 1018631 |
| Financials — 6.1% |  |  |
| &nbsp;&nbsp;&nbsp;Korea Investment Holdings <sup>\*</sup> | 18484 | 937855 |
| &nbsp;&nbsp;&nbsp;NH Investment & Securities <sup>\*</sup> | 122856 | 917580 |
| &nbsp;&nbsp;&nbsp;Samsung Securities | 33717 | 914229 |
|  |  | 2769664 |
| TOTAL SOUTH KOREA |  | 3788295 |
| **TAIWAN — 18.4%** |  |  |
| Industrials — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Taiwan | 87120 | 441041 |
| &nbsp;&nbsp;&nbsp;Wan Hai Lines | 367200 | 928242 |
|  |  | 1369283 |
| Information Technology — 10.0% |  |  |
| &nbsp;&nbsp;&nbsp;Asustek Computer | 81500 | 738318 |
| &nbsp;&nbsp;&nbsp;Compal Electronics | 1267600 | 954130 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology ADR | 458210 | 1013327 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** | **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;MediaTek | 36600 | $875231 |
| &nbsp;&nbsp;&nbsp;Novatek Microelectronics | 79600 | 941149 |
|  |  | 4522155 |
| Materials — 5.4% |  |  |
| &nbsp;&nbsp;&nbsp;Asia Cement | 659300 | 925545 |
| &nbsp;&nbsp;&nbsp;China Steel | 729000 | 768455 |
| &nbsp;&nbsp;&nbsp;Nan Ya Plastics | 303000 | 760906 |
|  |  | 2454906 |
| TOTAL TAIWAN |  | 8346344 |
| **TURKEY — 2.2%** |  |  |
| Materials — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Eregli Demir ve Celik Fabrikalari | 484558 | 981455 |
| **UNITED STATES — 1.7%** |  |  |
| Consumer Staples — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;JBS | 197548 | 779103 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $46,889,792) |  | 42502741 |
| **PREFERRED STOCK — 5.8%** |  |  |
| **BRAZIL— 5.8%** |  |  |
| Materials — 3.7% |  |  |
| &nbsp;&nbsp;&nbsp;Braskem <sup>(B)</sup> | 112763 | 516702 |
| &nbsp;&nbsp;&nbsp;Gerdau <sup>(B)</sup> | 177915 | 1144062 |
|  |  | 1660764 |
| Utilities — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais <sup>(B)</sup> | 431650 | 971572 |
| TOTAL BRAZIL |  | 2632336 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** | **Global X MSCI SuperDividend<sup>®</sup> Emerging Markets ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — continued** |  |  |
| **RUSSIA— 0.0%** |  |  |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Surgutneftegas PJSC <sup>(A)(B)</sup> | 3166303 | $25231 |
| TOTAL RUSSIA |  | 25231 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,396,581) |  | 2657567 |
| TOTAL INVESTMENTS — 99.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $51,286,373) |  | $45160308 |

---

*Percentages are based on Net Assets of $45,465,718.*

*\** *Non-income producing security.*

*(A)* *Level 3 security in accordance with fair value hierarchy.* 

*(B)* *There is currently no stated interest rate.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*42467087* | $*—* | $*35654* | $*42502741* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | *2632336* | *—* | *25231* | *2657567* |
| *Total Investments in Securities* | $*45099423* | $*—* | $*60885* | $*45160308* |

---

*(1)* *A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.* 

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> REIT ETF** | **Global X SuperDividend<sup>®</sup> REIT ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.9%** |  |  |
| **AUSTRALIA — 7.3%** |  |  |
| Real Estate — 7.3% |  |  |
| &nbsp;&nbsp;&nbsp;Charter Hall Long Wale <sup>‡</sup> | 2763856 | $8880860 |
| &nbsp;&nbsp;&nbsp;Dexus <sup>‡ \*</sup> | 354178 | 2034014 |
| &nbsp;&nbsp;&nbsp;Stockland <sup>‡</sup> | 732504 | 2028511 |
| &nbsp;&nbsp;&nbsp;Waypoint <sup>‡</sup> | 4908445 | 9615314 |
| TOTAL AUSTRALIA |  | 22558699 |
| **BELGIUM — 0.7%** |  |  |
| Real Estate — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Cofinimmo <sup>‡ \*</sup> | 22522 | 2041184 |
| **CANADA — 5.7%** |  |  |
| Real Estate — 5.7% |  |  |
| &nbsp;&nbsp;&nbsp;NorthWest Healthcare Properties Real Estate Investment Trust <sup>‡ (A)</sup> | 1214648 | 9166640 |
| &nbsp;&nbsp;&nbsp;SmartCentres Real Estate Investment Trust <sup>‡ (A)</sup> | 410593 | 8677425 |
| TOTAL CANADA |  | 17844065 |
| **FRANCE — 0.6%** |  |  |
| Real Estate — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Klepierre <sup>‡</sup> | 80277 | 2027915 |
| **MEXICO — 0.6%** |  |  |
| Real Estate — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Fibra Uno Administracion <sup>‡</sup> | 1483300 | 2011923 |
| **SINGAPORE — 27.7%** |  |  |
| Real Estate — 27.7% |  |  |
| &nbsp;&nbsp;&nbsp;CapitaLand Integrated Commercial Trust <sup>‡</sup> | 6431082 | 10470967 |
| &nbsp;&nbsp;&nbsp;Frasers Logistics & Commercial Trust <sup>‡</sup> | 11668446 | 11185941 |
| &nbsp;&nbsp;&nbsp;Keppel <sup>‡</sup> | 14509210 | 10652709 |
| &nbsp;&nbsp;&nbsp;Keppel <sup>‡</sup> | 6024993 | 9351380 |
| &nbsp;&nbsp;&nbsp;Mapletree Industrial Trust <sup>‡</sup> | 6331294 | 11464587 |
| &nbsp;&nbsp;&nbsp;Mapletree Logistics Trust <sup>‡</sup> | 7514497 | 9662190 |
| &nbsp;&nbsp;&nbsp;Mapletree Pan Asia Commercial Trust <sup>‡</sup> | 8747533 | 12112839 |
| &nbsp;&nbsp;&nbsp;Suntec Real Estate Investment Trust <sup>‡</sup> | 10494978 | 11178886 |
| TOTAL SINGAPORE |  | 86079499 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> REIT ETF** | **Global X SuperDividend<sup>®</sup> REIT ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **SOUTH AFRICA — 0.6%** |  |  |
| Real Estate — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Growthpoint Properties <sup>‡</sup> | 2524220 | $2030674 |
| **UNITED KINGDOM — 0.7%** |  |  |
| Real Estate — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Land Securities Group <sup>‡</sup> | 233973 | 2040509 |
| **UNITED STATES — 56.0%** |  |  |
| Financials — 33.2% |  |  |
| &nbsp;&nbsp;&nbsp;AGNC Investment <sup>‡</sup> | 698807 | 8106161 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management <sup>‡</sup> | 331709 | 7785210 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust <sup>‡</sup> | 140184 | 2092947 |
| &nbsp;&nbsp;&nbsp;Ares Commercial Real Estate <sup>‡</sup> | 705288 | 8660937 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential <sup>‡ (A)</sup> | 1103331 | 6928919 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust, Cl A <sup>‡</sup> | 397705 | 9481287 |
| &nbsp;&nbsp;&nbsp;Broadmark Realty Capital <sup>‡</sup> | 1105114 | 4840399 |
| &nbsp;&nbsp;&nbsp;Dynex Capital <sup>‡</sup> | 607681 | 8756683 |
| &nbsp;&nbsp;&nbsp;Ellington Financial <sup>‡</sup> | 568435 | 7804613 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust <sup>‡</sup> | 599807 | 9554926 |
| &nbsp;&nbsp;&nbsp;Ladder Capital, Cl A <sup>‡</sup> | 187041 | 2094859 |
| &nbsp;&nbsp;&nbsp;MFA Financial <sup>‡</sup> | 568636 | 6761082 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 622149 | 9487772 |
| &nbsp;&nbsp;&nbsp;Rithm Capital <sup>‡</sup> | 928798 | 8739989 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust <sup>‡</sup> | 100005 | 2089105 |
|  |  | 103184889 |
| Real Estate — 22.8% |  |  |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease, Cl A <sup>‡</sup> | 115126 | 2084932 |
| &nbsp;&nbsp;&nbsp;CareTrust <sup>‡</sup> | 99761 | 2067048 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties, Cl A <sup>‡</sup> | 130203 | 2114497 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 49021 | 2082412 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties <sup>‡</sup> | 223971 | 11995887 |
| &nbsp;&nbsp;&nbsp;Getty Realty <sup>‡</sup> | 356947 | 13003579 |
| &nbsp;&nbsp;&nbsp;Global Net Lease <sup>‡</sup> | 140281 | 2097201 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties <sup>‡</sup> | 68682 | 2085872 |
| &nbsp;&nbsp;&nbsp;LTC Properties <sup>‡</sup> | 54211 | 2068150 |
| &nbsp;&nbsp;&nbsp;National Health Investors <sup>‡</sup> | 35638 | 2096583 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 51486 | 2100629 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors <sup>‡</sup> | 70405 | 2072723 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> REIT ETF** | **Global X SuperDividend<sup>®</sup> REIT ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 723840 | $11480102 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital <sup>‡</sup> | 47920 | 2102729 |
| &nbsp;&nbsp;&nbsp;WP Carey <sup>‡</sup> | 134041 | 11464527 |
|  |  | 70916871 |
| TOTAL UNITED STATES |  | 174101760 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $339,672,079) |  | 310736228 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $3,953,622) | 3953622 | 3953622 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 4.3%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $13,448,256 (collateralized by various U.S. Treasury Obligations, ranging in par value $830,732 - $1,023,043, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $13,697,966) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $13,446,683) | $13446683 | 13446683 |
| TOTAL INVESTMENTS — 105.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $357,072,384) |  | $328136533 |

---

*Percentages are based on Net Assets of $310,971,232.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperDividend<sup>®</sup> REIT ETF** | **Global X SuperDividend<sup>®</sup> REIT ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*310736228* | $*—* | $*—* | $*310736228* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *3953622* | *—* | *—* | *3953622* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *13446683* | *—* | *13446683* |
| *Total Investments in Securities* | $*314689850* | $*13446683* | $*—* | $*328136533* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** | **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 106.6%(A)** |  |  |
| **BRAZIL — 0.5%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 29999 | $35449518 |
| **CHINA — 1.1%** |  |  |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 289131 | 17211968 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 278797 | 27316530 |
|  |  | 44528498 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 154363 | 28450645 |
| TOTAL CHINA |  | 72979143 |
| **NETHERLANDS — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding, Cl G | 52593 | 34755558 |
| **UNITED KINGDOM — 0.4%** |  |  |
| Health Care — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca ADR | 363843 | 23784417 |
| **UNITED STATES — 104.1%** |  |  |
| Communication Services — 17.6% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 466338 | 35707501 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 2798379 | 276591780 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 2797524 | 279388722 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 92713 | 35630533 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 2571919 | 101205013 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 164367 | 21150745 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 1340920 | 199756852 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 265358 | 93899582 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings | 2313881 | 13397371 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 741836 | 110763533 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 1445629 | 21424222 |
|  |  | 1188915854 |
| Consumer Discretionary — 15.7% |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Cl A <sup>\*</sup> | 237185 | 26353625 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** | **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 4689526 | $483630816 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 23177 | 56415136 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 131644 | 19770296 |
| &nbsp;&nbsp;&nbsp;eBay | 322896 | 15983352 |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\*</sup> | 970640 | 11346782 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica <sup>\*</sup> | 72857 | 22358356 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 188616 | 32853135 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 37286 | 29543562 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 528390 | 10250766 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 206670 | 24426327 |
| &nbsp;&nbsp;&nbsp;Starbucks | 684205 | 74674134 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 1451388 | 251409429 |
|  |  | 1059015716 |
| Consumer Staples — 6.5% |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 263951 | 134915914 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 843650 | 29763972 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 729652 | 29572796 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 813869 | 53259587 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 310855 | 32353788 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 821522 | 140496693 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 514836 | 18976855 |
|  |  | 439339605 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 596186 | 18922944 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 104785 | 15311184 |
|  |  | 34234128 |
| Health Care — 6.7% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 45296 | 12217690 |
| &nbsp;&nbsp;&nbsp;Amgen | 318101 | 80288692 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 85743 | 24942639 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 230080 | 24639267 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 747657 | 62758329 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 49290 | 23683845 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 93599 | 20048906 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 210587 | 51739120 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 228986 | 40315275 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 63872 | 48444996 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** | **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 110503 | $15412959 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 153003 | 49435269 |
|  |  | 453926987 |
| Industrials — 4.0% |  |  |
| &nbsp;&nbsp;&nbsp;Cintas | 60549 | 26868013 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 283512 | 18884734 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 242106 | 18860058 |
| &nbsp;&nbsp;&nbsp;CSX | 1252758 | 38735277 |
| &nbsp;&nbsp;&nbsp;Fastenal | 340957 | 17235376 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 400799 | 83558576 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 65831 | 21937523 |
| &nbsp;&nbsp;&nbsp;PACCAR | 207039 | 22631433 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 93037 | 16913196 |
|  |  | 265624186 |
| Information Technology — 51.7% |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 277179 | 102650471 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 961110 | 72227417 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 303590 | 52056577 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 51780 | 13792121 |
| &nbsp;&nbsp;&nbsp;Apple | 5881831 | 848689395 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 512798 | 57171849 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A <sup>\*</sup> | 88187 | 14252783 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 128543 | 27657312 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 247233 | 55827684 |
| &nbsp;&nbsp;&nbsp;Broadcom | 241476 | 141265875 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 163398 | 29874056 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 2449293 | 119207090 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 306004 | 20425767 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Cl A <sup>\*</sup> | 129819 | 13747832 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 169472 | 12678200 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 80908 | 17911413 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 378337 | 40360991 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 465285 | 24353017 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES <sup>\*</sup> | 324461 | 19234048 |
| &nbsp;&nbsp;&nbsp;Intel | 2460218 | 69525761 |
| &nbsp;&nbsp;&nbsp;Intuit | 167432 | 70768483 |
| &nbsp;&nbsp;&nbsp;KLA | 84423 | 33134339 |
| &nbsp;&nbsp;&nbsp;Lam Research | 81259 | 40637626 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** | **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Marvell Technology | 507661 | $21905572 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 327532 | 25423034 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 647772 | 39060652 |
| &nbsp;&nbsp;&nbsp;Microsoft | 3412549 | 845663768 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 1466987 | 286605250 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 180159 | 28580424 |
| &nbsp;&nbsp;&nbsp;Paychex | 214603 | 24863904 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 679477 | 55370581 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 668320 | 89026907 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 91058 | 32211767 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 541139 | 95895242 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 120275 | 21821493 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications, Cl A <sup>\*</sup> | 142387 | 10679025 |
| &nbsp;&nbsp;&nbsp;Zscaler <sup>\*</sup> | 83512 | 10368850 |
|  |  | 3484926576 |
| Utilities — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 306142 | 28765102 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 194637 | 16614215 |
| &nbsp;&nbsp;&nbsp;Exelon | 591880 | 24971417 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 325857 | 22409186 |
|  |  | 92759920 |
| TOTAL UNITED STATES |  | 7018742972 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,161,348,017) |  | 7185711608 |
| TOTAL INVESTMENTS — 106.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,161,348,017) |  | $7185711608 |
| **WRITTEN OPTIONS— (6.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(199215659)) |  | $(451152630) |

---

*Percentages are based on Net Assets of $6,743,048,019.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** | **Global X NASDAQ 100<sup>®</sup> Covered Call ETF** |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **WRITTEN OPTIONS — (6.7)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | (5937) | $(6783022500) | $11425.00 | 02/17/23 | $(451152630) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $7,185,711,608.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*7185711608* | $*—* | $*—* | $*7185711608* |
| *Total Investments in Securities* | $*7185711608* | $*—* | $*—* | $*7185711608* |
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(451152630)* | $*—* | $*—* | $*(451152630)* |
| *Total Other Financial Instruments* | $*(451152630)* | $*—* | $*—* | $*(451152630)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 104.5%(A)** |  |  |
| **CHINA — 0.1%** |  |  |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 17617 | $3246989 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 34717 | 11489244 |
| **UNITED STATES — 103.9%** |  |  |
| Communication Services — 8.2% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 50500 | 3866785 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 416871 | 41203530 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 369476 | 36899568 |
| &nbsp;&nbsp;&nbsp;AT&T | 501932 | 10224355 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 7328 | 2816224 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 303585 | 11946070 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 17274 | 248573 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 18106 | 2329880 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 22887 | 776785 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 11447 | 362870 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 27412 | 999441 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment <sup>\*</sup> | 10485 | 843938 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 69848 | 366702 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 21184 | 1146478 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 157914 | 23524449 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 30921 | 10941705 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 28624 | 579922 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 10458 | 213761 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 13986 | 1202656 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 33178 | 768402 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 10511 | 1190160 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 42176 | 6297299 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 295615 | 12288716 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 128307 | 13920026 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 148761 | 2204638 |
|  |  | 187162933 |
| Consumer Discretionary — 11.1% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 3945 | 600745 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 619801 | 63920077 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 18052 | $2041501 |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 1270 | 3097340 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 17678 | 813365 |
| &nbsp;&nbsp;&nbsp;Best Buy | 13377 | 1186807 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 2581 | 6282412 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 16658 | 787590 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment <sup>\*</sup> | 16534 | 860760 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 11257 | 793056 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 61810 | 668784 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 1858 | 3058974 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 8222 | 1216609 |
| &nbsp;&nbsp;&nbsp;Dollar General | 15505 | 3621968 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 15082 | 2265015 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 2454 | 866262 |
| &nbsp;&nbsp;&nbsp;DR Horton | 22605 | 2230887 |
| &nbsp;&nbsp;&nbsp;eBay | 36414 | 1802493 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 8720 | 1199698 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 11064 | 1264615 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 280322 | 3787150 |
| &nbsp;&nbsp;&nbsp;Garmin | 11226 | 1110027 |
| &nbsp;&nbsp;&nbsp;General Motors | 98799 | 3884777 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 9679 | 1624330 |
| &nbsp;&nbsp;&nbsp;Hasbro | 10425 | 616847 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 18297 | 2654712 |
| &nbsp;&nbsp;&nbsp;Home Depot | 71358 | 23132123 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 21883 | 1291097 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 17038 | 1744691 |
| &nbsp;&nbsp;&nbsp;LKQ | 17247 | 1016883 |
| &nbsp;&nbsp;&nbsp;Lowe's | 43501 | 9059083 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 18412 | 3207002 |
| &nbsp;&nbsp;&nbsp;McDonald's | 51438 | 13754521 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 21655 | 896734 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 3608 | 433176 |
| &nbsp;&nbsp;&nbsp;Newell Brands | 28576 | 456073 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 88767 | 11302702 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 29441 | 447798 |
| &nbsp;&nbsp;&nbsp;NVR <sup>\*</sup> | 202 | 1064540 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 4294 | 3402351 |
| &nbsp;&nbsp;&nbsp;Pool | 2687 | 1036134 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;PulteGroup | 17552 | $998533 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 3019 | 373903 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 23448 | 2771319 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises <sup>\*</sup> | 16609 | 1078588 |
| &nbsp;&nbsp;&nbsp;Starbucks | 80761 | 8814256 |
| &nbsp;&nbsp;&nbsp;Tapestry | 16507 | 752224 |
| &nbsp;&nbsp;&nbsp;Target | 31629 | 5444616 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 188513 | 32654222 |
| &nbsp;&nbsp;&nbsp;TJX | 82050 | 6716613 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 7732 | 1762819 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 3708 | 1905764 |
| &nbsp;&nbsp;&nbsp;VF | 22630 | 700172 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 3554 | 552967 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 7623 | 790048 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 19228 | 2509446 |
|  |  | 252327199 |
| Consumer Staples — 7.0% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 126556 | 5700082 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 38017 | 3149708 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 13629 | 907419 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 13354 | 693473 |
| &nbsp;&nbsp;&nbsp;Church & Dwight | 16283 | 1316643 |
| &nbsp;&nbsp;&nbsp;Clorox | 8241 | 1192390 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 273556 | 16774454 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 59111 | 4405543 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 34430 | 1280452 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 11550 | 2674056 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 30812 | 15749246 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 16420 | 4549654 |
| &nbsp;&nbsp;&nbsp;General Mills | 41948 | 3287045 |
| &nbsp;&nbsp;&nbsp;Hershey | 10030 | 2252738 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 19565 | 886490 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 6924 | 1057987 |
| &nbsp;&nbsp;&nbsp;Kellogg | 17563 | 1204471 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 59995 | 2116624 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 23894 | 3106459 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 56284 | 2281191 |
| &nbsp;&nbsp;&nbsp;Kroger | 43909 | 1959659 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 9691 | 968034 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;McCormick | 16763 | $1259237 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 13484 | 708989 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 96326 | 6303573 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 27304 | 2841800 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 96717 | 16540541 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 109118 | 11374460 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 165202 | 23521461 |
| &nbsp;&nbsp;&nbsp;Sysco | 34283 | 2655561 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 19683 | 1294157 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 48442 | 1785572 |
| &nbsp;&nbsp;&nbsp;Walmart | 99329 | 14290463 |
|  |  | 160089632 |
| Energy — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 21787 | 965818 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 69258 | 2198249 |
| &nbsp;&nbsp;&nbsp;Chevron | 123985 | 21575870 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 86723 | 10568932 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 53546 | 1340256 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 44257 | 2798813 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 11587 | 1693092 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 41390 | 5473828 |
| &nbsp;&nbsp;&nbsp;EQT | 26227 | 856836 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 287302 | 33329905 |
| &nbsp;&nbsp;&nbsp;Halliburton | 61103 | 2518666 |
| &nbsp;&nbsp;&nbsp;Hess | 18683 | 2805439 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 133978 | 2451797 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 45270 | 1243567 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 32221 | 4141043 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 50348 | 3262047 |
| &nbsp;&nbsp;&nbsp;ONEOK | 30131 | 2063371 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 32617 | 3270507 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 16208 | 3733513 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 100328 | 5716689 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 16009 | 1200995 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 26772 | 3748883 |
| &nbsp;&nbsp;&nbsp;Williams | 82363 | 2655383 |
|  |  | 119613499 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 12.2% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 38852 | $2855622 |
| &nbsp;&nbsp;&nbsp;Allstate | 18049 | 2318755 |
| &nbsp;&nbsp;&nbsp;American Express | 42207 | 7383270 |
| &nbsp;&nbsp;&nbsp;American International Group | 52245 | 3302929 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 7097 | 2484802 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 14545 | 4635201 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 26799 | 1724516 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 14473 | 2832656 |
| &nbsp;&nbsp;&nbsp;Assurant | 3676 | 487401 |
| &nbsp;&nbsp;&nbsp;Bank of America | 490586 | 17405991 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 49587 | 2507615 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 125727 | 39166475 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 10627 | 8068125 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 16180 | 947501 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 26102 | 3106138 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 7473 | 918282 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 107420 | 8316456 |
| &nbsp;&nbsp;&nbsp;Chubb | 29226 | 6648623 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 11244 | 1272259 |
| &nbsp;&nbsp;&nbsp;Citigroup | 136632 | 7134923 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 33187 | 1437661 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 25473 | 4500060 |
| &nbsp;&nbsp;&nbsp;Comerica | 8862 | 649673 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 18025 | 2104058 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 2552 | 892409 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 2383 | 1007866 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 49144 | 1783436 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 13077 | 1842288 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 20720 | 646464 |
| &nbsp;&nbsp;&nbsp;Globe Life | 5677 | 686065 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 23778 | 8698230 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 23358 | 1812814 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 97008 | 1471611 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 39571 | 4255861 |
| &nbsp;&nbsp;&nbsp;Invesco | 26918 | 498252 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 204567 | 28631197 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 66947 | 1284713 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 11265 | 399119 |
| &nbsp;&nbsp;&nbsp;Loews | 14944 | 918757 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;M&T Bank | 11593 | $1808508 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 2263 | 823392 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 34953 | 6113629 |
| &nbsp;&nbsp;&nbsp;MetLife | 45842 | 3347383 |
| &nbsp;&nbsp;&nbsp;Moody's | 10711 | 3456975 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 92899 | 9041860 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 5445 | 2894344 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 24190 | 1455996 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 14241 | 1380950 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 27769 | 4593826 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 16894 | 1563540 |
| &nbsp;&nbsp;&nbsp;Progressive | 41234 | 5622256 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 25403 | 2665791 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 12816 | 1445260 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 62745 | 1477017 |
| &nbsp;&nbsp;&nbsp;S&P Global | 23017 | 8629994 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 4273 | 551003 |
| &nbsp;&nbsp;&nbsp;State Street | 24768 | 2262061 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 4508 | 1363399 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 32290 | 1186012 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 15341 | 1786766 |
| &nbsp;&nbsp;&nbsp;Travelers | 16098 | 3076650 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 94159 | 4650513 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 95796 | 4770641 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 13640 | 956710 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 268178 | 12569503 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 7693 | 1955484 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 11555 | 614264 |
|  |  | 279101801 |
| Health Care — 15.3% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 122658 | 13559842 |
| &nbsp;&nbsp;&nbsp;AbbVie | 123175 | 18199106 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 20401 | 3102584 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 5431 | 1464904 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 11456 | 1935606 |
| &nbsp;&nbsp;&nbsp;Amgen | 37662 | 9505889 |
| &nbsp;&nbsp;&nbsp;Baxter International | 33800 | 1544322 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 20301 | 5120318 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 9946 | 2893291 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Cl A <sup>\*</sup> | 1170 | $546928 |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 10742 | 855708 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 101333 | 4686651 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 149722 | 10877303 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 18071 | 1395985 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 13111 | 702094 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 38954 | 2969853 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 3873 | 942107 |
| &nbsp;&nbsp;&nbsp;Cigna | 21615 | 6844822 |
| &nbsp;&nbsp;&nbsp;Cooper | 3260 | 1137512 |
| &nbsp;&nbsp;&nbsp;CVS Health | 92569 | 8166437 |
| &nbsp;&nbsp;&nbsp;Danaher | 46014 | 12165181 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 3702 | 305008 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 16779 | 617971 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 26657 | 2854698 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 42170 | 3234439 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 16827 | 8413332 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 54940 | 18907601 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 25796 | 1793315 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 88495 | 7428270 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 14787 | 3771720 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 10574 | 910950 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 17435 | 1418686 |
| &nbsp;&nbsp;&nbsp;Humana | 8853 | 4530080 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 5604 | 2692722 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 10646 | 2280373 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 12141 | 1033685 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 24789 | 6090409 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 13118 | 3009400 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 182387 | 29805684 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 6363 | 1604240 |
| &nbsp;&nbsp;&nbsp;McKesson | 9875 | 3739465 |
| &nbsp;&nbsp;&nbsp;Medtronic | 93831 | 7852716 |
| &nbsp;&nbsp;&nbsp;Merck | 176637 | 18972580 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 1500 | 2299380 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 22709 | 3998147 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 3995 | 1245761 |
| &nbsp;&nbsp;&nbsp;Organon | 17276 | 520526 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 8399 | 1155114 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pfizer | 390919 | $17262983 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 8125 | 1206400 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 7451 | 5651360 |
| &nbsp;&nbsp;&nbsp;ResMed | 10003 | 2284385 |
| &nbsp;&nbsp;&nbsp;STERIS | 7118 | 1469938 |
| &nbsp;&nbsp;&nbsp;Stryker | 23712 | 6018343 |
| &nbsp;&nbsp;&nbsp;Teleflex | 3697 | 899924 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 27597 | 15739397 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 65190 | 32542196 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 4437 | 657608 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 18059 | 5834863 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W | 86007 | 1045845 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 3956 | 1299863 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 5429 | 1441942 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 14370 | 1829876 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 33013 | 5463321 |
|  |  | 349750959 |
| Industrials — 8.8% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 39117 | 4501584 |
| &nbsp;&nbsp;&nbsp;A O Smith | 8682 | 587771 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 10881 | 558631 |
| &nbsp;&nbsp;&nbsp;Allegion | 5671 | 666626 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 47983 | 774446 |
| &nbsp;&nbsp;&nbsp;AMETEK | 16446 | 2383354 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 39491 | 8411583 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 59649 | 2715819 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 36792 | 9282254 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 8195 | 820893 |
| &nbsp;&nbsp;&nbsp;Cintas | 6118 | 2714801 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 28651 | 1908443 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 28001 | 2181278 |
| &nbsp;&nbsp;&nbsp;CSX | 145093 | 4486276 |
| &nbsp;&nbsp;&nbsp;Cummins | 9684 | 2416545 |
| &nbsp;&nbsp;&nbsp;Deere | 19205 | 8120642 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 43143 | 1686891 |
| &nbsp;&nbsp;&nbsp;Dover | 9775 | 1484138 |
| &nbsp;&nbsp;&nbsp;Eaton | 28155 | 4567023 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 41756 | 3767226 |
| &nbsp;&nbsp;&nbsp;Equifax | 8955 | 1989801 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington | 10952 | $1184459 |
| &nbsp;&nbsp;&nbsp;Fastenal | 38693 | 1955931 |
| &nbsp;&nbsp;&nbsp;FedEx | 16197 | 3139950 |
| &nbsp;&nbsp;&nbsp;Fortive | 23682 | 1611086 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 5296 | 638698 |
| &nbsp;&nbsp;&nbsp;General Dynamics | 16011 | 3731524 |
| &nbsp;&nbsp;&nbsp;General Electric | 77236 | 6215953 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 47188 | 9837754 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 24911 | 1013629 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries | 2664 | 587519 |
| &nbsp;&nbsp;&nbsp;IDEX | 5585 | 1338613 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 19802 | 4674064 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 28719 | 1608264 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions | 8795 | 1086622 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 5622 | 1062839 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 49062 | 3413243 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies | 13418 | 2882455 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings | 9307 | 919904 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin | 16462 | 7626186 |
| &nbsp;&nbsp;&nbsp;Masco | 17345 | 922754 |
| &nbsp;&nbsp;&nbsp;Nordson | 3610 | 878313 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 15978 | 3927552 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman | 10282 | 4606747 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 6093 | 2030431 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 28247 | 2322751 |
| &nbsp;&nbsp;&nbsp;PACCAR | 23308 | 2547798 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 8936 | 2913136 |
| &nbsp;&nbsp;&nbsp;Pentair | 11501 | 636925 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 9752 | 1484157 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies | 103512 | 10335673 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 14049 | 1753596 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 6610 | 554976 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 7522 | 2121430 |
| &nbsp;&nbsp;&nbsp;Rollins | 16991 | 618472 |
| &nbsp;&nbsp;&nbsp;Snap-On | 3555 | 884235 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 39682 | 1419425 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 11237 | 1003577 |
| &nbsp;&nbsp;&nbsp;Textron | 14364 | 1046417 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 15754 | 2821857 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;TransDigm Group | 3703 | $2657828 |
| &nbsp;&nbsp;&nbsp;Union Pacific | 43393 | 8860417 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 22508 | 1101992 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 51345 | 9510634 |
| &nbsp;&nbsp;&nbsp;United Rentals | 4793 | 2113473 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 10396 | 1889889 |
| &nbsp;&nbsp;&nbsp;Waste Management | 25715 | 3978882 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 12447 | 1292123 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 3324 | 1959432 |
| &nbsp;&nbsp;&nbsp;Xylem | 11954 | 1243336 |
|  |  | 199992946 |
| Information Technology — 27.6% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 44358 | 12378100 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 32768 | 12135301 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 113596 | 8536739 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 11261 | 1001666 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 42284 | 3372995 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 36159 | 6200184 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 5801 | 1545154 |
| &nbsp;&nbsp;&nbsp;Apple | 1044932 | 150773238 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 60777 | 6776028 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 17656 | 2225009 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 14901 | 3206099 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 29183 | 6589813 |
| &nbsp;&nbsp;&nbsp;Broadcom | 28440 | 16637684 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 8409 | 1264377 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 19342 | 3536298 |
| &nbsp;&nbsp;&nbsp;CDW | 9070 | 1777992 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 10564 | 763566 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 288716 | 14051808 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 34686 | 2315291 |
| &nbsp;&nbsp;&nbsp;Corning | 54800 | 1896628 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 17562 | 504556 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 9365 | 2073224 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 3984 | 1325278 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 4087 | 603486 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 40767 | 3059156 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 7139 | 1267886 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 44954 | 4795693 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 5583 | $1165786 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 44140 | 2310288 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 5693 | 1925031 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 41952 | 965316 |
| &nbsp;&nbsp;&nbsp;Global Payments | 18335 | 2066721 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 87199 | 1406520 |
| &nbsp;&nbsp;&nbsp;HP | 61155 | 1782057 |
| &nbsp;&nbsp;&nbsp;Intel | 290930 | 8221682 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 63567 | 8564382 |
| &nbsp;&nbsp;&nbsp;Intuit | 19545 | 8261085 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 4918 | 885683 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 23545 | 760504 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 12001 | 2152379 |
| &nbsp;&nbsp;&nbsp;KLA | 9760 | 3830605 |
| &nbsp;&nbsp;&nbsp;Lam Research | 9477 | 4739448 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 59175 | 21930255 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 37470 | 2908421 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 74734 | 4506460 |
| &nbsp;&nbsp;&nbsp;Microsoft | 520875 | 129078034 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 3255 | 1388453 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 11855 | 3046854 |
| &nbsp;&nbsp;&nbsp;NetApp | 16254 | 1076502 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 173693 | 33934401 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 29013 | 2131005 |
| &nbsp;&nbsp;&nbsp;Oracle | 108166 | 9568364 |
| &nbsp;&nbsp;&nbsp;Paychex | 21678 | 2511613 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 3189 | 1033045 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 78356 | 6385230 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 6572 | 886431 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 6656 | 723241 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 78928 | 10513999 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 7425 | 3168619 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 70552 | 11850619 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 12677 | 859247 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 13979 | 6362262 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 11139 | 1221614 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 4194 | 1338431 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 10426 | 3688198 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 21657 | 2753688 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 3405 | $1444605 |
| &nbsp;&nbsp;&nbsp;Teradyne | 11231 | 1142193 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 63743 | 11295897 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 16955 | 984407 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 3071 | 991227 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 6486 | 1414272 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 113991 | 26241868 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 22488 | 988348 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 3386 | 1070585 |
|  |  | 628089124 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 15753 | 5048994 |
| &nbsp;&nbsp;&nbsp;Albemarle | 7628 | 2146900 |
| &nbsp;&nbsp;&nbsp;Amcor | 100647 | 1213803 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 5659 | 1072041 |
| &nbsp;&nbsp;&nbsp;Ball | 22679 | 1320825 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 7253 | 893570 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 13088 | 1108554 |
| &nbsp;&nbsp;&nbsp;Corteva | 48714 | 3139617 |
| &nbsp;&nbsp;&nbsp;Dow | 48596 | 2884173 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 33712 | 2493002 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 8402 | 740804 |
| &nbsp;&nbsp;&nbsp;Ecolab | 16714 | 2587829 |
| &nbsp;&nbsp;&nbsp;FMC | 8699 | 1158098 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 101313 | 4520586 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 18256 | 2053070 |
| &nbsp;&nbsp;&nbsp;International Paper | 23806 | 995567 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 16998 | 1643537 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 4230 | 1521277 |
| &nbsp;&nbsp;&nbsp;Mosaic | 22946 | 1136745 |
| &nbsp;&nbsp;&nbsp;Newmont | 53733 | 2844088 |
| &nbsp;&nbsp;&nbsp;Nucor | 17542 | 2964949 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 6792 | 969218 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 16827 | 2193231 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 11352 | 621635 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 16721 | 3956021 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics | 11676 | 1408593 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 9163 | 1679853 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Westrock | 19779 | $776128 |
|  |  | 55092708 |
| Real Estate — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 10677 | 1716221 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 32889 | 7347074 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 9575 | 1698988 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 11081 | 825978 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 7480 | 921611 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 21630 | 1849581 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 30529 | 4521650 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 19674 | 2255034 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 6497 | 4795631 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 22624 | 1440018 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 4327 | 978205 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 9080 | 1433096 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 5271 | 587875 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties <sup>‡</sup> | 39207 | 1077408 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 53330 | 1005270 |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 40881 | 1328632 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 21408 | 1168449 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 43538 | 977863 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 8217 | 1369938 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 65221 | 8431771 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 10722 | 3263133 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 43801 | 2971022 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 11447 | 762714 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 7603 | 2262120 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 22100 | 2838966 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 21261 | 905506 |
| &nbsp;&nbsp;&nbsp;Ventas <sup>‡</sup> | 26807 | 1388871 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Cl A <sup>‡</sup> | 65038 | 2222999 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 33805 | 2536727 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 49711 | 1711550 |
|  |  | 66593901 |
| Utilities — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 44621 | 1223062 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 16922 | 914296 |
| &nbsp;&nbsp;&nbsp;Ameren | 18523 | 1609093 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 36322 | $3412815 |
| &nbsp;&nbsp;&nbsp;American Water Works | 12748 | 1994935 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 10444 | 1227588 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 45293 | 1364225 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 21485 | 1357637 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 23701 | 2258942 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 22023 | 1879855 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 59162 | 3765070 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 12779 | 1487092 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 54512 | 5584754 |
| &nbsp;&nbsp;&nbsp;Edison International | 25836 | 1780100 |
| &nbsp;&nbsp;&nbsp;Entergy | 14780 | 1600378 |
| &nbsp;&nbsp;&nbsp;Evergy | 16868 | 1056780 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 23171 | 1907668 |
| &nbsp;&nbsp;&nbsp;Exelon | 70011 | 2953764 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 36635 | 1500203 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 139823 | 10434991 |
| &nbsp;&nbsp;&nbsp;NiSource | 28709 | 796675 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 16842 | 576333 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 112926 | 1795523 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 8653 | 645081 |
| &nbsp;&nbsp;&nbsp;PPL | 49373 | 1461441 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 33530 | 2076513 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 22321 | 3578726 |
| &nbsp;&nbsp;&nbsp;Southern | 77035 | 5213729 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 21340 | 2005747 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 37115 | 2552399 |
|  |  | 70015415 |
| TOTAL UNITED STATES |  | 2367830117 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,377,081,811) |  | 2382566350 |
| TOTAL INVESTMENTS — 104.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,377,081,811) |  | $2382566350 |
| **WRITTEN OPTIONS— (4.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(52626087)) |  | $(106448460) |

---

*Percentages are based on Net Assets of $2,279,259,946.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P 500<sup>®</sup> Covered Call ETF**

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional <br> Amount** | **Exercise <br> Price** | **Expiration <br> Date** | **Value** |
| **WRITTEN OPTIONS — (4.7)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | (5844) | $(2290848000) | $3920.00 | 02/17/23 | $(106448460) |

---

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $2,382,566,350.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*2382566350* | $*—* | $*—* | $*2382566350* |
| *Total Investments in Securities* | $*2382566350* | $*—* | $*—* | $*2382566350* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(106448460)* | $*—* | $*—* | $*(106448460)* |
| *Total Other Financial Instruments* | $*(106448460)* | $*—* | $*—* | $*(106448460)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.* 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 76.0%(A)** |  |  |
| **AUSTRALIA — 0.0%** |  |  |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Cenntro Electric Group <sup>\*</sup> | 1 | $1 |
| **BAHAMAS — 0.0%** |  |  |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;OneSpaWorld Holdings <sup>\*</sup> | 32104 | 337413 |
| **BERMUDA — 0.2%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Wejo Group <sup>\*</sup> | 1 | 1 |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Teekay <sup>\*</sup> | 1 | 5 |
| Financials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son | 21259 | 679438 |
| &nbsp;&nbsp;&nbsp;SiriusPoint <sup>\*</sup> | 36721 | 278712 |
|  |  | 958150 |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Triton International | 27834 | 1966194 |
| TOTAL BERMUDA |  | 2924350 |
| **BRAZIL — 0.1%** |  |  |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;StoneCo, Cl A <sup>\*</sup> | 121326 | 1353998 |
| **CAMEROON — 0.1%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Golar LNG <sup>\*</sup> | 44227 | 1036681 |
| **CANADA — 0.4%** |  |  |
| Consumer Staples — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;SunOpta <sup>\*</sup> | 40348 | 329643 |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Teekay Tankers, Cl A <sup>\*</sup> | 10308 | 316352 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics <sup>\*</sup> | 91454 | $963011 |
| &nbsp;&nbsp;&nbsp;Aurinia Pharmaceuticals <sup>\*</sup> | 55542 | 502655 |
|  |  | 1465666 |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Brookfield Business, Cl A | 10831 | 245322 |
| &nbsp;&nbsp;&nbsp;Li-Cycle Holdings <sup>\*</sup> | 54665 | 297378 |
|  |  | 542700 |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Novagold Resources <sup>\*</sup> | 98097 | 618992 |
| &nbsp;&nbsp;&nbsp;PolyMet Mining <sup>\*</sup> | 1 | 3 |
|  |  | 618995 |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure, Cl A | 42506 | 1879615 |
| TOTAL CANADA |  | 5152971 |
| **CHINA — 0.1%** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Textainer Group Holdings | 20012 | 678407 |
| Information Technology — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;indie Semiconductor, Cl A <sup>\*</sup> | 41295 | 329121 |
| TOTAL CHINA |  | 1007528 |
| **GERMANY — 0.0%** |  |  |
| Health Care — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Affimed <sup>\*</sup> | 1 | 1 |
| Materials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Orion Engineered Carbons | 25840 | 543157 |
| TOTAL GERMANY |  | 543158 |
| **GHANA — 0.1%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Kosmos Energy <sup>\*</sup> | 189726 | 1500733 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **GREECE — 0.0%** |  |  |
| Industrials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Safe Bulkers | 1 | $3 |
| **IRELAND — 0.1%** |  |  |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Ardmore Shipping <sup>\*</sup> | 16565 | 242677 |
| Health Care — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Prothena <sup>\*</sup> | 15480 | 875394 |
| Industrials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Cimpress <sup>\*</sup> | 7544 | 246614 |
| TOTAL IRELAND |  | 1364685 |
| **ISRAEL — 0.0%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Innovid <sup>\*</sup> | 1 | 2 |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;NEOGAMES <sup>\*</sup> | 5784 | 74614 |
| Health Care — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Nano-X Imaging <sup>\*</sup> | 22381 | 206353 |
| Information Technology — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Sapiens International | 13305 | 301491 |
| TOTAL ISRAEL |  | 582460 |
| **ITALY — 0.0%** |  |  |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Ermenegildo Zegna | 26424 | 302819 |
| Information Technology — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Kaleyra <sup>\*</sup> | 1 | 1 |
| TOTAL ITALY |  | 302820 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **MALTA — 0.0%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Gambling.com Group <sup>\*</sup> | 3671 | $35131 |
| **MEXICO — 0.0%** |  |  |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Borr Drilling <sup>\*</sup> | 112613 | 670047 |
| **MONACO — 0.1%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers | 20844 | 997802 |
| Industrials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Costamare | 21890 | 222184 |
| TOTAL MONACO |  | 1219986 |
| **NORWAY — 0.2%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;FLEX LNG | 12209 | 379700 |
| &nbsp;&nbsp;&nbsp;Frontline | 62115 | 859050 |
| &nbsp;&nbsp;&nbsp;SFL | 49682 | 505763 |
|  |  | 1744513 |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group | 50760 | 486281 |
| TOTAL NORWAY |  | 2230794 |
| **PANAMA — 0.0%** |  |  |
| Financials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Latinoamericano de Comercio Exterior, Cl E | 12522 | 215754 |
| **PUERTO RICO — 0.3%** |  |  |
| Communication Services — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Liberty Latin America, Cl A <sup>\*</sup> | 16493 | 162291 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America, Cl C <sup>\*</sup> | 63564 | 626106 |
|  |  | 788397 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;First BanCorp | 83523 | $1123384 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp | 20787 | 588480 |
|  |  | 1711864 |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;EVERTEC | 27646 | 1021243 |
| TOTAL PUERTO RICO |  | 3521504 |
| **SINGAPORE — 0.1%** |  |  |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries | 25569 | 1306576 |
| **THAILAND — 0.2%** |  |  |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Fabrinet <sup>\*</sup> | 15812 | 2081808 |
| **UNITED KINGDOM — 0.0%** |  |  |
| Industrials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Luxfer Holdings | 12150 | 201083 |
| **UNITED STATES — 74.0%** |  |  |
| Communication Services — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;AdTheorent Holding <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Advantage Solutions <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;AMC Networks, Cl A <sup>\*</sup> | 12630 | 233781 |
| &nbsp;&nbsp;&nbsp;Anterix <sup>\*</sup> | 8160 | 294331 |
| &nbsp;&nbsp;&nbsp;Arena Group Holdings <sup>\*</sup> | 4773 | 42671 |
| &nbsp;&nbsp;&nbsp;ATN International | 4813 | 235259 |
| &nbsp;&nbsp;&nbsp;Audacy, Cl A <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Bandwidth, Cl A <sup>\*</sup> | 10053 | 250119 |
| &nbsp;&nbsp;&nbsp;Boston Omaha, Cl A <sup>\*</sup> | 9497 | 251196 |
| &nbsp;&nbsp;&nbsp;Bumble, Cl A <sup>\*</sup> | 37052 | 954089 |
| &nbsp;&nbsp;&nbsp;Cardlytics <sup>\*</sup> | 14005 | 105037 |
| &nbsp;&nbsp;&nbsp;Cargurus, Cl A <sup>\*</sup> | 49170 | 867850 |
| &nbsp;&nbsp;&nbsp;Cars.com <sup>\*</sup> | 29056 | 496858 |
| &nbsp;&nbsp;&nbsp;Charge Enterprises <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings <sup>\*</sup> | 46096 | 550386 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings, Cl A <sup>\*</sup> | 1 | 2 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Communication Services — continued |  |  |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings | 18937 | $1298510 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications Holdings <sup>\*</sup> | 30392 | 132205 |
| &nbsp;&nbsp;&nbsp;Cumulus Media, Cl A <sup>\*</sup> | 7667 | 51369 |
| &nbsp;&nbsp;&nbsp;Daily Journal <sup>\*</sup> | 617 | 188802 |
| &nbsp;&nbsp;&nbsp;DHI Group <sup>\*</sup> | 17672 | 104972 |
| &nbsp;&nbsp;&nbsp;EchoStar, Cl A <sup>\*</sup> | 15893 | 297358 |
| &nbsp;&nbsp;&nbsp;Entravision Communications, Cl A | 24808 | 161252 |
| &nbsp;&nbsp;&nbsp;Eventbrite, Cl A <sup>\*</sup> | 31494 | 279982 |
| &nbsp;&nbsp;&nbsp;EverQuote, Cl A <sup>\*</sup> | 8145 | 127062 |
| &nbsp;&nbsp;&nbsp;EW Scripps, Cl A <sup>\*</sup> | 24766 | 370252 |
| &nbsp;&nbsp;&nbsp;fuboTV <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Gannett <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Globalstar <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Gogo <sup>\*</sup> | 24224 | 406236 |
| &nbsp;&nbsp;&nbsp;Gray Television | 36295 | 470383 |
| &nbsp;&nbsp;&nbsp;IDT, Cl B <sup>\*</sup> | 6419 | 188654 |
| &nbsp;&nbsp;&nbsp;iHeartMedia, Cl A <sup>\*</sup> | 47175 | 365606 |
| &nbsp;&nbsp;&nbsp;IMAX <sup>\*</sup> | 21399 | 363783 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding <sup>\*</sup> | 14255 | 146541 |
| &nbsp;&nbsp;&nbsp;Iridium Communications <sup>\*</sup> | 54499 | 3261220 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons, Cl A | 18232 | 835026 |
| &nbsp;&nbsp;&nbsp;KORE Group Holdings <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Leafly Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Liberty Media - Liberty Braves <sup>\*</sup> | 16216 | 562371 |
| &nbsp;&nbsp;&nbsp;Liberty Media - Liberty Braves, Cl A <sup>\*</sup> | 4604 | 161738 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment, Cl A <sup>\*</sup> | 23892 | 190419 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment, Cl B <sup>\*</sup> | 48530 | 369799 |
| &nbsp;&nbsp;&nbsp;Loyalty Ventures <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Entertainment <sup>\*</sup> | 11001 | 575242 |
| &nbsp;&nbsp;&nbsp;Magnite <sup>\*</sup> | 58167 | 702657 |
| &nbsp;&nbsp;&nbsp;Marcus | 10412 | 157638 |
| &nbsp;&nbsp;&nbsp;MediaAlpha, Cl A <sup>\*</sup> | 10547 | 147131 |
| &nbsp;&nbsp;&nbsp;Ooma <sup>\*</sup> | 10025 | 144059 |
| &nbsp;&nbsp;&nbsp;Outbrain <sup>\*</sup> | 11814 | 58125 |
| &nbsp;&nbsp;&nbsp;Playstudios <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;PubMatic, Cl A <sup>\*</sup> | 20006 | 306692 |
| &nbsp;&nbsp;&nbsp;QuinStreet <sup>\*</sup> | 22452 | 344189 |
| &nbsp;&nbsp;&nbsp;Quotient Technology <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Radius Global Infrastructure, Cl A <sup>\*</sup> | 34843 | 469335 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Communication Services — continued |  |  |
| &nbsp;&nbsp;&nbsp;Reservoir Media <sup>\*</sup> | 8401 | $59143 |
| &nbsp;&nbsp;&nbsp;Scholastic | 13744 | 608035 |
| &nbsp;&nbsp;&nbsp;Shenandoah Telecommunications | 20650 | 403707 |
| &nbsp;&nbsp;&nbsp;Shutterstock | 10334 | 777840 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group, Cl A | 19040 | 392795 |
| &nbsp;&nbsp;&nbsp;Skillz, Cl A <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Stagwell <sup>\*</sup> | 37731 | 264872 |
| &nbsp;&nbsp;&nbsp;TechTarget <sup>\*</sup> | 11786 | 583761 |
| &nbsp;&nbsp;&nbsp;TEGNA | 96410 | 1921451 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems | 42969 | 574496 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings <sup>\*</sup> | 10500 | 234885 |
| &nbsp;&nbsp;&nbsp;TrueCar <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;United States Cellular <sup>\*</sup> | 6636 | 162317 |
| &nbsp;&nbsp;&nbsp;Urban One <sup>\*</sup> | 4963 | 24716 |
| &nbsp;&nbsp;&nbsp;Urban One, Cl A <sup>\*</sup> | 3388 | 23750 |
| &nbsp;&nbsp;&nbsp;Vimeo <sup>\*</sup> | 59315 | 269290 |
| &nbsp;&nbsp;&nbsp;Vinco Ventures <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Vivid Seats, Cl A <sup>\*</sup> | 10306 | 87704 |
| &nbsp;&nbsp;&nbsp;WideOpenWest <sup>\*</sup> | 22515 | 258697 |
| &nbsp;&nbsp;&nbsp;Yelp, Cl A <sup>\*</sup> | 30071 | 947537 |
| &nbsp;&nbsp;&nbsp;Ziff Davis <sup>\*</sup> | 20781 | 1859484 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter, Cl A <sup>\*</sup> | 35718 | 701502 |
|  |  | 27676200 |
| Consumer Discretionary — 8.4% |  |  |
| &nbsp;&nbsp;&nbsp;1-800-Flowers.com, Cl A <sup>\*</sup> | 10860 | 108274 |
| &nbsp;&nbsp;&nbsp;1stdibs.com <sup>\*</sup> | 8655 | 52536 |
| &nbsp;&nbsp;&nbsp;2U <sup>\*</sup> | 30035 | 259202 |
| &nbsp;&nbsp;&nbsp;Aaron's | 13517 | 198024 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch, Cl A <sup>\*</sup> | 22970 | 665211 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors | 35457 | 2071398 |
| &nbsp;&nbsp;&nbsp;Accel Entertainment, Cl A <sup>\*</sup> | 23519 | 216845 |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings | 14665 | 688522 |
| &nbsp;&nbsp;&nbsp;Adient <sup>\*</sup> | 40669 | 1830918 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education <sup>\*</sup> | 20529 | 783797 |
| &nbsp;&nbsp;&nbsp;aka Brands Holding <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Allbirds, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings <sup>\*</sup> | 46528 | 412703 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters | 67551 | 1090273 |
| &nbsp;&nbsp;&nbsp;American Public Education <sup>\*</sup> | 7602 | 92060 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;America's Car-Mart <sup>\*</sup> | 2545 | $219226 |
| &nbsp;&nbsp;&nbsp;AMMO <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Arko | 34379 | 288440 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group <sup>\*</sup> | 9718 | 2137960 |
| &nbsp;&nbsp;&nbsp;Aterian <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Bally's <sup>\*</sup> | 16695 | 331730 |
| &nbsp;&nbsp;&nbsp;BARK <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Beachbody <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA <sup>\*</sup> | 13062 | 213825 |
| &nbsp;&nbsp;&nbsp;Bed Bath & Beyond <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Big 5 Sporting Goods | 8688 | 86793 |
| &nbsp;&nbsp;&nbsp;Big Lots | 12716 | 208034 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings, Cl B <sup>\*</sup> | 301 | 49084 |
| &nbsp;&nbsp;&nbsp;BJ's Restaurants <sup>\*</sup> | 9846 | 310838 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands | 37575 | 911194 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding, Cl A | 6233 | 202199 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings <sup>\*</sup> | 12682 | 1058820 |
| &nbsp;&nbsp;&nbsp;Bowlero <sup>\*</sup> | 17514 | 240817 |
| &nbsp;&nbsp;&nbsp;Boxed <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Brinker International <sup>\*</sup> | 18873 | 744729 |
| &nbsp;&nbsp;&nbsp;Buckle | 12898 | 567512 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop, Cl A <sup>\*</sup> | 5927 | 145567 |
| &nbsp;&nbsp;&nbsp;Caleres | 15728 | 409243 |
| &nbsp;&nbsp;&nbsp;Camping World Holdings, Cl A | 17469 | 443887 |
| &nbsp;&nbsp;&nbsp;Canoo <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;CarParts.com <sup>\*</sup> | 20261 | 138180 |
| &nbsp;&nbsp;&nbsp;Carriage Services, Cl A | 6416 | 208007 |
| &nbsp;&nbsp;&nbsp;Cato, Cl A | 7975 | 79271 |
| &nbsp;&nbsp;&nbsp;Cavco Industries <sup>\*</sup> | 3930 | 1045773 |
| &nbsp;&nbsp;&nbsp;Century Casinos <sup>\*</sup> | 11233 | 99075 |
| &nbsp;&nbsp;&nbsp;Century Communities | 12687 | 776444 |
| &nbsp;&nbsp;&nbsp;Cheesecake Factory | 21155 | 830334 |
| &nbsp;&nbsp;&nbsp;Chegg <sup>\*</sup> | 53289 | 1106280 |
| &nbsp;&nbsp;&nbsp;Chico's FAS <sup>\*</sup> | 49956 | 263268 |
| &nbsp;&nbsp;&nbsp;Children's Place <sup>\*</sup> | 5914 | 268318 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings <sup>\*</sup> | 8607 | 294618 |
| &nbsp;&nbsp;&nbsp;Citi Trends <sup>\*</sup> | 3707 | 116696 |
| &nbsp;&nbsp;&nbsp;Clarus | 11872 | 119314 |
| &nbsp;&nbsp;&nbsp;Conn's <sup>\*</sup> | 6922 | 65136 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Container Store Group <sup>\*</sup> | 13032 | $67897 |
| &nbsp;&nbsp;&nbsp;ContextLogic, Cl A <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Coursera <sup>\*</sup> | 51347 | 818985 |
| &nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store | 9919 | 1106762 |
| &nbsp;&nbsp;&nbsp;Crocs <sup>\*</sup> | 26231 | 3194149 |
| &nbsp;&nbsp;&nbsp;Dana | 59278 | 1075303 |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment <sup>\*</sup> | 18501 | 802018 |
| &nbsp;&nbsp;&nbsp;Denny's <sup>\*</sup> | 25181 | 302676 |
| &nbsp;&nbsp;&nbsp;Designer Brands, Cl A | 25968 | 267730 |
| &nbsp;&nbsp;&nbsp;Destination XL Group <sup>\*</sup> | 24746 | 176439 |
| &nbsp;&nbsp;&nbsp;Dillard's, Cl A | 2131 | 838144 |
| &nbsp;&nbsp;&nbsp;Dine Brands Global | 6933 | 535990 |
| &nbsp;&nbsp;&nbsp;Dorman Products <sup>\*</sup> | 11211 | 1088140 |
| &nbsp;&nbsp;&nbsp;Dream Finders Homes, Cl A <sup>\*</sup> | 8714 | 110145 |
| &nbsp;&nbsp;&nbsp;Duluth Holdings, Cl B <sup>\*</sup> | 5057 | 33629 |
| &nbsp;&nbsp;&nbsp;Duolingo, Cl A <sup>\*</sup> | 9981 | 953086 |
| &nbsp;&nbsp;&nbsp;El Pollo Loco Holdings | 8129 | 99743 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors | 9866 | 283549 |
| &nbsp;&nbsp;&nbsp;European Wax Center, Cl A | 12564 | 236706 |
| &nbsp;&nbsp;&nbsp;Everi Holdings <sup>\*</sup> | 36727 | 637948 |
| &nbsp;&nbsp;&nbsp;EVgo <sup>\*</sup> | 28111 | 193685 |
| &nbsp;&nbsp;&nbsp;Express <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;F45 Training Holdings <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Faraday Future Intelligent Electric <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;First Watch Restaurant Group <sup>\*</sup> | 6991 | 113254 |
| &nbsp;&nbsp;&nbsp;Fisker <sup>\*</sup> | 76949 | 573270 |
| &nbsp;&nbsp;&nbsp;Foot Locker | 38182 | 1661299 |
| &nbsp;&nbsp;&nbsp;Fossil Group <sup>\*</sup> | 19378 | 110067 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding <sup>\*</sup> | 18445 | 2178170 |
| &nbsp;&nbsp;&nbsp;Franchise Group | 12078 | 373089 |
| &nbsp;&nbsp;&nbsp;Frontdoor <sup>\*</sup> | 35141 | 955132 |
| &nbsp;&nbsp;&nbsp;Full House Resorts <sup>\*</sup> | 13575 | 119731 |
| &nbsp;&nbsp;&nbsp;Funko, Cl A <sup>\*</sup> | 13343 | 161450 |
| &nbsp;&nbsp;&nbsp;Genesco <sup>\*</sup> | 6040 | 291672 |
| &nbsp;&nbsp;&nbsp;Gentherm <sup>\*</sup> | 14112 | 1050356 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group <sup>\*</sup> | 18895 | 319703 |
| &nbsp;&nbsp;&nbsp;Golden Entertainment <sup>\*</sup> | 8497 | 335631 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber <sup>\*</sup> | 122600 | 1379250 |
| &nbsp;&nbsp;&nbsp;GoPro, Cl A <sup>\*</sup> | 53214 | 327266 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Graham Holdings, Cl B | 1644 | $1074042 |
| &nbsp;&nbsp;&nbsp;Green Brick Partners <sup>\*</sup> | 12936 | 403603 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive | 6960 | 1488396 |
| &nbsp;&nbsp;&nbsp;Groupon, Cl A <sup>\*</sup> | 9434 | 77925 |
| &nbsp;&nbsp;&nbsp;GrowGeneration <sup>\*</sup> | 22976 | 118556 |
| &nbsp;&nbsp;&nbsp;Guess? | 16627 | 385248 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture | 6949 | 242659 |
| &nbsp;&nbsp;&nbsp;Helen of Troy <sup>\*</sup> | 10160 | 1149198 |
| &nbsp;&nbsp;&nbsp;Hibbett | 5909 | 392121 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations <sup>\*</sup> | 40711 | 1928073 |
| &nbsp;&nbsp;&nbsp;Holley <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Hovnanian Enterprises, Cl A <sup>\*</sup> | 2388 | 138217 |
| &nbsp;&nbsp;&nbsp;Inspirato <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Inspired Entertainment <sup>\*</sup> | 9225 | 137452 |
| &nbsp;&nbsp;&nbsp;Installed Building Products | 10289 | 1132716 |
| &nbsp;&nbsp;&nbsp;International Game Technology | 42430 | 1122273 |
| &nbsp;&nbsp;&nbsp;iRobot <sup>\*</sup> | 11437 | 514665 |
| &nbsp;&nbsp;&nbsp;Jack in the Box | 9030 | 686099 |
| &nbsp;&nbsp;&nbsp;JOANN | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Johnson Outdoors, Cl A | 2348 | 160744 |
| &nbsp;&nbsp;&nbsp;KB Home | 33714 | 1296303 |
| &nbsp;&nbsp;&nbsp;Kontoor Brands | 23921 | 1142467 |
| &nbsp;&nbsp;&nbsp;Krispy Kreme | 33425 | 407785 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA, Cl A <sup>\*</sup> | 2090 | 129873 |
| &nbsp;&nbsp;&nbsp;Lands' End <sup>\*</sup> | 5973 | 53936 |
| &nbsp;&nbsp;&nbsp;Landsea Homes <sup>\*</sup> | 4344 | 28801 |
| &nbsp;&nbsp;&nbsp;Latham Group <sup>\*</sup> | 17919 | 78844 |
| &nbsp;&nbsp;&nbsp;Laureate Education, Cl A | 60053 | 659382 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy | 18671 | 530817 |
| &nbsp;&nbsp;&nbsp;LCI Industries | 10564 | 1185492 |
| &nbsp;&nbsp;&nbsp;Legacy Housing <sup>\*</sup> | 4026 | 80601 |
| &nbsp;&nbsp;&nbsp;LGI Homes <sup>\*</sup> | 9127 | 1039109 |
| &nbsp;&nbsp;&nbsp;Life Time Group Holdings <sup>\*</sup> | 18174 | 341489 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands | 5430 | 43494 |
| &nbsp;&nbsp;&nbsp;Light & Wonder <sup>\*</sup> | 40403 | 2636296 |
| &nbsp;&nbsp;&nbsp;Lindblad Expeditions Holdings <sup>\*</sup> | 12659 | 150642 |
| &nbsp;&nbsp;&nbsp;LL Flooring Holdings <sup>\*</sup> | 11946 | 72393 |
| &nbsp;&nbsp;&nbsp;Lordstown Motors, Cl A <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Lovesac <sup>\*</sup> | 5716 | 147130 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Lulu's Fashion Lounge Holdings <sup>\*</sup> | 1 | $3 |
| &nbsp;&nbsp;&nbsp;Luminar Technologies, Cl A <sup>\*</sup> | 108339 | 722621 |
| &nbsp;&nbsp;&nbsp;M/I Homes <sup>\*</sup> | 12118 | 724656 |
| &nbsp;&nbsp;&nbsp;Malibu Boats, Cl A <sup>\*</sup> | 8938 | 541553 |
| &nbsp;&nbsp;&nbsp;Marine Products | 3258 | 43331 |
| &nbsp;&nbsp;&nbsp;MarineMax <sup>\*</sup> | 9105 | 284531 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings <sup>\*</sup> | 8121 | 233560 |
| &nbsp;&nbsp;&nbsp;MDC Holdings | 24274 | 916586 |
| &nbsp;&nbsp;&nbsp;Meritage Homes <sup>\*</sup> | 15509 | 1670164 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing <sup>\*</sup> | 21440 | 512202 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort <sup>\*</sup> | 5670 | 434435 |
| &nbsp;&nbsp;&nbsp;Monro | 14176 | 721558 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America <sup>\*</sup> | 7602 | 110685 |
| &nbsp;&nbsp;&nbsp;Movado Group | 6868 | 242852 |
| &nbsp;&nbsp;&nbsp;Mullen Automotive <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Murphy USA | 8948 | 2434124 |
| &nbsp;&nbsp;&nbsp;National Vision Holdings <sup>\*</sup> | 34948 | 1436363 |
| &nbsp;&nbsp;&nbsp;Nerdy <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Noodles, Cl A <sup>\*</sup> | 16833 | 105880 |
| &nbsp;&nbsp;&nbsp;ODP <sup>\*</sup> | 19146 | 987934 |
| &nbsp;&nbsp;&nbsp;ONE Group Hospitality <sup>\*</sup> | 8858 | 66701 |
| &nbsp;&nbsp;&nbsp;OneWater Marine, Cl A <sup>\*</sup> | 4828 | 158069 |
| &nbsp;&nbsp;&nbsp;Overstock.com <sup>\*</sup> | 18329 | 443745 |
| &nbsp;&nbsp;&nbsp;Oxford Industries | 6844 | 802254 |
| &nbsp;&nbsp;&nbsp;Papa John's International | 14040 | 1259248 |
| &nbsp;&nbsp;&nbsp;Party City Holdco <sup>\*(B)</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Patrick Industries | 9683 | 687202 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education <sup>\*</sup> | 28812 | 431316 |
| &nbsp;&nbsp;&nbsp;PetMed Express | 8924 | 191688 |
| &nbsp;&nbsp;&nbsp;PLBY Group <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Portillo's, Cl A <sup>\*</sup> | 12359 | 278819 |
| &nbsp;&nbsp;&nbsp;Purple Innovation, Cl A <sup>\*</sup> | 51201 | 296966 |
| &nbsp;&nbsp;&nbsp;Qurate Retail, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;RCI Hospitality Holdings | 3926 | 356442 |
| &nbsp;&nbsp;&nbsp;RealReal <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Red Rock Resorts, Cl A | 22732 | 1023167 |
| &nbsp;&nbsp;&nbsp;Rent the Runway, Cl A <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center, Cl A | 26432 | 710756 |
| &nbsp;&nbsp;&nbsp;Revolve Group, Cl A <sup>\*</sup> | 18401 | 525165 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Rocky Brands | 3095 | $97431 |
| &nbsp;&nbsp;&nbsp;Rover Group, Cl A <sup>\*</sup> | 38428 | 157171 |
| &nbsp;&nbsp;&nbsp;RumbleON, Cl B <sup>\*</sup> | 4322 | 36348 |
| &nbsp;&nbsp;&nbsp;Rush Street Interactive <sup>\*</sup> | 22740 | 97555 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group | 14388 | 249056 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings <sup>\*</sup> | 46061 | 717630 |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment <sup>\*</sup> | 20666 | 1289352 |
| &nbsp;&nbsp;&nbsp;Shake Shack, Cl A <sup>\*</sup> | 15916 | 905302 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival | 7699 | 210260 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers | 21575 | 1657176 |
| &nbsp;&nbsp;&nbsp;Skyline Champion <sup>\*</sup> | 23266 | 1371531 |
| &nbsp;&nbsp;&nbsp;Sleep Number <sup>\*</sup> | 9394 | 322966 |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands | 20208 | 223905 |
| &nbsp;&nbsp;&nbsp;Snap One Holdings <sup>\*</sup> | 7602 | 72903 |
| &nbsp;&nbsp;&nbsp;Solid Power <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Solo Brands, Cl A <sup>\*</sup> | 6993 | 30909 |
| &nbsp;&nbsp;&nbsp;Sonder Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive, Cl A | 9075 | 487418 |
| &nbsp;&nbsp;&nbsp;Sonos <sup>\*</sup> | 54265 | 1000647 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings <sup>\*</sup> | 17919 | 168976 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products | 8885 | 359487 |
| &nbsp;&nbsp;&nbsp;Steven Madden | 33883 | 1214706 |
| &nbsp;&nbsp;&nbsp;Stitch Fix, Cl A <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Stoneridge <sup>\*</sup> | 11478 | 283047 |
| &nbsp;&nbsp;&nbsp;Strategic Education | 10155 | 947969 |
| &nbsp;&nbsp;&nbsp;Stride <sup>\*</sup> | 17635 | 757071 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger | 7367 | 419182 |
| &nbsp;&nbsp;&nbsp;Superior Group | 5445 | 64959 |
| &nbsp;&nbsp;&nbsp;Sweetgreen, Cl A <sup>\*</sup> | 37005 | 383742 |
| &nbsp;&nbsp;&nbsp;Target Hospitality <sup>\*</sup> | 15056 | 231185 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home, Cl A <sup>\*</sup> | 50113 | 1794045 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse, Cl A | 29276 | 2940189 |
| &nbsp;&nbsp;&nbsp;ThredUp, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Tile Shop Holdings <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Tilly's, Cl A <sup>\*</sup> | 9231 | 81787 |
| &nbsp;&nbsp;&nbsp;Topgolf Callaway Brands <sup>\*</sup> | 59979 | 1468886 |
| &nbsp;&nbsp;&nbsp;Torrid Holdings <sup>\*</sup> | 7092 | 26382 |
| &nbsp;&nbsp;&nbsp;Traeger <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;TravelCenters of America <sup>\*</sup> | 5434 | 247356 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes <sup>\*</sup> | 45804 | $1011810 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands <sup>\*</sup> | 19581 | 86744 |
| &nbsp;&nbsp;&nbsp;Udemy <sup>\*</sup> | 31070 | 389618 |
| &nbsp;&nbsp;&nbsp;Unifi <sup>\*</sup> | 5803 | 49616 |
| &nbsp;&nbsp;&nbsp;Universal Electronics <sup>\*</sup> | 5558 | 130224 |
| &nbsp;&nbsp;&nbsp;Universal Technical Institute <sup>\*</sup> | 13347 | 101170 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters <sup>\*</sup> | 28997 | 794228 |
| &nbsp;&nbsp;&nbsp;Vacasa, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor <sup>\*</sup> | 23860 | 700291 |
| &nbsp;&nbsp;&nbsp;Visteon <sup>\*</sup> | 11915 | 1862791 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home <sup>\*</sup> | 41320 | 495014 |
| &nbsp;&nbsp;&nbsp;Vizio Holding, Cl A <sup>\*</sup> | 28081 | 245990 |
| &nbsp;&nbsp;&nbsp;Volta <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Vuzix <sup>\*</sup> | 24435 | 127306 |
| &nbsp;&nbsp;&nbsp;Warby Parker, Cl A <sup>\*</sup> | 37732 | 609372 |
| &nbsp;&nbsp;&nbsp;Weber, Cl A | 9368 | 76443 |
| &nbsp;&nbsp;&nbsp;Weyco Group | 2368 | 64457 |
| &nbsp;&nbsp;&nbsp;Wingstop | 12833 | 2033645 |
| &nbsp;&nbsp;&nbsp;Winmark | 1459 | 409687 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries | 13733 | 874517 |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide | 34427 | 555307 |
| &nbsp;&nbsp;&nbsp;Workhorse Group <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;WW International <sup>\*</sup> | 21890 | 108793 |
| &nbsp;&nbsp;&nbsp;Xometry, Cl A <sup>\*</sup> | 14340 | 502187 |
| &nbsp;&nbsp;&nbsp;XPEL <sup>\*</sup> | 9677 | 736129 |
| &nbsp;&nbsp;&nbsp;Xponential Fitness, Cl A <sup>\*</sup> | 9106 | 250233 |
| &nbsp;&nbsp;&nbsp;Zumiez <sup>\*</sup> | 8005 | 206769 |
|  |  | 118492797 |
| Consumer Staples — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;22nd Century Group <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Alico | 2643 | 70039 |
| &nbsp;&nbsp;&nbsp;Andersons | 13522 | 497339 |
| &nbsp;&nbsp;&nbsp;AppHarvest <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;B&G Foods | 32279 | 452552 |
| &nbsp;&nbsp;&nbsp;Beauty Health <sup>\*</sup> | 45023 | 513262 |
| &nbsp;&nbsp;&nbsp;BellRing Brands <sup>\*</sup> | 56502 | 1602397 |
| &nbsp;&nbsp;&nbsp;Benson Hill <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Beyond Meat <sup>\*</sup> | 26170 | 429973 |
| &nbsp;&nbsp;&nbsp;BRC, Cl A <sup>\*</sup> | 10574 | 69788 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;Calavo Growers | 7487 | $239958 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods | 17056 | 975944 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings <sup>\*</sup> | 24235 | 2431255 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet <sup>\*</sup> | 4269 | 179042 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet, Cl A <sup>\*</sup> | 17179 | 680804 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse <sup>\*</sup> | 14670 | 560834 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated | 2172 | 1100726 |
| &nbsp;&nbsp;&nbsp;Duckhorn Portfolio <sup>\*</sup> | 18445 | 298440 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care | 22938 | 983123 |
| &nbsp;&nbsp;&nbsp;elf Beauty <sup>\*</sup> | 21225 | 1221499 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings | 29266 | 1085769 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce | 14078 | 402631 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group <sup>\*</sup> | 38883 | 797879 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition <sup>\*</sup> | 46417 | 815547 |
| &nbsp;&nbsp;&nbsp;HF Foods Group <sup>\*</sup> | 15391 | 71722 |
| &nbsp;&nbsp;&nbsp;Honest <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Hostess Brands, Cl A <sup>\*</sup> | 58519 | 1353544 |
| &nbsp;&nbsp;&nbsp;Ingles Markets, Cl A | 6078 | 577410 |
| &nbsp;&nbsp;&nbsp;Inter Parfums | 7729 | 913722 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods | 6605 | 946497 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son | 3901 | 329674 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony | 8327 | 1598035 |
| &nbsp;&nbsp;&nbsp;Lifecore Biomedical <sup>\*</sup> | 10860 | 67441 |
| &nbsp;&nbsp;&nbsp;Local Bounti <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Medifast | 4948 | 551455 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients | 6108 | 595774 |
| &nbsp;&nbsp;&nbsp;Mission Produce <sup>\*</sup> | 16777 | 209041 |
| &nbsp;&nbsp;&nbsp;National Beverage <sup>\*</sup> | 10114 | 447039 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage | 4396 | 43652 |
| &nbsp;&nbsp;&nbsp;Nature's Sunshine Products <sup>\*</sup> | 5057 | 53402 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises, Cl A | 21193 | 908756 |
| &nbsp;&nbsp;&nbsp;OmniAb CVR <sup>\*(B)</sup> | 2421 |  |
| &nbsp;&nbsp;&nbsp;OmniAb CVR <sup>\*(B)</sup> | 2421 |  |
| &nbsp;&nbsp;&nbsp;PriceSmart | 10519 | 781667 |
| &nbsp;&nbsp;&nbsp;Primo Water | 67611 | 1058112 |
| &nbsp;&nbsp;&nbsp;Rite Aid <sup>\*</sup> | 22636 | 82621 |
| &nbsp;&nbsp;&nbsp;Seneca Foods, Cl A <sup>\*</sup> | 2565 | 160313 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods <sup>\*</sup> | 38579 | 1400418 |
| &nbsp;&nbsp;&nbsp;Sovos Brands <sup>\*</sup> | 18538 | 251375 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;SpartanNash | 15328 | $485591 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market <sup>\*</sup> | 47480 | 1516986 |
| &nbsp;&nbsp;&nbsp;Tattooed Chef <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Thorne HealthTech <sup>\*</sup> | 3565 | 16435 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries | 6741 | 301525 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods <sup>\*</sup> | 21900 | 1060617 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands | 6435 | 149356 |
| &nbsp;&nbsp;&nbsp;United Natural Foods <sup>\*</sup> | 24918 | 1037087 |
| &nbsp;&nbsp;&nbsp;Universal | 10273 | 558543 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences <sup>\*</sup> | 4988 | 291499 |
| &nbsp;&nbsp;&nbsp;Utz Brands | 28306 | 471578 |
| &nbsp;&nbsp;&nbsp;Vector Group | 63787 | 826042 |
| &nbsp;&nbsp;&nbsp;Veru <sup>\*</sup> | 27607 | 159016 |
| &nbsp;&nbsp;&nbsp;Village Super Market, Cl A | 3880 | 90249 |
| &nbsp;&nbsp;&nbsp;Vintage Wine Estates <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Vita Coco <sup>\*</sup> | 11690 | 158633 |
| &nbsp;&nbsp;&nbsp;Vital Farms <sup>\*</sup> | 13185 | 231792 |
| &nbsp;&nbsp;&nbsp;WD-40 | 5860 | 1022804 |
| &nbsp;&nbsp;&nbsp;Weis Markets | 6966 | 601444 |
| &nbsp;&nbsp;&nbsp;Whole Earth Brands <sup>\*</sup> | 15714 | 59556 |
|  |  | 36849239 |
| Energy — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;Aemetis <sup>\*</sup> | 11573 | 54046 |
| &nbsp;&nbsp;&nbsp;Alto Ingredients <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Amplify Energy <sup>\*</sup> | 14794 | 128116 |
| &nbsp;&nbsp;&nbsp;Arch Resources | 6691 | 990402 |
| &nbsp;&nbsp;&nbsp;Archrock | 55759 | 552572 |
| &nbsp;&nbsp;&nbsp;Battalion Oil <sup>\*</sup> | 1058 | 10919 |
| &nbsp;&nbsp;&nbsp;Berry | 33574 | 308881 |
| &nbsp;&nbsp;&nbsp;Bristow Group <sup>\*</sup> | 10265 | 313493 |
| &nbsp;&nbsp;&nbsp;Cactus, Cl A | 25259 | 1366765 |
| &nbsp;&nbsp;&nbsp;California Resources | 33972 | 1451624 |
| &nbsp;&nbsp;&nbsp;Callon Petroleum <sup>\*</sup> | 21670 | 922059 |
| &nbsp;&nbsp;&nbsp;Centrus Energy, Cl A <sup>\*</sup> | 4561 | 187229 |
| &nbsp;&nbsp;&nbsp;ChampionX | 88429 | 2919926 |
| &nbsp;&nbsp;&nbsp;Chord Energy | 18021 | 2582950 |
| &nbsp;&nbsp;&nbsp;Civitas Resources | 31869 | 2120882 |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels <sup>\*</sup> | 77361 | 437863 |
| &nbsp;&nbsp;&nbsp;CNX Resources <sup>\*</sup> | 83943 | 1404366 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Energy — continued |  |  |
| &nbsp;&nbsp;&nbsp;Comstock Resources | 39071 | $474713 |
| &nbsp;&nbsp;&nbsp;CONSOL Energy | 14611 | 844954 |
| &nbsp;&nbsp;&nbsp;Crescent Energy, Cl A | 17378 | 209579 |
| &nbsp;&nbsp;&nbsp;CVR Energy | 12664 | 420445 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings | 31089 | 831942 |
| &nbsp;&nbsp;&nbsp;Denbury <sup>\*</sup> | 21744 | 1886944 |
| &nbsp;&nbsp;&nbsp;DHT Holdings | 57931 | 496469 |
| &nbsp;&nbsp;&nbsp;Diamond Offshore Drilling <sup>\*</sup> | 41325 | 473585 |
| &nbsp;&nbsp;&nbsp;DMC Global <sup>\*</sup> | 8306 | 188878 |
| &nbsp;&nbsp;&nbsp;Dorian LPG | 13544 | 268848 |
| &nbsp;&nbsp;&nbsp;Dril-Quip <sup>\*</sup> | 14976 | 459913 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy, Cl A <sup>\*</sup> | 24087 | 334809 |
| &nbsp;&nbsp;&nbsp;Empire Petroleum <sup>\*</sup> | 6701 | 88386 |
| &nbsp;&nbsp;&nbsp;Energy Fuels <sup>\*</sup> | 63904 | 470973 |
| &nbsp;&nbsp;&nbsp;Equitrans Midstream | 172817 | 1252923 |
| &nbsp;&nbsp;&nbsp;Excelerate Energy, Cl A | 7687 | 179107 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings <sup>\*</sup> | 35114 | 663303 |
| &nbsp;&nbsp;&nbsp;Gevo <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Green Plains <sup>\*</sup> | 22647 | 787436 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy <sup>\*</sup> | 5082 | 346338 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group <sup>\*</sup> | 68016 | 539367 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne | 44494 | 2155289 |
| &nbsp;&nbsp;&nbsp;HighPeak Energy | 2707 | 75688 |
| &nbsp;&nbsp;&nbsp;International Seaways | 24485 | 950997 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings, Cl A | 8446 | 264275 |
| &nbsp;&nbsp;&nbsp;Liberty Energy, Cl A | 68172 | 1079163 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas, Cl A | 75120 | 1773583 |
| &nbsp;&nbsp;&nbsp;Matador Resources | 48409 | 3202739 |
| &nbsp;&nbsp;&nbsp;Murphy Oil | 65220 | 2844244 |
| &nbsp;&nbsp;&nbsp;Nabors Industries <sup>\*</sup> | 3895 | 691518 |
| &nbsp;&nbsp;&nbsp;NACCO Industries, Cl A | 1669 | 65041 |
| &nbsp;&nbsp;&nbsp;National Energy Services Reunited <sup>\*</sup> | 15747 | 119047 |
| &nbsp;&nbsp;&nbsp;Newpark Resources <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;NextDecade <sup>\*</sup> | 12755 | 76402 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions <sup>\*</sup> | 76097 | 716834 |
| &nbsp;&nbsp;&nbsp;Noble <sup>\*</sup> | 36363 | 1479611 |
| &nbsp;&nbsp;&nbsp;Nordic American Tankers | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas | 29481 | 988203 |
| &nbsp;&nbsp;&nbsp;Oceaneering International <sup>\*</sup> | 43001 | 918071 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Energy — continued |  |  |
| &nbsp;&nbsp;&nbsp;Oil States International <sup>\*</sup> | 24978 | $213812 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings <sup>\*</sup> | 22553 | 602842 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy | 98463 | 1654178 |
| &nbsp;&nbsp;&nbsp;PBF Energy, Cl A | 42021 | 1764462 |
| &nbsp;&nbsp;&nbsp;Peabody Energy <sup>\*</sup> | 54491 | 1519754 |
| &nbsp;&nbsp;&nbsp;Permian Resources, Cl A | 90733 | 986268 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding, Cl A <sup>\*</sup> | 10328 | 232380 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding <sup>\*</sup> | 37651 | 374627 |
| &nbsp;&nbsp;&nbsp;Ranger Oil, Cl A | 9177 | 385434 |
| &nbsp;&nbsp;&nbsp;REX American Resources <sup>\*</sup> | 6930 | 226750 |
| &nbsp;&nbsp;&nbsp;Riley Exploration Permian | 4819 | 159943 |
| &nbsp;&nbsp;&nbsp;Ring Energy <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;RPC | 32717 | 324553 |
| &nbsp;&nbsp;&nbsp;SandRidge Energy <sup>\*</sup> | 13766 | 217640 |
| &nbsp;&nbsp;&nbsp;Select Energy Services, Cl A | 31426 | 275920 |
| &nbsp;&nbsp;&nbsp;SilverBow Resources <sup>\*</sup> | 4886 | 128355 |
| &nbsp;&nbsp;&nbsp;Sitio Royalties, Cl A | 34032 | 904237 |
| &nbsp;&nbsp;&nbsp;SM Energy | 52252 | 1717523 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure, Cl A | 13032 | 138009 |
| &nbsp;&nbsp;&nbsp;Talos Energy <sup>\*</sup> | 28186 | 558365 |
| &nbsp;&nbsp;&nbsp;Tellurian <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies <sup>\*</sup> | 50669 | 200649 |
| &nbsp;&nbsp;&nbsp;Tidewater <sup>\*</sup> | 19500 | 846300 |
| &nbsp;&nbsp;&nbsp;Uranium Energy <sup>\*</sup> | 143298 | 577491 |
| &nbsp;&nbsp;&nbsp;Ur-Energy <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;US Silica Holdings <sup>\*</sup> | 31528 | 385903 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy | 24202 | 112539 |
| &nbsp;&nbsp;&nbsp;Valaris <sup>\*</sup> | 26092 | 1895323 |
| &nbsp;&nbsp;&nbsp;Vertex Energy <sup>\*</sup> | 22440 | 163363 |
| &nbsp;&nbsp;&nbsp;Vital Energy <sup>\*</sup> | 7136 | 401614 |
| &nbsp;&nbsp;&nbsp;W&T Offshore <sup>\*</sup> | 38553 | 239800 |
| &nbsp;&nbsp;&nbsp;Weatherford International <sup>\*</sup> | 30292 | 1723009 |
| &nbsp;&nbsp;&nbsp;World Fuel Services | 26591 | 752525 |
|  |  | 64055296 |
| Financials — 12.7% |  |  |
| &nbsp;&nbsp;&nbsp;1st Source | 7125 | 350479 |
| &nbsp;&nbsp;&nbsp;ACNB | 3437 | 135246 |
| &nbsp;&nbsp;&nbsp;AFC Gamma <sup>‡</sup> | 6892 | 108204 |
| &nbsp;&nbsp;&nbsp;Alerus Financial | 6611 | 136054 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial | 7884 | $180938 |
| &nbsp;&nbsp;&nbsp;A-Mark Precious Metals | 7890 | 303765 |
| &nbsp;&nbsp;&nbsp;Ambac Financial Group <sup>\*</sup> | 18835 | 313791 |
| &nbsp;&nbsp;&nbsp;Amerant Bancorp, Cl A | 12075 | 336168 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding | 34467 | 1642353 |
| &nbsp;&nbsp;&nbsp;American National Bankshares | 4657 | 161179 |
| &nbsp;&nbsp;&nbsp;Ameris Bancorp | 28831 | 1359670 |
| &nbsp;&nbsp;&nbsp;AMERISAFE | 8161 | 449508 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage <sup>‡</sup> | 4141 | 32755 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance <sup>‡</sup> | 59731 | 726926 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust <sup>‡</sup> | 70167 | 1047593 |
| &nbsp;&nbsp;&nbsp;Ares Commercial Real Estate <sup>‡</sup> | 24708 | 303414 |
| &nbsp;&nbsp;&nbsp;Argo Group International Holdings | 13559 | 376398 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential REIT <sup>‡</sup> | 54609 | 342945 |
| &nbsp;&nbsp;&nbsp;Arrow Financial | 6184 | 203515 |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management, Cl A | 25508 | 939205 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings <sup>\*</sup> | 9362 | 248467 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp | 63918 | 1432402 |
| &nbsp;&nbsp;&nbsp;Associated Capital Group, Cl A | 880 | 33484 |
| &nbsp;&nbsp;&nbsp;Atlantic Union Bankshares | 31853 | 1232393 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings <sup>\*</sup> | 2185 | 71013 |
| &nbsp;&nbsp;&nbsp;Avantax <sup>\*</sup> | 20685 | 602761 |
| &nbsp;&nbsp;&nbsp;Axos Financial <sup>\*</sup> | 24586 | 1183078 |
| &nbsp;&nbsp;&nbsp;B Riley Financial | 8636 | 369016 |
| &nbsp;&nbsp;&nbsp;Bakkt Holdings <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Banc of California | 23480 | 409022 |
| &nbsp;&nbsp;&nbsp;BancFirst | 8438 | 726765 |
| &nbsp;&nbsp;&nbsp;Bancorp <sup>\*</sup> | 23756 | 806041 |
| &nbsp;&nbsp;&nbsp;Bank First | 3393 | 270965 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp | 6821 | 207836 |
| &nbsp;&nbsp;&nbsp;BankUnited | 35625 | 1340925 |
| &nbsp;&nbsp;&nbsp;Bankwell Financial Group | 2292 | 67774 |
| &nbsp;&nbsp;&nbsp;Banner | 14563 | 944119 |
| &nbsp;&nbsp;&nbsp;Bar Harbor Bankshares | 6519 | 202545 |
| &nbsp;&nbsp;&nbsp;BayCom | 5376 | 108111 |
| &nbsp;&nbsp;&nbsp;BCB Bancorp | 5981 | 107598 |
| &nbsp;&nbsp;&nbsp;Berkshire Hills Bancorp | 20596 | 639506 |
| &nbsp;&nbsp;&nbsp;BGC Partners, Cl A | 152639 | 663980 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust, Cl A <sup>‡</sup> | 73941 | 1762753 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Blue Foundry Bancorp <sup>\*</sup> | 11233 | $133448 |
| &nbsp;&nbsp;&nbsp;Blue Ridge Bankshares | 7059 | 89367 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings | 21269 | 872667 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares <sup>\*</sup> | 9415 | 146497 |
| &nbsp;&nbsp;&nbsp;Bright Health Group <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Brightsphere Investment Group | 13958 | 327315 |
| &nbsp;&nbsp;&nbsp;BrightSpire Capital, Cl A <sup>‡</sup> | 36112 | 275173 |
| &nbsp;&nbsp;&nbsp;Broadmark Realty Capital <sup>‡</sup> | 53214 | 233077 |
| &nbsp;&nbsp;&nbsp;Brookline Bancorp | 39887 | 521719 |
| &nbsp;&nbsp;&nbsp;BRP Group, Cl A <sup>\*</sup> | 26646 | 763408 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares | 9198 | 190767 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp | 10705 | 265484 |
| &nbsp;&nbsp;&nbsp;Cadence Bank | 77433 | 1980736 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp | 2951 | 236080 |
| &nbsp;&nbsp;&nbsp;Camden National | 6318 | 266809 |
| &nbsp;&nbsp;&nbsp;Cannae Holdings <sup>\*</sup> | 34932 | 853738 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp | 3894 | 83721 |
| &nbsp;&nbsp;&nbsp;Capital City Bank Group | 5960 | 193521 |
| &nbsp;&nbsp;&nbsp;Capitol Federal Financial | 53587 | 448523 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings | 8958 | 155959 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares <sup>\*</sup> | 10520 | 174842 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp | 30682 | 1348781 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial | 11758 | 265731 |
| &nbsp;&nbsp;&nbsp;Chicago Atlantic Real Estate Finance <sup>‡</sup> | 2715 | 41947 |
| &nbsp;&nbsp;&nbsp;Chimera Investment <sup>‡</sup> | 99791 | 727476 |
| &nbsp;&nbsp;&nbsp;Citizens & Northern | 6685 | 158167 |
| &nbsp;&nbsp;&nbsp;City Holding | 6342 | 601158 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares | 6568 | 142526 |
| &nbsp;&nbsp;&nbsp;Claros Mortgage Trust <sup>‡</sup> | 39535 | 661816 |
| &nbsp;&nbsp;&nbsp;CNB Financial | 8955 | 215995 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group | 50217 | 1293590 |
| &nbsp;&nbsp;&nbsp;Coastal Financial <sup>\*</sup> | 4561 | 208301 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers | 12303 | 903901 |
| &nbsp;&nbsp;&nbsp;Colony Bankcorp | 6722 | 86647 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System | 33777 | 1044047 |
| &nbsp;&nbsp;&nbsp;Columbia Financial <sup>\*</sup> | 16328 | 324111 |
| &nbsp;&nbsp;&nbsp;Community Bank System | 22876 | 1320174 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp | 6796 | 292772 |
| &nbsp;&nbsp;&nbsp;Compass Diversified Holdings | 26649 | 594806 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;ConnectOne Bancorp | 15994 | $380177 |
| &nbsp;&nbsp;&nbsp;Consumer Portfolio Services <sup>\*</sup> | 5964 | 59938 |
| &nbsp;&nbsp;&nbsp;Cowen, Cl A | 11487 | 446615 |
| &nbsp;&nbsp;&nbsp;Crawford, Cl A | 6686 | 43258 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares <sup>\*</sup> | 19747 | 266585 |
| &nbsp;&nbsp;&nbsp;Curo Group Holdings | 8858 | 35786 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp <sup>\*</sup> | 13062 | 396693 |
| &nbsp;&nbsp;&nbsp;CVB Financial | 57783 | 1399504 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group | 1276 | 240437 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares | 14395 | 429259 |
| &nbsp;&nbsp;&nbsp;Donegal Group, Cl A | 6720 | 102010 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions <sup>\*</sup> | 12474 | 568939 |
| &nbsp;&nbsp;&nbsp;Dynex Capital <sup>‡</sup> | 21195 | 305420 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp | 13508 | 641495 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares | 71290 | 1152759 |
| &nbsp;&nbsp;&nbsp;eHealth <sup>\*</sup> | 10147 | 84220 |
| &nbsp;&nbsp;&nbsp;Ellington Financial <sup>‡</sup> | 24557 | 337168 |
| &nbsp;&nbsp;&nbsp;Employers Holdings | 11959 | 524641 |
| &nbsp;&nbsp;&nbsp;Enact Holdings | 12603 | 316965 |
| &nbsp;&nbsp;&nbsp;Encore Capital Group <sup>\*</sup> | 10437 | 581550 |
| &nbsp;&nbsp;&nbsp;Enova International <sup>\*</sup> | 14981 | 683883 |
| &nbsp;&nbsp;&nbsp;Enstar Group <sup>\*</sup> | 5200 | 1259960 |
| &nbsp;&nbsp;&nbsp;Enterprise Bancorp | 4159 | 147811 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services | 15145 | 807531 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares, Cl A | 6590 | 196712 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings | 2831 | 131755 |
| &nbsp;&nbsp;&nbsp;Essent Group | 45348 | 1996672 |
| &nbsp;&nbsp;&nbsp;EZCORP, Cl A <sup>\*</sup> | 23870 | 217456 |
| &nbsp;&nbsp;&nbsp;Farmers & Merchants Bancorp | 4995 | 142108 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc | 13032 | 187400 |
| &nbsp;&nbsp;&nbsp;FB Financial | 15381 | 577710 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage, Cl C | 3950 | 525232 |
| &nbsp;&nbsp;&nbsp;Federated Hermes, Cl B | 38726 | 1521932 |
| &nbsp;&nbsp;&nbsp;Finance of America, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Financial Institutions | 6762 | 167089 |
| &nbsp;&nbsp;&nbsp;First Bancorp | 15160 | 604126 |
| &nbsp;&nbsp;&nbsp;First Bancorp | 4511 | 133796 |
| &nbsp;&nbsp;&nbsp;First Bancshares | 8758 | 268433 |
| &nbsp;&nbsp;&nbsp;First Bank | 6516 | 88161 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;First Busey | 22192 | $529723 |
| &nbsp;&nbsp;&nbsp;First Business Financial Services | 3314 | 118641 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial | 40160 | 590754 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares | 7213 | 234495 |
| &nbsp;&nbsp;&nbsp;First Financial | 5012 | 225139 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp | 39973 | 1012516 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares | 56049 | 1996465 |
| &nbsp;&nbsp;&nbsp;First Foundation | 21500 | 333895 |
| &nbsp;&nbsp;&nbsp;First Guaranty Bancshares | 2585 | 56637 |
| &nbsp;&nbsp;&nbsp;First Internet Bancorp | 4137 | 108762 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem, Cl A | 42437 | 1522640 |
| &nbsp;&nbsp;&nbsp;First Merchants | 24546 | 1046641 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares | 7805 | 250775 |
| &nbsp;&nbsp;&nbsp;First of Long Island | 9890 | 174657 |
| &nbsp;&nbsp;&nbsp;First Western Financial <sup>\*</sup> | 3278 | 86048 |
| &nbsp;&nbsp;&nbsp;FirstCash Holdings | 16665 | 1536180 |
| &nbsp;&nbsp;&nbsp;Five Star Bancorp | 5503 | 148361 |
| &nbsp;&nbsp;&nbsp;Flushing Financial | 12626 | 242293 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners, Cl A <sup>\*</sup> | 26737 | 1207176 |
| &nbsp;&nbsp;&nbsp;Franklin BSP Realty Trust <sup>‡</sup> | 36251 | 525640 |
| &nbsp;&nbsp;&nbsp;Fulton Financial | 71035 | 1188416 |
| &nbsp;&nbsp;&nbsp;FVCBankcorp <sup>\*</sup> | 4948 | 84759 |
| &nbsp;&nbsp;&nbsp;GCM Grosvenor | 18122 | 162373 |
| &nbsp;&nbsp;&nbsp;Genworth Financial, Cl A <sup>\*</sup> | 230453 | 1272101 |
| &nbsp;&nbsp;&nbsp;German American Bancorp | 11924 | 459312 |
| &nbsp;&nbsp;&nbsp;Glacier Bancorp | 47932 | 2185220 |
| &nbsp;&nbsp;&nbsp;Goosehead Insurance, Cl A <sup>\*</sup> | 8190 | 319820 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust <sup>‡</sup> | 22093 | 147581 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp | 4301 | 251350 |
| &nbsp;&nbsp;&nbsp;Green Dot, Cl A <sup>\*</sup> | 22238 | 402063 |
| &nbsp;&nbsp;&nbsp;Greene County Bancorp | 1479 | 72397 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re, Cl A <sup>\*</sup> | 10860 | 106971 |
| &nbsp;&nbsp;&nbsp;Guaranty Bancshares | 3591 | 118431 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane, Cl A | 15141 | 1178878 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney | 36902 | 1899715 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial | 13221 | 307917 |
| &nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital | 38854 | 1434101 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp | 19208 | 261997 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;HBT Financial | 4838 | $101453 |
| &nbsp;&nbsp;&nbsp;HCI Group | 2957 | 148471 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA | 17628 | 872057 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce | 25369 | 307472 |
| &nbsp;&nbsp;&nbsp;Heritage Financial | 14909 | 425354 |
| &nbsp;&nbsp;&nbsp;Hilltop Holdings | 26220 | 857394 |
| &nbsp;&nbsp;&nbsp;Hingham Institution For Savings | 621 | 181543 |
| &nbsp;&nbsp;&nbsp;Hippo Holdings <sup>\*</sup> | 7508 | 125984 |
| &nbsp;&nbsp;&nbsp;Home Bancorp | 3282 | 126029 |
| &nbsp;&nbsp;&nbsp;Home BancShares | 85272 | 2035443 |
| &nbsp;&nbsp;&nbsp;Home Point Capital | 1 | 2 |
| &nbsp;&nbsp;&nbsp;HomeStreet | 8313 | 229189 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares | 6564 | 177228 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp | 49806 | 641999 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators | 17694 | 630083 |
| &nbsp;&nbsp;&nbsp;Horizon Bancorp | 18124 | 283459 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey, Cl A | 21513 | 2131293 |
| &nbsp;&nbsp;&nbsp;Independent Bank | 8963 | 198710 |
| &nbsp;&nbsp;&nbsp;Independent Bank | 21216 | 1690703 |
| &nbsp;&nbsp;&nbsp;Independent Bank Group | 15784 | 967559 |
| &nbsp;&nbsp;&nbsp;International Bancshares | 22917 | 1074120 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital <sup>‡</sup> | 24251 | 356247 |
| &nbsp;&nbsp;&nbsp;Investors Title | 596 | 96552 |
| &nbsp;&nbsp;&nbsp;Jackson Financial, Cl A | 35595 | 1567604 |
| &nbsp;&nbsp;&nbsp;James River Group Holdings | 15808 | 358209 |
| &nbsp;&nbsp;&nbsp;John Marshall Bancorp | 4789 | 118480 |
| &nbsp;&nbsp;&nbsp;Kearny Financial | 26640 | 249883 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group | 9577 | 2666620 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust <sup>‡</sup> | 26071 | 415311 |
| &nbsp;&nbsp;&nbsp;Ladder Capital, Cl A <sup>‡</sup> | 50987 | 571054 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp | 28522 | 549619 |
| &nbsp;&nbsp;&nbsp;Lakeland Financial | 10531 | 744647 |
| &nbsp;&nbsp;&nbsp;Lemonade <sup>\*</sup> | 19863 | 323370 |
| &nbsp;&nbsp;&nbsp;LendingClub <sup>\*</sup> | 42768 | 414422 |
| &nbsp;&nbsp;&nbsp;LendingTree <sup>\*</sup> | 4894 | 194096 |
| &nbsp;&nbsp;&nbsp;Live Oak Bancshares | 13811 | 472751 |
| &nbsp;&nbsp;&nbsp;Luther Burbank | 6346 | 74502 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank | 10860 | 119677 |
| &nbsp;&nbsp;&nbsp;MarketWise <sup>\*</sup> | 1 | 2 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;MBIA <sup>\*</sup> | 22614 | $294208 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank | 6846 | 235023 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp | 6715 | 193191 |
| &nbsp;&nbsp;&nbsp;Mercury General | 11468 | 409752 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares | 8352 | 168877 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding <sup>\*</sup> | 4418 | 262341 |
| &nbsp;&nbsp;&nbsp;MFA Financial <sup>‡</sup> | 44422 | 528178 |
| &nbsp;&nbsp;&nbsp;Mid Penn Bancorp | 6345 | 199677 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp | 9259 | 235919 |
| &nbsp;&nbsp;&nbsp;MidWestOne Financial Group | 6321 | 196899 |
| &nbsp;&nbsp;&nbsp;Moelis, Cl A | 27328 | 1277584 |
| &nbsp;&nbsp;&nbsp;Moneylion <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Mr Cooper Group <sup>\*</sup> | 30724 | 1412997 |
| &nbsp;&nbsp;&nbsp;MVB Financial | 4562 | 100729 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings, Cl A | 12368 | 522301 |
| &nbsp;&nbsp;&nbsp;National Western Life Group, Cl A | 1132 | 313338 |
| &nbsp;&nbsp;&nbsp;Navient | 45561 | 864292 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp | 17849 | 701644 |
| &nbsp;&nbsp;&nbsp;Nelnet, Cl A | 6939 | 662605 |
| &nbsp;&nbsp;&nbsp;NerdWallet, Cl A <sup>\*</sup> | 10558 | 123423 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust <sup>‡</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Nexpoint Real Estate Finance <sup>‡</sup> | 3263 | 62160 |
| &nbsp;&nbsp;&nbsp;NI Holdings <sup>\*</sup> | 4022 | 53292 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares <sup>\*</sup> | 5193 | 378518 |
| &nbsp;&nbsp;&nbsp;NMI Holdings, Cl A <sup>\*</sup> | 35934 | 834747 |
| &nbsp;&nbsp;&nbsp;Northeast Bank | 2772 | 130838 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp | 18276 | 273226 |
| &nbsp;&nbsp;&nbsp;Northwest Bancshares | 54150 | 765681 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial | 24963 | 597115 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp | 125522 | 2196635 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp | 17707 | 300842 |
| &nbsp;&nbsp;&nbsp;Open Lending, Cl A <sup>\*</sup> | 42897 | 376207 |
| &nbsp;&nbsp;&nbsp;Oportun Financial <sup>\*</sup> | 9538 | 66861 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings, Cl A | 4139 | 197058 |
| &nbsp;&nbsp;&nbsp;OppFi <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Orchid Island Capital, Cl A <sup>‡</sup> | 24079 | 293523 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp | 9658 | 362175 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services | 4899 | 121250 |
| &nbsp;&nbsp;&nbsp;Oscar Health, Cl A <sup>\*</sup> | 1 | 4 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp | 40170 | $1299098 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings <sup>\*</sup> | 10391 | 531084 |
| &nbsp;&nbsp;&nbsp;Park National | 6156 | 771039 |
| &nbsp;&nbsp;&nbsp;Parke Bancorp | 4251 | 88017 |
| &nbsp;&nbsp;&nbsp;Pathward Financial | 12570 | 623723 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp | 4859 | 90232 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial | 7668 | 284406 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services | 12726 | 857987 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 40947 | 624442 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp | 11943 | 354349 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services | 3065 | 156254 |
| &nbsp;&nbsp;&nbsp;Perella Weinberg Partners, Cl A | 19276 | 197579 |
| &nbsp;&nbsp;&nbsp;Pioneer Bancorp <sup>\*</sup> | 4887 | 54979 |
| &nbsp;&nbsp;&nbsp;Piper Sandler | 7400 | 1051540 |
| &nbsp;&nbsp;&nbsp;PJT Partners | 10112 | 809263 |
| &nbsp;&nbsp;&nbsp;PRA Group <sup>\*</sup> | 17980 | 723515 |
| &nbsp;&nbsp;&nbsp;Preferred Bank | 5793 | 412056 |
| &nbsp;&nbsp;&nbsp;Premier Financial | 15476 | 387210 |
| &nbsp;&nbsp;&nbsp;Primis Financial | 9604 | 113711 |
| &nbsp;&nbsp;&nbsp;ProAssurance | 23090 | 447715 |
| &nbsp;&nbsp;&nbsp;Professional Holding, Cl A <sup>\*</sup> | 5398 | 154653 |
| &nbsp;&nbsp;&nbsp;PROG Holdings <sup>\*</sup> | 23836 | 531304 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp | 6346 | 57241 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services | 31866 | 747576 |
| &nbsp;&nbsp;&nbsp;QCR Holdings | 7044 | 370233 |
| &nbsp;&nbsp;&nbsp;Radian Group | 75251 | 1663047 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp | 6395 | 128795 |
| &nbsp;&nbsp;&nbsp;Ready Capital <sup>‡</sup> | 36647 | 484840 |
| &nbsp;&nbsp;&nbsp;Red River Bancshares | 1971 | 100324 |
| &nbsp;&nbsp;&nbsp;Redwood Trust <sup>‡</sup> | 47751 | 399198 |
| &nbsp;&nbsp;&nbsp;Regional Management | 3423 | 118059 |
| &nbsp;&nbsp;&nbsp;Renasant | 23256 | 827448 |
| &nbsp;&nbsp;&nbsp;Republic Bancorp, Cl A | 4109 | 184823 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;RLI | 16714 | 2213769 |
| &nbsp;&nbsp;&nbsp;Root, Cl A <sup>\*</sup> | 19169 | 112714 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp | 16572 | 602889 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group | 6202 | 523387 |
| &nbsp;&nbsp;&nbsp;Sandy Spring Bancorp | 18777 | 634663 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Sculptor Capital Management, Cl A | 9741 | $90494 |
| &nbsp;&nbsp;&nbsp;Seacoast Banking Corp of Florida | 26808 | 860805 |
| &nbsp;&nbsp;&nbsp;Selective Insurance Group | 25779 | 2449005 |
| &nbsp;&nbsp;&nbsp;Selectquote <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;ServisFirst Bancshares | 21738 | 1482097 |
| &nbsp;&nbsp;&nbsp;Shore Bancshares | 7300 | 127604 |
| &nbsp;&nbsp;&nbsp;Sierra Bancorp | 6202 | 130614 |
| &nbsp;&nbsp;&nbsp;Silvercrest Asset Management Group, Cl A | 4027 | 76110 |
| &nbsp;&nbsp;&nbsp;Silvergate Capital, Cl A <sup>\*</sup> | 13496 | 192183 |
| &nbsp;&nbsp;&nbsp;Simmons First National, Cl A | 52706 | 1175871 |
| &nbsp;&nbsp;&nbsp;SmartFinancial | 6435 | 173552 |
| &nbsp;&nbsp;&nbsp;South Plains Financial | 4784 | 134430 |
| &nbsp;&nbsp;&nbsp;Southern First Bancshares <sup>\*</sup> | 3392 | 142769 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp | 3441 | 166613 |
| &nbsp;&nbsp;&nbsp;Southside Bancshares | 13245 | 501721 |
| &nbsp;&nbsp;&nbsp;SouthState | 32149 | 2559060 |
| &nbsp;&nbsp;&nbsp;Stellar Bancorp | 19901 | 559417 |
| &nbsp;&nbsp;&nbsp;StepStone Group, Cl A | 23922 | 698283 |
| &nbsp;&nbsp;&nbsp;Sterling Bancorp <sup>\*</sup> | 7108 | 43288 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services | 11360 | 542667 |
| &nbsp;&nbsp;&nbsp;Stock Yards Bancorp | 12284 | 736549 |
| &nbsp;&nbsp;&nbsp;StoneX Group <sup>\*</sup> | 7360 | 646797 |
| &nbsp;&nbsp;&nbsp;Summit Financial Group | 4937 | 128115 |
| &nbsp;&nbsp;&nbsp;Sunlight Financial Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;SWK Holdings <sup>\*</sup> | 1528 | 28818 |
| &nbsp;&nbsp;&nbsp;Texas Capital Bancshares <sup>\*</sup> | 21466 | 1418259 |
| &nbsp;&nbsp;&nbsp;Third Coast Bancshares <sup>\*</sup> | 5446 | 100969 |
| &nbsp;&nbsp;&nbsp;Tiptree | 10880 | 163309 |
| &nbsp;&nbsp;&nbsp;Tompkins Financial | 6121 | 461095 |
| &nbsp;&nbsp;&nbsp;Towne Bank | 28623 | 872143 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust <sup>‡</sup> | 29673 | 258452 |
| &nbsp;&nbsp;&nbsp;Trean Insurance Group <sup>\*</sup> | 34901 | 212547 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares | 13270 | 670799 |
| &nbsp;&nbsp;&nbsp;Triumph Financial <sup>\*</sup> | 10156 | 565994 |
| &nbsp;&nbsp;&nbsp;Trupanion <sup>\*</sup> | 17172 | 1013491 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank NY | 8177 | 293636 |
| &nbsp;&nbsp;&nbsp;Trustmark | 26079 | 759420 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment <sup>‡</sup> | 37146 | 666399 |
| &nbsp;&nbsp;&nbsp;UMB Financial | 19104 | 1722990 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;United Bankshares | 55843 | $2244889 |
| &nbsp;&nbsp;&nbsp;United Community Banks | 45529 | 1481514 |
| &nbsp;&nbsp;&nbsp;United Fire Group | 9153 | 288228 |
| &nbsp;&nbsp;&nbsp;Unity Bancorp | 2864 | 75810 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings | 11233 | 143108 |
| &nbsp;&nbsp;&nbsp;Univest Financial | 12532 | 340244 |
| &nbsp;&nbsp;&nbsp;USCB Financial Holdings <sup>\*</sup> | 4444 | 53328 |
| &nbsp;&nbsp;&nbsp;Valley National Bancorp | 186436 | 2214860 |
| &nbsp;&nbsp;&nbsp;Value Line | 400 | 20684 |
| &nbsp;&nbsp;&nbsp;Velocity Financial <sup>\*</sup> | 3631 | 36637 |
| &nbsp;&nbsp;&nbsp;Veritex Holdings | 22561 | 635092 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings, Cl A | 7175 | 212667 |
| &nbsp;&nbsp;&nbsp;Virtus Investment Partners | 3088 | 663549 |
| &nbsp;&nbsp;&nbsp;Walker & Dunlop | 13163 | 1255487 |
| &nbsp;&nbsp;&nbsp;Washington Federal | 27603 | 978802 |
| &nbsp;&nbsp;&nbsp;Washington Trust Bancorp | 7398 | 316412 |
| &nbsp;&nbsp;&nbsp;Waterstone Financial | 9316 | 149988 |
| &nbsp;&nbsp;&nbsp;WesBanco | 25436 | 945456 |
| &nbsp;&nbsp;&nbsp;West BanCorp | 7091 | 155293 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp | 11168 | 620494 |
| &nbsp;&nbsp;&nbsp;WisdomTree | 55743 | 321080 |
| &nbsp;&nbsp;&nbsp;World Acceptance <sup>\*</sup> | 1811 | 173349 |
| &nbsp;&nbsp;&nbsp;WSFS Financial | 27342 | 1320892 |
|  |  | 178516589 |
| Health Care — 12.0% |  |  |
| &nbsp;&nbsp;&nbsp;1Life Healthcare <sup>\*</sup> | 77267 | 1235499 |
| &nbsp;&nbsp;&nbsp;23andMe Holding, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;2seventy bio <sup>\*</sup> | 15596 | 212106 |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics <sup>\*</sup> | 13920 | 293016 |
| &nbsp;&nbsp;&nbsp;Aadi Bioscience <sup>\*</sup> | 6012 | 75871 |
| &nbsp;&nbsp;&nbsp;Absci <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals <sup>\*</sup> | 51610 | 982138 |
| &nbsp;&nbsp;&nbsp;Accolade <sup>\*</sup> | 30766 | 359039 |
| &nbsp;&nbsp;&nbsp;Aclaris Therapeutics <sup>\*</sup> | 29447 | 497654 |
| &nbsp;&nbsp;&nbsp;AdaptHealth, Cl A <sup>\*</sup> | 30631 | 656422 |
| &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies <sup>\*</sup> | 46172 | 428014 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare <sup>\*</sup> | 6644 | 714363 |
| &nbsp;&nbsp;&nbsp;Adicet Bio <sup>\*</sup> | 11833 | 108272 |
| &nbsp;&nbsp;&nbsp;ADMA Biologics <sup>\*</sup> | 1 | 4 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aerovate Therapeutics <sup>\*</sup> | 4920 | $112422 |
| &nbsp;&nbsp;&nbsp;Agenus <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Agiliti <sup>\*</sup> | 13210 | 243725 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals <sup>\*</sup> | 23277 | 686206 |
| &nbsp;&nbsp;&nbsp;AirSculpt Technologies | 3395 | 19759 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics <sup>\*</sup> | 15101 | 747500 |
| &nbsp;&nbsp;&nbsp;Akoya Biosciences <sup>\*</sup> | 7038 | 79178 |
| &nbsp;&nbsp;&nbsp;Albireo Pharma <sup>\*</sup> | 7526 | 336111 |
| &nbsp;&nbsp;&nbsp;Alector <sup>\*</sup> | 26855 | 236861 |
| &nbsp;&nbsp;&nbsp;Alignment Healthcare <sup>\*</sup> | 40576 | 501114 |
| &nbsp;&nbsp;&nbsp;Alkermes <sup>\*</sup> | 69823 | 1999731 |
| &nbsp;&nbsp;&nbsp;Allogene Therapeutics <sup>\*</sup> | 38828 | 299752 |
| &nbsp;&nbsp;&nbsp;Allovir <sup>\*</sup> | 12116 | 70030 |
| &nbsp;&nbsp;&nbsp;Alpha Teknova <sup>\*</sup> | 2715 | 16181 |
| &nbsp;&nbsp;&nbsp;Alphatec Holdings <sup>\*</sup> | 31707 | 412825 |
| &nbsp;&nbsp;&nbsp;Alpine Immune Sciences <sup>\*</sup> | 5397 | 45335 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings <sup>\*</sup> | 9458 | 87959 |
| &nbsp;&nbsp;&nbsp;American Well, Cl A <sup>\*</sup> | 95028 | 377261 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics <sup>\*</sup> | 126348 | 1647578 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services <sup>\*</sup> | 19671 | 1885269 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals <sup>\*</sup> | 16492 | 499048 |
| &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals <sup>\*</sup> | 21830 | 855518 |
| &nbsp;&nbsp;&nbsp;AN2 Therapeutics <sup>\*</sup> | 5522 | 67148 |
| &nbsp;&nbsp;&nbsp;AnaptysBio <sup>\*</sup> | 8602 | 214104 |
| &nbsp;&nbsp;&nbsp;Anavex Life Sciences <sup>\*</sup> | 32172 | 349710 |
| &nbsp;&nbsp;&nbsp;AngioDynamics <sup>\*</sup> | 16160 | 210403 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals <sup>\*</sup> | 5495 | 245791 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics <sup>\*</sup> | 6482 | 201007 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals <sup>\*</sup> | 40146 | 2116899 |
| &nbsp;&nbsp;&nbsp;Apollo Medical Holdings <sup>\*</sup> | 16551 | 589878 |
| &nbsp;&nbsp;&nbsp;Arbutus Biopharma <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Arcellx <sup>\*</sup> | 13232 | 442081 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings <sup>\*</sup> | 9549 | 201770 |
| &nbsp;&nbsp;&nbsp;Arcus Biosciences <sup>\*</sup> | 22094 | 477893 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics <sup>\*</sup> | 18931 | 313687 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals <sup>\*</sup> | 44774 | 1566642 |
| &nbsp;&nbsp;&nbsp;Artivion <sup>\*</sup> | 16495 | 215095 |
| &nbsp;&nbsp;&nbsp;Arvinas <sup>\*</sup> | 21457 | 703146 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Atara Biotherapeutics <sup>\*</sup> | 36348 | $184284 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals <sup>\*</sup> | 27967 | 129487 |
| &nbsp;&nbsp;&nbsp;Athira Pharma <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;ATI Physical Therapy <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;AtriCure <sup>\*</sup> | 20237 | 875857 |
| &nbsp;&nbsp;&nbsp;Atrion | 591 | 406194 |
| &nbsp;&nbsp;&nbsp;Aura Biosciences <sup>\*</sup> | 7757 | 80750 |
| &nbsp;&nbsp;&nbsp;Avanos Medical <sup>\*</sup> | 20339 | 623187 |
| &nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Avid Bioservices <sup>\*</sup> | 27782 | 439789 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences <sup>\*</sup> | 23844 | 565103 |
| &nbsp;&nbsp;&nbsp;Axogen <sup>\*</sup> | 17616 | 166824 |
| &nbsp;&nbsp;&nbsp;Axonics <sup>\*</sup> | 21400 | 1313960 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics <sup>\*</sup> | 13843 | 1038225 |
| &nbsp;&nbsp;&nbsp;Beam Therapeutics <sup>\*</sup> | 27153 | 1179798 |
| &nbsp;&nbsp;&nbsp;Berkeley Lights <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals <sup>\*</sup> | 84528 | 891770 |
| &nbsp;&nbsp;&nbsp;Biohaven <sup>\*</sup> | 27047 | 516327 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions <sup>\*</sup> | 14458 | 338896 |
| &nbsp;&nbsp;&nbsp;Bionano Genomics <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Bioventus, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Bioxcel Therapeutics <sup>\*</sup> | 8490 | 242135 |
| &nbsp;&nbsp;&nbsp;Bluebird Bio <sup>\*</sup> | 36612 | 232486 |
| &nbsp;&nbsp;&nbsp;Blueprint Medicines <sup>\*</sup> | 26739 | 1249781 |
| &nbsp;&nbsp;&nbsp;Bridgebio Pharma <sup>\*</sup> | 43643 | 405007 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Butterfly Network <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics <sup>\*</sup> | 16257 | 126642 |
| &nbsp;&nbsp;&nbsp;Cano Health <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics <sup>\*</sup> | 21214 | 247780 |
| &nbsp;&nbsp;&nbsp;Cardiovascular Systems <sup>\*</sup> | 17260 | 240604 |
| &nbsp;&nbsp;&nbsp;CareDx <sup>\*</sup> | 21596 | 322644 |
| &nbsp;&nbsp;&nbsp;CareMax <sup>\*</sup> | 24709 | 115885 |
| &nbsp;&nbsp;&nbsp;Caribou Biosciences <sup>\*</sup> | 21517 | 155138 |
| &nbsp;&nbsp;&nbsp;Cassava Sciences <sup>\*</sup> | 16475 | 461300 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences <sup>\*</sup> | 10264 | 277949 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals <sup>\*</sup> | 41189 | 638018 |
| &nbsp;&nbsp;&nbsp;Celldex Therapeutics <sup>\*</sup> | 19529 | 860448 |
| &nbsp;&nbsp;&nbsp;Celularity <sup>\*</sup> | 1 | 1 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Century Therapeutics <sup>\*</sup> | 11130 | $50864 |
| &nbsp;&nbsp;&nbsp;Cerevel Therapeutics Holdings <sup>\*</sup> | 24809 | 847227 |
| &nbsp;&nbsp;&nbsp;Cerus <sup>\*</sup> | 69844 | 219310 |
| &nbsp;&nbsp;&nbsp;Chimerix <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics <sup>\*</sup> | 22795 | 576030 |
| &nbsp;&nbsp;&nbsp;CinCor Pharma <sup>\*</sup> | 15984 | 462417 |
| &nbsp;&nbsp;&nbsp;Clover Health Investments, Cl A <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Codexis <sup>\*</sup> | 24978 | 153615 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences <sup>\*</sup> | 27999 | 421665 |
| &nbsp;&nbsp;&nbsp;Coherus Biosciences <sup>\*</sup> | 41842 | 354820 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical <sup>\*</sup> | 15029 | 422014 |
| &nbsp;&nbsp;&nbsp;Community Health Systems <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems <sup>\*</sup> | 6264 | 184036 |
| &nbsp;&nbsp;&nbsp;CONMED | 12787 | 1224483 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics <sup>\*</sup> | 36864 | 842711 |
| &nbsp;&nbsp;&nbsp;CorVel <sup>\*</sup> | 3801 | 677186 |
| &nbsp;&nbsp;&nbsp;Crinetics Pharmaceuticals <sup>\*</sup> | 23907 | 468816 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare <sup>\*</sup> | 15769 | 437590 |
| &nbsp;&nbsp;&nbsp;CryoPort <sup>\*</sup> | 18540 | 423268 |
| &nbsp;&nbsp;&nbsp;CTI BioPharma <sup>\*</sup> | 38396 | 212330 |
| &nbsp;&nbsp;&nbsp;Cue Health <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Cullinan Oncology <sup>\*</sup> | 13067 | 152100 |
| &nbsp;&nbsp;&nbsp;Cutera <sup>\*</sup> | 7348 | 255931 |
| &nbsp;&nbsp;&nbsp;Cytek Biosciences <sup>\*</sup> | 49053 | 591089 |
| &nbsp;&nbsp;&nbsp;Cytokinetics <sup>\*</sup> | 35563 | 1510716 |
| &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals <sup>\*</sup> | 13431 | 292393 |
| &nbsp;&nbsp;&nbsp;Deciphera Pharmaceuticals <sup>\*</sup> | 21215 | 360867 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics <sup>\*</sup> | 46939 | 1420844 |
| &nbsp;&nbsp;&nbsp;Design Therapeutics <sup>\*</sup> | 14133 | 110944 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics <sup>\*</sup> | 15409 | 489544 |
| &nbsp;&nbsp;&nbsp;DocGo <sup>\*</sup> | 37175 | 371750 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies <sup>\*</sup> | 54687 | 622338 |
| &nbsp;&nbsp;&nbsp;Dyne Therapeutics <sup>\*</sup> | 15804 | 230738 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals <sup>\*</sup> | 4884 | 165763 |
| &nbsp;&nbsp;&nbsp;Edgewise Therapeutics <sup>\*</sup> | 14557 | 148918 |
| &nbsp;&nbsp;&nbsp;Editas Medicine, Cl A <sup>\*</sup> | 32105 | 317518 |
| &nbsp;&nbsp;&nbsp;Eiger BioPharmaceuticals <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Embecta | 25000 | 659750 |
| &nbsp;&nbsp;&nbsp;Emergent BioSolutions <sup>\*</sup> | 21036 | 277465 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals <sup>\*</sup> | 8484 | $452876 |
| &nbsp;&nbsp;&nbsp;Enochian Biosciences <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Ensign Group | 24061 | 2243688 |
| &nbsp;&nbsp;&nbsp;EQRx <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Erasca <sup>\*</sup> | 26607 | 106428 |
| &nbsp;&nbsp;&nbsp;Esperion Therapeutics <sup>\*</sup> | 55102 | 350449 |
| &nbsp;&nbsp;&nbsp;Evolent Health, Cl A <sup>\*</sup> | 35187 | 1133725 |
| &nbsp;&nbsp;&nbsp;Evolus <sup>\*</sup> | 13915 | 144577 |
| &nbsp;&nbsp;&nbsp;EyePoint Pharmaceuticals <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics <sup>\*</sup> | 36790 | 219268 |
| &nbsp;&nbsp;&nbsp;FibroGen <sup>\*</sup> | 39282 | 927055 |
| &nbsp;&nbsp;&nbsp;Figs, Cl A <sup>\*</sup> | 52803 | 472587 |
| &nbsp;&nbsp;&nbsp;Foghorn Therapeutics <sup>\*</sup> | 8145 | 70047 |
| &nbsp;&nbsp;&nbsp;Fulcrum Therapeutics <sup>\*</sup> | 30753 | 387795 |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics <sup>\*</sup> | 9317 | 314728 |
| &nbsp;&nbsp;&nbsp;Gelesis Holdings <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;GeneDx Holdings, Cl A <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Generation Bio <sup>\*</sup> | 18259 | 107728 |
| &nbsp;&nbsp;&nbsp;Geron <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Glaukos <sup>\*</sup> | 19622 | 962459 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;GreenLight Biosciences Holdings PBC <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Haemonetics <sup>\*</sup> | 22036 | 1864246 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics <sup>\*</sup> | 58049 | 3005197 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings <sup>\*</sup> | 11267 | 542731 |
| &nbsp;&nbsp;&nbsp;Health Catalyst <sup>\*</sup> | 25818 | 358870 |
| &nbsp;&nbsp;&nbsp;HealthEquity <sup>\*</sup> | 35797 | 2178247 |
| &nbsp;&nbsp;&nbsp;HealthStream <sup>\*</sup> | 10872 | 262885 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Heska <sup>\*</sup> | 4135 | 369834 |
| &nbsp;&nbsp;&nbsp;HilleVax <sup>\*</sup> | 8001 | 136817 |
| &nbsp;&nbsp;&nbsp;Hims & Hers Health <sup>\*</sup> | 50188 | 415557 |
| &nbsp;&nbsp;&nbsp;Humacyte <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Icosavax <sup>\*</sup> | 10198 | 107589 |
| &nbsp;&nbsp;&nbsp;Ideaya Biosciences <sup>\*</sup> | 19420 | 330723 |
| &nbsp;&nbsp;&nbsp;IGM Biosciences <sup>\*</sup> | 4241 | 96398 |
| &nbsp;&nbsp;&nbsp;ImmunityBio <sup>\*</sup> | 30309 | 115174 |
| &nbsp;&nbsp;&nbsp;ImmunoGen <sup>\*</sup> | 88542 | 407293 |
| &nbsp;&nbsp;&nbsp;Immunovant <sup>\*</sup> | 19510 | 346693 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Inari Medical <sup>\*</sup> | 21958 | $1252704 |
| &nbsp;&nbsp;&nbsp;Inhibrx <sup>\*</sup> | 13525 | 338125 |
| &nbsp;&nbsp;&nbsp;Innovage Holding <sup>\*</sup> | 13867 | 103864 |
| &nbsp;&nbsp;&nbsp;Innoviva <sup>\*</sup> | 27317 | 345560 |
| &nbsp;&nbsp;&nbsp;Inogen <sup>\*</sup> | 9588 | 223688 |
| &nbsp;&nbsp;&nbsp;Inotiv <sup>\*</sup> | 7778 | 56391 |
| &nbsp;&nbsp;&nbsp;Inovio Pharmaceuticals <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Insmed <sup>\*</sup> | 58348 | 1256232 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems <sup>\*</sup> | 12186 | 3083789 |
| &nbsp;&nbsp;&nbsp;Instil Bio <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Integer Holdings <sup>\*</sup> | 14451 | 951020 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics <sup>\*</sup> | 36658 | 1555766 |
| &nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals <sup>\*</sup> | 10861 | 198322 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies <sup>\*</sup> | 40880 | 1958970 |
| &nbsp;&nbsp;&nbsp;Invitae <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Invivyd <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics <sup>\*</sup> | 62340 | 496226 |
| &nbsp;&nbsp;&nbsp;iRadimed | 2967 | 110966 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies <sup>\*</sup> | 13312 | 1308570 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals, Cl A <sup>\*</sup> | 59286 | 682975 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics <sup>\*</sup> | 10236 | 213932 |
| &nbsp;&nbsp;&nbsp;IVERIC bio <sup>\*</sup> | 57615 | 1330907 |
| &nbsp;&nbsp;&nbsp;Janux Therapeutics <sup>\*</sup> | 7432 | 165065 |
| &nbsp;&nbsp;&nbsp;Joint <sup>\*</sup> | 6430 | 116833 |
| &nbsp;&nbsp;&nbsp;Jounce Therapeutics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;KalVista Pharmaceuticals <sup>\*</sup> | 9401 | 74832 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics <sup>\*</sup> | 13002 | 2592469 |
| &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Keros Therapeutics <sup>\*</sup> | 8470 | 496088 |
| &nbsp;&nbsp;&nbsp;Kezar Life Sciences <sup>\*</sup> | 26195 | 187818 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals, Cl A <sup>\*</sup> | 15634 | 226068 |
| &nbsp;&nbsp;&nbsp;Kinnate Biopharma <sup>\*</sup> | 11200 | 84336 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences <sup>\*</sup> | 13932 | 112571 |
| &nbsp;&nbsp;&nbsp;Kronos Bio <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech <sup>\*</sup> | 9549 | 793713 |
| &nbsp;&nbsp;&nbsp;Kura Oncology <sup>\*</sup> | 29306 | 405009 |
| &nbsp;&nbsp;&nbsp;Kymera Therapeutics <sup>\*</sup> | 16286 | 608771 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings <sup>\*</sup> | 29507 | 1696653 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular | 8265 | 389943 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Lexicon Pharmaceuticals <sup>\*</sup> | 1 | $2 |
| &nbsp;&nbsp;&nbsp;LHC Group <sup>\*</sup> | 12728 | 2018661 |
| &nbsp;&nbsp;&nbsp;LifeStance Health Group <sup>\*</sup> | 29695 | 156790 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals <sup>\*</sup> | 6385 | 445035 |
| &nbsp;&nbsp;&nbsp;Liquidia <sup>\*</sup> | 19771 | 130489 |
| &nbsp;&nbsp;&nbsp;LivaNova <sup>\*</sup> | 23490 | 1320138 |
| &nbsp;&nbsp;&nbsp;Lyell Immunopharma <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;MacroGenics <sup>\*</sup> | 44563 | 257129 |
| &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals <sup>\*</sup> | 5496 | 1584222 |
| &nbsp;&nbsp;&nbsp;MannKind <sup>\*</sup> | 102986 | 563333 |
| &nbsp;&nbsp;&nbsp;MaxCyte <sup>\*</sup> | 39398 | 230084 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings <sup>\*</sup> | 10863 | 2401483 |
| &nbsp;&nbsp;&nbsp;MeiraGTx Holdings <sup>\*</sup> | 12489 | 104408 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems <sup>\*</sup> | 23939 | 1708048 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics <sup>\*</sup> | 42996 | 282914 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories | 2172 | 422541 |
| &nbsp;&nbsp;&nbsp;MiMedx Group <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals <sup>\*</sup> | 9212 | 216298 |
| &nbsp;&nbsp;&nbsp;ModivCare <sup>\*</sup> | 5421 | 581456 |
| &nbsp;&nbsp;&nbsp;Monte Rosa Therapeutics <sup>\*</sup> | 11946 | 88400 |
| &nbsp;&nbsp;&nbsp;Morphic Holding <sup>\*</sup> | 11132 | 364350 |
| &nbsp;&nbsp;&nbsp;Multiplan <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Myriad Genetics <sup>\*</sup> | 33799 | 666516 |
| &nbsp;&nbsp;&nbsp;NanoString Technologies <sup>\*</sup> | 19749 | 208944 |
| &nbsp;&nbsp;&nbsp;National HealthCare | 5324 | 316991 |
| &nbsp;&nbsp;&nbsp;National Research | 6216 | 288547 |
| &nbsp;&nbsp;&nbsp;Nautilus Biotechnology, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Nektar Therapeutics, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Neogen <sup>\*</sup> | 92808 | 1987019 |
| &nbsp;&nbsp;&nbsp;NeoGenomics <sup>\*</sup> | 63547 | 754938 |
| &nbsp;&nbsp;&nbsp;Nevro <sup>\*</sup> | 15004 | 550947 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare <sup>\*</sup> | 24006 | 456594 |
| &nbsp;&nbsp;&nbsp;NGM Biopharmaceuticals <sup>\*</sup> | 21169 | 110926 |
| &nbsp;&nbsp;&nbsp;Nkarta <sup>\*</sup> | 13491 | 71907 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics <sup>\*</sup> | 23065 | 283469 |
| &nbsp;&nbsp;&nbsp;Nutex Health <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Nuvalent, Cl A <sup>\*</sup> | 8888 | 268862 |
| &nbsp;&nbsp;&nbsp;NuVasive <sup>\*</sup> | 22470 | 1024632 |
| &nbsp;&nbsp;&nbsp;Nuvation Bio <sup>\*</sup> | 1 | 2 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Ocugen <sup>\*</sup> | 1 | $1 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;OmniAb <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Omnicell <sup>\*</sup> | 19067 | 1057647 |
| &nbsp;&nbsp;&nbsp;Oncology Institute <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;OPKO Health <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;OptimizeRx <sup>\*</sup> | 7556 | 135630 |
| &nbsp;&nbsp;&nbsp;Option Care Health <sup>\*</sup> | 67472 | 1947917 |
| &nbsp;&nbsp;&nbsp;OraSure Technologies <sup>\*</sup> | 39618 | 221068 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical <sup>\*</sup> | 14038 | 303632 |
| &nbsp;&nbsp;&nbsp;OrthoPediatrics <sup>\*</sup> | 6472 | 305025 |
| &nbsp;&nbsp;&nbsp;Outlook Therapeutics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Outset Medical <sup>\*</sup> | 20197 | 567940 |
| &nbsp;&nbsp;&nbsp;Owens & Minor <sup>\*</sup> | 31731 | 626370 |
| &nbsp;&nbsp;&nbsp;Owlet <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;P3 Health Partners <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Pacific Biosciences of California <sup>\*</sup> | 111603 | 1237677 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences <sup>\*</sup> | 19697 | 773501 |
| &nbsp;&nbsp;&nbsp;Paragon 28 <sup>\*</sup> | 19924 | 335719 |
| &nbsp;&nbsp;&nbsp;Pardes Biosciences, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Patterson | 38373 | 1158481 |
| &nbsp;&nbsp;&nbsp;Pear Therapeutics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group <sup>\*</sup> | 35983 | 552339 |
| &nbsp;&nbsp;&nbsp;Pennant Group <sup>\*</sup> | 11372 | 147154 |
| &nbsp;&nbsp;&nbsp;PepGen <sup>\*</sup> | 6927 | 108200 |
| &nbsp;&nbsp;&nbsp;PetIQ, Cl A <sup>\*</sup> | 12030 | 142435 |
| &nbsp;&nbsp;&nbsp;Phathom Pharmaceuticals <sup>\*</sup> | 12207 | 145630 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health, Cl A | 8983 | 138338 |
| &nbsp;&nbsp;&nbsp;Phreesia <sup>\*</sup> | 21326 | 799512 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals <sup>\*</sup> | 15492 | 127034 |
| &nbsp;&nbsp;&nbsp;Point Biopharma Global, Cl A <sup>\*</sup> | 57504 | 460032 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Precigen <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare <sup>\*</sup> | 21271 | 1398781 |
| &nbsp;&nbsp;&nbsp;Prime Medicine <sup>\*</sup> | 4440 | 78055 |
| &nbsp;&nbsp;&nbsp;Privia Health Group <sup>\*</sup> | 19928 | 538853 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics <sup>\*</sup> | 10926 | 424912 |
| &nbsp;&nbsp;&nbsp;Progyny <sup>\*</sup> | 34468 | 1185355 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Prometheus Biosciences <sup>\*</sup> | 14990 | $1703763 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics <sup>\*</sup> | 18632 | 247619 |
| &nbsp;&nbsp;&nbsp;Provention Bio <sup>\*</sup> | 27798 | 240731 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics <sup>\*</sup> | 30525 | 1400792 |
| &nbsp;&nbsp;&nbsp;Pulmonx <sup>\*</sup> | 14391 | 127936 |
| &nbsp;&nbsp;&nbsp;Quanterix <sup>\*</sup> | 16471 | 232735 |
| &nbsp;&nbsp;&nbsp;Quantum-Si <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;R1 RCM <sup>\*</sup> | 64374 | 921192 |
| &nbsp;&nbsp;&nbsp;RadNet <sup>\*</sup> | 22583 | 475372 |
| &nbsp;&nbsp;&nbsp;Rallybio <sup>\*</sup> | 7262 | 50398 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics <sup>\*</sup> | 10985 | 319114 |
| &nbsp;&nbsp;&nbsp;Reata Pharmaceuticals, Cl A <sup>\*</sup> | 11896 | 515454 |
| &nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals, Cl A <sup>\*</sup> | 66042 | 550130 |
| &nbsp;&nbsp;&nbsp;REGENXBIO <sup>\*</sup> | 17074 | 396288 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics <sup>\*</sup> | 37002 | 794063 |
| &nbsp;&nbsp;&nbsp;Relmada Therapeutics <sup>\*</sup> | 11749 | 47701 |
| &nbsp;&nbsp;&nbsp;Replimune Group <sup>\*</sup> | 17969 | 500437 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics <sup>\*</sup> | 35000 | 1213800 |
| &nbsp;&nbsp;&nbsp;REVOLUTION Medicines <sup>\*</sup> | 32197 | 860948 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals <sup>\*</sup> | 23445 | 509460 |
| &nbsp;&nbsp;&nbsp;RxSight <sup>\*</sup> | 8580 | 120120 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics <sup>\*</sup> | 24928 | 1105308 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology <sup>\*</sup> | 36008 | 164196 |
| &nbsp;&nbsp;&nbsp;Sangamo Therapeutics <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Schrodinger <sup>\*</sup> | 23241 | 561967 |
| &nbsp;&nbsp;&nbsp;Science 37 Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Seer, Cl A <sup>\*</sup> | 18566 | 84475 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings | 46452 | 1350360 |
| &nbsp;&nbsp;&nbsp;Senseonics Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics <sup>\*</sup> | 50102 | 274058 |
| &nbsp;&nbsp;&nbsp;Sharecare <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical <sup>\*</sup> | 15416 | 2897129 |
| &nbsp;&nbsp;&nbsp;SI-BONE <sup>\*</sup> | 14825 | 252470 |
| &nbsp;&nbsp;&nbsp;SIGA Technologies | 19751 | 144775 |
| &nbsp;&nbsp;&nbsp;Sight Sciences <sup>\*</sup> | 9061 | 104292 |
| &nbsp;&nbsp;&nbsp;Silk Road Medical <sup>\*</sup> | 16227 | 882100 |
| &nbsp;&nbsp;&nbsp;Simulations Plus | 6704 | 275803 |
| &nbsp;&nbsp;&nbsp;Singular Genomics Systems <sup>\*</sup> | 1 | 3 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;SomaLogic <sup>\*</sup> | 1 | $3 |
| &nbsp;&nbsp;&nbsp;Sorrento Therapeutics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics <sup>\*</sup> | 14997 | 470906 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical <sup>\*</sup> | 20858 | 1471532 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics <sup>\*</sup> | 9461 | 94232 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals <sup>\*</sup> | 20967 | 859857 |
| &nbsp;&nbsp;&nbsp;Surgery Partners <sup>\*</sup> | 22302 | 740426 |
| &nbsp;&nbsp;&nbsp;Surmodics <sup>\*</sup> | 5882 | 165343 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma <sup>\*</sup> | 44019 | 318698 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals <sup>\*</sup> | 23923 | 686590 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology <sup>\*</sup> | 8145 | 105641 |
| &nbsp;&nbsp;&nbsp;Talaris Therapeutics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Tango Therapeutics <sup>\*</sup> | 19290 | 127314 |
| &nbsp;&nbsp;&nbsp;Tarsus Pharmaceuticals <sup>\*</sup> | 7698 | 121320 |
| &nbsp;&nbsp;&nbsp;Tenaya Therapeutics <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Tenon Medical <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics <sup>\*</sup> | 58026 | 883736 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma <sup>\*</sup> | 29858 | 322765 |
| &nbsp;&nbsp;&nbsp;Theseus Pharmaceuticals <sup>\*</sup> | 5567 | 77882 |
| &nbsp;&nbsp;&nbsp;Third Harmonic Bio <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Tonix Pharmaceuticals Holding <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;TransMedics Group <sup>\*</sup> | 13240 | 834385 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics <sup>\*</sup> | 29936 | 670566 |
| &nbsp;&nbsp;&nbsp;Treace Medical Concepts <sup>\*</sup> | 13977 | 322729 |
| &nbsp;&nbsp;&nbsp;Tricida <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Twist Bioscience <sup>\*</sup> | 24734 | 709618 |
| &nbsp;&nbsp;&nbsp;Tyra Biosciences <sup>\*</sup> | 5057 | 53705 |
| &nbsp;&nbsp;&nbsp;UFP Technologies <sup>\*</sup> | 2989 | 339939 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy | 5518 | 547110 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products | 1629 | 150080 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals <sup>\*</sup> | 26160 | 200909 |
| &nbsp;&nbsp;&nbsp;Varex Imaging <sup>\*</sup> | 16527 | 355165 |
| &nbsp;&nbsp;&nbsp;Vaxart <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Vaxcyte <sup>\*</sup> | 30915 | 1401995 |
| &nbsp;&nbsp;&nbsp;VBI Vaccines <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Ventyx Biosciences <sup>\*</sup> | 11410 | 479220 |
| &nbsp;&nbsp;&nbsp;Vera Therapeutics, Cl A <sup>\*</sup> | 6191 | 52500 |
| &nbsp;&nbsp;&nbsp;Veracyte <sup>\*</sup> | 30773 | 773326 |
| &nbsp;&nbsp;&nbsp;Veradigm <sup>\*</sup> | 50685 | 907768 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Vericel <sup>\*</sup> | 21320 | $585660 |
| &nbsp;&nbsp;&nbsp;Verve Therapeutics <sup>\*</sup> | 19653 | 447106 |
| &nbsp;&nbsp;&nbsp;Vicarious Surgical <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;ViewRay <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Vir Biotechnology <sup>\*</sup> | 32244 | 952810 |
| &nbsp;&nbsp;&nbsp;Viridian Therapeutics <sup>\*</sup> | 16468 | 601411 |
| &nbsp;&nbsp;&nbsp;VistaGen Therapeutics <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Xencor <sup>\*</sup> | 24653 | 811577 |
| &nbsp;&nbsp;&nbsp;Xeris Biopharma Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Y-mAbs Therapeutics <sup>\*</sup> | 17930 | 80506 |
| &nbsp;&nbsp;&nbsp;Zentalis Pharmaceuticals <sup>\*</sup> | 20477 | 483257 |
| &nbsp;&nbsp;&nbsp;Zimvie <sup>\*</sup> | 8673 | 85082 |
| &nbsp;&nbsp;&nbsp;Zynex <sup>\*</sup> | 9231 | 130434 |
|  |  | 169301733 |
| Industrials — 11.8% |  |  |
| &nbsp;&nbsp;&nbsp;3D Systems <sup>\*</sup> | 53869 | 585017 |
| &nbsp;&nbsp;&nbsp;AAON | 18791 | 1434129 |
| &nbsp;&nbsp;&nbsp;AAR <sup>\*</sup> | 14389 | 740170 |
| &nbsp;&nbsp;&nbsp;ABM Industries | 28737 | 1348053 |
| &nbsp;&nbsp;&nbsp;ACCO Brands | 38553 | 244812 |
| &nbsp;&nbsp;&nbsp;ACV Auctions, Cl A <sup>\*</sup> | 51469 | 504396 |
| &nbsp;&nbsp;&nbsp;Aerojet Rocketdyne Holdings <sup>\*</sup> | 33991 | 1900777 |
| &nbsp;&nbsp;&nbsp;AeroVironment <sup>\*</sup> | 10824 | 963011 |
| &nbsp;&nbsp;&nbsp;AerSale <sup>\*</sup> | 9394 | 174822 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group <sup>\*</sup> | 25039 | 708854 |
| &nbsp;&nbsp;&nbsp;Alamo Group | 4344 | 679706 |
| &nbsp;&nbsp;&nbsp;Albany International, Cl A | 13378 | 1500343 |
| &nbsp;&nbsp;&nbsp;Alight, Cl A <sup>\*</sup> | 146519 | 1375813 |
| &nbsp;&nbsp;&nbsp;Allegiant Travel <sup>\*</sup> | 6589 | 566852 |
| &nbsp;&nbsp;&nbsp;Allied Motion Technologies | 5587 | 227056 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group | 9163 | 155313 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion | 27844 | 1700433 |
| &nbsp;&nbsp;&nbsp;Ameresco, Cl A <sup>\*</sup> | 13988 | 901806 |
| &nbsp;&nbsp;&nbsp;American Woodmark <sup>\*</sup> | 7051 | 403952 |
| &nbsp;&nbsp;&nbsp;API Group <sup>\*</sup> | 88625 | 1971020 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises | 10237 | 479501 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies | 16387 | 2346782 |
| &nbsp;&nbsp;&nbsp;ArcBest | 10591 | 883819 |
| &nbsp;&nbsp;&nbsp;Archer Aviation, Cl A <sup>\*</sup> | 1 | 3 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Arcosa | 20766 | $1230801 |
| &nbsp;&nbsp;&nbsp;Argan | 6449 | 251447 |
| &nbsp;&nbsp;&nbsp;Aris Water Solutions, Cl A | 9049 | 140169 |
| &nbsp;&nbsp;&nbsp;Array Technologies <sup>\*</sup> | 68835 | 1530202 |
| &nbsp;&nbsp;&nbsp;ASGN <sup>\*</sup> | 21442 | 1950150 |
| &nbsp;&nbsp;&nbsp;Astec Industries | 9714 | 428776 |
| &nbsp;&nbsp;&nbsp;Astra Space <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Astronics <sup>\*</sup> | 10317 | 153207 |
| &nbsp;&nbsp;&nbsp;Atkore <sup>\*</sup> | 18653 | 2429553 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings <sup>\*</sup> | 12125 | 1239296 |
| &nbsp;&nbsp;&nbsp;Atlas Technical Consultants <sup>\*</sup> | 6313 | 76577 |
| &nbsp;&nbsp;&nbsp;AZZ | 10430 | 443066 |
| &nbsp;&nbsp;&nbsp;Babcock & Wilcox Enterprises <sup>\*</sup> | 23316 | 154818 |
| &nbsp;&nbsp;&nbsp;Barnes Group | 20826 | 921759 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services | 3154 | 313445 |
| &nbsp;&nbsp;&nbsp;Beacon Roofing Supply <sup>\*</sup> | 23442 | 1333381 |
| &nbsp;&nbsp;&nbsp;Berkshire Grey <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Bird Global, Cl A <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Blade Air Mobility <sup>\*</sup> | 23195 | 103450 |
| &nbsp;&nbsp;&nbsp;Blink Charging <sup>\*</sup> | 15870 | 215991 |
| &nbsp;&nbsp;&nbsp;Bloom Energy, Cl A <sup>\*</sup> | 77549 | 1933297 |
| &nbsp;&nbsp;&nbsp;Blue Bird <sup>\*</sup> | 7059 | 102355 |
| &nbsp;&nbsp;&nbsp;BlueLinx Holdings <sup>\*</sup> | 3990 | 346412 |
| &nbsp;&nbsp;&nbsp;Boise Cascade | 16937 | 1269767 |
| &nbsp;&nbsp;&nbsp;Brady, Cl A | 19942 | 1066299 |
| &nbsp;&nbsp;&nbsp;BrightView Holdings <sup>\*</sup> | 19038 | 151352 |
| &nbsp;&nbsp;&nbsp;Brink's | 20167 | 1322955 |
| &nbsp;&nbsp;&nbsp;Cadre Holdings | 9385 | 214823 |
| &nbsp;&nbsp;&nbsp;Caesarstone | 9231 | 57601 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems, Cl A <sup>\*</sup> | 21682 | 1737162 |
| &nbsp;&nbsp;&nbsp;CBIZ <sup>\*</sup> | 20852 | 992347 |
| &nbsp;&nbsp;&nbsp;Chart Industries <sup>\*</sup> | 18255 | 2445805 |
| &nbsp;&nbsp;&nbsp;CIRCOR International <sup>\*</sup> | 8213 | 227089 |
| &nbsp;&nbsp;&nbsp;Columbus McKinnon | 11970 | 430322 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA | 15126 | 1830851 |
| &nbsp;&nbsp;&nbsp;CompX International | 1017 | 19262 |
| &nbsp;&nbsp;&nbsp;Concrete Pumping Holdings <sup>\*</sup> | 10860 | 88400 |
| &nbsp;&nbsp;&nbsp;Construction Partners, Cl A <sup>\*</sup> | 17136 | 484777 |
| &nbsp;&nbsp;&nbsp;CoreCivic <sup>\*</sup> | 49413 | 525754 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group, Cl A | 5292 | $175483 |
| &nbsp;&nbsp;&nbsp;CRA International | 3063 | 364007 |
| &nbsp;&nbsp;&nbsp;CSW Industrials | 6341 | 857367 |
| &nbsp;&nbsp;&nbsp;Custom Truck One Source <sup>\*</sup> | 24435 | 173000 |
| &nbsp;&nbsp;&nbsp;Daseke <sup>\*</sup> | 16833 | 117494 |
| &nbsp;&nbsp;&nbsp;Deluxe | 18431 | 368436 |
| &nbsp;&nbsp;&nbsp;Desktop Metal, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Distribution Solutions Group <sup>\*</sup> | 2337 | 96518 |
| &nbsp;&nbsp;&nbsp;Douglas Dynamics | 9782 | 395291 |
| &nbsp;&nbsp;&nbsp;Ducommun <sup>\*</sup> | 4748 | 274339 |
| &nbsp;&nbsp;&nbsp;DXP Enterprises <sup>\*</sup> | 7228 | 219008 |
| &nbsp;&nbsp;&nbsp;Dycom Industries <sup>\*</sup> | 12463 | 1188596 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping | 5804 | 332453 |
| &nbsp;&nbsp;&nbsp;EMCOR Group | 20206 | 2995539 |
| &nbsp;&nbsp;&nbsp;Encore Wire | 8230 | 1328569 |
| &nbsp;&nbsp;&nbsp;Energy Recovery <sup>\*</sup> | 23354 | 516824 |
| &nbsp;&nbsp;&nbsp;Energy Vault Holdings <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group, Cl A | 25913 | 687731 |
| &nbsp;&nbsp;&nbsp;EnerSys | 17531 | 1455424 |
| &nbsp;&nbsp;&nbsp;Eneti | 9437 | 99938 |
| &nbsp;&nbsp;&nbsp;Ennis | 11172 | 237293 |
| &nbsp;&nbsp;&nbsp;Enovix <sup>\*</sup> | 46116 | 366161 |
| &nbsp;&nbsp;&nbsp;EnPro Industries | 8852 | 1071712 |
| &nbsp;&nbsp;&nbsp;ESCO Technologies | 11055 | 1088254 |
| &nbsp;&nbsp;&nbsp;ESS Tech <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies <sup>\*</sup> | 52814 | 2562007 |
| &nbsp;&nbsp;&nbsp;Exponent | 21925 | 2248189 |
| &nbsp;&nbsp;&nbsp;Fathom Digital Manufacturing C <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Federal Signal | 25536 | 1359792 |
| &nbsp;&nbsp;&nbsp;First Advantage <sup>\*</sup> | 25204 | 349832 |
| &nbsp;&nbsp;&nbsp;Fluence Energy, Cl A <sup>\*</sup> | 16937 | 408859 |
| &nbsp;&nbsp;&nbsp;Fluor <sup>\*</sup> | 61708 | 2267769 |
| &nbsp;&nbsp;&nbsp;Forrester Research <sup>\*</sup> | 5000 | 185300 |
| &nbsp;&nbsp;&nbsp;Forward Air | 11522 | 1242648 |
| &nbsp;&nbsp;&nbsp;Franklin Covey <sup>\*</sup> | 5441 | 252462 |
| &nbsp;&nbsp;&nbsp;Franklin Electric | 19640 | 1773492 |
| &nbsp;&nbsp;&nbsp;Frontier Group Holdings <sup>\*</sup> | 16222 | 204073 |
| &nbsp;&nbsp;&nbsp;FTC Solar <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;FuelCell Energy <sup>\*</sup> | 1 | 4 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;GATX | 15209 | $1740670 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading | 15434 | 279973 |
| &nbsp;&nbsp;&nbsp;GEO Group <sup>\*</sup> | 52803 | 607234 |
| &nbsp;&nbsp;&nbsp;Gibraltar Industries <sup>\*</sup> | 14069 | 753676 |
| &nbsp;&nbsp;&nbsp;Global Industrial | 5678 | 149275 |
| &nbsp;&nbsp;&nbsp;GMS <sup>\*</sup> | 18563 | 1101157 |
| &nbsp;&nbsp;&nbsp;Gorman-Rupp | 9825 | 282272 |
| &nbsp;&nbsp;&nbsp;GrafTech International | 82229 | 537778 |
| &nbsp;&nbsp;&nbsp;Granite Construction | 19436 | 827585 |
| &nbsp;&nbsp;&nbsp;Great Lakes Dredge & Dock <sup>\*</sup> | 28107 | 193376 |
| &nbsp;&nbsp;&nbsp;Greenbrier | 13618 | 421069 |
| &nbsp;&nbsp;&nbsp;Griffon | 21335 | 872175 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services | 13743 | 699381 |
| &nbsp;&nbsp;&nbsp;Harsco <sup>\*</sup> | 32410 | 257335 |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings <sup>\*</sup> | 21780 | 268330 |
| &nbsp;&nbsp;&nbsp;Healthcare Services Group | 31957 | 430461 |
| &nbsp;&nbsp;&nbsp;Heartland Express | 20219 | 340084 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International | 8472 | 260599 |
| &nbsp;&nbsp;&nbsp;Heliogen <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Helios Technologies | 13975 | 922350 |
| &nbsp;&nbsp;&nbsp;Herc Holdings | 11033 | 1713646 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean <sup>\*</sup> | 6926 | 257647 |
| &nbsp;&nbsp;&nbsp;Hillenbrand | 30914 | 1448630 |
| &nbsp;&nbsp;&nbsp;Hillman Solutions <sup>\*</sup> | 55672 | 534451 |
| &nbsp;&nbsp;&nbsp;HireRight Holdings <sup>\*</sup> | 9061 | 103658 |
| &nbsp;&nbsp;&nbsp;HNI | 18406 | 584759 |
| &nbsp;&nbsp;&nbsp;Hub Group, Cl A <sup>\*</sup> | 14408 | 1228570 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies <sup>\*</sup> | 20735 | 211704 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group <sup>\*</sup> | 9216 | 627057 |
| &nbsp;&nbsp;&nbsp;Hydrofarm Holdings Group <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Hyliion Holdings <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Hyster-Yale Materials Handling | 4533 | 147005 |
| &nbsp;&nbsp;&nbsp;Hyzon Motors <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;ICF International | 7884 | 805666 |
| &nbsp;&nbsp;&nbsp;IES Holdings <sup>\*</sup> | 4002 | 159320 |
| &nbsp;&nbsp;&nbsp;Insperity | 15538 | 1717726 |
| &nbsp;&nbsp;&nbsp;Insteel Industries | 8043 | 241210 |
| &nbsp;&nbsp;&nbsp;Interface, Cl A | 27420 | 312040 |
| &nbsp;&nbsp;&nbsp;Janus International Group <sup>\*</sup> | 37320 | 410520 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;JELD-WEN Holding <sup>\*</sup> | 38292 | $484394 |
| &nbsp;&nbsp;&nbsp;Joby Aviation <sup>\*</sup> | 103978 | 459583 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies | 13558 | 1514835 |
| &nbsp;&nbsp;&nbsp;Kadant | 4946 | 1007846 |
| &nbsp;&nbsp;&nbsp;Kaman | 11908 | 300320 |
| &nbsp;&nbsp;&nbsp;KAR Auction Services <sup>\*</sup> | 51286 | 746724 |
| &nbsp;&nbsp;&nbsp;Karat Packaging | 2468 | 37094 |
| &nbsp;&nbsp;&nbsp;Kelly Services, Cl A | 15165 | 274486 |
| &nbsp;&nbsp;&nbsp;Kennametal | 35331 | 1006934 |
| &nbsp;&nbsp;&nbsp;Kforce | 8608 | 483167 |
| &nbsp;&nbsp;&nbsp;Kimball International, Cl B | 14661 | 108491 |
| &nbsp;&nbsp;&nbsp;Korn Ferry | 23748 | 1282155 |
| &nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions <sup>\*</sup> | 52299 | 598824 |
| &nbsp;&nbsp;&nbsp;Legalzoom.com <sup>\*</sup> | 40603 | 344313 |
| &nbsp;&nbsp;&nbsp;Lightning eMotors <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Lindsay | 4726 | 740186 |
| &nbsp;&nbsp;&nbsp;Liquidity Services <sup>\*</sup> | 10657 | 159748 |
| &nbsp;&nbsp;&nbsp;Manitowoc <sup>\*</sup> | 14118 | 193417 |
| &nbsp;&nbsp;&nbsp;Markforged Holding <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Marten Transport | 25386 | 560777 |
| &nbsp;&nbsp;&nbsp;Masonite International <sup>\*</sup> | 9960 | 908551 |
| &nbsp;&nbsp;&nbsp;Matson | 17367 | 1148306 |
| &nbsp;&nbsp;&nbsp;Matthews International, Cl A | 13233 | 490150 |
| &nbsp;&nbsp;&nbsp;Maxar Technologies | 31581 | 1631790 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp | 10391 | 1034320 |
| &nbsp;&nbsp;&nbsp;Microvast Holdings <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Miller Industries | 4955 | 143745 |
| &nbsp;&nbsp;&nbsp;MillerKnoll | 32658 | 779873 |
| &nbsp;&nbsp;&nbsp;Momentus <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Montrose Environmental Group <sup>\*</sup> | 11833 | 640875 |
| &nbsp;&nbsp;&nbsp;Moog, Cl A | 12323 | 1174628 |
| &nbsp;&nbsp;&nbsp;MRC Global <sup>\*</sup> | 35535 | 483276 |
| &nbsp;&nbsp;&nbsp;Mueller Industries | 23968 | 1571102 |
| &nbsp;&nbsp;&nbsp;Mueller Water Products, Cl A | 66100 | 836165 |
| &nbsp;&nbsp;&nbsp;MYR Group <sup>\*</sup> | 7137 | 706991 |
| &nbsp;&nbsp;&nbsp;National Presto Industries | 2302 | 176356 |
| &nbsp;&nbsp;&nbsp;Nikola <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;NL Industries | 3258 | 23001 |
| &nbsp;&nbsp;&nbsp;Northwest Pipe <sup>\*</sup> | 4289 | 160409 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;NOW <sup>\*</sup> | 47435 | $665987 |
| &nbsp;&nbsp;&nbsp;NuScale Power <sup>\*</sup> | 14378 | 153269 |
| &nbsp;&nbsp;&nbsp;NV5 Global <sup>\*</sup> | 5743 | 765484 |
| &nbsp;&nbsp;&nbsp;Omega Flex | 1329 | 141273 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services <sup>\*</sup> | 3245 | 93943 |
| &nbsp;&nbsp;&nbsp;Park Aerospace | 8145 | 113297 |
| &nbsp;&nbsp;&nbsp;Parsons <sup>\*</sup> | 14330 | 623642 |
| &nbsp;&nbsp;&nbsp;PGT Innovations <sup>\*</sup> | 24789 | 537921 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Planet Labs PBC <sup>\*</sup> | 64369 | 318627 |
| &nbsp;&nbsp;&nbsp;Powell Industries | 4181 | 165986 |
| &nbsp;&nbsp;&nbsp;Preformed Line Products | 1339 | 118274 |
| &nbsp;&nbsp;&nbsp;Primoris Services | 22811 | 606773 |
| &nbsp;&nbsp;&nbsp;Proterra <sup>\*</sup> | 91471 | 466502 |
| &nbsp;&nbsp;&nbsp;Proto Labs <sup>\*</sup> | 11886 | 363712 |
| &nbsp;&nbsp;&nbsp;Quad <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products | 14485 | 375017 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics <sup>\*</sup> | 15950 | 89480 |
| &nbsp;&nbsp;&nbsp;RBC Bearings <sup>\*</sup> | 12358 | 3014981 |
| &nbsp;&nbsp;&nbsp;Red Violet <sup>\*</sup> | 3900 | 92723 |
| &nbsp;&nbsp;&nbsp;Redwire <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Resideo Technologies <sup>\*</sup> | 62033 | 1192895 |
| &nbsp;&nbsp;&nbsp;Resources Connection | 13731 | 237134 |
| &nbsp;&nbsp;&nbsp;REV Group | 14491 | 185630 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA <sup>\*</sup> | 88202 | 438364 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises, Cl A | 18220 | 980418 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises, Cl B | 2921 | 169915 |
| &nbsp;&nbsp;&nbsp;Saia <sup>\*</sup> | 11463 | 3126877 |
| &nbsp;&nbsp;&nbsp;Sarcos Technology and Robotics <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group, Cl A <sup>\*</sup> | 60046 | 1674683 |
| &nbsp;&nbsp;&nbsp;Shyft Group | 14946 | 497552 |
| &nbsp;&nbsp;&nbsp;Simpson Manufacturing | 18570 | 1989033 |
| &nbsp;&nbsp;&nbsp;Skillsoft <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;SkyWest <sup>\*</sup> | 21369 | 443620 |
| &nbsp;&nbsp;&nbsp;SP Plus <sup>\*</sup> | 9931 | 374498 |
| &nbsp;&nbsp;&nbsp;Spire Global <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Spirit Airlines | 46763 | 927778 |
| &nbsp;&nbsp;&nbsp;SPX Technologies <sup>\*</sup> | 19110 | 1433441 |
| &nbsp;&nbsp;&nbsp;Standex International | 5121 | 591834 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Steelcase, Cl A | 35295 | $275301 |
| &nbsp;&nbsp;&nbsp;Stem <sup>\*</sup> | 67907 | 669563 |
| &nbsp;&nbsp;&nbsp;Sterling Check <sup>\*</sup> | 9977 | 139179 |
| &nbsp;&nbsp;&nbsp;Sterling Construction <sup>\*</sup> | 12626 | 459460 |
| &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings <sup>\*</sup> | 14033 | 261996 |
| &nbsp;&nbsp;&nbsp;SunPower, Cl A <sup>\*</sup> | 35155 | 612752 |
| &nbsp;&nbsp;&nbsp;Tennant | 7922 | 555570 |
| &nbsp;&nbsp;&nbsp;Terex | 28963 | 1476244 |
| &nbsp;&nbsp;&nbsp;Terran Orbital <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Thermon Group Holdings <sup>\*</sup> | 14348 | 331726 |
| &nbsp;&nbsp;&nbsp;Titan International <sup>\*</sup> | 21947 | 366295 |
| &nbsp;&nbsp;&nbsp;Titan Machinery <sup>\*</sup> | 8585 | 377225 |
| &nbsp;&nbsp;&nbsp;TPI Composites <sup>\*</sup> | 15204 | 198412 |
| &nbsp;&nbsp;&nbsp;Transcat <sup>\*</sup> | 3071 | 256490 |
| &nbsp;&nbsp;&nbsp;TriNet Group <sup>\*</sup> | 16734 | 1262580 |
| &nbsp;&nbsp;&nbsp;Trinity Industries | 34936 | 1005109 |
| &nbsp;&nbsp;&nbsp;Triumph Group <sup>\*</sup> | 27685 | 315332 |
| &nbsp;&nbsp;&nbsp;TrueBlue <sup>\*</sup> | 14853 | 291564 |
| &nbsp;&nbsp;&nbsp;TuSimple Holdings, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Tutor Perini <sup>\*</sup> | 17003 | 155918 |
| &nbsp;&nbsp;&nbsp;UFP Industries | 25555 | 2390670 |
| &nbsp;&nbsp;&nbsp;UniFirst | 6418 | 1273588 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings | 3432 | 123277 |
| &nbsp;&nbsp;&nbsp;Upwork <sup>\*</sup> | 51547 | 668049 |
| &nbsp;&nbsp;&nbsp;V2X <sup>\*</sup> | 5145 | 227203 |
| &nbsp;&nbsp;&nbsp;Velo3D <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Veritiv | 6132 | 766745 |
| &nbsp;&nbsp;&nbsp;Viad <sup>\*</sup> | 8779 | 259419 |
| &nbsp;&nbsp;&nbsp;Vicor <sup>\*</sup> | 9482 | 658335 |
| &nbsp;&nbsp;&nbsp;View <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Virgin Galactic Holdings <sup>\*</sup> | 132037 | 728844 |
| &nbsp;&nbsp;&nbsp;VSE | 4679 | 256877 |
| &nbsp;&nbsp;&nbsp;Wabash National | 21091 | 543304 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies, Cl A | 11689 | 1911385 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises | 27539 | 1293507 |
| &nbsp;&nbsp;&nbsp;Wheels Up Experience <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Willdan Group <sup>\*</sup> | 5110 | 97294 |
| &nbsp;&nbsp;&nbsp;Xos <sup>\*</sup> | 1 | 1 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Zurn Elkay Water Solutions | 56541 | $1235986 |
|  |  | 165300060 |
| Information Technology — 9.4% |  |  |
| &nbsp;&nbsp;&nbsp;8x8 <sup>\*</sup> | 46188 | 217546 |
| &nbsp;&nbsp;&nbsp;908 Devices <sup>\*</sup> | 11175 | 104151 |
| &nbsp;&nbsp;&nbsp;A10 Networks | 28192 | 436412 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide <sup>\*</sup> | 49474 | 1381809 |
| &nbsp;&nbsp;&nbsp;ACM Research, Cl A <sup>\*</sup> | 19835 | 247739 |
| &nbsp;&nbsp;&nbsp;Adeia | 44483 | 487089 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings | 32362 | 610671 |
| &nbsp;&nbsp;&nbsp;Advanced Energy Industries | 16102 | 1493300 |
| &nbsp;&nbsp;&nbsp;Aeva Technologies <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;AEye <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Agilysys <sup>\*</sup> | 8973 | 749784 |
| &nbsp;&nbsp;&nbsp;Akoustis Technologies <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Alarm.com Holdings <sup>\*</sup> | 20628 | 1105661 |
| &nbsp;&nbsp;&nbsp;Alkami Technology <sup>\*</sup> | 15049 | 246352 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor <sup>\*</sup> | 9427 | 310714 |
| &nbsp;&nbsp;&nbsp;Altair Engineering, Cl A <sup>\*</sup> | 22291 | 1183652 |
| &nbsp;&nbsp;&nbsp;Ambarella <sup>\*</sup> | 15666 | 1407433 |
| &nbsp;&nbsp;&nbsp;American Software, Cl A | 17436 | 265202 |
| &nbsp;&nbsp;&nbsp;Amkor Technology | 43240 | 1265202 |
| &nbsp;&nbsp;&nbsp;Amplitude, Cl A <sup>\*</sup> | 25695 | 369494 |
| &nbsp;&nbsp;&nbsp;Appfolio, Cl A <sup>\*</sup> | 8172 | 917961 |
| &nbsp;&nbsp;&nbsp;Appian, Cl A <sup>\*</sup> | 17207 | 711768 |
| &nbsp;&nbsp;&nbsp;Applied Digital <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Arlo Technologies <sup>\*</sup> | 34752 | 130320 |
| &nbsp;&nbsp;&nbsp;Arteris <sup>\*</sup> | 3702 | 23249 |
| &nbsp;&nbsp;&nbsp;Asana, Cl A <sup>\*</sup> | 31159 | 482965 |
| &nbsp;&nbsp;&nbsp;Atomera <sup>\*</sup> | 8145 | 59459 |
| &nbsp;&nbsp;&nbsp;Avaya Holdings <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;AvePoint <sup>\*</sup> | 53334 | 238403 |
| &nbsp;&nbsp;&nbsp;Aviat Networks <sup>\*</sup> | 4839 | 156542 |
| &nbsp;&nbsp;&nbsp;Avid Technology <sup>\*</sup> | 15484 | 469320 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings <sup>\*</sup> | 60636 | 674272 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies <sup>\*</sup> | 14044 | 1544138 |
| &nbsp;&nbsp;&nbsp;AXT <sup>\*</sup> | 16833 | 99146 |
| &nbsp;&nbsp;&nbsp;Badger Meter | 12538 | 1453154 |
| &nbsp;&nbsp;&nbsp;Belden | 18711 | 1517275 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics | 15071 | $421837 |
| &nbsp;&nbsp;&nbsp;BigCommerce Holdings <sup>\*</sup> | 26674 | 327023 |
| &nbsp;&nbsp;&nbsp;Blackbaud <sup>\*</sup> | 20102 | 1250545 |
| &nbsp;&nbsp;&nbsp;Blackline <sup>\*</sup> | 23669 | 1699434 |
| &nbsp;&nbsp;&nbsp;Blend Labs, Cl A <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Box, Cl A <sup>\*</sup> | 59752 | 1911466 |
| &nbsp;&nbsp;&nbsp;Brightcove <sup>\*</sup> | 16833 | 106721 |
| &nbsp;&nbsp;&nbsp;C3.ai, Cl A <sup>\*</sup> | 31482 | 624918 |
| &nbsp;&nbsp;&nbsp;Calix <sup>\*</sup> | 24770 | 1303893 |
| &nbsp;&nbsp;&nbsp;Cambium Networks <sup>\*</sup> | 5073 | 108714 |
| &nbsp;&nbsp;&nbsp;Cantaloupe <sup>\*</sup> | 1 | 5 |
| &nbsp;&nbsp;&nbsp;Casa Systems <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems | 6008 | 291748 |
| &nbsp;&nbsp;&nbsp;Cepton <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Cerberus Cyber Sentinel <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Cerence <sup>\*</sup> | 16880 | 413898 |
| &nbsp;&nbsp;&nbsp;CEVA <sup>\*</sup> | 9734 | 322390 |
| &nbsp;&nbsp;&nbsp;Cipher Mining <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Cleanspark <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Clear Secure, Cl A | 26476 | 831082 |
| &nbsp;&nbsp;&nbsp;Clearfield <sup>\*</sup> | 5014 | 358300 |
| &nbsp;&nbsp;&nbsp;Cohu <sup>\*</sup> | 20449 | 737800 |
| &nbsp;&nbsp;&nbsp;CommScope Holding <sup>\*</sup> | 95899 | 805552 |
| &nbsp;&nbsp;&nbsp;CommVault Systems <sup>\*</sup> | 19083 | 1187535 |
| &nbsp;&nbsp;&nbsp;CompoSecure <sup>\*</sup> | 3243 | 20625 |
| &nbsp;&nbsp;&nbsp;Comtech Telecommunications | 10690 | 169543 |
| &nbsp;&nbsp;&nbsp;Conduent <sup>\*</sup> | 69488 | 331458 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions <sup>\*</sup> | 8198 | 481796 |
| &nbsp;&nbsp;&nbsp;Core Scientific <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Corsair Gaming <sup>\*</sup> | 21337 | 335631 |
| &nbsp;&nbsp;&nbsp;Couchbase <sup>\*</sup> | 11134 | 164672 |
| &nbsp;&nbsp;&nbsp;Credo Technology Group Holding <sup>\*</sup> | 42942 | 744185 |
| &nbsp;&nbsp;&nbsp;CS Disco <sup>\*</sup> | 9381 | 77956 |
| &nbsp;&nbsp;&nbsp;CSG Systems International | 13634 | 813541 |
| &nbsp;&nbsp;&nbsp;CTS | 13645 | 607339 |
| &nbsp;&nbsp;&nbsp;Cvent Holding, Cl A <sup>\*</sup> | 34758 | 280497 |
| &nbsp;&nbsp;&nbsp;Cyxtera Technologies <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Digi International <sup>\*</sup> | 14962 | 508558 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Digimarc <sup>\*</sup> | 5918 | $118242 |
| &nbsp;&nbsp;&nbsp;Digital Turbine <sup>\*</sup> | 42333 | 734901 |
| &nbsp;&nbsp;&nbsp;DigitalOcean Holdings <sup>\*</sup> | 32291 | 947741 |
| &nbsp;&nbsp;&nbsp;Diodes <sup>\*</sup> | 19073 | 1701121 |
| &nbsp;&nbsp;&nbsp;Domo, Cl B <sup>\*</sup> | 12523 | 194232 |
| &nbsp;&nbsp;&nbsp;Duck Creek Technologies <sup>\*</sup> | 35400 | 670122 |
| &nbsp;&nbsp;&nbsp;DZS <sup>\*</sup> | 7059 | 89649 |
| &nbsp;&nbsp;&nbsp;E2open Parent Holdings <sup>\*</sup> | 81823 | 564579 |
| &nbsp;&nbsp;&nbsp;Eastman Kodak <sup>\*</sup> | 19992 | 72171 |
| &nbsp;&nbsp;&nbsp;Ebix | 11454 | 218313 |
| &nbsp;&nbsp;&nbsp;Edgio <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;eGain <sup>\*</sup> | 8688 | 84447 |
| &nbsp;&nbsp;&nbsp;Enfusion, Cl A <sup>\*</sup> | 13916 | 165322 |
| &nbsp;&nbsp;&nbsp;EngageSmart <sup>\*</sup> | 14523 | 286103 |
| &nbsp;&nbsp;&nbsp;Envestnet <sup>\*</sup> | 23569 | 1531985 |
| &nbsp;&nbsp;&nbsp;ePlus <sup>\*</sup> | 11340 | 564505 |
| &nbsp;&nbsp;&nbsp;Everbridge <sup>\*</sup> | 16849 | 538494 |
| &nbsp;&nbsp;&nbsp;EverCommerce <sup>\*</sup> | 11639 | 120231 |
| &nbsp;&nbsp;&nbsp;Evo Payments, Cl A <sup>\*</sup> | 20350 | 689255 |
| &nbsp;&nbsp;&nbsp;Evolv Technologies Holdings <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings <sup>\*</sup> | 13858 | 2364175 |
| &nbsp;&nbsp;&nbsp;Extreme Networks <sup>\*</sup> | 62219 | 1121809 |
| &nbsp;&nbsp;&nbsp;FARO Technologies <sup>\*</sup> | 7967 | 218933 |
| &nbsp;&nbsp;&nbsp;Fastly, Cl A <sup>\*</sup> | 46200 | 478170 |
| &nbsp;&nbsp;&nbsp;Flywire <sup>\*</sup> | 24027 | 648008 |
| &nbsp;&nbsp;&nbsp;Focus Universal <sup>\*</sup> | 7274 | 42189 |
| &nbsp;&nbsp;&nbsp;ForgeRock, Cl A <sup>\*</sup> | 16658 | 330828 |
| &nbsp;&nbsp;&nbsp;FormFactor <sup>\*</sup> | 33006 | 928789 |
| &nbsp;&nbsp;&nbsp;Greenidge Generation Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings <sup>\*</sup> | 22933 | 287121 |
| &nbsp;&nbsp;&nbsp;Hackett Group | 11682 | 258172 |
| &nbsp;&nbsp;&nbsp;Harmonic <sup>\*</sup> | 41650 | 548531 |
| &nbsp;&nbsp;&nbsp;I3 Verticals, Cl A <sup>\*</sup> | 9502 | 274798 |
| &nbsp;&nbsp;&nbsp;IBEX Holdings <sup>\*</sup> | 4114 | 109803 |
| &nbsp;&nbsp;&nbsp;Ichor Holdings <sup>\*</sup> | 12094 | 408777 |
| &nbsp;&nbsp;&nbsp;Identiv <sup>\*</sup> | 8858 | 77242 |
| &nbsp;&nbsp;&nbsp;Impinj <sup>\*</sup> | 9017 | 1170226 |
| &nbsp;&nbsp;&nbsp;Infinera <sup>\*</sup> | 103987 | 761185 |
| &nbsp;&nbsp;&nbsp;Information Services Group | 14756 | 77321 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Inseego <sup>\*</sup> | 1 | $1 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises <sup>\*</sup> | 14260 | 1607387 |
| &nbsp;&nbsp;&nbsp;Instructure Holdings <sup>\*</sup> | 7265 | 196373 |
| &nbsp;&nbsp;&nbsp;Intapp <sup>\*</sup> | 6294 | 182400 |
| &nbsp;&nbsp;&nbsp;InterDigital | 13103 | 916555 |
| &nbsp;&nbsp;&nbsp;International Money Express <sup>\*</sup> | 13983 | 318253 |
| &nbsp;&nbsp;&nbsp;IonQ <sup>\*</sup> | 49121 | 218097 |
| &nbsp;&nbsp;&nbsp;IronNet <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Itron <sup>\*</sup> | 19185 | 1102562 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics <sup>\*</sup> | 10579 | 269976 |
| &nbsp;&nbsp;&nbsp;KnowBe4, Cl A <sup>\*</sup> | 32445 | 807556 |
| &nbsp;&nbsp;&nbsp;Knowles <sup>\*</sup> | 38547 | 741259 |
| &nbsp;&nbsp;&nbsp;Latch <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Lightwave Logic <sup>\*</sup> | 46256 | 290950 |
| &nbsp;&nbsp;&nbsp;LivePerson <sup>\*</sup> | 30368 | 391140 |
| &nbsp;&nbsp;&nbsp;LiveRamp Holdings <sup>\*</sup> | 28167 | 753749 |
| &nbsp;&nbsp;&nbsp;LiveVox Holdings <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings <sup>\*</sup> | 21657 | 1451452 |
| &nbsp;&nbsp;&nbsp;Marathon Digital Holdings <sup>\*</sup> | 50182 | 361812 |
| &nbsp;&nbsp;&nbsp;Marqeta, Cl A <sup>\*</sup> | 183127 | 1214132 |
| &nbsp;&nbsp;&nbsp;Matterport <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Maximus | 25901 | 1938690 |
| &nbsp;&nbsp;&nbsp;MaxLinear, Cl A <sup>\*</sup> | 31854 | 1312385 |
| &nbsp;&nbsp;&nbsp;MeridianLink <sup>\*</sup> | 10014 | 159022 |
| &nbsp;&nbsp;&nbsp;Methode Electronics | 15615 | 745460 |
| &nbsp;&nbsp;&nbsp;MicroStrategy, Cl A <sup>\*</sup> | 4161 | 1047449 |
| &nbsp;&nbsp;&nbsp;MicroVision <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Mirion Technologies <sup>\*</sup> | 56698 | 450749 |
| &nbsp;&nbsp;&nbsp;Mitek Systems <sup>\*</sup> | 17749 | 175005 |
| &nbsp;&nbsp;&nbsp;Model N <sup>\*</sup> | 15547 | 616594 |
| &nbsp;&nbsp;&nbsp;Momentive Global <sup>\*</sup> | 54673 | 421529 |
| &nbsp;&nbsp;&nbsp;MoneyGram International <sup>\*</sup> | 42296 | 455528 |
| &nbsp;&nbsp;&nbsp;N-able <sup>\*</sup> | 31448 | 322971 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies <sup>\*</sup> | 12717 | 368412 |
| &nbsp;&nbsp;&nbsp;NETGEAR <sup>\*</sup> | 12489 | 249405 |
| &nbsp;&nbsp;&nbsp;NetScout Systems <sup>\*</sup> | 29782 | 956002 |
| &nbsp;&nbsp;&nbsp;NextNav <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;nLight <sup>\*</sup> | 21409 | 265472 |
| &nbsp;&nbsp;&nbsp;Novanta <sup>\*</sup> | 15381 | 2483570 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Olo, Cl A <sup>\*</sup> | 37285 | $299026 |
| &nbsp;&nbsp;&nbsp;ON24 <sup>\*</sup> | 17331 | 160832 |
| &nbsp;&nbsp;&nbsp;Ondas Holdings <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;OneSpan <sup>\*</sup> | 19473 | 268922 |
| &nbsp;&nbsp;&nbsp;Onto Innovation <sup>\*</sup> | 22633 | 1780085 |
| &nbsp;&nbsp;&nbsp;OSI Systems <sup>\*</sup> | 7017 | 664580 |
| &nbsp;&nbsp;&nbsp;Ouster <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;PagerDuty <sup>\*</sup> | 37549 | 1118585 |
| &nbsp;&nbsp;&nbsp;PAR Technology <sup>\*</sup> | 12379 | 420762 |
| &nbsp;&nbsp;&nbsp;Paya Holdings <sup>\*</sup> | 35465 | 344720 |
| &nbsp;&nbsp;&nbsp;Payoneer Global <sup>\*</sup> | 89642 | 534266 |
| &nbsp;&nbsp;&nbsp;Paysafe <sup>\*</sup> | 12054 | 253618 |
| &nbsp;&nbsp;&nbsp;PC Connection | 4792 | 234952 |
| &nbsp;&nbsp;&nbsp;PDF Solutions <sup>\*</sup> | 13056 | 414920 |
| &nbsp;&nbsp;&nbsp;Perficient <sup>\*</sup> | 14657 | 1086670 |
| &nbsp;&nbsp;&nbsp;PFSweb | 6766 | 45062 |
| &nbsp;&nbsp;&nbsp;Photronics <sup>\*</sup> | 25435 | 460882 |
| &nbsp;&nbsp;&nbsp;Plexus <sup>\*</sup> | 11862 | 1138633 |
| &nbsp;&nbsp;&nbsp;Porch Group <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Power Integrations | 24647 | 2121860 |
| &nbsp;&nbsp;&nbsp;PowerSchool Holdings, Cl A <sup>\*</sup> | 25754 | 579980 |
| &nbsp;&nbsp;&nbsp;Priority Technology Holdings <sup>\*</sup> | 5567 | 26777 |
| &nbsp;&nbsp;&nbsp;Progress Software | 18658 | 989620 |
| &nbsp;&nbsp;&nbsp;PROS Holdings <sup>\*</sup> | 17272 | 435254 |
| &nbsp;&nbsp;&nbsp;Q2 Holdings <sup>\*</sup> | 23691 | 775170 |
| &nbsp;&nbsp;&nbsp;Qualys <sup>\*</sup> | 16646 | 1920283 |
| &nbsp;&nbsp;&nbsp;Rackspace Technology <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;Rambus <sup>\*</sup> | 47807 | 1934749 |
| &nbsp;&nbsp;&nbsp;Rapid7 <sup>\*</sup> | 25705 | 1024858 |
| &nbsp;&nbsp;&nbsp;Remitly Global <sup>\*</sup> | 43081 | 519557 |
| &nbsp;&nbsp;&nbsp;Repay Holdings, Cl A <sup>\*</sup> | 35838 | 349062 |
| &nbsp;&nbsp;&nbsp;Ribbon Communications <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Rigetti Computing <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Rimini Street <sup>\*</sup> | 18972 | 85374 |
| &nbsp;&nbsp;&nbsp;Riot Platforms <sup>\*</sup> | 92389 | 579279 |
| &nbsp;&nbsp;&nbsp;Rockley Photonics Holdings <sup>\*(B)</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Rogers <sup>\*</sup> | 8120 | 1133471 |
| &nbsp;&nbsp;&nbsp;Sabre <sup>\*</sup> | 134946 | 918982 |
| &nbsp;&nbsp;&nbsp;Sanmina <sup>\*</sup> | 26208 | 1596853 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;ScanSource <sup>\*</sup> | 10823 | $356401 |
| &nbsp;&nbsp;&nbsp;SecureWorks, Cl A <sup>\*</sup> | 3801 | 30484 |
| &nbsp;&nbsp;&nbsp;Semtech <sup>\*</sup> | 27230 | 899407 |
| &nbsp;&nbsp;&nbsp;ShotSpotter <sup>\*</sup> | 3947 | 152157 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories <sup>\*</sup> | 14128 | 2216824 |
| &nbsp;&nbsp;&nbsp;SiTime <sup>\*</sup> | 6966 | 802692 |
| &nbsp;&nbsp;&nbsp;SkyWater Technology <sup>\*</sup> | 8716 | 94307 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings <sup>\*</sup> | 20931 | 359804 |
| &nbsp;&nbsp;&nbsp;SmartRent, Cl A <sup>\*</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;SolarWinds <sup>\*</sup> | 19934 | 202529 |
| &nbsp;&nbsp;&nbsp;Sprout Social, Cl A <sup>\*</sup> | 19704 | 1260465 |
| &nbsp;&nbsp;&nbsp;SPS Commerce <sup>\*</sup> | 15677 | 2133326 |
| &nbsp;&nbsp;&nbsp;Squarespace, Cl A <sup>\*</sup> | 14625 | 346905 |
| &nbsp;&nbsp;&nbsp;Sumo Logic <sup>\*</sup> | 49874 | 590009 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer <sup>\*</sup> | 19947 | 1442767 |
| &nbsp;&nbsp;&nbsp;Synaptics <sup>\*</sup> | 17187 | 2148891 |
| &nbsp;&nbsp;&nbsp;Telos <sup>\*</sup> | 31762 | 154046 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings <sup>\*</sup> | 47669 | 1917724 |
| &nbsp;&nbsp;&nbsp;Terawulf <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Transphorm <sup>\*</sup> | 8855 | 41264 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings | 7923 | 402805 |
| &nbsp;&nbsp;&nbsp;TTM Technologies <sup>\*</sup> | 43575 | 684999 |
| &nbsp;&nbsp;&nbsp;Tucows, Cl A <sup>\*</sup> | 4255 | 141138 |
| &nbsp;&nbsp;&nbsp;Turtle Beach <sup>\*</sup> | 6960 | 66120 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings <sup>\*</sup> | 19413 | 653247 |
| &nbsp;&nbsp;&nbsp;Unisys <sup>\*</sup> | 27150 | 146882 |
| &nbsp;&nbsp;&nbsp;Upland Software <sup>\*</sup> | 11946 | 104289 |
| &nbsp;&nbsp;&nbsp;Varonis Systems, Cl B <sup>\*</sup> | 46758 | 1208227 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments <sup>\*</sup> | 21434 | 425679 |
| &nbsp;&nbsp;&nbsp;Velodyne Lidar <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Verint Systems <sup>\*</sup> | 27182 | 1032101 |
| &nbsp;&nbsp;&nbsp;Veritone <sup>\*</sup> | 12286 | 103817 |
| &nbsp;&nbsp;&nbsp;Verra Mobility, Cl A <sup>\*</sup> | 63779 | 984110 |
| &nbsp;&nbsp;&nbsp;Viant Technology, Cl A <sup>\*</sup> | 5227 | 23731 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions <sup>\*</sup> | 99736 | 1127017 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology | 56286 | 1288387 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group <sup>\*</sup> | 5452 | 235417 |
| &nbsp;&nbsp;&nbsp;Weave Communications <sup>\*</sup> | 18813 | 97828 |
| &nbsp;&nbsp;&nbsp;WM Technology <sup>\*</sup> | 1 | 1 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Workiva, Cl A <sup>\*</sup> | 21809 | $1887133 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings | 51039 | 836019 |
| &nbsp;&nbsp;&nbsp;Xperi <sup>\*</sup> | 17793 | 184158 |
| &nbsp;&nbsp;&nbsp;Yext <sup>\*</sup> | 47751 | 331869 |
| &nbsp;&nbsp;&nbsp;Zeta Global Holdings, Cl A <sup>\*</sup> | 46142 | 418969 |
| &nbsp;&nbsp;&nbsp;Zuora, Cl A <sup>\*</sup> | 55764 | 441651 |
|  |  | 131981537 |
| Materials — 3.3% |  |  |
| &nbsp;&nbsp;&nbsp;5E Advanced Materials <sup>\*</sup> | 14391 | 141751 |
| &nbsp;&nbsp;&nbsp;AdvanSix | 11582 | 500806 |
| &nbsp;&nbsp;&nbsp;Alpha Metallurgical Resources | 7727 | 1243506 |
| &nbsp;&nbsp;&nbsp;American Vanguard | 12698 | 286848 |
| &nbsp;&nbsp;&nbsp;Amyris <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Arconic <sup>\*</sup> | 45175 | 1062064 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels <sup>\*</sup> | 13451 | 141235 |
| &nbsp;&nbsp;&nbsp;ATI <sup>\*</sup> | 53429 | 1944281 |
| &nbsp;&nbsp;&nbsp;Avient | 39027 | 1581374 |
| &nbsp;&nbsp;&nbsp;Balchem | 13587 | 1774870 |
| &nbsp;&nbsp;&nbsp;Cabot | 24145 | 1818843 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology | 20324 | 981446 |
| &nbsp;&nbsp;&nbsp;Century Aluminum <sup>\*</sup> | 21177 | 238029 |
| &nbsp;&nbsp;&nbsp;Chase | 3301 | 311548 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper <sup>\*</sup> | 7291 | 281506 |
| &nbsp;&nbsp;&nbsp;Coeur Mining <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Commercial Metals | 52333 | 2840112 |
| &nbsp;&nbsp;&nbsp;Compass Minerals International | 14620 | 682169 |
| &nbsp;&nbsp;&nbsp;Constellium, Cl A <sup>\*</sup> | 54345 | 789633 |
| &nbsp;&nbsp;&nbsp;Cryptyde <sup>\*</sup> | 1 |  |
| &nbsp;&nbsp;&nbsp;Dakota Gold <sup>\*</sup> | 40385 | 141751 |
| &nbsp;&nbsp;&nbsp;Danimer Scientific <sup>\*</sup> | 1 | 2 |
| &nbsp;&nbsp;&nbsp;Diversey Holdings <sup>\*</sup> | 32386 | 196583 |
| &nbsp;&nbsp;&nbsp;Ecovyst <sup>\*</sup> | 35883 | 376413 |
| &nbsp;&nbsp;&nbsp;FutureFuel | 10690 | 99096 |
| &nbsp;&nbsp;&nbsp;Glatfelter | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Greif, Cl A | 11092 | 792302 |
| &nbsp;&nbsp;&nbsp;Greif, Cl B | 2562 | 211109 |
| &nbsp;&nbsp;&nbsp;Hawkins | 8416 | 328224 |
| &nbsp;&nbsp;&nbsp;Haynes International | 5345 | 297663 |
| &nbsp;&nbsp;&nbsp;HB Fuller | 23073 | 1594344 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Hecla Mining | 261889 | $1615855 |
| &nbsp;&nbsp;&nbsp;Hycroft Mining Holding <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Ingevity <sup>\*</sup> | 16683 | 1375347 |
| &nbsp;&nbsp;&nbsp;Innospec | 10616 | 1199820 |
| &nbsp;&nbsp;&nbsp;Intrepid Potash <sup>\*</sup> | 4844 | 158544 |
| &nbsp;&nbsp;&nbsp;Ivanhoe Electric <sup>\*</sup> | 6126 | 81169 |
| &nbsp;&nbsp;&nbsp;Kaiser Aluminum | 6753 | 591023 |
| &nbsp;&nbsp;&nbsp;Koppers Holdings | 8967 | 310348 |
| &nbsp;&nbsp;&nbsp;Kronos Worldwide | 9880 | 115102 |
| &nbsp;&nbsp;&nbsp;Livent <sup>\*</sup> | 70048 | 1815644 |
| &nbsp;&nbsp;&nbsp;LSB Industries <sup>\*</sup> | 31613 | 401801 |
| &nbsp;&nbsp;&nbsp;Materion | 8773 | 791763 |
| &nbsp;&nbsp;&nbsp;Mativ Holdings | 23562 | 649369 |
| &nbsp;&nbsp;&nbsp;Minerals Technologies | 14092 | 978689 |
| &nbsp;&nbsp;&nbsp;Myers Industries | 15525 | 373842 |
| &nbsp;&nbsp;&nbsp;O-I Glass <sup>\*</sup> | 66734 | 1284629 |
| &nbsp;&nbsp;&nbsp;Olympic Steel | 4186 | 185189 |
| &nbsp;&nbsp;&nbsp;Origin Materials <sup>\*</sup> | 44035 | 266412 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen | 17919 | 206248 |
| &nbsp;&nbsp;&nbsp;Perimeter Solutions <sup>\*</sup> | 54482 | 506683 |
| &nbsp;&nbsp;&nbsp;Piedmont Lithium <sup>\*</sup> | 7418 | 509172 |
| &nbsp;&nbsp;&nbsp;PureCycle Technologies <sup>\*</sup> | 43998 | 368703 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical | 5810 | 1143815 |
| &nbsp;&nbsp;&nbsp;Ramaco Resources | 9303 | 97030 |
| &nbsp;&nbsp;&nbsp;Ranpak Holdings, Cl A <sup>\*</sup> | 16427 | 125831 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials <sup>\*</sup> | 33362 | 231199 |
| &nbsp;&nbsp;&nbsp;Resolute Forest Products <sup>\*</sup> | 19809 | 430053 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding | 9456 | 360936 |
| &nbsp;&nbsp;&nbsp;Schnitzer Steel Industries, Cl A | 11153 | 377418 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies | 17919 | 1356289 |
| &nbsp;&nbsp;&nbsp;Stepan | 9106 | 1000203 |
| &nbsp;&nbsp;&nbsp;Summit Materials, Cl A <sup>\*</sup> | 51676 | 1698067 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy | 34209 | 311644 |
| &nbsp;&nbsp;&nbsp;Sylvamo | 15129 | 719081 |
| &nbsp;&nbsp;&nbsp;TimkenSteel <sup>\*</sup> | 19789 | 389250 |
| &nbsp;&nbsp;&nbsp;Tredegar | 14086 | 170863 |
| &nbsp;&nbsp;&nbsp;TriMas | 18403 | 566628 |
| &nbsp;&nbsp;&nbsp;Trinseo | 16171 | 448745 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings, Cl A | 50293 | 862525 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;United States Lime & Minerals | 1086 | $164855 |
| &nbsp;&nbsp;&nbsp;Valhi | 1238 | 31978 |
| &nbsp;&nbsp;&nbsp;Warrior Met Coal | 21950 | 831466 |
| &nbsp;&nbsp;&nbsp;Worthington Industries | 13943 | 792938 |
|  |  | 46553685 |
| Real Estate — 5.0% |  |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 40066 | 622225 |
| &nbsp;&nbsp;&nbsp;Agree Realty <sup>‡</sup> | 37448 | 2794744 |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin <sup>‡</sup> | 30799 | 616596 |
| &nbsp;&nbsp;&nbsp;Alexander's <sup>‡</sup> | 1086 | 257686 |
| &nbsp;&nbsp;&nbsp;American Assets Trust <sup>‡</sup> | 21171 | 602527 |
| &nbsp;&nbsp;&nbsp;American Realty Investors <sup>\*</sup> | 597 | 16364 |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate <sup>\*</sup> | 47614 | 403767 |
| &nbsp;&nbsp;&nbsp;Apartment Investment and Management, Cl A <sup>‡</sup> | 62105 | 466408 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT <sup>‡</sup> | 92176 | 1634280 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties <sup>‡</sup> | 29002 | 367745 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust <sup>‡ \*</sup> | 23790 | 163913 |
| &nbsp;&nbsp;&nbsp;Bluerock Homes Trust <sup>‡ \*</sup> | 1492 | 32242 |
| &nbsp;&nbsp;&nbsp;Braemar Hotels & Resorts <sup>‡</sup> | 25066 | 132850 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 69877 | 458393 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease, Cl A <sup>‡</sup> | 74671 | 1352292 |
| &nbsp;&nbsp;&nbsp;BRT Apartments <sup>‡</sup> | 5263 | 110260 |
| &nbsp;&nbsp;&nbsp;CareTrust REIT <sup>‡</sup> | 41140 | 852421 |
| &nbsp;&nbsp;&nbsp;CBL & Associates Properties <sup>‡</sup> | 11506 | 306635 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 6501 | 439598 |
| &nbsp;&nbsp;&nbsp;Chatham Lodging Trust <sup>‡</sup> | 20787 | 295383 |
| &nbsp;&nbsp;&nbsp;City Office REIT <sup>‡</sup> | 17733 | 174493 |
| &nbsp;&nbsp;&nbsp;Clipper Realty <sup>‡</sup> | 4887 | 34404 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust <sup>‡</sup> | 10279 | 440763 |
| &nbsp;&nbsp;&nbsp;Compass, Cl A <sup>\*</sup> | 1 | 4 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 48285 | 1355360 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth <sup>‡</sup> | 7736 | 151935 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield <sup>\*</sup> | 70065 | 1011038 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality <sup>‡</sup> | 88446 | 851735 |
| &nbsp;&nbsp;&nbsp;DigitalBridge Group | 71187 | 1053568 |
| &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust <sup>‡</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Doma Holdings <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman | 30205 | 140755 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties, Cl A <sup>‡</sup> | 39196 | 636543 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Elme Communities <sup>‡</sup> | 37148 | $713242 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust, Cl A <sup>‡</sup> | 58337 | 486531 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth <sup>‡</sup> | 45930 | 1172134 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust <sup>‡</sup> | 60242 | 1534966 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings | 30921 | 482058 |
| &nbsp;&nbsp;&nbsp;Farmland Partners <sup>‡</sup> | 23223 | 299112 |
| &nbsp;&nbsp;&nbsp;Forestar Group <sup>\*</sup> | 7939 | 118132 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust <sup>‡</sup> | 35985 | 1034929 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties <sup>‡</sup> | 1 | 3 |
| &nbsp;&nbsp;&nbsp;FRP Holdings <sup>\*</sup> | 2952 | 165814 |
| &nbsp;&nbsp;&nbsp;Getty Realty <sup>‡</sup> | 18141 | 660877 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial <sup>‡</sup> | 16943 | 287862 |
| &nbsp;&nbsp;&nbsp;Gladstone Land <sup>‡</sup> | 13603 | 265803 |
| &nbsp;&nbsp;&nbsp;Global Medical REIT <sup>‡</sup> | 28630 | 321515 |
| &nbsp;&nbsp;&nbsp;Global Net Lease <sup>‡</sup> | 44824 | 670119 |
| &nbsp;&nbsp;&nbsp;Hersha Hospitality Trust, Cl A <sup>‡</sup> | 13405 | 123326 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust <sup>‡</sup> | 96351 | 1814289 |
| &nbsp;&nbsp;&nbsp;Indus Realty Trust <sup>‡</sup> | 2498 | 160122 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 28107 | 123952 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties, Cl A <sup>‡</sup> | 12176 | 1093161 |
| &nbsp;&nbsp;&nbsp;InvenTrust Properties <sup>‡</sup> | 28792 | 716057 |
| &nbsp;&nbsp;&nbsp;iStar <sup>‡</sup> | 28662 | 265983 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings | 50313 | 899596 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 94557 | 2051887 |
| &nbsp;&nbsp;&nbsp;LTC Properties <sup>‡</sup> | 17920 | 683648 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust <sup>‡</sup> | 118423 | 1367786 |
| &nbsp;&nbsp;&nbsp;Macerich <sup>‡</sup> | 92362 | 1269054 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap | 11849 | 429408 |
| &nbsp;&nbsp;&nbsp;National Health Investors <sup>‡</sup> | 18564 | 1092120 |
| &nbsp;&nbsp;&nbsp;Necessity Retail REIT <sup>‡</sup> | 52589 | 359183 |
| &nbsp;&nbsp;&nbsp;NETSTREIT <sup>‡</sup> | 26555 | 534552 |
| &nbsp;&nbsp;&nbsp;Newmark Group, Cl A | 66614 | 570882 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust <sup>‡</sup> | 10229 | 516564 |
| &nbsp;&nbsp;&nbsp;Offerpad Solutions <sup>\*</sup> | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 20542 | 352501 |
| &nbsp;&nbsp;&nbsp;One Liberty Properties <sup>‡</sup> | 7069 | 170434 |
| &nbsp;&nbsp;&nbsp;Orion Office REIT <sup>‡</sup> | 23633 | 228058 |
| &nbsp;&nbsp;&nbsp;Outfront Media <sup>‡</sup> | 62796 | 1249640 |
| &nbsp;&nbsp;&nbsp;Paramount Group <sup>‡</sup> | 76766 | 495141 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 57218 | $938375 |
| &nbsp;&nbsp;&nbsp;Phillips Edison <sup>‡</sup> | 50697 | 1699363 |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 101740 | 1613596 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust, Cl A <sup>‡</sup> | 50702 | 537441 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial REIT <sup>‡</sup> | 17374 | 388830 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust, Cl A <sup>‡</sup> | 7799 | 120572 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic <sup>‡</sup> | 34087 | 1668559 |
| &nbsp;&nbsp;&nbsp;RE/MAX Holdings, Cl A | 8170 | 186358 |
| &nbsp;&nbsp;&nbsp;Redfin <sup>\*</sup> | 42897 | 320870 |
| &nbsp;&nbsp;&nbsp;Retail Opportunity Investments <sup>‡</sup> | 51789 | 819820 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 69770 | 877009 |
| &nbsp;&nbsp;&nbsp;RMR Group, Cl A | 6799 | 210905 |
| &nbsp;&nbsp;&nbsp;RPT Realty <sup>‡</sup> | 38494 | 403417 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties <sup>‡</sup> | 23319 | 2166102 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT <sup>‡</sup> | 101067 | 1364404 |
| &nbsp;&nbsp;&nbsp;Safehold <sup>‡</sup> | 11603 | 405641 |
| &nbsp;&nbsp;&nbsp;Saul Centers <sup>‡</sup> | 5174 | 221499 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 67705 | 603251 |
| &nbsp;&nbsp;&nbsp;SITE Centers <sup>‡</sup> | 86001 | 1173914 |
| &nbsp;&nbsp;&nbsp;St. Joe | 14831 | 698540 |
| &nbsp;&nbsp;&nbsp;STAG Industrial <sup>‡</sup> | 77928 | 2774237 |
| &nbsp;&nbsp;&nbsp;Stratus Properties | 2367 | 52121 |
| &nbsp;&nbsp;&nbsp;Summit Hotel Properties <sup>‡</sup> | 42897 | 365482 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors <sup>‡</sup> | 91604 | 1006728 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers <sup>‡</sup> | 43379 | 828973 |
| &nbsp;&nbsp;&nbsp;Tejon Ranch <sup>\*</sup> | 9310 | 186386 |
| &nbsp;&nbsp;&nbsp;Terreno Realty <sup>‡</sup> | 32251 | 2077932 |
| &nbsp;&nbsp;&nbsp;Transcontinental Realty Investors <sup>\*</sup> | 700 | 31850 |
| &nbsp;&nbsp;&nbsp;UMH Properties <sup>‡</sup> | 21378 | 383094 |
| &nbsp;&nbsp;&nbsp;Uniti Group <sup>‡</sup> | 100452 | 661979 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust <sup>‡</sup> | 5622 | 308142 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 48989 | 771577 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties, Cl A <sup>‡</sup> | 12950 | 243201 |
| &nbsp;&nbsp;&nbsp;Veris Residential <sup>‡ \*</sup> | 37541 | 649459 |
| &nbsp;&nbsp;&nbsp;Whitestone REIT <sup>‡</sup> | 19005 | 197842 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts <sup>‡</sup> | 48455 | 721979 |
|  |  | 70236819 |
| Utilities — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;ALLETE | 24559 | 1519220 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;Altus Power, Cl A <sup>\*</sup> | 17423 | $139732 |
| &nbsp;&nbsp;&nbsp;American States Water | 15815 | 1489299 |
| &nbsp;&nbsp;&nbsp;Artesian Resources, Cl A | 3576 | 210626 |
| &nbsp;&nbsp;&nbsp;Avista | 31815 | 1269418 |
| &nbsp;&nbsp;&nbsp;Black Hills | 28909 | 2092433 |
| &nbsp;&nbsp;&nbsp;California Water Service Group | 24613 | 1505577 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities | 7474 | 942322 |
| &nbsp;&nbsp;&nbsp;Clearway Energy, Cl A | 14893 | 477321 |
| &nbsp;&nbsp;&nbsp;Clearway Energy, Cl C | 35156 | 1187921 |
| &nbsp;&nbsp;&nbsp;Global Water Resources | 5430 | 77269 |
| &nbsp;&nbsp;&nbsp;MGE Energy | 15611 | 1141320 |
| &nbsp;&nbsp;&nbsp;Middlesex Water | 7359 | 617126 |
| &nbsp;&nbsp;&nbsp;Montauk Renewables <sup>\*</sup> | 27801 | 308869 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources | 41225 | 2057952 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding | 15526 | 778474 |
| &nbsp;&nbsp;&nbsp;NorthWestern | 25011 | 1420625 |
| &nbsp;&nbsp;&nbsp;ONE Gas | 23004 | 1894609 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies | 21307 | 1971963 |
| &nbsp;&nbsp;&nbsp;Otter Tail | 17645 | 1131927 |
| &nbsp;&nbsp;&nbsp;PNM Resources | 36598 | 1810869 |
| &nbsp;&nbsp;&nbsp;Portland General Electric | 38321 | 1823313 |
| &nbsp;&nbsp;&nbsp;Pure Cycle <sup>\*</sup> | 8145 | 73061 |
| &nbsp;&nbsp;&nbsp;SJW Group | 11636 | 900743 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings | 28984 | 1939899 |
| &nbsp;&nbsp;&nbsp;Spire | 22221 | 1604801 |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International <sup>\*</sup> | 42615 | 830140 |
| &nbsp;&nbsp;&nbsp;Unitil | 6757 | 352513 |
| &nbsp;&nbsp;&nbsp;Via Renewables, Cl A | 4887 | 32792 |
| &nbsp;&nbsp;&nbsp;York Water | 6145 | 279290 |
|  |  | 31881424 |
| TOTAL UNITED STATES |  | 1040845379 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,014,159,339) |  | 1068434863 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 29.1%#(A)** | | |
| &nbsp;&nbsp;&nbsp;Vanguard Russell 2000 ETF |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $379,499,173) | 5291662 | $408780889 |
| TOTAL INVESTMENTS — 105.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,393,658,512) |  | $1477215752 |
| **WRITTEN OPTIONS— (5.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(36146994)) |  | $(73688160) |

---

*Percentages are based on Net Assets of $1,405,743,387.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of**<br> **Contracts** | **Notional**<br> **Amount** | **Exercise**<br> **Price** | **Expiration**<br> **Date** | **Value** |
| **WRITTEN OPTIONS — (5.2)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Russell 2000 Index | (7644) | $(1414140000) | $1850.00 | 02/17/23 | $(73688160) |

---

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

# *For financial information on the Vanguard Russell 2000 ETF, please go to the Securities Exchange Commission's website at http://www.sec.gov.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $1,477,215,752.* 

*(B)* *Level 3 security in accordance with fair value hierarchy.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*1068372703* | $*62160* | $*—* | $*1068434863* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | *408780889* | *—* | *—* | *408780889* |
| *Total Investments in Securities* | $*1477153592* | $*62160* | $*—* | $*1477215752* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(73688160)* | $*—* | $*—* | $*(73688160)* |
| *Total Other Financial Instruments* | $*(73688160)* | $*—* | $*—* | $*(73688160)* |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call ETF** | **Global X Russell 2000 Covered Call ETF** |

---

*(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Dow 30 <sup>®</sup> Covered Call ETF** | **Global X Dow 30 <sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 102.6%(A)** | | |
| **UNITED STATES — 102.6%** | | |
| Communication Services — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 13191 | $548350 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 13191 | 1431091 |
|  |  | 1979441 |
| Consumer Discretionary — 14.3% |  |  |
| &nbsp;&nbsp;&nbsp;Home Depot | 13191 | 4276127 |
| &nbsp;&nbsp;&nbsp;McDonald's | 13191 | 3527273 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 13191 | 1679610 |
|  |  | 9483010 |
| Consumer Staples — 7.6% |  |  |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 13191 | 808872 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 13191 | 1878135 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 13191 | 486220 |
| &nbsp;&nbsp;&nbsp;Walmart | 13191 | 1897789 |
|  |  | 5071016 |
| Energy — 3.4% |  |  |
| &nbsp;&nbsp;&nbsp;Chevron | 13191 | 2295498 |
| Financials — 17.3% |  |  |
| &nbsp;&nbsp;&nbsp;American Express | 13191 | 2307502 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 13191 | 4825400 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 13191 | 1846212 |
| &nbsp;&nbsp;&nbsp;Travelers | 13191 | 2521064 |
|  |  | 11500178 |
| Health Care — 20.3% |  |  |
| &nbsp;&nbsp;&nbsp;Amgen | 13191 | 3329409 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 13191 | 2155673 |
| &nbsp;&nbsp;&nbsp;Merck | 13191 | 1416845 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 13191 | 6584815 |
|  |  | 13486742 |
| Industrials — 15.6% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 13191 | 1518020 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 13191 | 2809683 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 13191 | 3327957 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Dow 30 <sup>®</sup> Covered Call ETF** | **Global X Dow 30 <sup>®</sup> Covered Call ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Honeywell International | 13191 | $2750060 |
|  |  | 10405720 |
| Information Technology — 19.9% |  |  |
| &nbsp;&nbsp;&nbsp;Apple | 13191 | 1903329 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 13191 | 642006 |
| &nbsp;&nbsp;&nbsp;Intel | 13191 | 372778 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 13191 | 1777224 |
| &nbsp;&nbsp;&nbsp;Microsoft | 13191 | 3268862 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 13191 | 2215692 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 13191 | 3036700 |
|  |  | 13216591 |
| Materials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Dow | 13191 | 782886 |
| TOTAL UNITED STATES |  | 68221082 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $63,455,626) |  | 68221082 |
| TOTAL INVESTMENTS — 102.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $63,455,626) |  | $68221082 |
| **WRITTEN OPTIONS— (2.7)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(831619)) |  | $(1780890) |

---

*Percentages are based on Net Assets of $66,506,140.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration <br> Date** | **Value** |
| **WRITTEN OPTIONS — (2.7)%** | **WRITTEN OPTIONS — (2.7)%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Dow Jones Industrial Average | (2001) | $(67033500) | $335.00 | 02/17/23 | $(1780890) |

---

*\** *Non-income producing security.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Dow 30 <sup>®</sup> Covered Call ETF** | **Global X Dow 30 <sup>®</sup> Covered Call ETF** |

---

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $68,221,082.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*68221082* | | $*—* | | $*—* | | $*68221082* |
| *Total Investments in Securities* | | $*68221082* | | $*—* | | $*—* | | $*68221082* |
| | | | | | | | | |
| *Other Financial Instruments* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | | $*(1780890* | | $*—* | | $*—* | | $*(1780890* |
| *Total Other Financial Instruments* | | $*(1780890* | | $*—* | | $*—* | | $*(1780890* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** | **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 103.1%(A)** | | |
| **BRAZIL — 0.5%** | | |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 284 | $335600 |
| **CHINA — 1.0%** |  |  |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 2733 | 162696 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 2638 | 258471 |
|  |  | 421167 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 1461 | 269277 |
| TOTAL CHINA |  | 690444 |
| **NETHERLANDS — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding, Cl G | 498 | 329098 |
| **UNITED KINGDOM — 0.3%** |  |  |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca ADR | 3443 | 225069 |
| **UNITED STATES — 100.8%** |  |  |
| Communication Services — 17.1% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 4415 | 338056 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 26912 | 2659982 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 26903 | 2686803 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 878 | 337424 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 24877 | 978910 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 1554 | 199969 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 12915 | 1923948 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 2569 | 909066 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings | 21844 | 126477 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 7171 | 1070702 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 13628 | 201967 |
|  |  | 11433304 |
| Consumer Discretionary — 15.2% |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Cl A <sup>\*</sup> | 2244 | 249331 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** | **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 45040 | $4644975 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 219 | 533068 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 1245 | 186974 |
| &nbsp;&nbsp;&nbsp;eBay | 3050 | 150975 |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\*</sup> | 9373 | 109570 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica <sup>\*</sup> | 689 | 211440 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 1785 | 310911 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 353 | 279700 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 5111 | 99154 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 1956 | 231180 |
| &nbsp;&nbsp;&nbsp;Starbucks | 6642 | 724908 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 13978 | 2421269 |
|  |  | 10153455 |
| Consumer Staples — 6.3% |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 2548 | 1302385 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 7986 | 281746 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 6907 | 279941 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 7712 | 504673 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 2943 | 306307 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 7926 | 1355504 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 4867 | 179398 |
|  |  | 4209954 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 5636 | 178887 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 988 | 144366 |
|  |  | 323253 |
| Health Care — 6.5% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 438 | 118142 |
| &nbsp;&nbsp;&nbsp;Amgen | 3082 | 777897 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 811 | 235920 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 2177 | 233135 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 7272 | 610412 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 467 | 224393 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 885 | 189567 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 1996 | 490397 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 2169 | 381874 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 605 | 458874 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** | **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 1043 | $145478 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 1449 | 468172 |
|  |  | 4334261 |
| Industrials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Cintas | 572 | 253819 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 2682 | 178648 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 2289 | 178313 |
| &nbsp;&nbsp;&nbsp;CSX | 11866 | 366897 |
| &nbsp;&nbsp;&nbsp;Fastenal | 3221 | 162822 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 3885 | 809945 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 622 | 207275 |
| &nbsp;&nbsp;&nbsp;PACCAR | 1958 | 214029 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 880 | 159975 |
|  |  | 2531723 |
| Information Technology — 50.1% |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 2681 | 992881 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 9339 | 701826 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 2876 | 493148 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 489 | 130250 |
| &nbsp;&nbsp;&nbsp;Apple | 56441 | 8143872 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 4859 | 541730 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A <sup>\*</sup> | 834 | 134791 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 1217 | 261850 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 2343 | 529073 |
| &nbsp;&nbsp;&nbsp;Broadcom | 2330 | 1363073 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 1547 | 282838 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 23665 | 1151776 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 2892 | 193041 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Cl A <sup>\*</sup> | 1226 | 129833 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 1638 | 122539 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 765 | 169356 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 3584 | 382341 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 4401 | 230348 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES <sup>\*</sup> | 3067 | 181812 |
| &nbsp;&nbsp;&nbsp;Intel | 23884 | 674962 |
| &nbsp;&nbsp;&nbsp;Intuit | 1627 | 687684 |
| &nbsp;&nbsp;&nbsp;KLA | 800 | 313984 |
| &nbsp;&nbsp;&nbsp;Lam Research | 770 | 385077 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** | **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp; Marvell Technology | 4800 | $207120 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 3099 | 240544 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 6135 | 369940 |
| &nbsp;&nbsp;&nbsp;Microsoft | 32746 | 8114786 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 14110 | 2756671 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 1704 | 270323 |
| &nbsp;&nbsp;&nbsp;Paychex | 2031 | 235312 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 6438 | 524633 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 6478 | 862934 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 862 | 304932 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 5237 | 928049 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 1137 | 206286 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications, Cl A <sup>\*</sup> | 1376 | 103200 |
| &nbsp;&nbsp;&nbsp;Zscaler <sup>\*</sup> | 807 | 100197 |
|  |  | 33423012 |
| Utilities — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 2897 | 272202 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 1839 | 156977 |
| &nbsp;&nbsp;&nbsp;Exelon | 5600 | 236264 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 3082 | 211949 |
|  |  | 877392 |
| TOTAL UNITED STATES |  | 67286354 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $77,822,745) |  | 68866565 |
| TOTAL INVESTMENTS — 103.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $77,822,745) |  | $68866565 |
| **WRITTEN OPTIONS— (3.2)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(958325)) |  | $(2162940) |

---

*Percentages are based on Net Assets of $66,788,678.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** | **Global X Nasdaq 100<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration <br> Date** | **Value** |
| **WRITTEN OPTIONS — (3.2)%** | **WRITTEN OPTIONS — (3.2)%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | (26) | $(29705000) | $11425.00 | 02/17/23 | $(1975740) |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | (12) | (2736000) | 2280.00 | 02/17/23 | (187200) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(32441000) |  |  | $(2162940) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $68,866,565.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*68866565* | | $*—* | | $*—* | | $*68866565* |
| *Total Investments in Securities* | | $*68866565* | | $*—* | | $*—* | | $*68866565* |
| | | | | | | | | |
| *Other Financial Instruments* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | | $*(2162940* | | $*—* | | $*—* | | $*(2162940* |
| *Total Other Financial Instruments* | | $*(2162940* | | $*—* | | $*—* | | $*(2162940* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 102.0%(A)** | | |
| **CHINA — 0.1%** | | |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 390 | $71881 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 754 | 249529 |
| **UNITED STATES — 101.4%** |  |  |
| Communication Services — 8.0% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 1072 | 82083 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 9068 | 896281 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 8049 | 803854 |
| &nbsp;&nbsp;&nbsp;AT&T | 10938 | 222807 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 174 | 66870 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 6575 | 258726 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 386 | 5555 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 389 | 50057 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 409 | 13881 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 196 | 6213 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 582 | 21220 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment <sup>\*</sup> | 193 | 15535 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 1546 | 8116 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 406 | 21973 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 3420 | 509477 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 692 | 244871 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 582 | 11791 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 194 | 3965 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 341 | 29323 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 725 | 16791 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 248 | 28081 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 907 | 135424 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 6373 | 264926 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 2756 | 298998 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 3351 | 49662 |
|  |  | 4066480 |
| Consumer Discretionary — 10.7% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 68 | 10355 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 13480 | 1390192 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 389 | $43992 |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 24 | 58532 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 386 | 17760 |
| &nbsp;&nbsp;&nbsp;Best Buy | 337 | 29899 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 49 | 119271 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 383 | 18108 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment <sup>\*</sup> | 318 | 16555 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 258 | 18176 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 1338 | 14477 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 35 | 57623 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 194 | 28706 |
| &nbsp;&nbsp;&nbsp;Dollar General | 346 | 80826 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 323 | 48508 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 42 | 14826 |
| &nbsp;&nbsp;&nbsp;DR Horton | 453 | 44707 |
| &nbsp;&nbsp;&nbsp;eBay | 802 | 39699 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 191 | 26278 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 229 | 26175 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 5883 | 79479 |
| &nbsp;&nbsp;&nbsp;Garmin | 232 | 22940 |
| &nbsp;&nbsp;&nbsp;General Motors | 2160 | 84931 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 215 | 36081 |
| &nbsp;&nbsp;&nbsp;Hasbro | 195 | 11538 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 422 | 61228 |
| &nbsp;&nbsp;&nbsp;Home Depot | 1552 | 503112 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 491 | 28969 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 385 | 39424 |
| &nbsp;&nbsp;&nbsp;LKQ | 390 | 22994 |
| &nbsp;&nbsp;&nbsp;Lowe's | 956 | 199087 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 418 | 72807 |
| &nbsp;&nbsp;&nbsp;McDonald's | 1120 | 299488 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 485 | 20084 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 69 | 8284 |
| &nbsp;&nbsp;&nbsp;Newell Brands | 581 | 9273 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 1915 | 243837 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 572 | 8700 |
| &nbsp;&nbsp;&nbsp;NVR <sup>\*</sup> | 4 | 21080 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 80 | 63388 |
| &nbsp;&nbsp;&nbsp;Pool | 46 | 17738 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;PulteGroup | 388 | $22073 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 48 | 5945 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 527 | 62286 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises <sup>\*</sup> | 326 | 21171 |
| &nbsp;&nbsp;&nbsp;Starbucks | 1762 | 192305 |
| &nbsp;&nbsp;&nbsp;Tapestry | 390 | 17772 |
| &nbsp;&nbsp;&nbsp;Target | 703 | 121015 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 4071 | 705179 |
| &nbsp;&nbsp;&nbsp;TJX | 1745 | 142846 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 165 | 37618 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 68 | 34949 |
| &nbsp;&nbsp;&nbsp;VF | 469 | 14511 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 73 | 11358 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 153 | 15857 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 419 | 54684 |
|  |  | 5418696 |
| Consumer Staples — 6.9% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 2685 | 120932 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 823 | 68186 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 260 | 17311 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 290 | 15060 |
| &nbsp;&nbsp;&nbsp;Church & Dwight | 386 | 31212 |
| &nbsp;&nbsp;&nbsp;Clorox | 191 | 27636 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 5920 | 363014 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 1257 | 93684 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 773 | 28748 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 240 | 55565 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 689 | 352176 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 350 | 96978 |
| &nbsp;&nbsp;&nbsp;General Mills | 897 | 70289 |
| &nbsp;&nbsp;&nbsp;Hershey | 220 | 49412 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 390 | 17671 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 158 | 24142 |
| &nbsp;&nbsp;&nbsp;Kellogg | 388 | 26609 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 1318 | 46499 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 509 | 66175 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 1172 | 47501 |
| &nbsp;&nbsp;&nbsp;Kroger | 1010 | 45076 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 196 | 19579 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;McCormick | 385 | $28921 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 283 | 14880 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 2054 | 134414 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 576 | 59950 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 2097 | 358629 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 2346 | 244547 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 3609 | 513849 |
| &nbsp;&nbsp;&nbsp;Sysco | 769 | 59567 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 443 | 29127 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 1072 | 39514 |
| &nbsp;&nbsp;&nbsp;Walmart | 2130 | 306443 |
|  |  | 3473296 |
| Energy — 5.2% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 489 | 21677 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 1485 | 47134 |
| &nbsp;&nbsp;&nbsp;Chevron | 2701 | 470028 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 1906 | 232284 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 1163 | 29110 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 1004 | 63493 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 262 | 38283 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 920 | 121670 |
| &nbsp;&nbsp;&nbsp;EQT | 572 | 18687 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 6272 | 727615 |
| &nbsp;&nbsp;&nbsp;Halliburton | 1363 | 56183 |
| &nbsp;&nbsp;&nbsp;Hess | 426 | 63968 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 3094 | 56620 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 987 | 27113 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 721 | 92663 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 1114 | 72176 |
| &nbsp;&nbsp;&nbsp;ONEOK | 682 | 46703 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 723 | 72495 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 359 | 82696 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 2108 | 120114 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 350 | 26257 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 584 | 81778 |
| &nbsp;&nbsp;&nbsp;Williams | 1890 | 60934 |
|  |  | 2629681 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Financials — 11.9% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 842 | $61887 |
| &nbsp;&nbsp;&nbsp;Allstate | 396 | 50874 |
| &nbsp;&nbsp;&nbsp;American Express | 916 | 160236 |
| &nbsp;&nbsp;&nbsp;American International Group | 1132 | 71565 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 165 | 57770 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 327 | 104208 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 570 | 36679 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 335 | 65566 |
| &nbsp;&nbsp;&nbsp;Assurant | 65 | 8618 |
| &nbsp;&nbsp;&nbsp;Bank of America | 10597 | 375982 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 1096 | 55425 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 2729 | 850138 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 220 | 167026 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 368 | 21550 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 595 | 70805 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 154 | 18924 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 2342 | 181318 |
| &nbsp;&nbsp;&nbsp;Chubb | 616 | 140134 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 226 | 25572 |
| &nbsp;&nbsp;&nbsp;Citigroup | 2888 | 150811 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 753 | 32620 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 541 | 95573 |
| &nbsp;&nbsp;&nbsp;Comerica | 194 | 14222 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 422 | 49260 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 48 | 16785 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 44 | 18609 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 1001 | 36326 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 258 | 36347 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 388 | 12106 |
| &nbsp;&nbsp;&nbsp;Globe Life | 157 | 18973 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 525 | 192050 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 490 | 38029 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 2220 | 33677 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 821 | 88299 |
| &nbsp;&nbsp;&nbsp;Invesco | 623 | 11532 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 4450 | 622822 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 1492 | 28631 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 208 | 7369 |
| &nbsp;&nbsp;&nbsp;Loews | 328 | 20165 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp; M&T Bank | 255 | $39780 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 42 | 15282 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 748 | 130833 |
| &nbsp;&nbsp;&nbsp;MetLife | 1001 | 73093 |
| &nbsp;&nbsp;&nbsp;Moody's | 236 | 76169 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1988 | 193492 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 133 | 70697 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 509 | 30637 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 316 | 30643 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 605 | 100085 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 346 | 32022 |
| &nbsp;&nbsp;&nbsp;Progressive | 917 | 125033 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 555 | 58242 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 301 | 33944 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 1365 | 32132 |
| &nbsp;&nbsp;&nbsp;S&P Global | 519 | 194594 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 78 | 10058 |
| &nbsp;&nbsp;&nbsp;State Street | 578 | 52789 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 67 | 20263 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 712 | 26152 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 340 | 39600 |
| &nbsp;&nbsp;&nbsp;Travelers | 357 | 68230 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 1968 | 97200 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 2026 | 100895 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 312 | 21884 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 5784 | 271096 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 166 | 42196 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 199 | 10579 |
|  |  | 6046103 |
| Health Care — 15.0% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 2656 | 293621 |
| &nbsp;&nbsp;&nbsp;AbbVie | 2687 | 397004 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 450 | 68436 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 118 | 31828 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 233 | 39368 |
| &nbsp;&nbsp;&nbsp;Amgen | 811 | 204696 |
| &nbsp;&nbsp;&nbsp;Baxter International | 767 | 35044 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 429 | 108202 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 211 | 61380 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Cl A <sup>\*</sup> | 26 | $12154 |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 208 | 16569 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 2127 | 98374 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 3236 | 235095 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 384 | 29664 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 259 | 13869 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 854 | 65109 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 59 | 14352 |
| &nbsp;&nbsp;&nbsp;Cigna | 453 | 143452 |
| &nbsp;&nbsp;&nbsp;Cooper | 55 | 19191 |
| &nbsp;&nbsp;&nbsp;CVS Health | 2005 | 176881 |
| &nbsp;&nbsp;&nbsp;Danaher | 989 | 261472 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 68 | 5603 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 377 | 13885 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 602 | 64468 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 926 | 71024 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 366 | 182996 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 1190 | 409539 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 550 | 38236 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 1932 | 162172 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 329 | 83918 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 196 | 16885 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 388 | 31572 |
| &nbsp;&nbsp;&nbsp;Humana | 193 | 98758 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 135 | 64868 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 235 | 50337 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 283 | 24095 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 539 | 132427 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 276 | 63317 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 3983 | 650902 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 141 | 35549 |
| &nbsp;&nbsp;&nbsp;McKesson | 214 | 81038 |
| &nbsp;&nbsp;&nbsp;Medtronic | 2063 | 172652 |
| &nbsp;&nbsp;&nbsp;Merck | 3850 | 413529 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 29 | 44455 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 521 | 91727 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 76 | 23699 |
| &nbsp;&nbsp;&nbsp;Organon | 385 | 11600 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 192 | 26406 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pfizer | 8516 | $376067 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 173 | 25687 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 171 | 129698 |
| &nbsp;&nbsp;&nbsp;ResMed | 221 | 50470 |
| &nbsp;&nbsp;&nbsp;STERIS | 161 | 33248 |
| &nbsp;&nbsp;&nbsp;Stryker | 532 | 135027 |
| &nbsp;&nbsp;&nbsp;Teleflex | 51 | 12414 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 592 | 337635 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 1407 | 702360 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 114 | 16896 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 383 | 123747 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W | 1920 | 23347 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 79 | 25958 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 123 | 32669 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 320 | 40749 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 708 | 117167 |
|  |  | 7574557 |
| Industrials — 8.5% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 828 | 95286 |
| &nbsp;&nbsp;&nbsp;A O Smith | 194 | 13134 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 194 | 9960 |
| &nbsp;&nbsp;&nbsp;Allegion | 153 | 17985 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 959 | 15478 |
| &nbsp;&nbsp;&nbsp;AMETEK | 346 | 50142 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 847 | 180411 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 1260 | 57368 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 785 | 198048 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 194 | 19433 |
| &nbsp;&nbsp;&nbsp;Cintas | 139 | 61680 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 615 | 40965 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 583 | 45416 |
| &nbsp;&nbsp;&nbsp;CSX | 3223 | 99655 |
| &nbsp;&nbsp;&nbsp;Cummins | 216 | 53901 |
| &nbsp;&nbsp;&nbsp;Deere | 411 | 173787 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 960 | 37536 |
| &nbsp;&nbsp;&nbsp;Dover | 217 | 32947 |
| &nbsp;&nbsp;&nbsp;Eaton | 590 | 95704 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 891 | 80386 |
| &nbsp;&nbsp;&nbsp;Equifax | 192 | 42662 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp; Expeditors International of Washington | 232 | $25091 |
| &nbsp;&nbsp;&nbsp;Fastenal | 872 | 44080 |
| &nbsp;&nbsp;&nbsp;FedEx | 357 | 69208 |
| &nbsp;&nbsp;&nbsp;Fortive | 570 | 38777 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 116 | 13990 |
| &nbsp;&nbsp;&nbsp;General Dynamics | 348 | 81105 |
| &nbsp;&nbsp;&nbsp;General Electric | 1650 | 132792 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 1021 | 212858 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 582 | 23682 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries | 45 | 9924 |
| &nbsp;&nbsp;&nbsp;IDEX | 122 | 29241 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 414 | 97721 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 580 | 32480 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions | 194 | 23969 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 145 | 27412 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 1002 | 69709 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies | 309 | 66379 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings | 194 | 19175 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin | 357 | 165384 |
| &nbsp;&nbsp;&nbsp;Masco | 332 | 17662 |
| &nbsp;&nbsp;&nbsp;Nordson | 65 | 15815 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 357 | 87754 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman | 213 | 95433 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 144 | 47987 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 610 | 50160 |
| &nbsp;&nbsp;&nbsp;PACCAR | 524 | 57278 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 192 | 62592 |
| &nbsp;&nbsp;&nbsp;Pentair | 198 | 10965 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 217 | 33025 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies | 2245 | 224163 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 335 | 41815 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 192 | 16120 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 174 | 49073 |
| &nbsp;&nbsp;&nbsp;Rollins | 385 | 14014 |
| &nbsp;&nbsp;&nbsp;Snap-On | 65 | 16167 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 884 | 31621 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 220 | 19648 |
| &nbsp;&nbsp;&nbsp;Textron | 312 | 22729 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 349 | 62513 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp; TransDigm Group | 68 | $48807 |
| &nbsp;&nbsp;&nbsp;Union Pacific | 937 | 191326 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 531 | 25998 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 1129 | 209125 |
| &nbsp;&nbsp;&nbsp;United Rentals | 119 | 52473 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 235 | 42721 |
| &nbsp;&nbsp;&nbsp;Waste Management | 562 | 86958 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 268 | 27821 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 59 | 34779 |
| &nbsp;&nbsp;&nbsp;Xylem | 265 | 27563 |
|  |  | 4328966 |
| Information Technology — 26.9% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 958 | 267330 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 717 | 265534 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 2490 | 187124 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 239 | 21259 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 894 | 71314 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 774 | 132718 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 137 | 36491 |
| &nbsp;&nbsp;&nbsp;Apple | 22715 | 3277547 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 1317 | 146832 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 381 | 48014 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 331 | 71218 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 614 | 138647 |
| &nbsp;&nbsp;&nbsp;Broadcom | 613 | 358611 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 192 | 28869 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 419 | 76606 |
| &nbsp;&nbsp;&nbsp;CDW | 194 | 38030 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 197 | 14239 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 6222 | 302825 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 769 | 51331 |
| &nbsp;&nbsp;&nbsp;Corning | 1156 | 40009 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 388 | 11147 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 207 | 45826 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 75 | 24949 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 74 | 10927 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 911 | 68361 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 168 | 29837 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 953 | 101666 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp; FleetCor Technologies <sup>\*</sup> | 121 | $25266 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 966 | 50560 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 130 | 43958 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 964 | 22182 |
| &nbsp;&nbsp;&nbsp;Global Payments | 418 | 47117 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 2071 | 33405 |
| &nbsp;&nbsp;&nbsp;HP | 1340 | 39048 |
| &nbsp;&nbsp;&nbsp;Intel | 6361 | 179762 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 1384 | 186466 |
| &nbsp;&nbsp;&nbsp;Intuit | 416 | 175831 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 118 | 21251 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 478 | 15439 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 266 | 47707 |
| &nbsp;&nbsp;&nbsp;KLA | 214 | 83991 |
| &nbsp;&nbsp;&nbsp;Lam Research | 207 | 103521 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 1299 | 481409 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 811 | 62950 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 1655 | 99797 |
| &nbsp;&nbsp;&nbsp;Microsoft | 11329 | 2807440 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 54 | 23034 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 244 | 62710 |
| &nbsp;&nbsp;&nbsp;NetApp | 359 | 23777 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 3793 | 741038 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 662 | 48624 |
| &nbsp;&nbsp;&nbsp;Oracle | 2356 | 208412 |
| &nbsp;&nbsp;&nbsp;Paychex | 490 | 56771 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 64 | 20732 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 1726 | 140652 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 158 | 21311 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 154 | 16734 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 1727 | 230054 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 163 | 69560 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 1522 | 255650 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 307 | 20809 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 326 | 148372 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 221 | 24237 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 64 | 20424 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 228 | 80655 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 498 | 63321 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp; Teledyne Technologies <sup>\*</sup> | 62 | $26304 |
| &nbsp;&nbsp;&nbsp;Teradyne | 239 | 24306 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 1363 | 241537 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 386 | 22411 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 50 | 16139 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 145 | 31617 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 2487 | 572532 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 514 | 22590 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 68 | 21500 |
|  |  | 13650174 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 352 | 112820 |
| &nbsp;&nbsp;&nbsp;Albemarle | 174 | 48972 |
| &nbsp;&nbsp;&nbsp;Amcor | 2438 | 29402 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 129 | 24438 |
| &nbsp;&nbsp;&nbsp;Ball | 481 | 28013 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 176 | 21683 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 306 | 25918 |
| &nbsp;&nbsp;&nbsp;Corteva | 1076 | 69348 |
| &nbsp;&nbsp;&nbsp;Dow | 1076 | 63861 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 772 | 57089 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 194 | 17105 |
| &nbsp;&nbsp;&nbsp;Ecolab | 383 | 59300 |
| &nbsp;&nbsp;&nbsp;FMC | 194 | 25827 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 2115 | 94371 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 386 | 43410 |
| &nbsp;&nbsp;&nbsp;International Paper | 582 | 24339 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 388 | 37516 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 82 | 29490 |
| &nbsp;&nbsp;&nbsp;Mosaic | 514 | 25464 |
| &nbsp;&nbsp;&nbsp;Newmont | 1219 | 64522 |
| &nbsp;&nbsp;&nbsp;Nucor | 388 | 65580 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 160 | 22832 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 352 | 45880 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 196 | 10733 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 358 | 84699 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics | 243 | 29316 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 194 | 35566 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Westrock | 389 | $15264 |
|  |  | 1212758 |
| Real Estate — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 221 | 35523 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 728 | 162628 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 215 | 38150 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 195 | 14535 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 177 | 21808 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 455 | 38907 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 634 | 93902 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 438 | 50204 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 149 | 109981 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 548 | 34880 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 109 | 24642 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 194 | 30619 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 127 | 14164 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties <sup>‡</sup> | 789 | 21682 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 1158 | 21828 |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 863 | 28047 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 391 | 21341 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 906 | 20349 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 172 | 28676 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 1410 | 182285 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 228 | 69389 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 949 | 64371 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 196 | 13059 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 173 | 51473 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 499 | 64101 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 400 | 17036 |
| &nbsp;&nbsp;&nbsp;Ventas <sup>‡</sup> | 580 | 30050 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Cl A <sup>‡</sup> | 1515 | 51783 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 703 | 52753 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 1162 | 40008 |
|  |  | 1448174 |
| Utilities — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 1063 | 29137 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 387 | 20910 |
| &nbsp;&nbsp;&nbsp;Ameren | 386 | 33532 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp; American Electric Power | 771 | $72443 |
| &nbsp;&nbsp;&nbsp;American Water Works | 264 | 41313 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 190 | 22332 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 960 | 28915 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 391 | 24707 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 532 | 50705 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 496 | 42338 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 1252 | 79677 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 317 | 36889 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 1148 | 117613 |
| &nbsp;&nbsp;&nbsp;Edison International | 573 | 39480 |
| &nbsp;&nbsp;&nbsp;Entergy | 311 | 33675 |
| &nbsp;&nbsp;&nbsp;Evergy | 385 | 24120 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 513 | 42235 |
| &nbsp;&nbsp;&nbsp;Exelon | 1540 | 64973 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 791 | 32391 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 3028 | 225980 |
| &nbsp;&nbsp;&nbsp;NiSource | 583 | 16178 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 386 | 13209 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 2481 | 39448 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 192 | 14314 |
| &nbsp;&nbsp;&nbsp;PPL | 1171 | 34662 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 774 | 47934 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 474 | 75996 |
| &nbsp;&nbsp;&nbsp;Southern | 1695 | 114718 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 481 | 45209 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 793 | 54535 |
|  |  | 1519568 |
| TOTAL UNITED STATES |  | 51368453 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $54,920,776) |  | 51689863 |
| TOTAL INVESTMENTS — 102.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $54,920,776) |  | $51689863 |
| **WRITTEN OPTIONS— (2.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(617971)) |  | $(1152746) |

---

*Percentages are based on Net Assets of $50,671,306.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** | **Global X S&P 500<sup>®</sup> Covered Call & Growth ETF** |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration <br> Date** | **Value** |
| **WRITTEN OPTIONS — (2.3)%** | **WRITTEN OPTIONS — (2.3)%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | (33) | $(1293600) | $392.00 | 02/17/23 | $(59846) |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | (60) | (23520000) | 3920.00 | 02/17/23 | (1092900) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(24813600) |  |  | $(1152746) |

---

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $51,689,863.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*51689863* | | $*—* | | $*—* | | $*51689863* |
| *Total Investments in Securities* | | $*51689863* | | $*—* | | $*—* | | $*51689863* |
| | | | | | | | | |
| *Other Financial Instruments* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | | $*(1152746* | | $*—* | | $*—* | | $*(1152746* |
| *Total Other Financial Instruments* | | $*(1152746* | | $*—* | | $*—* | | $*(1152746* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call & Growth ETF** | **Global X Russell 2000 Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 102.4%(A)** | | |
| &nbsp;&nbsp;&nbsp;Vanguard Russell 2000 ETF |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,481,615) | 34935 | $2698729 |
| TOTAL INVESTMENTS — 102.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,481,615) |  | $2698729 |
| **WRITTEN OPTIONS— (2.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(32743)) |  | $(66665) |
| *Percentages are based on Net Assets of $2,634,465.* | *Percentages are based on Net Assets of $2,634,465.* | *Percentages are based on Net Assets of $2,634,465.* |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration <br> Date** | **Value** |
| **WRITTEN OPTIONS — (2.5)%** | **WRITTEN OPTIONS — (2.5)%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cboe Mini-Russell 2000 Index | (9) | $(166500) | $185.00 | 02/17/23 | $(8825) |
| &nbsp;&nbsp;&nbsp;Russell 2000 Index | (6) | (1110000) | 1850.00 | 02/17/23 | (57840) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(1276500) |  |  | $(66665) |

---

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $2,698,729.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Russell 2000 Covered Call & Growth ETF** | **Global X Russell 2000 Covered Call & Growth ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | | $*2698729* | | $*—* | | $*—* | | $*2698729* |
| *Total Investments in Securities* | | $*2698729* | | $*—* | | $*—* | | $*2698729* |
| | | | | | | | | |
| *Other Financial Instruments* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | | $*(66665* | | $*—* | | $*—* | | $*(66665* |
| *Total Other Financial Instruments* | | $*(66665* | | $*—* | | $*—* | | $*(66665* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Financials Covered Call & Growth ETF** | **Global X Financials Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 56.6%(A)** |  |  |
| &nbsp;&nbsp;&nbsp;Financial Select Sector SPDR Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,400,931) | 39524 | $1444997 |
| **COMMON STOCK — 45.8%(A)** |  |  |
| **UNITED STATES — 45.8%** |  |  |
| Financials — 45.8% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 170 | 12495 |
| &nbsp;&nbsp;&nbsp;Allstate | 80 | 10278 |
| &nbsp;&nbsp;&nbsp;American Express | 176 | 30788 |
| &nbsp;&nbsp;&nbsp;American International Group | 220 | 13908 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 30 | 10504 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 60 | 19121 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 110 | 7078 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 60 | 11743 |
| &nbsp;&nbsp;&nbsp;Assurant | 16 | 2121 |
| &nbsp;&nbsp;&nbsp;Bank of America | 2050 | 72734 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 210 | 10620 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 529 | 164794 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 44 | 33405 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 70 | 4099 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 110 | 13090 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 30 | 3686 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 449 | 34762 |
| &nbsp;&nbsp;&nbsp;Chubb | 120 | 27299 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 50 | 5658 |
| &nbsp;&nbsp;&nbsp;Citigroup | 560 | 29243 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 140 | 6065 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 104 | 18373 |
| &nbsp;&nbsp;&nbsp;Comerica | 40 | 2932 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 80 | 9338 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 10 | 3497 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 10 | 4229 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 200 | 7258 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 50 | 7044 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 80 | 2496 |
| &nbsp;&nbsp;&nbsp;Globe Life | 30 | 3626 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 100 | 36581 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 90 | 6985 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 420 | 6371 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Financials Covered Call & Growth ETF** | **Global X Financials Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 160 | $17208 |
| &nbsp;&nbsp;&nbsp;Invesco | 130 | 2406 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 862 | 120646 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 270 | 5181 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 40 | 1417 |
| &nbsp;&nbsp;&nbsp;Loews | 60 | 3689 |
| &nbsp;&nbsp;&nbsp;M&T Bank | 50 | 7800 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 10 | 3639 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 144 | 25187 |
| &nbsp;&nbsp;&nbsp;MetLife | 190 | 13874 |
| &nbsp;&nbsp;&nbsp;Moody's | 46 | 14847 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 390 | 37959 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 23 | 12226 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 100 | 6019 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 60 | 5818 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 120 | 19852 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 70 | 6479 |
| &nbsp;&nbsp;&nbsp;Progressive | 170 | 23180 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 110 | 11543 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 60 | 6766 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 270 | 6356 |
| &nbsp;&nbsp;&nbsp;S&P Global | 98 | 36744 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 20 | 2579 |
| &nbsp;&nbsp;&nbsp;State Street | 110 | 10046 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 18 | 5444 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 140 | 5142 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 70 | 8153 |
| &nbsp;&nbsp;&nbsp;Travelers | 70 | 13378 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 380 | 18768 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 390 | 19422 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 60 | 4208 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 1120 | 52494 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 30 | 7626 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Financials Covered Call & Growth ETF** | **Global X Financials Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 40 | $2126 |
| TOTAL UNITED STATES |  | 1170443 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,133,520) |  | 1170443 |
| TOTAL INVESTMENTS — 102.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,534,451) |  | $2615440 |
| **WRITTEN OPTIONS— (2.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(26918)) |  | $(63902) |

---

*Percentages are based on Net Assets of $2,553,890.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **WRITTEN OPTIONS — (2.5)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;The Financial Select Sector SPDR® Fund | (359) | $(1256500) | $35.00 | 02/17/23 | $(63902) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $2,615,440.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Financials Covered Call & Growth ETF** | **Global X Financials Covered Call & Growth ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | $*1444997* | $*—* | $*—* | $*1444997* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | *1170443* | *—* | *—* | *1170443* |
| *Total Investments in Securities* | $*2615440* | $*—* | $*—* | $*2615440* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(63902)* | $*—* | $*—* | $*(63902)* |
| *Total Other Financial Instruments* | $*(63902)* | $*—* | $*—* | $*(63902)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Health Care Covered Call & Growth ETF** | **Global X Health Care Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 55.2%(A)** |  |  |
| &nbsp;&nbsp;&nbsp;Health Care Select Sector SPDR Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,389,409) | 10322 | $1376542 |
| **COMMON STOCK — 45.5%(A)** |  |  |
| **UNITED STATES — 45.5%** |  |  |
| Health Care — 45.5% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 399 | 44109 |
| &nbsp;&nbsp;&nbsp;AbbVie | 399 | 58952 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 67 | 10189 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 17 | 4585 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 36 | 6083 |
| &nbsp;&nbsp;&nbsp;Amgen | 122 | 30793 |
| &nbsp;&nbsp;&nbsp;Baxter International | 110 | 5026 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 64 | 16142 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 33 | 9600 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Cl A <sup>\*</sup> | 5 | 2337 |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 36 | 2868 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 320 | 14800 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 487 | 35381 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 60 | 4635 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 40 | 2142 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 130 | 9911 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 10 | 2432 |
| &nbsp;&nbsp;&nbsp;Cigna | 70 | 22167 |
| &nbsp;&nbsp;&nbsp;Cooper | 10 | 3489 |
| &nbsp;&nbsp;&nbsp;CVS Health | 296 | 26113 |
| &nbsp;&nbsp;&nbsp;Danaher | 150 | 39657 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 10 | 824 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 50 | 1842 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 90 | 9638 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 140 | 10738 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 54 | 26999 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 180 | 61947 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 83 | 5770 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 287 | 24091 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 48 | 12243 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 30 | 2585 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 60 | 4882 |
| &nbsp;&nbsp;&nbsp;Humana | 29 | 14839 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Health Care Covered Call & Growth ETF** | **Global X Health Care Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 19 | $9130 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 36 | 7711 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 40 | 3406 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 80 | 19655 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 43 | 9865 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 590 | 96418 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 20 | 5042 |
| &nbsp;&nbsp;&nbsp;McKesson | 32 | 12118 |
| &nbsp;&nbsp;&nbsp;Medtronic | 300 | 25107 |
| &nbsp;&nbsp;&nbsp;Merck | 572 | 61439 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 5 | 7665 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 76 | 13381 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 13 | 4054 |
| &nbsp;&nbsp;&nbsp;Organon | 60 | 1808 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 30 | 4126 |
| &nbsp;&nbsp;&nbsp;Pfizer | 1267 | 55951 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 26 | 3860 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 24 | 18203 |
| &nbsp;&nbsp;&nbsp;ResMed | 33 | 7536 |
| &nbsp;&nbsp;&nbsp;STERIS | 23 | 4750 |
| &nbsp;&nbsp;&nbsp;Stryker | 76 | 19290 |
| &nbsp;&nbsp;&nbsp;Teleflex | 10 | 2434 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 89 | 50759 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 211 | 105329 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 15 | 2223 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 58 | 18740 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W <sup>\*</sup> | 270 | 3283 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 13 | 4272 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 17 | 4515 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 50 | 6367 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 105 | 17376 |
| TOTAL UNITED STATES |  | 1133622 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,143,392) |  | 1133622 |
| TOTAL INVESTMENTS — 100.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,532,801) |  | $2510164 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Health Care Covered Call & Growth ETF** | **Global X Health Care Covered Call & Growth ETF** |

---

---

| | |
|:---|:---|
|  | **Value** |
| **WRITTEN OPTIONS— (0.7)%** |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(27548)) | $(18667) |

---

*Percentages are based on Net Assets of $2,492,803.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as* follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **WRITTEN OPTIONS — (0.7)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;The Health Care Select Sector SPDR® Fund | (95) | $(1263500) | $133.00 | 02/17/23 | $(18667) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $2,510,164.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | $*1376542* | $*—* | $*—* | $*1376542* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | *1133622* | *—* | *—* | *1133622* |
| *Total Investments in Securities* | $*2510164* | $*—* | $*—* | $*2510164* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(18667)* | $*—* | $*—* | $*(18667)* |
| *Total Other Financial Instruments* | $*(18667)* | $*—* | $*—* | $*(18667)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Information Technology Covered Call & Growth ETF** | **Global X Information Technology Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 57.1%(A)** | | |
| &nbsp;&nbsp;&nbsp;Technology Select Sector SPDR Fund |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,414,682) | 10833 | $1472855 |
| **COMMON STOCK — 46.3%(A)** |  |  |
| **CHINA — 0.2%** |  |  |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 35 | 6451 |
| **UNITED STATES — 46.1%** |  |  |
| Information Technology — 46.1% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 85 | 23719 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 63 | 23331 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 218 | 16383 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 20 | 1779 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 80 | 6382 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 70 | 12003 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 12 | 3196 |
| &nbsp;&nbsp;&nbsp;Apple | 1858 | 268091 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 120 | 13379 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 34 | 4285 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 30 | 6455 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 56 | 12645 |
| &nbsp;&nbsp;&nbsp;Broadcom | 55 | 32176 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 20 | 3007 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 40 | 7313 |
| &nbsp;&nbsp;&nbsp;CDW | 20 | 3921 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 20 | 1446 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 550 | 26768 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 70 | 4672 |
| &nbsp;&nbsp;&nbsp;Corning | 100 | 3461 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 30 | 862 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 20 | 4428 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 8 | 2661 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 10 | 1477 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 80 | 6003 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 13 | 2309 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 90 | 9601 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 10 | 2088 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 90 | 4711 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Information Technology Covered Call & Growth ETF** | **Global X Information Technology Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 10 | $3381 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 80 | 1841 |
| &nbsp;&nbsp;&nbsp;Global Payments | 40 | 4509 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 170 | 2742 |
| &nbsp;&nbsp;&nbsp;HP | 120 | 3497 |
| &nbsp;&nbsp;&nbsp;Intel | 550 | 15543 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 120 | 16168 |
| &nbsp;&nbsp;&nbsp;Intuit | 38 | 16061 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 10 | 1801 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 40 | 1292 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 24 | 4304 |
| &nbsp;&nbsp;&nbsp;KLA | 20 | 7850 |
| &nbsp;&nbsp;&nbsp;Lam Research | 19 | 9502 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 114 | 42248 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 70 | 5433 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 150 | 9045 |
| &nbsp;&nbsp;&nbsp;Microsoft | 1007 | 249545 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 6 | 2559 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 22 | 5654 |
| &nbsp;&nbsp;&nbsp;NetApp | 30 | 1987 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 335 | 65449 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 60 | 4407 |
| &nbsp;&nbsp;&nbsp;Oracle | 208 | 18400 |
| &nbsp;&nbsp;&nbsp;Paychex | 40 | 4634 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 7 | 2268 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 150 | 12223 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 10 | 1349 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 10 | 1087 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 150 | 19981 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 14 | 5974 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 135 | 22676 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 30 | 2033 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 28 | 12744 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 20 | 2193 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 8 | 2553 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 20 | 7075 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 40 | 5086 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 6 | 2546 |
| &nbsp;&nbsp;&nbsp;Teradyne | 20 | 2034 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Information Technology Covered Call & Growth ETF** | **Global X Information Technology Covered Call & Growth ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 120 | $21265 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 30 | 1742 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 6 | 1937 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 10 | 2180 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 220 | 50646 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 40 | 1758 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 7 | 2213 |
| TOTAL UNITED STATES |  | 1189967 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,146,570) |  | 1196418 |
| TOTAL INVESTMENTS — 103.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,561,252) |  | $2669273 |
| **WRITTEN OPTIONS— (3.5)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(40373)) |  | $(89915) |

---

*Percentages are based on Net Assets of $2,581,037.*

*A list of the exchange traded option contracts held by the Fund at October 31, 2022, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **WRITTEN OPTIONS — (3.5)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;The Technology Select Sector SPDR® Fund | (98) | $(1254400) | $128.00 | 02/17/23 | $(89915) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $2,669,273.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Information Technology Covered Call & Growth ETF** | **Global X Information Technology Covered Call & Growth ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | $*1472855* | $*—* | $*—* | $*1472855* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | *1196418* | *—* | *—* | *1196418* |
| *Total Investments in Securities* | $*2669273* | $*—* | $*—* | $*2669273* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(89915)* | $*—* | $*—* | $*(89915)* |
| *Total Other Financial Instruments* | $*(89915)* | $*—* | $*—* | $*(89915)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperIncome™ Preferred ETF** | **Global X SuperIncome™ Preferred ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — 99.7%** |  |  |
| **UNITED STATES— 99.7%** |  |  |
| Communication Services — 4.7% |  |  |
| &nbsp;&nbsp;&nbsp;Paramount Global, 5.750% <sup>\*</sup> | 88034 | $2891036 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems, 6.625% | 154219 | 2984138 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems, 6.000% | 255508 | 4425399 |
|  |  | 10300573 |
| Consumer Discretionary — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;Qurate Retail, 8.000% | 109864 | 5174595 |
| Financials — 78.5% |  |  |
| &nbsp;&nbsp;&nbsp;AGNC Investment, 9.903%, ICE LIBOR USD 3 Month + 5.111% <sup>‡,(A)</sup> | 111619 | 2817264 |
| &nbsp;&nbsp;&nbsp;AGNC Investment, 6.500%, ICE LIBOR USD 3 Month + 4.993% <sup>‡,(A)</sup> | 142793 | 3198563 |
| &nbsp;&nbsp;&nbsp;AGNC Investment, 6.125%, ICE LIBOR USD 3 Month + 4.697% <sup>‡,(A)</sup> | 201620 | 4354992 |
| &nbsp;&nbsp;&nbsp;Allstate, 5.625% | 197161 | 4850161 |
| &nbsp;&nbsp;&nbsp;American International Group, 5.850% | 174519 | 4425802 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management, 9.723%, ICE LIBOR USD 3 Month + 4.993% <sup>‡,(A)</sup> | 229398 | 5700540 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management, 6.750%, ICE LIBOR USD 3 Month + 4.989% <sup>‡,(A)</sup> | 141503 | 3289945 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management, 6.500%, ICE LIBOR USD 3 Month + 4.172% <sup>‡,(A) (B)</sup> | 138489 | 3327891 |
| &nbsp;&nbsp;&nbsp;Athene Holding, 6.350%, ICE LIBOR USD 3 Month + 4.253% <sup>(A)</sup> | 298747 | 7609086 |
| &nbsp;&nbsp;&nbsp;Athene Holding, 4.875% | 202888 | 4059789 |
| &nbsp;&nbsp;&nbsp;Bank of America, 6.000% | 288404 | 7250477 |
| &nbsp;&nbsp;&nbsp;Bank of America, 5.875% | 184351 | 4645645 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial, 5.375% | 199958 | 4059147 |
| &nbsp;&nbsp;&nbsp;Capital One Financial, 5.000% | 268931 | 5886900 |
| &nbsp;&nbsp;&nbsp;Capital One Financial, 4.800% <sup>(B)</sup> | 222054 | 4618723 |
| &nbsp;&nbsp;&nbsp;Capital One Financial, 4.375% | 120638 | 2305392 |
| &nbsp;&nbsp;&nbsp;Charles Schwab, 5.950% | 257343 | 6472176 |
| &nbsp;&nbsp;&nbsp;Citigroup, Ser J, 7.125%, ICE LIBOR USD 3 Month + 4.040% <sup>(A)</sup> | 86690 | 2205394 |
| &nbsp;&nbsp;&nbsp;Citigroup, 6.875%, ICE LIBOR USD 3 Month + 4.130% <sup>(A)</sup> | 137344 | 3502272 |
| &nbsp;&nbsp;&nbsp;Citigroup Capital XIII, 11.172%, ICE LIBOR USD 3 Month + 6.370% <sup>(A)</sup> | 203204 | 5836019 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group, 5.000% | 156976 | 3477018 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperIncome™ Preferred ETF** | **Global X SuperIncome™ Preferred ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp, 6.625%, ICE LIBOR USD 3 Month + 3.710% <sup>(A) (B)</sup> | 156954 | $3919141 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group, 6.375%, ICE LIBOR USD 3 Month + 3.550% <sup>(A)</sup> | 240347 | 6220180 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase, 6.000% <sup>(B)</sup> | 453106 | 11549672 |
| &nbsp;&nbsp;&nbsp;KeyCorp, 6.200%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.132% <sup>(A)</sup> | 202463 | 5189127 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley, Ser E, 7.125%, ICE LIBOR USD 3 Month + 4.320% <sup>(A) (B)</sup> | 144587 | 3678293 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley, Ser F, 6.875%, ICE LIBOR USD 3 Month + 3.940% <sup>(A)</sup> | 140567 | 3545100 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley, 6.500% <sup>(B)</sup> | 165982 | 4322171 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp, 7.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.820% <sup>(A)</sup> | 176213 | 4560392 |
| &nbsp;&nbsp;&nbsp;Regions Financial, Ser B, 6.375%, ICE LIBOR USD 3 Month + 3.536% <sup>(A)</sup> | 176623 | 4604562 |
| &nbsp;&nbsp;&nbsp;Rithm Capital, 7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.223% <sup>‡,(A)</sup> | 167373 | 3541613 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY, 5.000% | 255394 | 4842270 |
| &nbsp;&nbsp;&nbsp;State Street, 5.900%, ICE LIBOR USD 3 Month + 3.108% <sup>(A)</sup> | 262148 | 6679531 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial, 5.625% | 258632 | 5123500 |
| &nbsp;&nbsp;&nbsp;Wells Fargo, 6.625%, ICE LIBOR USD 3 Month + 3.690% <sup>(A)</sup> | 117895 | 2988638 |
| &nbsp;&nbsp;&nbsp;Wells Fargo, 5.850%, ICE LIBOR USD 3 Month + 3.090% <sup>(A)</sup> | 235867 | 5759872 |
| &nbsp;&nbsp;&nbsp;Wells Fargo, 4.700% | 163412 | 3526431 |
|  |  | 173943689 |
| Health Care — 5.5% |  |  |
| &nbsp;&nbsp;&nbsp;Becton Dickinson, 6.000% | 241175 | 12145573 |
| Industrials — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Clarivate, 5.250% | 123378 | 5978898 |
| Utilities — 6.0% |  |  |
| &nbsp;&nbsp;&nbsp;Duke Energy, 5.750% | 345137 | 8897632 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperIncome™ Preferred ETF** | **Global X SuperIncome™ Preferred ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;NiSource, 6.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.632% <sup>(A)</sup> | 172615 | $4406861 |
|  |  | 13304493 |
| TOTAL UNITED STATES |  | 220847821 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $234,504,349) |  | 220847821 |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $2,221,585) | 2221585 | 2221585 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(C)</sup> — 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $7,556,730 (collateralized by various U.S. Treasury Obligations, ranging in par value $466,798 - $574,860, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $7,697,046) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $7,555,846) | $7555846 | 7555846 |
| TOTAL INVESTMENTS — 104.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $244,281,780) |  | $230625252 |

---

 

*Percentages are based on Net Assets of $221,536,914.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.* 

*(B)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(C)* *Security was purchased with cash collateral held from securities on loan.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X SuperIncome™ Preferred ETF** | **Global X SuperIncome™ Preferred ETF** |

---

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | $*167382712* | $*53465109* | $*—* | $*220847821* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *2221585* | *—* | *—* | *2221585* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *7555846* | *—* | *7555846* |
| *Total Investments in Securities* | $*169604297* | $*61020955* | $*—* | $*230625252* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Renewable Energy Producers ETF** | **Global X Renewable Energy Producers ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 94.3%** |  |  |
| **AUSTRIA — 6.1%** |  |  |
| Utilities — 6.1% |  |  |
| &nbsp;&nbsp;&nbsp;Verbund | 65586 | $5559464 |
| **BRAZIL — 11.0%** |  |  |
| Utilities — 11.0% |  |  |
| &nbsp;&nbsp;&nbsp;AES Brasil Energia | 313796 | 622483 |
| &nbsp;&nbsp;&nbsp;Centrais Eletricas Brasileiras | 695255 | 5550897 |
| &nbsp;&nbsp;&nbsp;Engie Brasil Energia | 420484 | 3249771 |
| &nbsp;&nbsp;&nbsp;Omega Energia <sup>\*</sup> | 331062 | 574154 |
| TOTAL BRAZIL |  | 9997305 |
| **CANADA — 8.2%** |  |  |
| Utilities — 8.2% |  |  |
| &nbsp;&nbsp;&nbsp;Boralex, Cl A | 53100 | 1481555 |
| &nbsp;&nbsp;&nbsp;Innergex Renewable Energy | 105435 | 1250033 |
| &nbsp;&nbsp;&nbsp;Northland Power | 126938 | 3399981 |
| &nbsp;&nbsp;&nbsp;TransAlta Renewables <sup>(A)</sup> | 137861 | 1264600 |
| TOTAL CANADA |  | 7396169 |
| **CHINA — 4.7%** |  |  |
| Utilities — 4.7% |  |  |
| &nbsp;&nbsp;&nbsp;China Datang Renewable Power, Cl H | 1284200 | 422685 |
| &nbsp;&nbsp;&nbsp;China Longyuan Power Group, Cl H | 1724200 | 2371214 |
| &nbsp;&nbsp;&nbsp;Xinyi Energy Holdings | 3839600 | 1410726 |
| TOTAL CHINA |  | 4204625 |
| **DENMARK — 6.0%** |  |  |
| Utilities — 6.0% |  |  |
| &nbsp;&nbsp;&nbsp;Orsted | 61762 | 5455051 |
| **FRANCE — 2.4%** |  |  |
| Utilities — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Neoen | 59239 | 2208668 |
| **GERMANY — 4.0%** |  |  |
| Energy — 2.3% |  |  |
| &nbsp;&nbsp;&nbsp;VERBIO Vereinigte BioEnergie | 32749 | 2059328 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Renewable Energy Producers ETF** | **Global X Renewable Energy Producers ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;Encavis | 83146 | $1598770 |
| TOTAL GERMANY |  | 3658098 |
| **GREECE — 1.4%** |  |  |
| Utilities — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Terna Energy | 59797 | 1298848 |
| **INDIA — 1.0%** |  |  |
| Utilities — 1.0% |  |  |
| &nbsp;&nbsp;&nbsp;ReNew Energy Global, Cl A <sup>\*</sup> | 145540 | 873240 |
| **ISRAEL — 2.2%** |  |  |
| Utilities — 2.2% |  |  |
| &nbsp;&nbsp;&nbsp;Energix-Renewable Energies | 281079 | 923251 |
| &nbsp;&nbsp;&nbsp;Enlight Renewable Energy <sup>\*</sup> | 52148 | 1076182 |
| TOTAL ISRAEL |  | 1999433 |
| **ITALY — 2.6%** |  |  |
| Utilities — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;ERG | 77662 | 2332972 |
| **JAPAN — 1.6%** |  |  |
| Utilities — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;RENOVA <sup>\*</sup> | 40732 | 704106 |
| &nbsp;&nbsp;&nbsp;West Holdings | 23824 | 708977 |
| TOTAL JAPAN |  | 1413083 |
| **NEW ZEALAND — 10.4%** |  |  |
| Utilities — 10.4% |  |  |
| &nbsp;&nbsp;&nbsp;Contact Energy | 403928 | 2025657 |
| &nbsp;&nbsp;&nbsp;Mercury NZ | 715034 | 2770232 |
| &nbsp;&nbsp;&nbsp;Meridian Energy | 1332197 | 4588765 |
| TOTAL NEW ZEALAND |  | 9384654 |
| **PORTUGAL — 0.7%** |  |  |
| Utilities — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Greenvolt-Energias Renovaveis <sup>\*</sup> | 71635 | 598274 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Renewable Energy Producers ETF** | **Global X Renewable Energy Producers ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **RUSSIA — 0.0%** |  |  |
| Utilities — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;RusHydro PJSC <sup>(B)</sup> | 271804543 | $39 |
| **SOUTH AFRICA — 0.7%** |  |  |
| Utilities — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Scatec | 81575 | 660718 |
| **SPAIN — 9.1%** |  |  |
| Utilities — 9.1% |  |  |
| &nbsp;&nbsp;&nbsp;Atlantica Sustainable Infrastructure | 58879 | 1614462 |
| &nbsp;&nbsp;&nbsp;EDP Renovaveis | 246306 | 5335288 |
| &nbsp;&nbsp;&nbsp;Solaria Energia y Medio Ambiente <sup>\*</sup> | 64490 | 1315687 |
| TOTAL SPAIN |  | 8265437 |
| **THAILAND — 7.3%** |  |  |
| Utilities — 7.3% |  |  |
| &nbsp;&nbsp;&nbsp;Absolute Clean Energy NVDR | 5216556 | 407716 |
| &nbsp;&nbsp;&nbsp;BCPG NVDR | 1484640 | 443008 |
| &nbsp;&nbsp;&nbsp;Energy Absolute NVDR | 1925265 | 5044999 |
| &nbsp;&nbsp;&nbsp;Gunkul Engineering NVDR | 4567440 | 689060 |
| TOTAL THAILAND |  | 6584783 |
| **UNITED KINGDOM — 1.8%** |  |  |
| Utilities — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;Drax Group | 206724 | 1644060 |
| **UNITED STATES — 13.1%** |  |  |
| Energy — 2.0% |  |  |
| &nbsp;&nbsp;&nbsp;Enviva | 34557 | 1571653 |
| &nbsp;&nbsp;&nbsp;Gevo <sup>\*</sup> | 126392 | 267951 |
|  |  | 1839604 |
| Industrials — 3.2% |  |  |
| &nbsp;&nbsp;&nbsp;Sunrun <sup>\*</sup> | 110062 | 2892429 |
| Utilities — 7.9% |  |  |
| &nbsp;&nbsp;&nbsp;NextEra Energy Partners | 44700 | 3276510 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies | 28945 | 2678860 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Renewable Energy Producers ETF** | **Global X Renewable Energy Producers ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International <sup>\*</sup> | 59255 | $1154287 |
|  |  | 7109657 |
| TOTAL UNITED STATES |  | 11841690 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $110,442,016) |  | 85376611 |
| **MASTER LIMITED PARTNERSHIP — 4.5%** |  |  |
| **CANADA— 4.5%** |  |  |
| Utilities — 4.5% |  |  |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Partners, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,941,995) | 142336 | 4133488 |
| **EXCHANGE TRADED FUND — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;iShares MSCI Turkey ETF |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $895,092) | 26400 | 894960 |
| **SHORT-TERM INVESTMENT<sup>(C)(D)</sup> — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $94,908) | 94908 | 94908 |
|  | **Face Amount** |  |
| **REPURCHASE AGREEMENT<sup>(C)</sup> — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $322,830 (collateralized by various U.S. Treasury Obligations, ranging in par value $19,942 - $24,558, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $328,821) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $322,792) | $322792 | 322792 |
| TOTAL INVESTMENTS — 100.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $115,696,803) |  | $90822759 |

---

*Percentages are based on Net Assets of $90,514,415.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Renewable Energy Producers ETF** | **Global X Renewable Energy Producers ETF** |

---

*\** *Non-income producing security.*

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Level 3 security in accordance with fair value hierarchy.* 

*(C)* *Security was purchased with cash collateral held from securities on loan.* 

*(D)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*85376572* | $*—* | $*39* | $*85376611* |
| &nbsp;&nbsp;&nbsp;*Master Limited Partnership* | *4133488* | *—* | *—* | *4133488* |
| &nbsp;&nbsp;&nbsp;*Exchange Traded Fund* | *894960* | *—* | *—* | *894960* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *94908* | *—* | *—* | *94908* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *322792* | *—* | *322792* |
| *Total Investments in Securities* | $*90499928* | $*322792* | $*39* | $*90822759* |

---

*(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.0%** |  |  |
| **CHINA — 0.2%** |  |  |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 4995 | $920629 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 9149 | 3027770 |
| **UNITED STATES — 99.3%** |  |  |
| Communication Services — 7.8% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 12655 | 968993 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 110172 | 10889400 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 98096 | 9796847 |
| &nbsp;&nbsp;&nbsp;AT&T | 132167 | 2692242 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 1993 | 765930 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 81149 | 3193213 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 5063 | 72857 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 5253 | 675956 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 4766 | 161758 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 3068 | 97256 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 7930 | 289128 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies <sup>\*</sup> | 19549 | 102632 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 4939 | 267299 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 41254 | 6145608 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 8176 | 2893159 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 7827 | 158575 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 2463 | 50344 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 3876 | 333297 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 10949 | 253579 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 3129 | 354297 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 11089 | 1655699 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 77276 | 3212363 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 33869 | 3674448 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 41230 | 611029 |
|  |  | 49315909 |
| Consumer Discretionary — 10.7% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 1019 | 155173 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 166522 | 17173414 |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 5358 | 605936 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 338 | $824331 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 4791 | 220434 |
| &nbsp;&nbsp;&nbsp;Best Buy | 3722 | 330216 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 726 | 1767157 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 4386 | 207370 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 2941 | 207193 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 15297 | 165513 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 499 | 821544 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 2557 | 378359 |
| &nbsp;&nbsp;&nbsp;Dollar General | 4208 | 982989 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 4217 | 633309 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 690 | 243570 |
| &nbsp;&nbsp;&nbsp;DR Horton | 6169 | 608819 |
| &nbsp;&nbsp;&nbsp;eBay | 9234 | 457083 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 2489 | 342437 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 2675 | 305752 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 74306 | 1003874 |
| &nbsp;&nbsp;&nbsp;Garmin | 2784 | 275282 |
| &nbsp;&nbsp;&nbsp;General Motors | 27603 | 1085350 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 2917 | 489531 |
| &nbsp;&nbsp;&nbsp;Hasbro | 2498 | 147807 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 5223 | 757805 |
| &nbsp;&nbsp;&nbsp;Home Depot | 19180 | 6217581 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 6751 | 398309 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 5139 | 526234 |
| &nbsp;&nbsp;&nbsp;LKQ | 4984 | 293857 |
| &nbsp;&nbsp;&nbsp;Lowe's | 11627 | 2421323 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 5151 | 897201 |
| &nbsp;&nbsp;&nbsp;McDonald's | 13700 | 3663380 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 1061 | 127384 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 23352 | 2973410 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 6763 | 102865 |
| &nbsp;&nbsp;&nbsp;NVR <sup>\*</sup> | 50 | 263500 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 1154 | 914372 |
| &nbsp;&nbsp;&nbsp;Pool | 896 | 345506 |
| &nbsp;&nbsp;&nbsp;PulteGroup | 5373 | 305670 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 1166 | 144409 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 6670 | 788327 |
| &nbsp;&nbsp;&nbsp;Starbucks | 21517 | 2348365 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Tapestry | 5647 | $257334 |
| &nbsp;&nbsp;&nbsp;Target | 8643 | 1487806 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 50285 | 8710368 |
| &nbsp;&nbsp;&nbsp;TJX | 21760 | 1781274 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 2218 | 505682 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 952 | 489290 |
| &nbsp;&nbsp;&nbsp;VF | 5626 | 174068 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 1286 | 200089 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 2179 | 225831 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 5481 | 715325 |
|  |  | 67469008 |
| Consumer Staples — 6.6% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 48518 | 2185251 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 15362 | 1272742 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 4394 | 292553 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 4677 | 242877 |
| &nbsp;&nbsp;&nbsp;Clorox | 3126 | 452301 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 106295 | 6518009 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 22348 | 1665596 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 13086 | 486668 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 4206 | 973773 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 12142 | 6206262 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 6156 | 1705704 |
| &nbsp;&nbsp;&nbsp;General Mills | 15863 | 1243025 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 8718 | 395013 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 2875 | 439300 |
| &nbsp;&nbsp;&nbsp;Kellogg | 6977 | 478483 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 22204 | 783357 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 8901 | 1157219 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 20753 | 841119 |
| &nbsp;&nbsp;&nbsp;Kroger | 17303 | 772233 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 4493 | 448806 |
| &nbsp;&nbsp;&nbsp;McCormick | 6292 | 472655 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 5814 | 305700 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 10512 | 1094089 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 64682 | 9209423 |
| &nbsp;&nbsp;&nbsp;Sysco | 13507 | 1046252 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 7399 | 486484 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 18478 | $681099 |
|  |  | 41855993 |
| Energy — 5.0% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 5979 | 265049 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 18748 | 595061 |
| &nbsp;&nbsp;&nbsp;Chevron | 32974 | 5738135 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 22603 | 2754628 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 15956 | 399379 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 11620 | 734849 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 3186 | 465538 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 11031 | 1458850 |
| &nbsp;&nbsp;&nbsp;EQT | 5200 | 169884 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 75953 | 8811307 |
| &nbsp;&nbsp;&nbsp;Halliburton | 17589 | 725019 |
| &nbsp;&nbsp;&nbsp;Hess | 5280 | 792845 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 36405 | 666211 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 11113 | 305274 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 8697 | 1117738 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 13274 | 860022 |
| &nbsp;&nbsp;&nbsp;ONEOK | 8287 | 567494 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 8914 | 893807 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 4216 | 971156 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 26842 | 1529457 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 3328 | 249667 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 7170 | 1004015 |
| &nbsp;&nbsp;&nbsp;Williams | 22686 | 731397 |
|  |  | 31806782 |
| Financials — 11.7% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 10471 | 769618 |
| &nbsp;&nbsp;&nbsp;Allstate | 4924 | 632586 |
| &nbsp;&nbsp;&nbsp;American Express | 11393 | 1992977 |
| &nbsp;&nbsp;&nbsp;American International Group | 13407 | 847591 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 2001 | 700590 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 3761 | 1198555 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 5843 | 375997 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 3831 | 749803 |
| &nbsp;&nbsp;&nbsp;Assurant | 1206 | 159904 |
| &nbsp;&nbsp;&nbsp;Bank of America | 129436 | 4592389 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 14716 | $744188 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 33264 | 10362401 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 2715 | 2061255 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 3671 | 214974 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 7633 | 908327 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 2345 | 288154 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 28204 | 2183554 |
| &nbsp;&nbsp;&nbsp;Chubb | 7553 | 1718232 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 2940 | 332661 |
| &nbsp;&nbsp;&nbsp;Citigroup | 36263 | 1893654 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 8127 | 352062 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 6662 | 1176909 |
| &nbsp;&nbsp;&nbsp;Comerica | 2407 | 176457 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 5477 | 639330 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 754 | 263666 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 654 | 276603 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 11741 | 426081 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 3458 | 487163 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 5839 | 182177 |
| &nbsp;&nbsp;&nbsp;Globe Life | 1915 | 231428 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 6355 | 2324723 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 6395 | 496316 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 27145 | 411790 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 10486 | 1127769 |
| &nbsp;&nbsp;&nbsp;Invesco | 6325 | 117076 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 54357 | 7607806 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 17577 | 337303 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 3114 | 110329 |
| &nbsp;&nbsp;&nbsp;Loews | 3663 | 225201 |
| &nbsp;&nbsp;&nbsp;M&T Bank | 3294 | 513864 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 685 | 249237 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 9395 | 1643279 |
| &nbsp;&nbsp;&nbsp;MetLife | 11890 | 868208 |
| &nbsp;&nbsp;&nbsp;Moody's | 2938 | 948239 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 23789 | 2315383 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 1489 | 791493 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 7087 | 426567 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 3832 | 371589 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 7483 | 1237913 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 4503 | $416753 |
| &nbsp;&nbsp;&nbsp;Progressive | 10971 | 1495896 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 7140 | 749272 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 3823 | 431120 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 19471 | 458347 |
| &nbsp;&nbsp;&nbsp;S&P Global | 6248 | 2342625 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 1039 | 133979 |
| &nbsp;&nbsp;&nbsp;State Street | 6284 | 573918 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 1127 | 340850 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 8378 | 307724 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 4156 | 484049 |
| &nbsp;&nbsp;&nbsp;Travelers | 4587 | 876667 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 24972 | 1233367 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 25359 | 1262878 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 3750 | 263025 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 70369 | 3298195 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 1889 | 480165 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 2797 | 148688 |
|  |  | 74360889 |
| Health Care — 14.8% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 4276 | 1153366 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 10244 | 1730826 |
| &nbsp;&nbsp;&nbsp;Baxter International | 30158 | 1377919 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 87313 | 4038226 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 16750 | 1293938 |
| &nbsp;&nbsp;&nbsp;Cigna | 18753 | 5938513 |
| &nbsp;&nbsp;&nbsp;CVS Health | 80729 | 7121912 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 3588 | 295615 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 13736 | 505897 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 23538 | 2520684 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 37714 | 2892664 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 14691 | 7345353 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 76945 | 6458763 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 8783 | 756655 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 14888 | 1211437 |
| &nbsp;&nbsp;&nbsp;Humana | 7707 | 3943672 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 5002 | 2403461 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 10771 | 917043 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 21802 | 5356533 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 11370 | $2608392 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 5390 | 1358927 |
| &nbsp;&nbsp;&nbsp;McKesson | 8780 | 3324810 |
| &nbsp;&nbsp;&nbsp;Medtronic | 81461 | 6817471 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 1335 | 2046448 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 3636 | 1133814 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 7271 | 1079598 |
| &nbsp;&nbsp;&nbsp;ResMed | 8730 | 1993670 |
| &nbsp;&nbsp;&nbsp;STERIS | 5970 | 1232865 |
| &nbsp;&nbsp;&nbsp;Stryker | 20578 | 5222902 |
| &nbsp;&nbsp;&nbsp;Teleflex | 2674 | 650905 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 3608 | 1185517 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 4433 | 1177405 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 12392 | 1577997 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 28652 | 4741620 |
|  |  | 93414818 |
| Industrials — 8.4% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 14643 | 1685117 |
| &nbsp;&nbsp;&nbsp;A O Smith | 3329 | 225373 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 3615 | 185594 |
| &nbsp;&nbsp;&nbsp;Allegion | 2266 | 266368 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 15998 | 258208 |
| &nbsp;&nbsp;&nbsp;AMETEK | 5904 | 855608 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 22062 | 1004483 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 13355 | 3369333 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 3272 | 327756 |
| &nbsp;&nbsp;&nbsp;Cintas | 2343 | 1039683 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 10931 | 728114 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 9820 | 764978 |
| &nbsp;&nbsp;&nbsp;CSX | 54779 | 1693767 |
| &nbsp;&nbsp;&nbsp;Cummins | 3644 | 909324 |
| &nbsp;&nbsp;&nbsp;Deere | 7181 | 3036414 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 16090 | 629119 |
| &nbsp;&nbsp;&nbsp;Dover | 3634 | 551750 |
| &nbsp;&nbsp;&nbsp;Eaton | 10086 | 1636050 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 15120 | 1364126 |
| &nbsp;&nbsp;&nbsp;Equifax | 3105 | 689931 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington | 4117 | 445254 |
| &nbsp;&nbsp;&nbsp;Fastenal | 14435 | 729689 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;FedEx | 6240 | $1209686 |
| &nbsp;&nbsp;&nbsp;Fortive | 8944 | 608460 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 1517 | 182950 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 9584 | 389973 |
| &nbsp;&nbsp;&nbsp;IDEX | 1904 | 456351 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 7315 | 1726633 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 10104 | 565824 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 2165 | 409293 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 17899 | 1245234 |
| &nbsp;&nbsp;&nbsp;Masco | 6655 | 354046 |
| &nbsp;&nbsp;&nbsp;Nordson | 1220 | 296826 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 6259 | 1538525 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 2385 | 794777 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 11154 | 917193 |
| &nbsp;&nbsp;&nbsp;PACCAR | 8729 | 954167 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 3356 | 1094056 |
| &nbsp;&nbsp;&nbsp;Pentair | 4014 | 222295 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 3512 | 534491 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 5216 | 651061 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 2694 | 226188 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 2840 | 800965 |
| &nbsp;&nbsp;&nbsp;Rollins | 6267 | 228119 |
| &nbsp;&nbsp;&nbsp;Snap-On | 1309 | 325588 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 15270 | 546208 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 4028 | 359741 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 6055 | 1084572 |
| &nbsp;&nbsp;&nbsp;TransDigm Group <sup>\*</sup> | 1426 | 1023512 |
| &nbsp;&nbsp;&nbsp;Union Pacific | 16036 | 3274391 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 8016 | 392463 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 19026 | 3524186 |
| &nbsp;&nbsp;&nbsp;United Rentals | 1712 | 754906 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 3999 | 726978 |
| &nbsp;&nbsp;&nbsp;Waste Management | 9856 | 1525019 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 4756 | 493720 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 1121 | 660807 |
| &nbsp;&nbsp;&nbsp;Xylem | 4611 | 479590 |
|  |  | 52974833 |
| Information Technology — 26.3% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 11655 | 3252328 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 8654 | $3204922 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 30324 | 2278849 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 3197 | 284373 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 11240 | 896615 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 9368 | 1606331 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 1591 | 423779 |
| &nbsp;&nbsp;&nbsp;Apple | 276782 | 39936875 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 16563 | 1846609 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 4512 | 568602 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 4069 | 875486 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 7898 | 1783447 |
| &nbsp;&nbsp;&nbsp;Broadcom | 7403 | 4330829 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 2214 | 332897 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 5160 | 943403 |
| &nbsp;&nbsp;&nbsp;CDW | 2546 | 499092 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 2167 | 156631 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 76314 | 3714202 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 9820 | 655485 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 5123 | 147184 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 2490 | 551236 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 962 | 320009 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 1292 | 190777 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 11586 | 869413 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 11467 | 1223300 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 1610 | 336184 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 12605 | 659746 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 1493 | 504843 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 10654 | 245149 |
| &nbsp;&nbsp;&nbsp;Global Payments | 5416 | 610491 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 26458 | 426768 |
| &nbsp;&nbsp;&nbsp;HP | 17534 | 510941 |
| &nbsp;&nbsp;&nbsp;Intel | 75506 | 2133800 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 16837 | 2268449 |
| &nbsp;&nbsp;&nbsp;Intuit | 5147 | 2175482 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 1325 | 238619 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 7077 | 228587 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 3505 | 628622 |
| &nbsp;&nbsp;&nbsp;KLA | 2629 | 1031830 |
| &nbsp;&nbsp;&nbsp;Lam Research | 2656 | 1328266 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 15751 | $5837321 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 10234 | 794363 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 21098 | 1272209 |
| &nbsp;&nbsp;&nbsp;Microsoft | 137987 | 34194558 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 890 | 379638 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 3039 | 781053 |
| &nbsp;&nbsp;&nbsp;NetApp | 4059 | 268828 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 45713 | 8930949 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 7341 | 539196 |
| &nbsp;&nbsp;&nbsp;Oracle | 27748 | 2454588 |
| &nbsp;&nbsp;&nbsp;Paychex | 6043 | 700142 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 1012 | 327827 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 21775 | 1774445 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 2035 | 274481 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 2077 | 225687 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 20636 | 2748922 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 1921 | 819787 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 18401 | 3090816 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 3827 | 259394 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 3754 | 1708558 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 2961 | 324733 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 868 | 277005 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 2795 | 988731 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 6182 | 786041 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 939 | 398380 |
| &nbsp;&nbsp;&nbsp;Teradyne | 3050 | 310185 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 16730 | 2964723 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 4731 | 274682 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 853 | 275323 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 1689 | 368286 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 30307 | 6976974 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 6170 | 271171 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 1048 | 331357 |
|  |  | 166150804 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 4076 | 1306399 |
| &nbsp;&nbsp;&nbsp;Albemarle | 2332 | 656341 |
| &nbsp;&nbsp;&nbsp;Amcor | 30453 | 367263 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 1595 | 302157 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Ball | 6110 | $355846 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 1993 | 245538 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 3301 | 279595 |
| &nbsp;&nbsp;&nbsp;Corteva | 13534 | 872266 |
| &nbsp;&nbsp;&nbsp;Dow | 13786 | 818199 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 9704 | 717611 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 2767 | 243966 |
| &nbsp;&nbsp;&nbsp;Ecolab | 4740 | 733894 |
| &nbsp;&nbsp;&nbsp;FMC | 2706 | 360250 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 27360 | 1220803 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 4983 | 560388 |
| &nbsp;&nbsp;&nbsp;International Paper | 7124 | 297926 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 5044 | 487704 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 1171 | 421139 |
| &nbsp;&nbsp;&nbsp;Mosaic | 7020 | 347771 |
| &nbsp;&nbsp;&nbsp;Newmont | 14958 | 791727 |
| &nbsp;&nbsp;&nbsp;Nucor | 4772 | 806563 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 1758 | 250867 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 4514 | 588355 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 2928 | 160337 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 4501 | 1064892 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 2655 | 486741 |
| &nbsp;&nbsp;&nbsp;Westrock | 5208 | 204362 |
|  |  | 14948900 |
| Real Estate — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 2646 | 425318 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 9051 | 2021903 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 2771 | 491686 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 2971 | 221458 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 1784 | 219807 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 6465 | 552822 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 8542 | 1265156 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 5472 | 627201 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 1734 | 1279917 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 6525 | 415316 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 1360 | 307455 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 2565 | 404834 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 1382 | 154135 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 14799 | 278961 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Real Estate — continued |  |  |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 9661 | $313983 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 5499 | 300135 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 11657 | 261816 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 2287 | 381289 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 17985 | 2325101 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 2962 | 901455 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 11658 | 790762 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 3055 | 203555 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 2208 | 656946 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 6379 | 819446 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 5724 | 243785 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 8543 | 641067 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 15256 | 525264 |
|  |  | 17030573 |
| Utilities — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 13342 | 365704 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 4889 | 264153 |
| &nbsp;&nbsp;&nbsp;Ameren | 5014 | 435566 |
| &nbsp;&nbsp;&nbsp;American Electric Power | 9282 | 872137 |
| &nbsp;&nbsp;&nbsp;American Water Works | 3456 | 540829 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 2380 | 279745 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 10869 | 327374 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 5635 | 356076 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 6488 | 618371 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 6101 | 520781 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 15157 | 964591 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 3772 | 438948 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 14533 | 1488906 |
| &nbsp;&nbsp;&nbsp;Edison International | 7104 | 489466 |
| &nbsp;&nbsp;&nbsp;Entergy | 3839 | 415687 |
| &nbsp;&nbsp;&nbsp;Evergy | 4652 | 291448 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 6504 | 535474 |
| &nbsp;&nbsp;&nbsp;Exelon | 18165 | 766381 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 10378 | 424979 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 36933 | 2756310 |
| &nbsp;&nbsp;&nbsp;NiSource | 7063 | 195998 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 5175 | 177088 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 26117 | 415260 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 2332 | 173851 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Catholic Values ETF** | **Global X S&P 500<sup>®</sup> Catholic Values ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;PPL | 14501 | $429230 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 9277 | 574525 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 6032 | 967111 |
| &nbsp;&nbsp;&nbsp;Southern | 19902 | 1346967 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 5939 | 558207 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 10492 | 721535 |
|  |  | 18712698 |
| TOTAL UNITED STATES |  | 628041207 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $557,705,261) |  | 631989606 |
| TOTAL INVESTMENTS — 100.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $557,705,261) |  | $631989606 |

---

*Percentages are based on Net Assets of $632,293,884.*

*\** *Non-income producing security.*

&nbsp;&nbsp;&nbsp;&nbsp;*‡* *Real Estate Investment Trust* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*631989606* | $*—* | $*—* | $*631989606* |
| *Total Investments in Securities* | $*631989606* | $*—* | $*—* | $*631989606* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.4%** |  |  |
| **AUSTRALIA — 9.8%** |  |  |
| Communication Services — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;REA Group | 24 | $2124 |
| &nbsp;&nbsp;&nbsp;Telstra Group | 2185 | 6282 |
|  |  | 8406 |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure | 360 | 8615 |
| &nbsp;&nbsp;&nbsp;Flutter Entertainment <sup>\*</sup> | 78 | 12054 |
| &nbsp;&nbsp;&nbsp;Wesfarmers | 598 | 20922 |
|  |  | 41591 |
| Consumer Staples — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Coles Group | 1258 | 15743 |
| &nbsp;&nbsp;&nbsp;Endeavour Group | 1296 | 6055 |
| &nbsp;&nbsp;&nbsp;Woolworths Group | 1117 | 28399 |
|  |  | 50197 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Santos | 1596 | 7996 |
| &nbsp;&nbsp;&nbsp;Woodside Energy Group | 917 | 23430 |
|  |  | 31426 |
| Financials — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;ANZ Group Holdings | 1468 | 25954 |
| &nbsp;&nbsp;&nbsp;ASX | 98 | 4763 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | 845 | 65533 |
| &nbsp;&nbsp;&nbsp;Macquarie Group | 178 | 23498 |
| &nbsp;&nbsp;&nbsp;National Australia Bank | 1573 | 35236 |
| &nbsp;&nbsp;&nbsp;QBE Insurance Group | 767 | 7426 |
| &nbsp;&nbsp;&nbsp;Suncorp Group | 654 | 5774 |
| &nbsp;&nbsp;&nbsp;Westpac Banking | 1762 | 29451 |
|  |  | 197635 |
| Health Care — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Cochlear | 137 | 20509 |
| &nbsp;&nbsp;&nbsp;Ebos Group | 344 | 9559 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare | 1002 | 22298 |
|  |  | 52366 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Brambles | 861 | $7275 |
| &nbsp;&nbsp;&nbsp;Transurban Group | 1908 | 18567 |
|  |  | 25842 |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;WiseTech Global | 104 | 4437 |
| Materials — 3.3% |  |  |
| &nbsp;&nbsp;&nbsp;BHP Group | 2596 | 90330 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group | 906 | 14198 |
| &nbsp;&nbsp;&nbsp;Glencore | 6206 | 41349 |
| &nbsp;&nbsp;&nbsp;Newcrest Mining | 446 | 7011 |
| &nbsp;&nbsp;&nbsp;Rio Tinto | 193 | 17223 |
| &nbsp;&nbsp;&nbsp;Rio Tinto | 544 | 42320 |
| &nbsp;&nbsp;&nbsp;South32 | 2536 | 8113 |
|  |  | 220544 |
| Real Estate — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Goodman Group <sup>‡</sup> | 870 | 12242 |
| &nbsp;&nbsp;&nbsp;Scentre Group <sup>‡</sup> | 2686 | 5773 |
|  |  | 18015 |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;APA Group | 588 | 4375 |
| TOTAL AUSTRALIA |  | 654834 |
| **AUSTRIA — 0.3%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Telekom Austria, Cl A | 74 | 496 |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;OMV | 74 | 3685 |
| Financials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;BAWAG Group | 36 | 2215 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank <sup>\*</sup> | 164 | 6189 |
| &nbsp;&nbsp;&nbsp;Raiffeisen Bank International | 72 | 1287 |
|  |  | 9691 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;ANDRITZ | 46 | $2738 |
| &nbsp;&nbsp;&nbsp;Strabag | 21 | 885 |
|  |  | 3623 |
| Information Technology — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;ams-OSRAM <sup>\*</sup> | 5 | 46 |
| Utilities — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;EVN | 46 | 968 |
| &nbsp;&nbsp;&nbsp;Verbund | 13 | 1102 |
|  |  | 2070 |
| TOTAL AUSTRIA |  | 19611 |
| **BELGIUM — 1.5%** |  |  |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;D'ieteren Group | 15 | 2849 |
| Consumer Staples — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev | 927 | 55463 |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert | 46 | 3918 |
| &nbsp;&nbsp;&nbsp;KBC Group | 169 | 12455 |
|  |  | 16373 |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;UCB | 255 | 20876 |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Solvay | 37 | 4286 |
| Utilities — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Elia Group | 21 | 2937 |
| TOTAL BELGIUM |  | 102784 |
| **BRAZIL — 0.1%** |  |  |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Yara International | 78 | 3452 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **CHINA — 1.2%** |  |  |
| Consumer Discretionary — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Chow Tai Fook Jewellery Group | 1400 | $2990 |
| &nbsp;&nbsp;&nbsp;Prosus | 632 | 50669 |
|  |  | 53659 |
| Consumer Staples — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Budweiser Brewing APAC | 1400 | 4411 |
| &nbsp;&nbsp;&nbsp;Wilmar International | 3012 | 9327 |
|  |  | 13738 |
| Financials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings | 1700 | 5932 |
| Health Care — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;China Evergrande New Energy Vehicle Group<sup>\*(A)</sup> | 5700 | 698 |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;ENN Energy Holdings | 400 | 6021 |
| TOTAL CHINA |  | 80048 |
| **DENMARK — 1.3%** |  |  |
| Health Care — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Coloplast, Cl B | 240 | 28822 |
| Industrials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk, Cl A | 2 | 4237 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk, Cl B | 3 | 6488 |
| &nbsp;&nbsp;&nbsp;DSV | 119 | 19562 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems | 626 | 18166 |
|  |  | 48453 |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Orsted | 98 | 8656 |
| TOTAL DENMARK |  | 85931 |
| **FINLAND — 1.0%** |  |  |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Neste | 216 | 10282 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp | 1570 | $18262 |
| &nbsp;&nbsp;&nbsp;Sampo, Cl A | 243 | 12712 |
|  |  | 30974 |
| Industrials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Kone, Cl B | 227 | 12337 |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Nokia | 2724 | 12873 |
| TOTAL FINLAND |  | 66466 |
| **FRANCE — 11.0%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Adevinta, Cl B <sup>\*</sup> | 146 | 1244 |
| Consumer Discretionary — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Christian Dior | 2 | 1720 |
| &nbsp;&nbsp;&nbsp;Hermes International | 19 | 35379 |
| &nbsp;&nbsp;&nbsp;Kering | 38 | 23544 |
|  |  | 60643 |
| Consumer Staples — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Danone | 595 | 32510 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard | 188 | 38773 |
|  |  | 71283 |
| Energy — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;TotalEnergies | 1218 | 75374 |
| Financials — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;AXA | 971 | 30176 |
| &nbsp;&nbsp;&nbsp;BNP Paribas | 563 | 38460 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton | 141 | 122506 |
|  |  | 191142 |
| Health Care — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica | 614 | 111961 |
| Industrials — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Credit Agricole | 697 | 8354 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Vinci | 322 | $36244 |
|  |  | 44598 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Capgemini | 85 | 16053 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes | 353 | 13058 |
|  |  | 29111 |
| Materials — 2.1% |  |  |
| &nbsp;&nbsp;&nbsp;Air Liquide | 267 | 42354 |
| &nbsp;&nbsp;&nbsp;L'Oreal | 236 | 96897 |
|  |  | 139251 |
| Utilities — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Engie | 893 | 12627 |
| TOTAL FRANCE |  | 737234 |
| **GERMANY — 7.9%** |  |  |
| Communication Services — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom | 1707 | 37912 |
| Consumer Discretionary — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;adidas | 96 | 15366 |
| &nbsp;&nbsp;&nbsp;Allianz | 203 | 48326 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke | 174 | 17618 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group | 422 | 31234 |
| &nbsp;&nbsp;&nbsp;Volkswagen | 13 | 2267 |
|  |  | 114811 |
| Consumer Staples — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Beiersdorf | 93 | 11272 |
| &nbsp;&nbsp;&nbsp;Henkel & KGaA | 92 | 6125 |
|  |  | 17397 |
| Financials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse | 96 | 17125 |
| &nbsp;&nbsp;&nbsp;Muenchener Rueckversicherungs-Gesellschaft in Muenchen | 69 | 24804 |
|  |  | 41929 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;BioNTech ADR <sup>\*</sup> | 186 | $26674 |
| &nbsp;&nbsp;&nbsp;Siemens Healthineers | 569 | 30324 |
|  |  | 56998 |
| Industrials — 1.6% |  |  |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding <sup>\*</sup> | 328 | 10961 |
| &nbsp;&nbsp;&nbsp;Deutsche Post | 611 | 26132 |
| &nbsp;&nbsp;&nbsp;Hapag-Lloyd | 5 | 1089 |
| &nbsp;&nbsp;&nbsp;Siemens | 447 | 69373 |
|  |  | 107555 |
| Information Technology — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Infineon Technologies | 654 | 23378 |
| &nbsp;&nbsp;&nbsp;SAP | 565 | 66504 |
|  |  | 89882 |
| Materials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;BASF | 471 | 26804 |
| Real Estate — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Vonovia | 385 | 10817 |
| Utilities — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;E.ON | 1149 | 12461 |
| &nbsp;&nbsp;&nbsp;RWE | 348 | 15420 |
|  |  | 27881 |
| TOTAL GERMANY |  | 531986 |
| **HONG KONG — 2.7%** |  |  |
| Financials — 1.8% |  |  |
| &nbsp;&nbsp;&nbsp;AIA Group | 5965 | 67385 |
| &nbsp;&nbsp;&nbsp;Hang Seng Bank | 380 | 6321 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing | 594 | 26705 |
| &nbsp;&nbsp;&nbsp;Prudential | 1329 | 21916 |
|  |  | 122327 |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;MTR | 900 | 4811 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Techtronic Industries | 932 | $11961 |
|  |  | 16772 |
| Real Estate — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings | 1000 | 6392 |
| &nbsp;&nbsp;&nbsp;Henderson Land Development | 700 | 2585 |
| &nbsp;&nbsp;&nbsp;Link REIT <sup>‡</sup> | 1000 | 7999 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties | 790 | 11197 |
|  |  | 28173 |
| Utilities — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;CK Infrastructure Holdings | 300 | 1667 |
| &nbsp;&nbsp;&nbsp;CLP Holdings | 800 | 5940 |
| &nbsp;&nbsp;&nbsp;Hong Kong & China Gas | 5110 | 5124 |
|  |  | 12731 |
| TOTAL HONG KONG |  | 180003 |
| **IRELAND — 0.3%** |  |  |
| Materials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;CRH | 382 | 17667 |
| **ISRAEL — 0.8%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Bezeq The Israeli Telecommunication | 970 | 1601 |
| Consumer Discretionary — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Global-e Online <sup>\*</sup> | 38 | 1139 |
| Energy — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Delek Group <sup>\*</sup> | 8 | 864 |
| Financials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim | 602 | 5383 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel | 757 | 6644 |
| &nbsp;&nbsp;&nbsp;First International Bank of Israel | 27 | 1085 |
| &nbsp;&nbsp;&nbsp;Israel Discount Bank, Cl A | 605 | 3071 |
| &nbsp;&nbsp;&nbsp;Mizrahi Tefahot Bank | 72 | 2363 |
| &nbsp;&nbsp;&nbsp;Phoenix Holdings | 133 | 1420 |
|  |  | 19966 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Ashtrom Group | 50 | $941 |
| &nbsp;&nbsp;&nbsp;Shapir Engineering and Industry | 77 | 582 |
| &nbsp;&nbsp;&nbsp;ZIM Integrated Shipping Services | 38 | 720 |
|  |  | 2243 |
| Information Technology — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies <sup>\*</sup> | 54 | 6869 |
| &nbsp;&nbsp;&nbsp;Nice <sup>\*</sup> | 34 | 6996 |
| &nbsp;&nbsp;&nbsp;Nova <sup>\*</sup> | 15 | 1348 |
| &nbsp;&nbsp;&nbsp;Tower Semiconductor <sup>\*</sup> | 42 | 1762 |
| &nbsp;&nbsp;&nbsp;Wix.com <sup>\*</sup> | 26 | 2261 |
|  |  | 19236 |
| Materials — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Israel | 2 | 736 |
| Real Estate — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Airport City <sup>\*</sup> | 62 | 977 |
| &nbsp;&nbsp;&nbsp;Alony Hetz Properties & Investments | 125 | 1331 |
| &nbsp;&nbsp;&nbsp;Amot Investments | 6 | 35 |
| &nbsp;&nbsp;&nbsp;Azrieli Group | 22 | 1407 |
| &nbsp;&nbsp;&nbsp;Big Shopping Centers <sup>\*</sup> | 1 | 100 |
| &nbsp;&nbsp;&nbsp;Melisron | 11 | 764 |
| &nbsp;&nbsp;&nbsp;Mivne Real Estate KD | 193 | 616 |
| &nbsp;&nbsp;&nbsp;Strauss Group | 47 | 1197 |
|  |  | 6427 |
| TOTAL ISRAEL |  | 52212 |
| **ITALY — 1.9%** |  |  |
| Consumer Discretionary — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Ferrari | 71 | 17650 |
| &nbsp;&nbsp;&nbsp;PRADA | 300 | 1916 |
|  |  | 19566 |
| Consumer Staples — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Davide Campari-Milano | 516 | 5508 |
| Energy — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Eni | 1221 | 18745 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo | 8543 | $22360 |
| &nbsp;&nbsp;&nbsp;UniCredit | 960 | 18646 |
|  |  | 41006 |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali | 610 | 11859 |
| Utilities — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Enel | 3859 | 22594 |
| &nbsp;&nbsp;&nbsp;Snam | 1091 | 5538 |
| &nbsp;&nbsp;&nbsp;Terna - Rete Elettrica Nazionale | 726 | 5718 |
|  |  | 33850 |
| TOTAL ITALY |  | 130534 |
| **JAPAN — 25.8%** |  |  |
| Communication Services — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Dentsu Group | 130 | 4163 |
| &nbsp;&nbsp;&nbsp;KDDI | 790 | 24658 |
| &nbsp;&nbsp;&nbsp;Konami Holdings | 50 | 2449 |
| &nbsp;&nbsp;&nbsp;Nexon | 248 | 5959 |
| &nbsp;&nbsp;&nbsp;Nintendo | 554 | 23963 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone | 571 | 17089 |
| &nbsp;&nbsp;&nbsp;SoftBank | 1382 | 15797 |
| &nbsp;&nbsp;&nbsp;SoftBank Group | 591 | 27922 |
| &nbsp;&nbsp;&nbsp;Toho | 74 | 2723 |
| &nbsp;&nbsp;&nbsp;Z Holdings | 1383 | 3951 |
|  |  | 128674 |
| Consumer Discretionary — 4.2% |  |  |
| &nbsp;&nbsp;&nbsp;Aisin | 96 | 2790 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings | 120 | 7987 |
| &nbsp;&nbsp;&nbsp;Bridgestone | 334 | 12418 |
| &nbsp;&nbsp;&nbsp;Denso | 283 | 15172 |
| &nbsp;&nbsp;&nbsp;Fast Retailing | 32 | 19297 |
| &nbsp;&nbsp;&nbsp;Honda Motor | 954 | 23526 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors | 365 | 4589 |
| &nbsp;&nbsp;&nbsp;Nissan Motor | 1367 | 4870 |
| &nbsp;&nbsp;&nbsp;Nitori Holdings | 46 | 6049 |
| &nbsp;&nbsp;&nbsp;Oriental Land | 126 | 20909 |
| &nbsp;&nbsp;&nbsp;Pan Pacific International Holdings | 307 | 5651 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings | 1304 | $12033 |
| &nbsp;&nbsp;&nbsp;Rakuten Group <sup>\*</sup> | 496 | 2506 |
| &nbsp;&nbsp;&nbsp;Sekisui House | 369 | 6955 |
| &nbsp;&nbsp;&nbsp;Shimano | 48 | 8486 |
| &nbsp;&nbsp;&nbsp;Subaru | 342 | 5605 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries | 426 | 5092 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor | 280 | 10419 |
| &nbsp;&nbsp;&nbsp;Toyota Motor | 6796 | 99109 |
| &nbsp;&nbsp;&nbsp;Yamaha | 94 | 3629 |
| &nbsp;&nbsp;&nbsp;ZOZO | 84 | 2164 |
|  |  | 279256 |
| Consumer Staples — 2.6% |  |  |
| &nbsp;&nbsp;&nbsp;Aeon | 813 | 16614 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings | 480 | 15805 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco | 1042 | 21274 |
| &nbsp;&nbsp;&nbsp;Kao | 435 | 17581 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings | 769 | 11821 |
| &nbsp;&nbsp;&nbsp;Kobe Bussan | 125 | 3585 |
| &nbsp;&nbsp;&nbsp;Nissin Foods Holdings | 78 | 6094 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings | 747 | 35195 |
| &nbsp;&nbsp;&nbsp;Shiseido | 373 | 19254 |
| &nbsp;&nbsp;&nbsp;Suntory Beverage & Food | 124 | 4176 |
| &nbsp;&nbsp;&nbsp;Unicharm | 418 | 15911 |
| &nbsp;&nbsp;&nbsp;Yakult Honsha | 143 | 10182 |
|  |  | 177492 |
| Energy — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings | 1647 | 5866 |
| &nbsp;&nbsp;&nbsp;Idemitsu Kosan | 100 | 2480 |
| &nbsp;&nbsp;&nbsp;Inpex | 513 | 5602 |
|  |  | 13948 |
| Financials — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings | 487 | 11388 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group | 277 | 4215 |
| &nbsp;&nbsp;&nbsp;Japan Post Bank | 199 | 1766 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group | 6398 | 46871 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group | 1216 | 18959 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings | 248 | 7931 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Nomura Holdings | 1512 | $6019 |
| &nbsp;&nbsp;&nbsp;ORIX | 563 | 9849 |
| &nbsp;&nbsp;&nbsp;Resona Holdings | 1220 | 6738 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings | 185 | 7945 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group | 662 | 28772 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Holdings | 194 | 7064 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings | 981 | 20473 |
|  |  | 177990 |
| Health Care — 4.2% |  |  |
| &nbsp;&nbsp;&nbsp;Eisai | 610 | 37582 |
| &nbsp;&nbsp;&nbsp;Hoya | 721 | 78728 |
| &nbsp;&nbsp;&nbsp;Kyowa Kirin | 540 | 12000 |
| &nbsp;&nbsp;&nbsp;M3 <sup>\*</sup> | 887 | 23920 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings | 1114 | 35619 |
| &nbsp;&nbsp;&nbsp;Shionogi | 587 | 27909 |
| &nbsp;&nbsp;&nbsp;Sysmex | 338 | 22251 |
| &nbsp;&nbsp;&nbsp;Terumo | 1561 | 45169 |
|  |  | 283178 |
| Industrials — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;ANA Holdings <sup>\*</sup> | 84 | 1853 |
| &nbsp;&nbsp;&nbsp;Central Japan Railway | 121 | 14738 |
| &nbsp;&nbsp;&nbsp;Daifuku | 72 | 3925 |
| &nbsp;&nbsp;&nbsp;Daikin Industries | 170 | 29374 |
| &nbsp;&nbsp;&nbsp;East Japan Railway | 215 | 11970 |
| &nbsp;&nbsp;&nbsp;FANUC | 115 | 20255 |
| &nbsp;&nbsp;&nbsp;Hankyu Hanshin Holdings | 149 | 4417 |
| &nbsp;&nbsp;&nbsp;ITOCHU | 885 | 28467 |
| &nbsp;&nbsp;&nbsp;Japan Airlines | 73 | 1544 |
| &nbsp;&nbsp;&nbsp;Komatsu | 557 | 13513 |
| &nbsp;&nbsp;&nbsp;Kubota | 697 | 10387 |
| &nbsp;&nbsp;&nbsp;Marubeni | 1000 | 12200 |
| &nbsp;&nbsp;&nbsp;MINEBEA MITSUMI | 247 | 4260 |
| &nbsp;&nbsp;&nbsp;MISUMI Group | 170 | 4229 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric | 1208 | 13246 |
| &nbsp;&nbsp;&nbsp;Mitsui | 926 | 27201 |
| &nbsp;&nbsp;&nbsp;Mitsui OSK Lines | 200 | 4929 |
| &nbsp;&nbsp;&nbsp;MonotaRO | 148 | 2224 |
| &nbsp;&nbsp;&nbsp;Nidec | 317 | 17478 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X S&P Catholic Values Developed ex-U.S. ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Nippon Yusen | 288 | $6810 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings | 1012 | 32248 |
| &nbsp;&nbsp;&nbsp;Secom | 127 | 7540 |
| &nbsp;&nbsp;&nbsp;SG Holdings | 322 | 4947 |
| &nbsp;&nbsp;&nbsp;SMC | 32 | 16081 |
| &nbsp;&nbsp;&nbsp;Sumitomo | 730 | 13040 |
| &nbsp;&nbsp;&nbsp;Tokyu | 368 | 4720 |
| &nbsp;&nbsp;&nbsp;Toshiba | 244 | 8366 |
| &nbsp;&nbsp;&nbsp;Toyota Industries | 116 | 7020 |
| &nbsp;&nbsp;&nbsp;West Japan Railway | 128 | 5350 |
| &nbsp;&nbsp;&nbsp;Yaskawa Electric | 153 | 5918 |
|  |  | 338250 |
| Information Technology — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;Advantest | 102 | 7216 |
| &nbsp;&nbsp;&nbsp;Canon | 574 | 12769 |
| &nbsp;&nbsp;&nbsp;Disco | 14 | 4166 |
| &nbsp;&nbsp;&nbsp;Fujitsu | 97 | 13806 |
| &nbsp;&nbsp;&nbsp;IT Holdings | 100 | 2868 |
| &nbsp;&nbsp;&nbsp;Keyence | 103 | 46952 |
| &nbsp;&nbsp;&nbsp;Kyocera | 183 | 9437 |
| &nbsp;&nbsp;&nbsp;Lasertec | 43 | 8442 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing | 339 | 19275 |
| &nbsp;&nbsp;&nbsp;NEC | 144 | 5177 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute | 217 | 5173 |
| &nbsp;&nbsp;&nbsp;NTT Data | 352 | 5422 |
| &nbsp;&nbsp;&nbsp;Obic | 30 | 4787 |
| &nbsp;&nbsp;&nbsp;Omron | 107 | 6138 |
| &nbsp;&nbsp;&nbsp;Oracle Japan <sup>\*</sup> | 22 | 1499 |
| &nbsp;&nbsp;&nbsp;Renesas Electronics <sup>\*</sup> | 722 | 7381 |
| &nbsp;&nbsp;&nbsp;Rohm | 50 | 3972 |
| &nbsp;&nbsp;&nbsp;Shimadzu | 146 | 4457 |
| &nbsp;&nbsp;&nbsp;TDK | 198 | 7011 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron | 79 | 27440 |
| &nbsp;&nbsp;&nbsp;Trend Micro <sup>\*</sup> | 70 | 3439 |
|  |  | 206827 |
| Materials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Asahi Kasei | 733 | 5537 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Chemical Group | 630 | 3517 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Nippon Paint Holdings | 509 | $4607 |
| &nbsp;&nbsp;&nbsp;Nippon Sanso Holdings | 117 | 1896 |
| &nbsp;&nbsp;&nbsp;Nippon Steel | 492 | 10196 |
| &nbsp;&nbsp;&nbsp;Nitto Denko | 82 | 5271 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical | 200 | 29336 |
| &nbsp;&nbsp;&nbsp;Sumitomo Metal Mining | 146 | 5892 |
| &nbsp;&nbsp;&nbsp;Toray Industries | 903 | 5526 |
|  |  | 71778 |
| Real Estate — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry | 344 | 8229 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate | 702 | 9023 |
| &nbsp;&nbsp;&nbsp;Mitsui Fudosan | 484 | 9048 |
| &nbsp;&nbsp;&nbsp;Sumitomo Realty & Development | 250 | 6067 |
|  |  | 32367 |
| Utilities — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Chubu Electric Power | 395 | 4246 |
| &nbsp;&nbsp;&nbsp;Kansai Electric Power | 443 | 4252 |
| &nbsp;&nbsp;&nbsp;Osaka Gas | 217 | 3496 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas | 204 | 4265 |
|  |  | 16259 |
| TOTAL JAPAN |  | 1726019 |
| **LUXEMBOURG — 0.1%** |  |  |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;ArcelorMittal | 292 | 8994 |
| **MACAO — 0.2%** |  |  |
| Consumer Discretionary — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group <sup>\*</sup> | 1120 | 7773 |
| &nbsp;&nbsp;&nbsp;Sands China <sup>\*</sup> | 1200 | 4485 |
| TOTAL MACAO |  | 12258 |
| **NETHERLANDS — 6.4%** |  |  |
| Communication Services — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Universal Music Group | 355 | 9049 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Heineken | 220 | $21872 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize | 963 | 28641 |
|  |  | 50513 |
| Energy — 1.5% |  |  |
| &nbsp;&nbsp;&nbsp;Shell | 3517 | 102789 |
| Financials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;EXOR <sup>\*</sup> | 51 | 4036 |
| &nbsp;&nbsp;&nbsp;ING Groep | 1878 | 27029 |
|  |  | 31065 |
| Health Care — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;Argenx <sup>\*</sup> | 112 | 42208 |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer | 160 | 17403 |
| Information Technology — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Adyen <sup>\*</sup> | 16 | 23938 |
| &nbsp;&nbsp;&nbsp;ASML Holding | 210 | 137435 |
|  |  | 161373 |
| Materials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Koninklijke DSM | 92 | 11760 |
| TOTAL NETHERLANDS |  | 426160 |
| **NEW ZEALAND — 0.6%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Spark New Zealand | 983 | 3307 |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Fisher & Paykel Healthcare | 1209 | 19736 |
| Industrials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Auckland International Airport <sup>\*</sup> | 706 | 3878 |
| &nbsp;&nbsp;&nbsp;Mainfreight | 63 | 2909 |
|  |  | 6787 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Xero <sup>\*</sup> | 68 | $3680 |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Infratil | 452 | 2594 |
| &nbsp;&nbsp;&nbsp;Mercury NZ | 325 | 1259 |
| &nbsp;&nbsp;&nbsp;Meridian Energy | 639 | 2201 |
|  |  | 6054 |
| TOTAL NEW ZEALAND |  | 39564 |
| **NORWAY — 0.8%** |  |  |
| Communication Services — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Telenor | 341 | 3562 |
| Consumer Staples — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Mowi | 409 | 7536 |
| &nbsp;&nbsp;&nbsp;Orkla | 705 | 5253 |
| &nbsp;&nbsp;&nbsp;Salmar | 50 | 2315 |
|  |  | 15104 |
| Energy — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Aker BP <sup>\*</sup> | 150 | 4553 |
| &nbsp;&nbsp;&nbsp;Equinor | 502 | 15244 |
| &nbsp;&nbsp;&nbsp;Var Energi | 105 | 318 |
|  |  | 20115 |
| Financials — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;DNB Bank | 470 | 8750 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring | 98 | 1755 |
|  |  | 10505 |
| Materials — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Norsk Hydro | 730 | 5872 |
| TOTAL NORWAY |  | 55158 |
| **PORTUGAL — 0.1%** |  |  |
| Utilities — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Energias de Portugal | 1465 | 7252 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| **SINGAPORE — 1.9%** |  |  |
| Communication Services — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Sea ADR <sup>\*</sup> | 176 | $11343 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications | 3590 | 6856 |
|  |  | 18199 |
| Financials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings | 935 | 25460 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking | 1994 | 19616 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank | 779 | 17680 |
|  |  | 62756 |
| Industrials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Grab Holdings, Cl A <sup>\*</sup> | 1299 | 4923 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage | 100 | 2210 |
| &nbsp;&nbsp;&nbsp;Keppel | 900 | 5170 |
| &nbsp;&nbsp;&nbsp;Singapore Airlines | 863 | 3887 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering | 928 | 2598 |
|  |  | 18788 |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;STMicroelectronics | 325 | 15216 |
| Real Estate — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;CapitaLand Ascendas REIT <sup>‡</sup> | 1713 | 3754 |
| &nbsp;&nbsp;&nbsp;CapitaLand Integrated Commercial Trust <sup>‡</sup> | 2234 | 3637 |
| &nbsp;&nbsp;&nbsp;Capitaland Investment | 1229 | 3703 |
|  |  | 11094 |
| TOTAL SINGAPORE |  | 126053 |
| **SOUTH AFRICA — 0.4%** |  |  |
| Materials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Anglo American | 690 | 29447 |
| **SPAIN — 2.3%** |  |  |
| Communication Services — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Cellnex Telecom <sup>\*</sup> | 286 | 11144 |
| &nbsp;&nbsp;&nbsp;Telefonica | 2711 | 10267 |
|  |  | 21411 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil | 596 | $18525 |
| Financials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria | 3006 | 21099 |
| &nbsp;&nbsp;&nbsp;Banco Santander | 8280 | 28803 |
| &nbsp;&nbsp;&nbsp;CaixaBank | 2330 | 10292 |
|  |  | 60194 |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group <sup>\*</sup> | 231 | 14476 |
| Utilities — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;EDP Renovaveis | 127 | 2751 |
| &nbsp;&nbsp;&nbsp;Iberdrola | 2903 | 33877 |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group | 78 | 2202 |
|  |  | 38830 |
| TOTAL SPAIN |  | 153436 |
| **SWEDEN — 3.4%** |  |  |
| Communication Services — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Embracer Group, Cl B <sup>\*</sup> | 521 | 2415 |
| &nbsp;&nbsp;&nbsp;Telia | 1324 | 3412 |
|  |  | 5827 |
| Consumer Discretionary — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Evolution | 100 | 11177 |
| &nbsp;&nbsp;&nbsp;Volvo Car, Cl B <sup>\*</sup> | 238 | 1179 |
|  |  | 12356 |
| Consumer Staples — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Essity, Cl B | 553 | 14404 |
| Financials — 0.9% |  |  |
| &nbsp;&nbsp;&nbsp;EQT | 135 | 3016 |
| &nbsp;&nbsp;&nbsp;Industrivarden, Cl A | 98 | 2583 |
| &nbsp;&nbsp;&nbsp;Industrivarden, Cl C | 92 | 2412 |
| &nbsp;&nbsp;&nbsp;Investor, Cl A | 266 | 5282 |
| &nbsp;&nbsp;&nbsp;Investor, Cl B | 880 | 17008 |
| &nbsp;&nbsp;&nbsp;Kinnevik, Cl A <sup>\*</sup> | 1 | 15 |
| &nbsp;&nbsp;&nbsp;L E Lundbergforetagen, Cl B | 28 | 1290 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken, Cl A | 837 | $10085 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken, Cl C | 4 | 54 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken, Cl A | 793 | 8244 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken, Cl B | 22 | 276 |
| &nbsp;&nbsp;&nbsp;Swedbank, Cl A | 482 | 9226 |
|  |  | 59491 |
| Industrials — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Alfa Laval | 175 | 5466 |
| &nbsp;&nbsp;&nbsp;Assa Abloy, Cl B | 621 | 14556 |
| &nbsp;&nbsp;&nbsp;Atlas Copco, Cl A | 1579 | 18601 |
| &nbsp;&nbsp;&nbsp;Atlas Copco, Cl B | 858 | 8993 |
| &nbsp;&nbsp;&nbsp;Epiroc, Cl A | 344 | 6667 |
| &nbsp;&nbsp;&nbsp;Epiroc, Cl B | 229 | 3805 |
| &nbsp;&nbsp;&nbsp;Investment Latour, Cl B | 76 | 1594 |
| &nbsp;&nbsp;&nbsp;Nibe Industrier, Cl B | 851 | 9132 |
| &nbsp;&nbsp;&nbsp;Volvo, Cl A | 92 | 1903 |
| &nbsp;&nbsp;&nbsp;Volvo, Cl B | 985 | 19460 |
|  |  | 90177 |
| Information Technology — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Hexagon, Cl B | 1064 | 12119 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B | 1482 | 8547 |
|  |  | 20666 |
| Materials — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;Alleima | 122 | 608 |
| &nbsp;&nbsp;&nbsp;Boliden | 154 | 6876 |
| &nbsp;&nbsp;&nbsp;Sandvik | 612 | 12591 |
| &nbsp;&nbsp;&nbsp;Svenska Cellulosa, Cl B | 323 | 4464 |
|  |  | 24539 |
| Real Estate — 0.0% |  |  |
| &nbsp;&nbsp;&nbsp;Akelius Residential Property, Cl D | 93 | 177 |
| TOTAL SWEDEN |  | 227637 |
| **SWITZERLAND — 4.0%** |  |  |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont, Cl A | 282 | 43094 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;UBS Group | 1774 | $37537 |
| &nbsp;&nbsp;&nbsp;Zurich Insurance Group | 75 | 36914 |
|  |  | 74451 |
| Health Care — 1.1% |  |  |
| &nbsp;&nbsp;&nbsp;Alcon | 1008 | 75330 |
| Industrials — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;ABB | 1022 | 35318 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International | 31 | 7342 |
|  |  | 42660 |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Givaudan | 4 | 12870 |
| &nbsp;&nbsp;&nbsp;Sika | 79 | 22253 |
|  |  | 35123 |
| TOTAL SWITZERLAND |  | 270658 |
| **UNITED KINGDOM — 8.1%** |  |  |
| Communication Services — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;BT Group, Cl A | 3199 | 4909 |
| &nbsp;&nbsp;&nbsp;Vodafone Group | 13439 | 15407 |
|  |  | 20316 |
| Consumer Discretionary — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Compass Group | 953 | 22655 |
| Consumer Staples — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Associated British Foods | 330 | 7540 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners | 193 | 10851 |
| &nbsp;&nbsp;&nbsp;Diageo | 2182 | 94557 |
| &nbsp;&nbsp;&nbsp;Imperial Brands | 893 | 22328 |
| &nbsp;&nbsp;&nbsp;Tesco | 7085 | 21448 |
|  |  | 156724 |
| Energy — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;BP | 9042 | 54417 |
| Financials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Barclays | 7823 | 17898 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;HSBC Holdings | 9933 | $72931 |
| &nbsp;&nbsp;&nbsp;Legal & General Group | 3082 | 9637 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group | 34732 | 22483 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group | 165 | 15044 |
| &nbsp;&nbsp;&nbsp;NatWest Group | 2506 | 9502 |
| &nbsp;&nbsp;&nbsp;Standard Chartered | 1280 | 10703 |
|  |  | 158198 |
| Industrials — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Ashtead Group | 256 | 16748 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings | 1620 | 10292 |
| &nbsp;&nbsp;&nbsp;CNH Industrial | 550 | 9647 |
| &nbsp;&nbsp;&nbsp;Experian | 599 | 21776 |
| &nbsp;&nbsp;&nbsp;RELX | 1185 | 35042 |
|  |  | 93505 |
| Utilities — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;National Grid | 1934 | 24405 |
| &nbsp;&nbsp;&nbsp;SSE | 538 | 11415 |
|  |  | 35820 |
| TOTAL UNITED KINGDOM |  | 541635 |
| **UNITED STATES — 5.5%** |  |  |
| Communication Services — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Spotify Technology <sup>\*</sup> | 67 | 7552 |
| Consumer Discretionary — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Stellantis | 1189 | 18564 |
| Energy — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;Tenaris | 260 | 4589 |
| Health Care — 3.7% |  |  |
| &nbsp;&nbsp;&nbsp;CSL | 973 | 204372 |
| &nbsp;&nbsp;&nbsp;ICON <sup>\*</sup> | 165 | 38067 |
| &nbsp;&nbsp;&nbsp;Inmode <sup>\*</sup> | 141 | 4942 |
|  |  | 247381 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — 0.8% |  |  |
| &nbsp;&nbsp;&nbsp;Schneider Electric | 342 | $55090 |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Computershare | 327 | 5473 |
| &nbsp;&nbsp;&nbsp;CyberArk Software <sup>\*</sup> | 22 | 3099 |
| &nbsp;&nbsp;&nbsp;Monday.com <sup>\*</sup> | 6 | 781 |
| &nbsp;&nbsp;&nbsp;Sinch <sup>\*</sup> | 274 | 1122 |
|  |  | 10475 |
| Materials — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;Holcim | 303 | 17961 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries <sup>\*</sup> | 237 | 5252 |
|  |  | 23213 |
| TOTAL UNITED STATES |  | 366864 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,327,152) |  | 6653897 |
| **PREFERRED STOCK — 0.4%** |  |  |
| **GERMANY— 0.4%** |  |  |
| Consumer Discretionary — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke <sup>(B)</sup> | 26 | 2450 |
| &nbsp;&nbsp;&nbsp;Volkswagen <sup>(B)</sup> | 101 | 13924 |
| Consumer Staples — 0.2% |  | 16374 |
| &nbsp;&nbsp;&nbsp;Henkel & KGaA <sup>(B)</sup> | 166 | 11790 |
| TOTAL GERMANY |  | 28164 |
| TOTAL PREFERRED STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $37,347) |  | 28164 |
| TOTAL INVESTMENTS — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,364,499) |  | $6682061 |

---

*Percentages are based on Net Assets of $6,692,115.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *Level 3 security in accordance with fair value hierarchy.* 

*(B)* *There is currently no stated interest rate.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P Catholic Values Developed ex-U.S. ETF** | **Global X S&P Catholic Values Developed ex-U.S. ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3<sup>(1)</sup>* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*6653199* | $*—* | $*698* | $*6653897* |
| &nbsp;&nbsp;&nbsp;*Preferred Stock* | *28164* | *—* | *—* | *28164* |
| *Total Investments in Securities* | $*6681363* | $*—* | $*698* | $*6682061* |

---

*(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.*

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Guru<sup>®</sup> Index ETF** | **Global X Guru<sup>®</sup> Index ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 98.8%** |  |  |
| **CANADA — 1.3%** |  |  |
| Industrials — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway | 8007 | $631752 |
| **CHINA — 6.6%** |  |  |
| Communication Services — 1.9% |  |  |
| &nbsp;&nbsp;&nbsp;Bilibili ADR <sup>\* (A)</sup> | 37097 | 927425 |
| Consumer Discretionary — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding ADR <sup>\*</sup> | 7692 | 847659 |
| &nbsp;&nbsp;&nbsp;JD.com ADR <sup>\*</sup> | 11195 | 666438 |
|  |  | 1514097 |
| Information Technology — 1.7% |  |  |
| &nbsp;&nbsp;&nbsp;GDS Holdings ADR <sup>\* (A)</sup> | 36681 | 856501 |
| TOTAL CHINA |  | 3298023 |
| **DENMARK — 1.4%** |  |  |
| Health Care — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Ascendis Pharma ADR <sup>\*</sup> | 5483 | 680331 |
| **ISRAEL — 2.7%** |  |  |
| Consumer Discretionary — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;Global-e Online <sup>\*</sup> | 23468 | 703336 |
| Information Technology — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Nice ADR <sup>\*</sup> | 2992 | 620631 |
| TOTAL ISRAEL |  | 1323967 |
| **UNITED KINGDOM — 1.3%** |  |  |
| Communication Services — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Liberty Global, Cl C <sup>\*</sup> | 29269 | 654162 |
| **UNITED STATES — 85.5%** |  |  |
| Communication Services — 7.7% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 8172 | 625730 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 6178 | 616997 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent <sup>\*</sup> | 23762 | 703593 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband, Cl C <sup>\*</sup> | 6735 | 604668 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Guru<sup>®</sup> Index ETF** | **Global X Guru<sup>®</sup> Index ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Communication Services — continued |  |  |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 1965 | $695335 |
| &nbsp;&nbsp;&nbsp;New York Times, Cl A | 16724 | 582664 |
|  |  | 3828987 |
| Consumer Discretionary — 9.9% |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 6164 | 635694 |
| &nbsp;&nbsp;&nbsp;Churchill Downs | 2741 | 680042 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 6104 | 697687 |
| &nbsp;&nbsp;&nbsp;Home Depot | 1935 | 627269 |
| &nbsp;&nbsp;&nbsp;Lithia Motors, Cl A | 2536 | 667475 |
| &nbsp;&nbsp;&nbsp;Lowe's | 2920 | 608090 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 16269 | 673699 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 17144 | 332594 |
|  |  | 4922550 |
| Consumer Staples — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 8099 | 603619 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 9435 | 617426 |
| &nbsp;&nbsp;&nbsp;Post Holdings <sup>\*</sup> | 6951 | 659997 |
|  |  | 1881042 |
| Energy — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;Cheniere Energy | 3652 | 557989 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy | 5964 | 517198 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy <sup>\*</sup> | 7107 | 484342 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 2325 | 535564 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land | 225 | 449066 |
|  |  | 2544159 |
| Financials — 9.0% |  |  |
| &nbsp;&nbsp;&nbsp;Allstate | 4572 | 587365 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 10740 | 691119 |
| &nbsp;&nbsp;&nbsp;First American Financial | 11289 | 698450 |
| &nbsp;&nbsp;&nbsp;First Horizon | 25082 | 620278 |
| &nbsp;&nbsp;&nbsp;KKR | 11260 | 628421 |
| &nbsp;&nbsp;&nbsp;S&P Global | 1719 | 644522 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 13060 | 612122 |
|  |  | 4482277 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Guru<sup>®</sup> Index ETF** | **Global X Guru<sup>®</sup> Index ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — 16.1% |  |  |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics <sup>\*</sup> | 52268 | $681575 |
| &nbsp;&nbsp;&nbsp;Bausch Health <sup>\* (A)</sup> | 84953 | 654138 |
| &nbsp;&nbsp;&nbsp;Cigna | 1978 | 626373 |
| &nbsp;&nbsp;&nbsp;Cytokinetics <sup>\*</sup> | 15088 | 640938 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 1261 | 630487 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics <sup>\*</sup> | 27372 | 163137 |
| &nbsp;&nbsp;&nbsp;Humana | 1189 | 608411 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 429 | 657623 |
| &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals <sup>\*</sup> | 29460 | 640166 |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 4560 | 636029 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare <sup>\*</sup> | 13873 | 760934 |
| &nbsp;&nbsp;&nbsp;United Therapeutics <sup>\*</sup> | 2325 | 611870 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W <sup>\*</sup> | 53884 | 655230 |
|  |  | 7966911 |
| Industrials — 7.1% |  |  |
| &nbsp;&nbsp;&nbsp;Avis Budget Group <sup>\*</sup> | 2574 | 514903 |
| &nbsp;&nbsp;&nbsp;Enovix <sup>\* (A)</sup> | 41088 | 326238 |
| &nbsp;&nbsp;&nbsp;Ferguson | 5011 | 713266 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 16690 | 679116 |
| &nbsp;&nbsp;&nbsp;TransDigm Group <sup>\*</sup> | 977 | 701242 |
| &nbsp;&nbsp;&nbsp;Uber Technologies <sup>\*</sup> | 19318 | 597506 |
|  |  | 3532271 |
| Information Technology — 16.1% |  |  |
| &nbsp;&nbsp;&nbsp;Apple | 4023 | 580479 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 7082 | 529804 |
| &nbsp;&nbsp;&nbsp;Elastic <sup>\*</sup> | 9092 | 534973 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 6039 | 644241 |
| &nbsp;&nbsp;&nbsp;GoDaddy, Cl A <sup>\*</sup> | 8032 | 659668 |
| &nbsp;&nbsp;&nbsp;Microsoft | 2520 | 624481 |
| &nbsp;&nbsp;&nbsp;New Relic <sup>\*</sup> | 10203 | 622893 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 3756 | 595852 |
| &nbsp;&nbsp;&nbsp;Pegasystems | 15810 | 614693 |
| &nbsp;&nbsp;&nbsp;Snowflake, Cl A <sup>\*</sup> | 3729 | 583365 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 2905 | 668760 |
| &nbsp;&nbsp;&nbsp;VMware, Cl A <sup>\*</sup> | 5245 | 642355 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 3794 | 688345 |
|  |  | 7989909 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Guru<sup>®</sup> Index ETF** | **Global X Guru<sup>®</sup> Index ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;Berry Global Group | 11406 | $704093 |
| &nbsp;&nbsp;&nbsp;Element Solutions | 31936 | 654049 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 6152 | 691854 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 2509 | 593604 |
|  |  | 2643600 |
| Real Estate — 4.1% |  |  |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 2777 | 620354 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 5410 | 699405 |
| &nbsp;&nbsp;&nbsp;Zillow Group, Cl C <sup>\*</sup> | 16156 | 714257 |
|  |  | 2034016 |
| Utilities — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;Vistra | 26602 | 613442 |
| TOTAL UNITED STATES |  | 42439164 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $50,356,090) |  | 49027399 |
| **MASTER LIMITED PARTNERSHIP — 1.2%** |  |  |
| **UNITED STATES— 1.2%** |  |  |
| Industrials — 1.2% |  |  |
| &nbsp;&nbsp;&nbsp;Icahn Enterprises |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $500,707) | 11274 | 606090 |
| **SHORT-TERM INVESTMENT<sup>(B)(C)</sup> — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio, Cl Institutional, 4.240% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $394,274) | 394274 | 394274 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X Guru<sup>®</sup> Index ETF** | **Global X Guru<sup>®</sup> Index ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Face Amount** | **Value** |
| **REPURCHASE AGREEMENT<sup>(B)</sup> — 2.7%** |  |  |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, dated 01/31/2023, to be repurchased on 02/01/2023, repurchase price $1,341,124 (collateralized by various U.S. Treasury Obligations, ranging in par value $82,845 - $102,023, 1.000% - 2.125%, 12/15/2024 - 05/15/2025, with a total market value of $1,366,027) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $1,340,967) | $1340967 | $1340967 |
| TOTAL INVESTMENTS — 103.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $52,592,038) |  | $51368730 |

---

*Percentages are based on Net Assets of $49,642,417.*

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *This security or a partial position of this security is on loan at January 31, 2023.* 

*(B)* *Security was purchased with cash collateral held from securities on loan.* 

*(C)* *The rate reported on the Schedule of Investments is the 7-day effective yield as of January 31, 2023.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*49027399* | $*—* | $*—* | $*49027399* |
| &nbsp;&nbsp;&nbsp;*Master Limited Partnership* | *606090* | *—* | *—* | *606090* |
| &nbsp;&nbsp;&nbsp;*Short-Term Investment* | *394274* | *—* | *—* | *394274* |
| &nbsp;&nbsp;&nbsp;*Repurchase Agreement* | *—* | *1340967* | *—* | *1340967* |
| *Total Investments in Securities* | $*50027763* | $*1340967* | $*—* | $*51368730* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.7%(A)** |  |  |
| **CHINA — 0.2%** |  |  |
| Information Technology — 0.2% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 26 | $4792 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 46 | 15223 |
| **UNITED STATES — 99.0%** |  |  |
| Communication Services — 7.8% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 64 | 4900 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 545 | 53868 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 483 | 48237 |
| &nbsp;&nbsp;&nbsp;AT&T | 646 | 13159 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 11 | 4227 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 390 | 15346 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 17 | 245 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 26 | 3346 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 25 | 849 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 10 | 317 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 33 | 1203 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment <sup>\*</sup> | 12 | 966 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 72 | 378 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 24 | 1299 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 205 | 30539 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 40 | 14154 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 30 | 608 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 6 | 123 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 16 | 1376 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 41 | 950 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 14 | 1585 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 57 | 8511 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 381 | 15838 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 166 | 18009 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 194 | 2875 |
|  |  | 242908 |
| Consumer Discretionary — 10.5% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 5 | 761 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 810 | 83535 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 24 | $2714 |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 2 | 4878 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 26 | 1196 |
| &nbsp;&nbsp;&nbsp;Best Buy | 22 | 1952 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 3 | 7302 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 26 | 1229 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment <sup>\*</sup> | 18 | 937 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 13 | 916 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 68 | 736 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 2 | 3293 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 13 | 1924 |
| &nbsp;&nbsp;&nbsp;Dollar General | 22 | 5139 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 19 | 2853 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 3 | 1059 |
| &nbsp;&nbsp;&nbsp;DR Horton | 26 | 2566 |
| &nbsp;&nbsp;&nbsp;eBay | 55 | 2723 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 13 | 1789 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 13 | 1486 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 344 | 4647 |
| &nbsp;&nbsp;&nbsp;Garmin | 13 | 1285 |
| &nbsp;&nbsp;&nbsp;General Motors | 127 | 4994 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 12 | 2014 |
| &nbsp;&nbsp;&nbsp;Hasbro | 10 | 592 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 26 | 3772 |
| &nbsp;&nbsp;&nbsp;Home Depot | 94 | 30472 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 26 | 1534 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 26 | 2662 |
| &nbsp;&nbsp;&nbsp;LKQ | 26 | 1533 |
| &nbsp;&nbsp;&nbsp;Lowe's | 56 | 11662 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 24 | 4180 |
| &nbsp;&nbsp;&nbsp;McDonald's | 66 | 17648 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 27 | 1118 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 4 | 480 |
| &nbsp;&nbsp;&nbsp;Newell Brands | 28 | 447 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 114 | 14516 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 33 | 502 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 6 | 4754 |
| &nbsp;&nbsp;&nbsp;Pool | 3 | 1157 |
| &nbsp;&nbsp;&nbsp;PulteGroup | 26 | 1479 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 3 | $372 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 34 | 4019 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises <sup>\*</sup> | 19 | 1234 |
| &nbsp;&nbsp;&nbsp;Starbucks | 104 | 11351 |
| &nbsp;&nbsp;&nbsp;Tapestry | 20 | 911 |
| &nbsp;&nbsp;&nbsp;Target | 41 | 7058 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 245 | 42439 |
| &nbsp;&nbsp;&nbsp;TJX | 105 | 8595 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 9 | 2052 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 4 | 2056 |
| &nbsp;&nbsp;&nbsp;VF | 27 | 835 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 4 | 622 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 13 | 1347 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 25 | 3263 |
|  |  | 326590 |
| Consumer Staples — 6.7% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 162 | 7296 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 52 | 4308 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 13 | 865 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 13 | 675 |
| &nbsp;&nbsp;&nbsp;Church & Dwight | 21 | 1698 |
| &nbsp;&nbsp;&nbsp;Clorox | 13 | 1881 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 358 | 21953 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 75 | 5590 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 39 | 1450 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 14 | 3241 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 41 | 20957 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 21 | 5819 |
| &nbsp;&nbsp;&nbsp;General Mills | 52 | 4075 |
| &nbsp;&nbsp;&nbsp;Hershey | 13 | 2920 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 25 | 1133 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 9 | 1375 |
| &nbsp;&nbsp;&nbsp;Kellogg | 26 | 1783 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 75 | 2646 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 30 | 3900 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 71 | 2878 |
| &nbsp;&nbsp;&nbsp;Kroger | 58 | 2588 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 12 | 1199 |
| &nbsp;&nbsp;&nbsp;McCormick | 22 | 1653 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 13 | $683 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 123 | 8049 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 34 | 3539 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 127 | 21720 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 141 | 14698 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 216 | 30754 |
| &nbsp;&nbsp;&nbsp;Sysco | 45 | 3486 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 25 | 1644 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 63 | 2322 |
| &nbsp;&nbsp;&nbsp;Walmart | 128 | 18415 |
|  |  | 207193 |
| Energy — 5.0% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 27 | 1197 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 89 | 2825 |
| &nbsp;&nbsp;&nbsp;Chevron | 162 | 28191 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 113 | 13771 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 63 | 1577 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 58 | 3668 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 15 | 2192 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 52 | 6877 |
| &nbsp;&nbsp;&nbsp;EQT | 31 | 1013 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 375 | 43504 |
| &nbsp;&nbsp;&nbsp;Halliburton | 78 | 3215 |
| &nbsp;&nbsp;&nbsp;Hess | 25 | 3754 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 172 | 3148 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 68 | 1868 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 46 | 5912 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 65 | 4211 |
| &nbsp;&nbsp;&nbsp;ONEOK | 40 | 2739 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 42 | 4211 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 21 | 4837 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 128 | 7294 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 19 | 1425 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 35 | 4901 |
| &nbsp;&nbsp;&nbsp;Williams | 109 | 3514 |
|  |  | 155844 |
| Financials — 11.6% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 50 | 3675 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Allstate | 26 | $3340 |
| &nbsp;&nbsp;&nbsp;American Express | 54 | 9446 |
| &nbsp;&nbsp;&nbsp;American International Group | 67 | 4236 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 9 | 3151 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 19 | 6055 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 32 | 2059 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 21 | 4110 |
| &nbsp;&nbsp;&nbsp;Assurant | 4 | 530 |
| &nbsp;&nbsp;&nbsp;Bank of America | 635 | 22530 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 65 | 3287 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 164 | 51089 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 14 | 10629 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 20 | 1171 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 34 | 4046 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 9 | 1106 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 138 | 10684 |
| &nbsp;&nbsp;&nbsp;Chubb | 39 | 8872 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 14 | 1584 |
| &nbsp;&nbsp;&nbsp;Citigroup | 175 | 9139 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 39 | 1690 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 32 | 5653 |
| &nbsp;&nbsp;&nbsp;Comerica | 11 | 806 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 24 | 2802 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 3 | 1049 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 3 | 1269 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 60 | 2177 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 16 | 2254 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 23 | 718 |
| &nbsp;&nbsp;&nbsp;Globe Life | 8 | 967 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 31 | 11340 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 26 | 2018 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 126 | 1911 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 49 | 5270 |
| &nbsp;&nbsp;&nbsp;Invesco | 26 | 481 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 266 | 37229 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 80 | 1535 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 11 | 390 |
| &nbsp;&nbsp;&nbsp;Loews | 13 | 799 |
| &nbsp;&nbsp;&nbsp;M&T Bank | 17 | 2652 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 3 | $1092 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 45 | 7871 |
| &nbsp;&nbsp;&nbsp;MetLife | 65 | 4746 |
| &nbsp;&nbsp;&nbsp;Moody's | 14 | 4519 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 123 | 11972 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 7 | 3721 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 27 | 1625 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 18 | 1745 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 36 | 5955 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 20 | 1851 |
| &nbsp;&nbsp;&nbsp;Progressive | 52 | 7090 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 33 | 3463 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 17 | 1917 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 81 | 1907 |
| &nbsp;&nbsp;&nbsp;S&P Global | 31 | 11623 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 5 | 645 |
| &nbsp;&nbsp;&nbsp;State Street | 32 | 2923 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 5 | 1512 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 39 | 1432 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 22 | 2562 |
| &nbsp;&nbsp;&nbsp;Travelers | 21 | 4014 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 130 | 6421 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 122 | 6076 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 18 | 1263 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 346 | 16217 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 11 | 2796 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 12 | 638 |
|  |  | 361345 |
| Health Care — 14.7% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 161 | 17798 |
| &nbsp;&nbsp;&nbsp;AbbVie | 161 | 23788 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 26 | 3954 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 6 | 1618 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 16 | 2703 |
| &nbsp;&nbsp;&nbsp;Amgen | 48 | 12115 |
| &nbsp;&nbsp;&nbsp;Baxter International | 44 | 2010 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 26 | 6558 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 13 | 3782 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Cl A <sup>\*</sup> | 2 | 935 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 13 | $1036 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 129 | 5966 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 193 | 14021 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 26 | 2008 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 15 | 803 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 51 | 3888 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 4 | 973 |
| &nbsp;&nbsp;&nbsp;Cigna | 28 | 8867 |
| &nbsp;&nbsp;&nbsp;Cooper | 4 | 1396 |
| &nbsp;&nbsp;&nbsp;CVS Health | 119 | 10498 |
| &nbsp;&nbsp;&nbsp;Danaher | 59 | 15598 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 4 | 330 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 17 | 626 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 35 | 3748 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 55 | 4218 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 22 | 11000 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 71 | 24435 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 33 | 2294 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 114 | 9569 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 19 | 4846 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 11 | 948 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 26 | 2116 |
| &nbsp;&nbsp;&nbsp;Humana | 12 | 6140 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 8 | 3844 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 13 | 2785 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 13 | 1107 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 33 | 8108 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 18 | 4129 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 238 | 38894 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 8 | 2017 |
| &nbsp;&nbsp;&nbsp;McKesson | 13 | 4923 |
| &nbsp;&nbsp;&nbsp;Medtronic | 120 | 10043 |
| &nbsp;&nbsp;&nbsp;Merck | 233 | 25026 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 2 | 3066 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 31 | 5458 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 5 | 1559 |
| &nbsp;&nbsp;&nbsp;Organon | 20 | 603 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 11 | 1513 |
| &nbsp;&nbsp;&nbsp;Pfizer | 516 | 22787 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 10 | $1485 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 10 | 7585 |
| &nbsp;&nbsp;&nbsp;ResMed | 13 | 2969 |
| &nbsp;&nbsp;&nbsp;STERIS | 10 | 2065 |
| &nbsp;&nbsp;&nbsp;Stryker | 30 | 7614 |
| &nbsp;&nbsp;&nbsp;Teleflex | 4 | 974 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 36 | 20532 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 85 | 42431 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 8 | 1186 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 23 | 7431 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W | 103 | 1252 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 5 | 1643 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 6 | 1594 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 19 | 2419 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 42 | 6951 |
|  |  | 454578 |
| Industrials — 8.3% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 52 | 5984 |
| &nbsp;&nbsp;&nbsp;A O Smith | 10 | 677 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 10 | 513 |
| &nbsp;&nbsp;&nbsp;Allegion | 7 | 823 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 53 | 855 |
| &nbsp;&nbsp;&nbsp;AMETEK | 20 | 2898 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 51 | 10863 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 74 | 3369 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 47 | 11858 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 13 | 1302 |
| &nbsp;&nbsp;&nbsp;Cintas | 8 | 3550 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 42 | 2798 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 36 | 2804 |
| &nbsp;&nbsp;&nbsp;CSX | 198 | 6122 |
| &nbsp;&nbsp;&nbsp;Cummins | 13 | 3244 |
| &nbsp;&nbsp;&nbsp;Deere | 25 | 10571 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 56 | 2190 |
| &nbsp;&nbsp;&nbsp;Dover | 12 | 1822 |
| &nbsp;&nbsp;&nbsp;Eaton | 36 | 5840 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 52 | 4691 |
| &nbsp;&nbsp;&nbsp;Equifax | 10 | 2222 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington | 13 | 1406 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Fastenal | 51 | $2578 |
| &nbsp;&nbsp;&nbsp;FedEx | 21 | 4071 |
| &nbsp;&nbsp;&nbsp;Fortive | 29 | 1973 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 5 | 603 |
| &nbsp;&nbsp;&nbsp;General Dynamics | 20 | 4661 |
| &nbsp;&nbsp;&nbsp;General Electric | 99 | 7968 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 61 | 12717 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 39 | 1587 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries | 3 | 662 |
| &nbsp;&nbsp;&nbsp;IDEX | 6 | 1438 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 25 | 5901 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 35 | 1960 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions | 13 | 1606 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 7 | 1323 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 62 | 4313 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies | 17 | 3652 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings | 12 | 1186 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin | 21 | 9728 |
| &nbsp;&nbsp;&nbsp;Masco | 26 | 1383 |
| &nbsp;&nbsp;&nbsp;Nordson | 5 | 1217 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 21 | 5162 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman | 13 | 5825 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 9 | 2999 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 37 | 3043 |
| &nbsp;&nbsp;&nbsp;PACCAR | 35 | 3826 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 11 | 3586 |
| &nbsp;&nbsp;&nbsp;Pentair | 13 | 720 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 12 | 1826 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies | 136 | 13580 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 18 | 2247 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 9 | 756 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 10 | 2820 |
| &nbsp;&nbsp;&nbsp;Rollins | 16 | 582 |
| &nbsp;&nbsp;&nbsp;Snap-On | 4 | 995 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 52 | 1860 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 12 | 1072 |
| &nbsp;&nbsp;&nbsp;Textron | 16 | 1166 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 20 | 3582 |
| &nbsp;&nbsp;&nbsp;TransDigm Group | 5 | 3589 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Union Pacific | 57 | $11639 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 26 | 1273 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 66 | 12225 |
| &nbsp;&nbsp;&nbsp;United Rentals | 6 | 2646 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 13 | 2363 |
| &nbsp;&nbsp;&nbsp;Waste Management | 34 | 5261 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 16 | 1661 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 4 | 2358 |
| &nbsp;&nbsp;&nbsp;Xylem | 16 | 1664 |
|  |  | 257255 |
| Information Technology — 26.4% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 57 | 15906 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 42 | 15554 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 146 | 10972 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 13 | 1156 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 52 | 4148 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 48 | 8231 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 7 | 1865 |
| &nbsp;&nbsp;&nbsp;Apple | 1358 | 195946 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 80 | 8919 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 24 | 3024 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 19 | 4088 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 38 | 8581 |
| &nbsp;&nbsp;&nbsp;Broadcom | 37 | 21645 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 10 | 1504 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 26 | 4754 |
| &nbsp;&nbsp;&nbsp;CDW | 12 | 2352 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 13 | 940 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 380 | 18495 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 45 | 3004 |
| &nbsp;&nbsp;&nbsp;Corning | 67 | 2319 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 18 | 517 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 13 | 2878 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 5 | 1663 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 4 | 591 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 53 | 3977 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 9 | 1598 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 57 | 6081 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 6 | 1253 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 58 | $3036 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 8 | 2705 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 49 | 1128 |
| &nbsp;&nbsp;&nbsp;Global Payments | 24 | 2705 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 112 | 1807 |
| &nbsp;&nbsp;&nbsp;HP | 92 | 2681 |
| &nbsp;&nbsp;&nbsp;Intel | 389 | 10993 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 82 | 11048 |
| &nbsp;&nbsp;&nbsp;Intuit | 26 | 10989 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 8 | 1441 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 27 | 872 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 16 | 2870 |
| &nbsp;&nbsp;&nbsp;KLA | 13 | 5102 |
| &nbsp;&nbsp;&nbsp;Lam Research | 13 | 6501 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 78 | 28907 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 49 | 3803 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 98 | 5909 |
| &nbsp;&nbsp;&nbsp;Microsoft | 677 | 167767 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 4 | 1706 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 15 | 3855 |
| &nbsp;&nbsp;&nbsp;NetApp | 18 | 1192 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 226 | 44154 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 45 | 3305 |
| &nbsp;&nbsp;&nbsp;Oracle | 139 | 12296 |
| &nbsp;&nbsp;&nbsp;Paychex | 32 | 3708 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 4 | 1296 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 103 | 8393 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 9 | 1214 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 8 | 869 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 102 | 13587 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 9 | 3841 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 90 | 15117 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 16 | 1084 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 19 | 8647 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 13 | 1426 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 6 | 1915 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 15 | 5306 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 28 | 3560 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 4 | 1697 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Teradyne | 13 | $1322 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 84 | 14886 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 26 | 1510 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 3 | 968 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 10 | 2181 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 149 | 34301 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 26 | 1143 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 4 | 1265 |
|  |  | 817969 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 20 | 6410 |
| &nbsp;&nbsp;&nbsp;Albemarle | 12 | 3377 |
| &nbsp;&nbsp;&nbsp;Amcor | 129 | 1556 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 9 | 1705 |
| &nbsp;&nbsp;&nbsp;Ball | 27 | 1572 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 8 | 986 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 16 | 1355 |
| &nbsp;&nbsp;&nbsp;Corteva | 64 | 4125 |
| &nbsp;&nbsp;&nbsp;Dow | 63 | 3739 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 44 | 3254 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 13 | 1146 |
| &nbsp;&nbsp;&nbsp;Ecolab | 22 | 3406 |
| &nbsp;&nbsp;&nbsp;FMC | 13 | 1731 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 128 | 5711 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 22 | 2474 |
| &nbsp;&nbsp;&nbsp;International Paper | 39 | 1631 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 26 | 2514 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 5 | 1798 |
| &nbsp;&nbsp;&nbsp;Mosaic | 29 | 1437 |
| &nbsp;&nbsp;&nbsp;Newmont | 78 | 4129 |
| &nbsp;&nbsp;&nbsp;Nucor | 26 | 4394 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 10 | 1427 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 23 | 2998 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 12 | 657 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 23 | 5442 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics | 15 | 1810 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 13 | 2383 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Westrock | 21 | $824 |
|  |  | 73991 |
| Real Estate — 2.7% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 13 | 2090 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 42 | 9382 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 12 | 2129 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 12 | 895 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 9 | 1109 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 26 | 2223 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 39 | 5776 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 25 | 2866 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 8 | 5905 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 35 | 2228 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 5 | 1130 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 12 | 1894 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 5 | 558 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties <sup>‡</sup> | 46 | 1264 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 60 | 1131 |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 50 | 1625 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 25 | 1365 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 53 | 1190 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 9 | 1501 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 83 | 10730 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 15 | 4565 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 56 | 3798 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 13 | 866 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 9 | 2678 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 33 | 4239 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 26 | 1107 |
| &nbsp;&nbsp;&nbsp;Ventas <sup>‡</sup> | 42 | 2176 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Cl A <sup>‡</sup> | 99 | 3384 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 39 | 2927 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 65 | 2238 |
|  |  | 84969 |
| Utilities — 2.9% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 55 | 1508 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 26 | 1405 |
| &nbsp;&nbsp;&nbsp;Ameren | 26 | 2259 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 46 | $4322 |
| &nbsp;&nbsp;&nbsp;American Water Works | 16 | 2504 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 12 | 1410 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 52 | 1566 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 25 | 1580 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 32 | 3050 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 29 | 2475 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 75 | 4773 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 17 | 1978 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 70 | 7171 |
| &nbsp;&nbsp;&nbsp;Edison International | 40 | 2756 |
| &nbsp;&nbsp;&nbsp;Entergy | 17 | 1841 |
| &nbsp;&nbsp;&nbsp;Evergy | 20 | 1253 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 31 | 2552 |
| &nbsp;&nbsp;&nbsp;Exelon | 89 | 3755 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 48 | 1966 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 180 | 13433 |
| &nbsp;&nbsp;&nbsp;NiSource | 34 | 944 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 26 | 890 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 142 | 2258 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 13 | 969 |
| &nbsp;&nbsp;&nbsp;PPL | 64 | 1894 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 42 | 2601 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 31 | 4970 |
| &nbsp;&nbsp;&nbsp;Southern | 97 | 6565 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 26 | 2444 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 49 | 3370 |
|  |  | 90462 |
| TOTAL UNITED STATES |  | 3073104 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,335,378) |  | 3093119 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Tail Risk ETF** | **Global X S&P 500<sup>®</sup> Tail Risk ETF** |

---

---

| | |
|:---|:---|
|  | **Value** |
| **PURCHASED OPTIONS — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;(Cost $43,197) | $5694 |
| TOTAL INVESTMENTS — 99.9% |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,378,575) | $3098813 |

---

*Percentages are based on Net Assets of $3,102,588.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **PURCHASED OPTIONS — 0.2%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | 16 | $555200 | $347.00 | 03/17/23 | $1224 |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | 6 | 2082000 | 3470.00 | 03/17/23 | 4470 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $2637200 |  |  | $5694 |

---

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $3,093,119.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*3093119* | $*—* | $*—* | $*3093119* |
| &nbsp;&nbsp;&nbsp;*Purchased Options* | *5694* | *—* | *—* | *5694* |
| *Total Investments in Securities* | $*3098813* | $*—* | $*—* | $*3098813* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 104.3%(A)** |  |  |
| **CHINA — 0.1%** |  |  |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 198 | $36494 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 381 | 126088 |
| **UNITED STATES — 103.7%** |  |  |
| Communication Services — 8.2% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 567 | 43415 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 4616 | 456245 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 4096 | 409067 |
| &nbsp;&nbsp;&nbsp;AT&T | 5515 | 112341 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 90 | 34588 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 3367 | 132491 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 242 | 3482 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 198 | 25479 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 242 | 8213 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 121 | 3836 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 282 | 10282 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment <sup>\*</sup> | 121 | 9739 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 774 | 4063 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 242 | 13097 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 1743 | 259655 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 346 | 122436 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 339 | 6868 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 121 | 2473 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 138 | 11867 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 385 | 8917 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 130 | 14720 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 458 | 68384 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 3261 | 135560 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 1414 | 153405 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 1621 | 24023 |
|  |  | 2074646 |
| Consumer Discretionary — 10.9% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 41 | 6244 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 6867 | 708194 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 201 | $22731 |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 13 | 31705 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 152 | 6994 |
| &nbsp;&nbsp;&nbsp;Best Buy | 165 | 14639 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 27 | 65721 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 150 | 7092 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment <sup>\*</sup> | 134 | 6976 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 121 | 8524 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 657 | 7109 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 19 | 31281 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 97 | 14353 |
| &nbsp;&nbsp;&nbsp;Dollar General | 170 | 39712 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 168 | 25230 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 24 | 8472 |
| &nbsp;&nbsp;&nbsp;DR Horton | 233 | 22995 |
| &nbsp;&nbsp;&nbsp;eBay | 403 | 19949 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 97 | 13345 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 121 | 13830 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 2979 | 40246 |
| &nbsp;&nbsp;&nbsp;Garmin | 121 | 11964 |
| &nbsp;&nbsp;&nbsp;General Motors | 1100 | 43252 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 108 | 18125 |
| &nbsp;&nbsp;&nbsp;Hasbro | 121 | 7160 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 206 | 29889 |
| &nbsp;&nbsp;&nbsp;Home Depot | 801 | 259660 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 238 | 14042 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 187 | 19149 |
| &nbsp;&nbsp;&nbsp;LKQ | 186 | 10967 |
| &nbsp;&nbsp;&nbsp;Lowe's | 480 | 99960 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 210 | 36578 |
| &nbsp;&nbsp;&nbsp;McDonald's | 573 | 153220 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 279 | 11553 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 23 | 2761 |
| &nbsp;&nbsp;&nbsp;Newell Brands | 329 | 5251 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 973 | 123892 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 345 | 5247 |
| &nbsp;&nbsp;&nbsp;NVR <sup>\*</sup> | 2 | 10540 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 43 | 34071 |
| &nbsp;&nbsp;&nbsp;Pool | 27 | 10411 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;PulteGroup | 169 | $9614 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 31 | 3839 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 265 | 31320 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises <sup>\*</sup> | 153 | 9936 |
| &nbsp;&nbsp;&nbsp;Starbucks | 874 | 95388 |
| &nbsp;&nbsp;&nbsp;Tapestry | 181 | 8248 |
| &nbsp;&nbsp;&nbsp;Target | 352 | 60593 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 2085 | 361164 |
| &nbsp;&nbsp;&nbsp;TJX | 890 | 72855 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 82 | 18695 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 35 | 17989 |
| &nbsp;&nbsp;&nbsp;VF | 242 | 7488 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 34 | 5290 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 95 | 9846 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 213 | 27799 |
|  |  | 2763098 |
| Consumer Staples — 7.0% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 1365 | 61480 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 424 | 35128 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 153 | 10187 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 166 | 8620 |
| &nbsp;&nbsp;&nbsp;Church & Dwight | 194 | 15687 |
| &nbsp;&nbsp;&nbsp;Clorox | 108 | 15626 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 3026 | 185554 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 630 | 46954 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 359 | 13351 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 120 | 27782 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 346 | 176854 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 173 | 47935 |
| &nbsp;&nbsp;&nbsp;General Mills | 449 | 35184 |
| &nbsp;&nbsp;&nbsp;Hershey | 121 | 27177 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 242 | 10965 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 77 | 11766 |
| &nbsp;&nbsp;&nbsp;Kellogg | 221 | 15156 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 647 | 22826 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 258 | 33543 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 591 | 23953 |
| &nbsp;&nbsp;&nbsp;Kroger | 501 | 22360 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 121 | 12087 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;McCormick | 198 | $14874 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 121 | 6362 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 1043 | 68254 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 287 | 29871 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 1073 | 183504 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 1204 | 125505 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 1841 | 262122 |
| &nbsp;&nbsp;&nbsp;Sysco | 381 | 29512 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 242 | 15911 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 559 | 20605 |
| &nbsp;&nbsp;&nbsp;Walmart | 1092 | 157106 |
|  |  | 1773801 |
| Energy — 5.3% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 276 | 12235 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 813 | 25805 |
| &nbsp;&nbsp;&nbsp;Chevron | 1371 | 238581 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 974 | 118701 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 607 | 15193 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 491 | 31051 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 135 | 19726 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 446 | 58983 |
| &nbsp;&nbsp;&nbsp;EQT | 296 | 9670 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 3180 | 368912 |
| &nbsp;&nbsp;&nbsp;Halliburton | 722 | 29761 |
| &nbsp;&nbsp;&nbsp;Hess | 209 | 31383 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 1576 | 28841 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 493 | 13543 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 362 | 46524 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 563 | 36477 |
| &nbsp;&nbsp;&nbsp;ONEOK | 363 | 24858 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 362 | 36298 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 182 | 41924 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 1073 | 61140 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 182 | 13654 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 287 | 40189 |
| &nbsp;&nbsp;&nbsp;Williams | 943 | 30402 |
|  |  | 1333851 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — 12.2% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 432 | $31752 |
| &nbsp;&nbsp;&nbsp;Allstate | 208 | 26722 |
| &nbsp;&nbsp;&nbsp;American Express | 457 | 79943 |
| &nbsp;&nbsp;&nbsp;American International Group | 572 | 36162 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 82 | 28710 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 159 | 50670 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 304 | 19562 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 162 | 31707 |
| &nbsp;&nbsp;&nbsp;Assurant | 48 | 6364 |
| &nbsp;&nbsp;&nbsp;Bank of America | 5427 | 192550 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 548 | 27712 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 1400 | 436128 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 119 | 90346 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 195 | 11419 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 298 | 35462 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 76 | 9339 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 1182 | 91510 |
| &nbsp;&nbsp;&nbsp;Chubb | 319 | 72569 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 121 | 13691 |
| &nbsp;&nbsp;&nbsp;Citigroup | 1473 | 76920 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 360 | 15595 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 271 | 47875 |
| &nbsp;&nbsp;&nbsp;Comerica | 121 | 8871 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 203 | 23696 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 27 | 9442 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 26 | 10996 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 524 | 19016 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 143 | 20146 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 242 | 7550 |
| &nbsp;&nbsp;&nbsp;Globe Life | 63 | 7614 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 260 | 95111 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 237 | 18394 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 1182 | 17931 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 423 | 45494 |
| &nbsp;&nbsp;&nbsp;Invesco | 246 | 4553 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 2271 | 317849 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 750 | 14393 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 121 | 4287 |
| &nbsp;&nbsp;&nbsp;Loews | 161 | 9898 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;M&T Bank | 141 | $21996 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 26 | 9460 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 379 | 66291 |
| &nbsp;&nbsp;&nbsp;MetLife | 504 | 36802 |
| &nbsp;&nbsp;&nbsp;Moody's | 119 | 38407 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 1011 | 98401 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 70 | 37209 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 247 | 14867 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 166 | 16097 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 312 | 51614 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 168 | 15548 |
| &nbsp;&nbsp;&nbsp;Progressive | 445 | 60676 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 277 | 29068 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 146 | 16464 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 750 | 17655 |
| &nbsp;&nbsp;&nbsp;S&P Global | 259 | 97110 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 43 | 5545 |
| &nbsp;&nbsp;&nbsp;State Street | 271 | 24750 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 46 | 13912 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 339 | 12452 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 167 | 19451 |
| &nbsp;&nbsp;&nbsp;Travelers | 167 | 31917 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 1000 | 49390 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 1023 | 50945 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 161 | 11293 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 2941 | 137845 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 82 | 20844 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 121 | 6432 |
|  |  | 3080390 |
| Health Care — 15.4% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 1352 | 149464 |
| &nbsp;&nbsp;&nbsp;AbbVie | 1371 | 202565 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 229 | 34826 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 53 | 14296 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 121 | 20444 |
| &nbsp;&nbsp;&nbsp;Amgen | 408 | 102979 |
| &nbsp;&nbsp;&nbsp;Baxter International | 416 | 19007 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 229 | 57758 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 109 | 31708 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Cl A <sup>\*</sup> | 13 | $6077 |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 120 | 9559 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 1082 | 50043 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 1649 | 119800 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 199 | 15373 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 151 | 8086 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 447 | 34079 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 34 | 8271 |
| &nbsp;&nbsp;&nbsp;Cigna | 237 | 75051 |
| &nbsp;&nbsp;&nbsp;Cooper | 33 | 11515 |
| &nbsp;&nbsp;&nbsp;CVS Health | 1010 | 89102 |
| &nbsp;&nbsp;&nbsp;Danaher | 506 | 133776 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 24 | 1977 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 145 | 5340 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 293 | 31377 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 466 | 35742 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 191 | 95498 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 613 | 210964 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 274 | 19049 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 969 | 81338 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 161 | 41066 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 121 | 10424 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 218 | 17739 |
| &nbsp;&nbsp;&nbsp;Humana | 103 | 52705 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 65 | 31233 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 121 | 25918 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 157 | 13367 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 271 | 66582 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 141 | 32347 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 2025 | 330926 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 67 | 16892 |
| &nbsp;&nbsp;&nbsp;McKesson | 109 | 41276 |
| &nbsp;&nbsp;&nbsp;Medtronic | 1010 | 84527 |
| &nbsp;&nbsp;&nbsp;Merck | 1968 | 211383 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 15 | 22994 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 254 | 44719 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 40 | 12473 |
| &nbsp;&nbsp;&nbsp;Organon | 242 | 7291 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 111 | 15266 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Pfizer | 4365 | $192758 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 89 | 13215 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 89 | 67504 |
| &nbsp;&nbsp;&nbsp;ResMed | 114 | 26034 |
| &nbsp;&nbsp;&nbsp;STERIS | 88 | 18173 |
| &nbsp;&nbsp;&nbsp;Stryker | 255 | 64722 |
| &nbsp;&nbsp;&nbsp;Teleflex | 32 | 7789 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 311 | 177373 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 723 | 360914 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 46 | 6818 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 208 | 67205 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W | 992 | 12063 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 40 | 13143 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 52 | 13811 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 167 | 21266 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 355 | 58749 |
|  |  | 3875729 |
| Industrials — 8.7% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 421 | 48449 |
| &nbsp;&nbsp;&nbsp;A O Smith | 121 | 8192 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 121 | 6212 |
| &nbsp;&nbsp;&nbsp;Allegion | 86 | 10109 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 508 | 8199 |
| &nbsp;&nbsp;&nbsp;AMETEK | 171 | 24781 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 438 | 93294 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 627 | 28547 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 402 | 101421 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 87 | 8715 |
| &nbsp;&nbsp;&nbsp;Cintas | 75 | 33280 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 357 | 23780 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 326 | 25395 |
| &nbsp;&nbsp;&nbsp;CSX | 1609 | 49750 |
| &nbsp;&nbsp;&nbsp;Cummins | 105 | 26202 |
| &nbsp;&nbsp;&nbsp;Deere | 215 | 90911 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 508 | 19863 |
| &nbsp;&nbsp;&nbsp;Dover | 121 | 18371 |
| &nbsp;&nbsp;&nbsp;Eaton | 303 | 49150 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 447 | 40328 |
| &nbsp;&nbsp;&nbsp;Equifax | 92 | 20442 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington | 119 | $12870 |
| &nbsp;&nbsp;&nbsp;Fastenal | 446 | 22545 |
| &nbsp;&nbsp;&nbsp;FedEx | 181 | 35089 |
| &nbsp;&nbsp;&nbsp;Fortive | 265 | 18028 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 43 | 5186 |
| &nbsp;&nbsp;&nbsp;General Dynamics | 168 | 39154 |
| &nbsp;&nbsp;&nbsp;General Electric | 835 | 67201 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 514 | 107159 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 271 | 11027 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries | 27 | 5955 |
| &nbsp;&nbsp;&nbsp;IDEX | 51 | 12224 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 214 | 50512 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 296 | 16576 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions | 92 | 11367 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 61 | 11532 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 516 | 35898 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies | 152 | 32653 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings | 121 | 11960 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin | 174 | 80607 |
| &nbsp;&nbsp;&nbsp;Masco | 168 | 8938 |
| &nbsp;&nbsp;&nbsp;Nordson | 36 | 8759 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 176 | 43262 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman | 111 | 49732 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 70 | 23327 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 314 | 25820 |
| &nbsp;&nbsp;&nbsp;PACCAR | 280 | 30607 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 97 | 31622 |
| &nbsp;&nbsp;&nbsp;Pentair | 121 | 6701 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 121 | 18415 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies | 1127 | 112531 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 161 | 20096 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 99 | 8312 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 86 | 24255 |
| &nbsp;&nbsp;&nbsp;Rollins | 208 | 7571 |
| &nbsp;&nbsp;&nbsp;Snap-On | 36 | 8954 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 484 | 17313 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 121 | 10806 |
| &nbsp;&nbsp;&nbsp;Textron | 158 | 11510 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 177 | 31704 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;TransDigm Group | 38 | $27274 |
| &nbsp;&nbsp;&nbsp;Union Pacific | 477 | 97399 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 242 | 11848 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 569 | 105396 |
| &nbsp;&nbsp;&nbsp;United Rentals | 51 | 22488 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 116 | 21088 |
| &nbsp;&nbsp;&nbsp;Waste Management | 283 | 43789 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 144 | 14949 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 31 | 18274 |
| &nbsp;&nbsp;&nbsp;Xylem | 151 | 15705 |
|  |  | 2201379 |
| Information Technology — 27.5% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 487 | 135897 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 361 | 133693 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 1231 | 92510 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 121 | 10763 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 462 | 36854 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 394 | 67559 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 65 | 17313 |
| &nbsp;&nbsp;&nbsp;Apple | 11570 | 1669435 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 650 | 72468 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 189 | 23818 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 162 | 34856 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 325 | 73388 |
| &nbsp;&nbsp;&nbsp;Broadcom | 320 | 187203 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 88 | 13232 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 206 | 37663 |
| &nbsp;&nbsp;&nbsp;CDW | 100 | 19603 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 121 | 8746 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 3186 | 155063 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 389 | 25966 |
| &nbsp;&nbsp;&nbsp;Corning | 601 | 20801 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 157 | 4511 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 111 | 24573 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 40 | 13306 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 41 | 6054 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 458 | 34368 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 87 | 15451 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 484 | 51633 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 51 | $10649 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 487 | 25490 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 62 | 20965 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 484 | 11137 |
| &nbsp;&nbsp;&nbsp;Global Payments | 205 | 23108 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 1061 | 17114 |
| &nbsp;&nbsp;&nbsp;HP | 672 | 19582 |
| &nbsp;&nbsp;&nbsp;Intel | 3185 | 90008 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 702 | 94580 |
| &nbsp;&nbsp;&nbsp;Intuit | 220 | 92987 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 52 | 9365 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 242 | 7817 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 133 | 23854 |
| &nbsp;&nbsp;&nbsp;KLA | 107 | 41995 |
| &nbsp;&nbsp;&nbsp;Lam Research | 104 | 52010 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 655 | 242743 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 415 | 32212 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 835 | 50351 |
| &nbsp;&nbsp;&nbsp;Microsoft | 5769 | 1429616 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 30 | 12797 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 128 | 32897 |
| &nbsp;&nbsp;&nbsp;NetApp | 161 | 10663 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 1927 | 376478 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 322 | 23651 |
| &nbsp;&nbsp;&nbsp;Oracle | 1190 | 105267 |
| &nbsp;&nbsp;&nbsp;Paychex | 247 | 28617 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 33 | 10690 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 879 | 71630 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 97 | 13083 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 72 | 7824 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 858 | 114294 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 89 | 37981 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 768 | 129001 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 163 | 11048 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 153 | 69635 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 121 | 13270 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 38 | 12127 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 115 | 40681 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 239 | 30389 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 32 | $13576 |
| &nbsp;&nbsp;&nbsp;Teradyne | 121 | 12306 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 704 | 124756 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 218 | 12657 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 28 | 9038 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 69 | 15045 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 1265 | 291216 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 242 | 10636 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 36 | 11382 |
|  |  | 6934945 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 167 | 53525 |
| &nbsp;&nbsp;&nbsp;Albemarle | 88 | 24768 |
| &nbsp;&nbsp;&nbsp;Amcor | 1234 | 14882 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 59 | 11177 |
| &nbsp;&nbsp;&nbsp;Ball | 242 | 14094 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 78 | 9610 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 160 | 13552 |
| &nbsp;&nbsp;&nbsp;Corteva | 541 | 34868 |
| &nbsp;&nbsp;&nbsp;Dow | 524 | 31099 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 373 | 27583 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 85 | 7494 |
| &nbsp;&nbsp;&nbsp;Ecolab | 186 | 28798 |
| &nbsp;&nbsp;&nbsp;FMC | 91 | 12115 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 1077 | 48056 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 192 | 21592 |
| &nbsp;&nbsp;&nbsp;International Paper | 299 | 12504 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 187 | 18081 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 42 | 15105 |
| &nbsp;&nbsp;&nbsp;Mosaic | 260 | 12880 |
| &nbsp;&nbsp;&nbsp;Newmont | 592 | 31335 |
| &nbsp;&nbsp;&nbsp;Nucor | 196 | 33128 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 67 | 9561 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 188 | 24504 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 109 | 5969 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 194 | 45899 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics | 130 | 15683 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 98 | 17966 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Westrock | 242 | $9496 |
|  |  | 605324 |
| Real Estate — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 121 | 19450 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 355 | 79303 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 109 | 19341 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 121 | 9019 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 95 | 11705 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 244 | 20864 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 328 | 48580 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 224 | 25675 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 79 | 58312 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 276 | 17567 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 43 | 9721 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 101 | 15941 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 50 | 5577 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties <sup>‡</sup> | 460 | 12641 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 605 | 11404 |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 476 | 15470 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 242 | 13208 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 480 | 10781 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 84 | 14005 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 715 | 92435 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 127 | 38651 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 503 | 34119 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 121 | 8062 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 83 | 24695 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 251 | 32244 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 242 | 10307 |
| &nbsp;&nbsp;&nbsp;Ventas <sup>‡</sup> | 314 | 16268 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Cl A <sup>‡</sup> | 714 | 24405 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 379 | 28440 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 605 | 20830 |
|  |  | 749020 |
| Utilities — 3.1% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 562 | 15404 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 219 | 11833 |
| &nbsp;&nbsp;&nbsp;Ameren | 204 | 17721 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 392 | $36832 |
| &nbsp;&nbsp;&nbsp;American Water Works | 145 | 22691 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 121 | 14222 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 481 | 14488 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 242 | 15292 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 270 | 25734 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 268 | 22876 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 626 | 39839 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 152 | 17688 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 584 | 59831 |
| &nbsp;&nbsp;&nbsp;Edison International | 278 | 19154 |
| &nbsp;&nbsp;&nbsp;Entergy | 158 | 17108 |
| &nbsp;&nbsp;&nbsp;Evergy | 182 | 11402 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 278 | 22888 |
| &nbsp;&nbsp;&nbsp;Exelon | 741 | 31263 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 393 | 16093 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 1546 | 115378 |
| &nbsp;&nbsp;&nbsp;NiSource | 363 | 10073 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 159 | 5441 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 1293 | 20559 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 101 | 7530 |
| &nbsp;&nbsp;&nbsp;PPL | 605 | 17908 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 369 | 22852 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 237 | 37998 |
| &nbsp;&nbsp;&nbsp;Southern | 866 | 58611 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 234 | 21994 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 406 | 27921 |
|  |  | 778624 |
| TOTAL UNITED STATES |  | 26170807 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,993,160) |  | 26333389 |
| **PURCHASED OPTIONS — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $124,615) |  | 32157 |
| TOTAL INVESTMENTS — 104.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,117,775) |  | $26365546 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

---

| | |
|:---|:---|
|  | **Value** |
| **WRITTEN OPTIONS— (4.7)%** |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(611140)) | $(1174668) |
| *Percentages are based on Net Assets of $25,243,385.* | *Percentages are based on Net Assets of $25,243,385.* |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br> **Contracts** | **Notional**<br> **Amount** | **Exercise**<br> **Price** | **Expiration**<br> **Date** | **Value** |
| **PURCHASED OPTIONS — 0.1%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | 25 | $932500 | $373.00 | 02/17/23 | $2088 |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | 62 | 23095000 | 3725.00 | 02/17/23 | 30070 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $24027500 |  |  | $32158 |
| **WRITTEN OPTIONS — (4.7)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | (25) | $(980000) | 392.00 | 02/17/23 | $(45338) |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | (62) | (24304000) | 3920.00 | 02/17/23 | (1129330) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(25284000) |  |  | $(1174668) |

---

*\** *Non-income producing security.*

&nbsp;&nbsp;&nbsp;&nbsp;*‡* *Real Estate Investment Trust* 

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $26,333,389.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** | **Global X S&P 500<sup>®</sup> Risk Managed Income ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*26333389* | $*—* | $*—* | $*26333389* |
| &nbsp;&nbsp;&nbsp;*Purchased Options* | *32157* | *—* | *—* | *32157* |
| *Total Investments in Securities* | $*26365546* | $*—* | $*—* | $*26365546* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(1174668)* | $*—* | $*—* | $*(1174668)* |
| *Total Other Financial Instruments* | $*(1174668)* | $*—* | $*—* | $*(1174668)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 100.3%(A)** | | |
| **CHINA — 0.1%** | | |
| Information Technology — 0.1% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 30 | $5529 |
| **UNITED KINGDOM — 0.5%** |  |  |
| Materials — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Linde | 59 | 19526 |
| **UNITED STATES — 99.7%** |  |  |
| Communication Services — 7.9% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 83 | 6355 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 702 | 69386 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 622 | 62119 |
| &nbsp;&nbsp;&nbsp;AT&T | 839 | 17090 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 12 | 4612 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 504 | 19832 |
| &nbsp;&nbsp;&nbsp;DISH Network, Cl A <sup>\*</sup> | 32 | 461 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 32 | 4118 |
| &nbsp;&nbsp;&nbsp;Fox, Cl A | 32 | 1086 |
| &nbsp;&nbsp;&nbsp;Fox, Cl B | 16 | 507 |
| &nbsp;&nbsp;&nbsp;Interpublic Group | 48 | 1750 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment <sup>\*</sup> | 16 | 1288 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies | 108 | 567 |
| &nbsp;&nbsp;&nbsp;Match Group <sup>\*</sup> | 31 | 1678 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 264 | 39328 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 52 | 18401 |
| &nbsp;&nbsp;&nbsp;News, Cl A | 48 | 972 |
| &nbsp;&nbsp;&nbsp;News, Cl B | 16 | 327 |
| &nbsp;&nbsp;&nbsp;Omnicom Group | 28 | 2408 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B | 64 | 1482 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software <sup>\*</sup> | 19 | 2151 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 69 | 10302 |
| &nbsp;&nbsp;&nbsp;Verizon Communications | 496 | 20619 |
| &nbsp;&nbsp;&nbsp;Walt Disney <sup>\*</sup> | 216 | 23434 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 279 | 4135 |
|  |  | 314408 |
| Consumer Discretionary — 10.6% |  |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts | 7 | 1066 |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 1044 | 107668 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Aptiv <sup>\*</sup> | 32 | $3619 |
| &nbsp;&nbsp;&nbsp;AutoZone <sup>\*</sup> | 2 | 4878 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works | 32 | 1472 |
| &nbsp;&nbsp;&nbsp;Best Buy | 24 | 2129 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 5 | 12171 |
| &nbsp;&nbsp;&nbsp;BorgWarner | 32 | 1513 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment <sup>\*</sup> | 21 | 1093 |
| &nbsp;&nbsp;&nbsp;CarMax <sup>\*</sup> | 16 | 1127 |
| &nbsp;&nbsp;&nbsp;Carnival <sup>\*</sup> | 82 | 887 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill, Cl A <sup>\*</sup> | 3 | 4939 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants | 16 | 2368 |
| &nbsp;&nbsp;&nbsp;Dollar General | 26 | 6074 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 24 | 3604 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza | 5 | 1765 |
| &nbsp;&nbsp;&nbsp;DR Horton | 38 | 3750 |
| &nbsp;&nbsp;&nbsp;eBay | 71 | 3515 |
| &nbsp;&nbsp;&nbsp;Etsy <sup>\*</sup> | 16 | 2201 |
| &nbsp;&nbsp;&nbsp;Expedia Group <sup>\*</sup> | 16 | 1829 |
| &nbsp;&nbsp;&nbsp;Ford Motor | 493 | 6660 |
| &nbsp;&nbsp;&nbsp;Garmin | 16 | 1582 |
| &nbsp;&nbsp;&nbsp;General Motors | 164 | 6449 |
| &nbsp;&nbsp;&nbsp;Genuine Parts | 16 | 2685 |
| &nbsp;&nbsp;&nbsp;Hasbro | 16 | 947 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings | 32 | 4643 |
| &nbsp;&nbsp;&nbsp;Home Depot | 120 | 38900 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands <sup>\*</sup> | 32 | 1888 |
| &nbsp;&nbsp;&nbsp;Lennar, Cl A | 32 | 3277 |
| &nbsp;&nbsp;&nbsp;LKQ | 32 | 1887 |
| &nbsp;&nbsp;&nbsp;Lowe's | 72 | 14994 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 31 | 5400 |
| &nbsp;&nbsp;&nbsp;McDonald's | 87 | 23264 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International | 34 | 1408 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries <sup>\*</sup> | 4 | 480 |
| &nbsp;&nbsp;&nbsp;Newell Brands | 38 | 607 |
| &nbsp;&nbsp;&nbsp;NIKE, Cl B | 149 | 18972 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings <sup>\*</sup> | 38 | 578 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 7 | 5546 |
| &nbsp;&nbsp;&nbsp;Pool | 4 | 1542 |
| &nbsp;&nbsp;&nbsp;PulteGroup | 32 | 1821 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Ralph Lauren, Cl A | 3 | $372 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 39 | 4609 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises <sup>\*</sup> | 27 | 1753 |
| &nbsp;&nbsp;&nbsp;Starbucks | 134 | 14625 |
| &nbsp;&nbsp;&nbsp;Tapestry | 32 | 1458 |
| &nbsp;&nbsp;&nbsp;Target | 53 | 9123 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 315 | 54564 |
| &nbsp;&nbsp;&nbsp;TJX | 135 | 11051 |
| &nbsp;&nbsp;&nbsp;Tractor Supply | 14 | 3192 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty <sup>\*</sup> | 6 | 3084 |
| &nbsp;&nbsp;&nbsp;VF | 32 | 990 |
| &nbsp;&nbsp;&nbsp;Whirlpool | 5 | 778 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts <sup>\*</sup> | 16 | 1658 |
| &nbsp;&nbsp;&nbsp;Yum! Brands | 32 | 4176 |
|  |  | 422631 |
| Consumer Staples — 6.7% |  |  |
| &nbsp;&nbsp;&nbsp;Altria Group | 208 | 9368 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland | 64 | 5303 |
| &nbsp;&nbsp;&nbsp;Brown-Forman, Cl B | 16 | 1065 |
| &nbsp;&nbsp;&nbsp;Campbell Soup | 25 | 1298 |
| &nbsp;&nbsp;&nbsp;Church & Dwight | 31 | 2507 |
| &nbsp;&nbsp;&nbsp;Clorox | 16 | 2315 |
| &nbsp;&nbsp;&nbsp;Coca-Cola | 461 | 28269 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive | 96 | 7155 |
| &nbsp;&nbsp;&nbsp;Conagra Brands | 48 | 1785 |
| &nbsp;&nbsp;&nbsp;Constellation Brands, Cl A | 18 | 4167 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 52 | 26579 |
| &nbsp;&nbsp;&nbsp;Estee Lauder, Cl A | 27 | 7481 |
| &nbsp;&nbsp;&nbsp;General Mills | 68 | 5329 |
| &nbsp;&nbsp;&nbsp;Hershey | 16 | 3594 |
| &nbsp;&nbsp;&nbsp;Hormel Foods | 32 | 1450 |
| &nbsp;&nbsp;&nbsp;J M Smucker | 13 | 1986 |
| &nbsp;&nbsp;&nbsp;Kellogg | 32 | 2195 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 94 | 3316 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark | 39 | 5070 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 91 | 3688 |
| &nbsp;&nbsp;&nbsp;Kroger | 80 | 3570 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings | 16 | 1598 |
| &nbsp;&nbsp;&nbsp;McCormick | 27 | 2028 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Consumer Staples — continued |  |  |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage, Cl B | 16 | $841 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 161 | 10536 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 44 | 4580 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 163 | 27876 |
| &nbsp;&nbsp;&nbsp;Philip Morris International | 183 | 19076 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble | 278 | 39582 |
| &nbsp;&nbsp;&nbsp;Sysco | 59 | 4570 |
| &nbsp;&nbsp;&nbsp;Tyson Foods, Cl A | 32 | 2104 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 80 | 2949 |
| &nbsp;&nbsp;&nbsp;Walmart | 165 | 23739 |
|  |  | 266969 |
| Energy — 5.1% |  |  |
| &nbsp;&nbsp;&nbsp;APA | 34 | 1507 |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 119 | 3777 |
| &nbsp;&nbsp;&nbsp;Chevron | 209 | 36370 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | 146 | 17793 |
| &nbsp;&nbsp;&nbsp;Coterra Energy | 92 | 2303 |
| &nbsp;&nbsp;&nbsp;Devon Energy | 77 | 4869 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 22 | 3215 |
| &nbsp;&nbsp;&nbsp;EOG Resources | 69 | 9125 |
| &nbsp;&nbsp;&nbsp;EQT | 48 | 1568 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil | 484 | 56149 |
| &nbsp;&nbsp;&nbsp;Halliburton | 109 | 4493 |
| &nbsp;&nbsp;&nbsp;Hess | 32 | 4805 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan | 239 | 4374 |
| &nbsp;&nbsp;&nbsp;Marathon Oil | 82 | 2252 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum | 58 | 7454 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum | 86 | 5572 |
| &nbsp;&nbsp;&nbsp;ONEOK | 48 | 3287 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | 54 | 5415 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources | 28 | 6450 |
| &nbsp;&nbsp;&nbsp;Schlumberger | 164 | 9345 |
| &nbsp;&nbsp;&nbsp;Targa Resources | 27 | 2026 |
| &nbsp;&nbsp;&nbsp;Valero Energy | 45 | 6301 |
| &nbsp;&nbsp;&nbsp;Williams | 153 | 4933 |
|  |  | 203383 |
| Financials — 11.7% |  |  |
| &nbsp;&nbsp;&nbsp;Aflac | 64 | 4704 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Allstate | 32 | $4111 |
| &nbsp;&nbsp;&nbsp;American Express | 70 | 12245 |
| &nbsp;&nbsp;&nbsp;American International Group | 85 | 5374 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial | 12 | 4201 |
| &nbsp;&nbsp;&nbsp;Aon, Cl A | 24 | 7648 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group <sup>\*</sup> | 45 | 2896 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher | 23 | 4502 |
| &nbsp;&nbsp;&nbsp;Assurant | 6 | 795 |
| &nbsp;&nbsp;&nbsp;Bank of America | 828 | 29377 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon | 82 | 4147 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl B <sup>\*</sup> | 212 | 66042 |
| &nbsp;&nbsp;&nbsp;BlackRock, Cl A | 18 | 13666 |
| &nbsp;&nbsp;&nbsp;Brown & Brown | 28 | 1640 |
| &nbsp;&nbsp;&nbsp;Capital One Financial | 43 | 5117 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets | 10 | 1229 |
| &nbsp;&nbsp;&nbsp;Charles Schwab | 178 | 13781 |
| &nbsp;&nbsp;&nbsp;Chubb | 49 | 11147 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial | 16 | 1810 |
| &nbsp;&nbsp;&nbsp;Citigroup | 227 | 11854 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group | 60 | 2599 |
| &nbsp;&nbsp;&nbsp;CME Group, Cl A | 44 | 7773 |
| &nbsp;&nbsp;&nbsp;Comerica | 16 | 1173 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | 32 | 3735 |
| &nbsp;&nbsp;&nbsp;Everest Re Group | 4 | 1399 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems | 4 | 1692 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | 80 | 2903 |
| &nbsp;&nbsp;&nbsp;First Republic Bank | 23 | 3240 |
| &nbsp;&nbsp;&nbsp;Franklin Resources | 32 | 998 |
| &nbsp;&nbsp;&nbsp;Globe Life | 8 | 967 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group | 40 | 14632 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group | 37 | 2872 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares | 160 | 2427 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange | 65 | 6991 |
| &nbsp;&nbsp;&nbsp;Invesco | 32 | 592 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase | 344 | 48146 |
| &nbsp;&nbsp;&nbsp;KeyCorp | 98 | 1881 |
| &nbsp;&nbsp;&nbsp;Lincoln National | 16 | 567 |
| &nbsp;&nbsp;&nbsp;Loews | 27 | 1660 |
| &nbsp;&nbsp;&nbsp;M&T Bank | 19 | 2964 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Financials — continued |  |  |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings | 3 | $1092 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan | 58 | 10145 |
| &nbsp;&nbsp;&nbsp;MetLife | 80 | 5842 |
| &nbsp;&nbsp;&nbsp;Moody's | 18 | 5809 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | 158 | 15378 |
| &nbsp;&nbsp;&nbsp;MSCI, Cl A | 9 | 4784 |
| &nbsp;&nbsp;&nbsp;Nasdaq | 36 | 2167 |
| &nbsp;&nbsp;&nbsp;Northern Trust | 27 | 2618 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group | 47 | 7775 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group | 25 | 2314 |
| &nbsp;&nbsp;&nbsp;Progressive | 68 | 9272 |
| &nbsp;&nbsp;&nbsp;Prudential Financial | 43 | 4512 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial | 21 | 2368 |
| &nbsp;&nbsp;&nbsp;Regions Financial | 98 | 2307 |
| &nbsp;&nbsp;&nbsp;S&P Global | 39 | 14623 |
| &nbsp;&nbsp;&nbsp;Signature Bank NY | 6 | 774 |
| &nbsp;&nbsp;&nbsp;State Street | 39 | 3562 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group <sup>\*</sup> | 6 | 1815 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | 49 | 1800 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group | 25 | 2912 |
| &nbsp;&nbsp;&nbsp;Travelers | 27 | 5160 |
| &nbsp;&nbsp;&nbsp;Truist Financial | 153 | 7557 |
| &nbsp;&nbsp;&nbsp;US Bancorp | 158 | 7868 |
| &nbsp;&nbsp;&nbsp;W R Berkley | 24 | 1683 |
| &nbsp;&nbsp;&nbsp;Wells Fargo | 448 | 20998 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson | 13 | 3304 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp | 16 | 851 |
|  |  | 464787 |
| Health Care — 14.7% |  |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | 207 | 22884 |
| &nbsp;&nbsp;&nbsp;AbbVie | 209 | 30880 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies | 34 | 5171 |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 8 | 2158 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen | 16 | 2703 |
| &nbsp;&nbsp;&nbsp;Amgen | 62 | 15649 |
| &nbsp;&nbsp;&nbsp;Baxter International | 55 | 2513 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson | 33 | 8323 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 16 | 4654 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories, Cl A <sup>\*</sup> | 2 | 935 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Bio-Techne | 20 | $1593 |
| &nbsp;&nbsp;&nbsp;Boston Scientific <sup>\*</sup> | 166 | 7677 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb | 252 | 18308 |
| &nbsp;&nbsp;&nbsp;Cardinal Health | 32 | 2472 |
| &nbsp;&nbsp;&nbsp;Catalent <sup>\*</sup> | 23 | 1232 |
| &nbsp;&nbsp;&nbsp;Centene <sup>\*</sup> | 66 | 5032 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International <sup>\*</sup> | 7 | 1703 |
| &nbsp;&nbsp;&nbsp;Cigna | 36 | 11400 |
| &nbsp;&nbsp;&nbsp;Cooper | 5 | 1745 |
| &nbsp;&nbsp;&nbsp;CVS Health | 155 | 13674 |
| &nbsp;&nbsp;&nbsp;Danaher | 77 | 20357 |
| &nbsp;&nbsp;&nbsp;DaVita <sup>\*</sup> | 5 | 412 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA | 18 | 663 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 44 | 4712 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences <sup>\*</sup> | 72 | 5522 |
| &nbsp;&nbsp;&nbsp;Elevance Health | 28 | 14000 |
| &nbsp;&nbsp;&nbsp;Eli Lilly | 93 | 32006 |
| &nbsp;&nbsp;&nbsp;GE HealthCare Technologies <sup>\*</sup> | 42 | 2920 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 146 | 12255 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare | 25 | 6377 |
| &nbsp;&nbsp;&nbsp;Henry Schein <sup>\*</sup> | 16 | 1378 |
| &nbsp;&nbsp;&nbsp;Hologic <sup>\*</sup> | 32 | 2604 |
| &nbsp;&nbsp;&nbsp;Humana | 15 | 7676 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 10 | 4805 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 18 | 3856 |
| &nbsp;&nbsp;&nbsp;Incyte <sup>\*</sup> | 25 | 2129 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 41 | 10073 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings <sup>\*</sup> | 21 | 4818 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | 307 | 50170 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings | 10 | 2521 |
| &nbsp;&nbsp;&nbsp;McKesson | 16 | 6059 |
| &nbsp;&nbsp;&nbsp;Medtronic | 156 | 13056 |
| &nbsp;&nbsp;&nbsp;Merck | 300 | 32223 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International <sup>\*</sup> | 3 | 4599 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 38 | 6690 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare <sup>\*</sup> | 6 | 1871 |
| &nbsp;&nbsp;&nbsp;Organon | 32 | 964 |
| &nbsp;&nbsp;&nbsp;PerkinElmer | 14 | 1925 |
| &nbsp;&nbsp;&nbsp;Pfizer | 665 | 29366 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics | 13 | $1930 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 13 | 9860 |
| &nbsp;&nbsp;&nbsp;ResMed | 16 | 3654 |
| &nbsp;&nbsp;&nbsp;STERIS | 13 | 2685 |
| &nbsp;&nbsp;&nbsp;Stryker | 39 | 9899 |
| &nbsp;&nbsp;&nbsp;Teleflex | 4 | 974 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific | 46 | 26235 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group | 109 | 54412 |
| &nbsp;&nbsp;&nbsp;Universal Health Services, Cl B | 7 | 1037 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 30 | 9693 |
| &nbsp;&nbsp;&nbsp;Viatris, Cl W | 128 | 1556 |
| &nbsp;&nbsp;&nbsp;Waters <sup>\*</sup> | 7 | 2300 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services | 9 | 2390 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings | 27 | 3438 |
| &nbsp;&nbsp;&nbsp;Zoetis, Cl A | 54 | 8936 |
|  |  | 585712 |
| Industrials — 8.4% |  |  |
| &nbsp;&nbsp;&nbsp;3M | 65 | 7480 |
| &nbsp;&nbsp;&nbsp;A O Smith | 16 | 1083 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group <sup>\*</sup> | 16 | 821 |
| &nbsp;&nbsp;&nbsp;Allegion | 12 | 1411 |
| &nbsp;&nbsp;&nbsp;American Airlines Group <sup>\*</sup> | 66 | 1065 |
| &nbsp;&nbsp;&nbsp;AMETEK | 28 | 4058 |
| &nbsp;&nbsp;&nbsp;Boeing <sup>\*</sup> | 65 | 13845 |
| &nbsp;&nbsp;&nbsp;Carrier Global | 97 | 4416 |
| &nbsp;&nbsp;&nbsp;Caterpillar | 61 | 15390 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide | 16 | 1603 |
| &nbsp;&nbsp;&nbsp;Cintas | 10 | 4437 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 54 | 3597 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 45 | 3505 |
| &nbsp;&nbsp;&nbsp;CSX | 250 | 7730 |
| &nbsp;&nbsp;&nbsp;Cummins | 16 | 3993 |
| &nbsp;&nbsp;&nbsp;Deere | 32 | 13531 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines <sup>\*</sup> | 78 | 3050 |
| &nbsp;&nbsp;&nbsp;Dover | 16 | 2429 |
| &nbsp;&nbsp;&nbsp;Eaton | 46 | 7462 |
| &nbsp;&nbsp;&nbsp;Emerson Electric | 68 | 6135 |
| &nbsp;&nbsp;&nbsp;Equifax | 13 | 2889 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington | 16 | 1730 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Fastenal | 64 | $3235 |
| &nbsp;&nbsp;&nbsp;FedEx | 30 | 5816 |
| &nbsp;&nbsp;&nbsp;Fortive | 41 | 2789 |
| &nbsp;&nbsp;&nbsp;Generac Holdings <sup>\*</sup> | 7 | 844 |
| &nbsp;&nbsp;&nbsp;General Dynamics | 26 | 6060 |
| &nbsp;&nbsp;&nbsp;General Electric | 127 | 10221 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 79 | 16470 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace | 48 | 1953 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries | 4 | 882 |
| &nbsp;&nbsp;&nbsp;IDEX | 9 | 2157 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works | 32 | 7553 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand | 48 | 2688 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions | 16 | 1977 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services | 8 | 1512 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International | 80 | 5566 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies | 22 | 4726 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings | 16 | 1581 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin | 27 | 12508 |
| &nbsp;&nbsp;&nbsp;Masco | 32 | 1702 |
| &nbsp;&nbsp;&nbsp;Nordson | 5 | 1217 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern | 27 | 6637 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman | 17 | 7617 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 10 | 3332 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide | 48 | 3947 |
| &nbsp;&nbsp;&nbsp;PACCAR | 38 | 4154 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin | 16 | 5216 |
| &nbsp;&nbsp;&nbsp;Pentair | 16 | 886 |
| &nbsp;&nbsp;&nbsp;Quanta Services | 16 | 2435 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies | 174 | 17374 |
| &nbsp;&nbsp;&nbsp;Republic Services, Cl A | 23 | 2871 |
| &nbsp;&nbsp;&nbsp;Robert Half International | 16 | 1343 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation | 14 | 3948 |
| &nbsp;&nbsp;&nbsp;Rollins | 22 | 801 |
| &nbsp;&nbsp;&nbsp;Snap-On | 5 | 1244 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines | 64 | 2289 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker | 16 | 1429 |
| &nbsp;&nbsp;&nbsp;Textron | 29 | 2113 |
| &nbsp;&nbsp;&nbsp;Trane Technologies | 26 | 4657 |
| &nbsp;&nbsp;&nbsp;TransDigm Group | 6 | 4307 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Industrials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Union Pacific | 72 | $14702 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings <sup>\*</sup> | 32 | 1567 |
| &nbsp;&nbsp;&nbsp;United Parcel Service, Cl B | 86 | 15930 |
| &nbsp;&nbsp;&nbsp;United Rentals | 9 | 3969 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 20 | 3636 |
| &nbsp;&nbsp;&nbsp;Waste Management | 43 | 6653 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies | 24 | 2491 |
| &nbsp;&nbsp;&nbsp;WW Grainger | 5 | 2947 |
| &nbsp;&nbsp;&nbsp;Xylem | 22 | 2288 |
|  |  | 333900 |
| Information Technology — 26.4% |  |  |
| &nbsp;&nbsp;&nbsp;Accenture, Cl A | 75 | 20929 |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 54 | 19998 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 190 | 14279 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies <sup>\*</sup> | 16 | 1423 |
| &nbsp;&nbsp;&nbsp;Amphenol, Cl A | 68 | 5424 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 61 | 10460 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 10 | 2664 |
| &nbsp;&nbsp;&nbsp;Apple | 1752 | 252796 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 102 | 11372 |
| &nbsp;&nbsp;&nbsp;Arista Networks <sup>\*</sup> | 29 | 3655 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 26 | 5594 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 48 | 10839 |
| &nbsp;&nbsp;&nbsp;Broadcom | 47 | 27495 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions | 12 | 1804 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 32 | 5851 |
| &nbsp;&nbsp;&nbsp;CDW | 16 | 3136 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding <sup>\*</sup> | 15 | 1084 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 481 | 23410 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 61 | 4072 |
| &nbsp;&nbsp;&nbsp;Corning | 80 | 2769 |
| &nbsp;&nbsp;&nbsp;DXC Technology <sup>\*</sup> | 32 | 919 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 16 | 3542 |
| &nbsp;&nbsp;&nbsp;EPAM Systems <sup>\*</sup> | 7 | 2329 |
| &nbsp;&nbsp;&nbsp;F5 <sup>\*</sup> | 7 | 1034 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services | 68 | 5103 |
| &nbsp;&nbsp;&nbsp;First Solar <sup>\*</sup> | 11 | 1954 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 77 | 8214 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies <sup>\*</sup> | 9 | 1879 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 80 | $4187 |
| &nbsp;&nbsp;&nbsp;Gartner <sup>\*</sup> | 10 | 3381 |
| &nbsp;&nbsp;&nbsp;Gen Digital | 64 | 1473 |
| &nbsp;&nbsp;&nbsp;Global Payments | 32 | 3607 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise | 144 | 2323 |
| &nbsp;&nbsp;&nbsp;HP | 103 | 3001 |
| &nbsp;&nbsp;&nbsp;Intel | 481 | 13593 |
| &nbsp;&nbsp;&nbsp;International Business Machines | 106 | 14281 |
| &nbsp;&nbsp;&nbsp;Intuit | 33 | 13948 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates | 10 | 1801 |
| &nbsp;&nbsp;&nbsp;Juniper Networks | 32 | 1034 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies <sup>\*</sup> | 22 | 3946 |
| &nbsp;&nbsp;&nbsp;KLA | 16 | 6280 |
| &nbsp;&nbsp;&nbsp;Lam Research | 16 | 8002 |
| &nbsp;&nbsp;&nbsp;Mastercard, Cl A | 100 | 37060 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 64 | 4968 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 125 | 7538 |
| &nbsp;&nbsp;&nbsp;Microsoft | 873 | 216338 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems | 6 | 2559 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions | 21 | 5397 |
| &nbsp;&nbsp;&nbsp;NetApp | 27 | 1788 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 292 | 57048 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor <sup>\*</sup> | 56 | 4113 |
| &nbsp;&nbsp;&nbsp;Oracle | 179 | 15834 |
| &nbsp;&nbsp;&nbsp;Paychex | 40 | 4634 |
| &nbsp;&nbsp;&nbsp;Paycom Software <sup>\*</sup> | 6 | 1944 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 136 | 11083 |
| &nbsp;&nbsp;&nbsp;PTC <sup>\*</sup> | 10 | 1349 |
| &nbsp;&nbsp;&nbsp;Qorvo <sup>\*</sup> | 11 | 1195 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 132 | 17584 |
| &nbsp;&nbsp;&nbsp;Roper Technologies | 12 | 5121 |
| &nbsp;&nbsp;&nbsp;Salesforce <sup>\*</sup> | 117 | 19652 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings | 22 | 1491 |
| &nbsp;&nbsp;&nbsp;ServiceNow <sup>\*</sup> | 23 | 10468 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions | 16 | 1755 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies <sup>\*</sup> | 5 | 1596 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 19 | 6721 |
| &nbsp;&nbsp;&nbsp;TE Connectivity | 40 | 5086 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies <sup>\*</sup> | 5 | 2121 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Teradyne | 16 | $1627 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 108 | 19139 |
| &nbsp;&nbsp;&nbsp;Trimble <sup>\*</sup> | 32 | 1858 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies <sup>\*</sup> | 4 | 1291 |
| &nbsp;&nbsp;&nbsp;VeriSign <sup>\*</sup> | 11 | 2399 |
| &nbsp;&nbsp;&nbsp;Visa, Cl A | 192 | 44200 |
| &nbsp;&nbsp;&nbsp;Western Digital <sup>\*</sup> | 32 | 1406 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies, Cl A <sup>\*</sup> | 5 | 1581 |
|  |  | 1052829 |
| Materials — 2.4% |  |  |
| &nbsp;&nbsp;&nbsp;Air Products & Chemicals | 26 | 8333 |
| &nbsp;&nbsp;&nbsp;Albemarle | 14 | 3940 |
| &nbsp;&nbsp;&nbsp;Amcor | 162 | 1954 |
| &nbsp;&nbsp;&nbsp;Avery Dennison | 11 | 2084 |
| &nbsp;&nbsp;&nbsp;Ball | 32 | 1864 |
| &nbsp;&nbsp;&nbsp;Celanese, Cl A | 11 | 1355 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings | 24 | 2033 |
| &nbsp;&nbsp;&nbsp;Corteva | 80 | 5156 |
| &nbsp;&nbsp;&nbsp;Dow | 80 | 4748 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours | 60 | 4437 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical | 16 | 1411 |
| &nbsp;&nbsp;&nbsp;Ecolab | 29 | 4490 |
| &nbsp;&nbsp;&nbsp;FMC | 16 | 2130 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan | 165 | 7362 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances | 32 | 3599 |
| &nbsp;&nbsp;&nbsp;International Paper | 48 | 2007 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries, Cl A | 32 | 3094 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials | 8 | 2877 |
| &nbsp;&nbsp;&nbsp;Mosaic | 36 | 1783 |
| &nbsp;&nbsp;&nbsp;Newmont | 99 | 5240 |
| &nbsp;&nbsp;&nbsp;Nucor | 32 | 5409 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America | 13 | 1855 |
| &nbsp;&nbsp;&nbsp;PPG Industries | 27 | 3519 |
| &nbsp;&nbsp;&nbsp;Sealed Air | 16 | 876 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams | 27 | 6388 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics | 20 | 2413 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials | 16 | 2933 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Materials — continued |  |  |
| &nbsp;&nbsp;&nbsp;Westrock | 32 | $1256 |
|  |  | 94546 |
| Real Estate — 2.8% |  |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities <sup>‡</sup> | 16 | 2572 |
| &nbsp;&nbsp;&nbsp;American Tower <sup>‡</sup> | 54 | 12063 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities <sup>‡</sup> | 16 | 2839 |
| &nbsp;&nbsp;&nbsp;Boston Properties <sup>‡</sup> | 16 | 1193 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 11 | 1355 |
| &nbsp;&nbsp;&nbsp;CBRE Group, Cl A <sup>\*</sup> | 35 | 2993 |
| &nbsp;&nbsp;&nbsp;Crown Castle <sup>‡</sup> | 50 | 7406 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust <sup>‡</sup> | 32 | 3668 |
| &nbsp;&nbsp;&nbsp;Equinix <sup>‡</sup> | 11 | 8119 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 44 | 2801 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust <sup>‡</sup> | 9 | 2035 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage <sup>‡</sup> | 16 | 2525 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 5 | 558 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties <sup>‡</sup> | 64 | 1759 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts <sup>‡</sup> | 80 | 1508 |
| &nbsp;&nbsp;&nbsp;Invitation Homes <sup>‡</sup> | 65 | 2113 |
| &nbsp;&nbsp;&nbsp;Iron Mountain <sup>‡</sup> | 32 | 1747 |
| &nbsp;&nbsp;&nbsp;Kimco Realty <sup>‡</sup> | 64 | 1437 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities <sup>‡</sup> | 12 | 2001 |
| &nbsp;&nbsp;&nbsp;ProLogis <sup>‡</sup> | 108 | 13962 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 19 | 5782 |
| &nbsp;&nbsp;&nbsp;Realty Income <sup>‡</sup> | 75 | 5087 |
| &nbsp;&nbsp;&nbsp;Regency Centers <sup>‡</sup> | 16 | 1066 |
| &nbsp;&nbsp;&nbsp;SBA Communications, Cl A <sup>‡</sup> | 12 | 3570 |
| &nbsp;&nbsp;&nbsp;Simon Property Group <sup>‡</sup> | 37 | 4753 |
| &nbsp;&nbsp;&nbsp;UDR <sup>‡</sup> | 32 | 1363 |
| &nbsp;&nbsp;&nbsp;Ventas <sup>‡</sup> | 52 | 2694 |
| &nbsp;&nbsp;&nbsp;VICI Properties, Cl A <sup>‡</sup> | 123 | 4204 |
| &nbsp;&nbsp;&nbsp;Welltower <sup>‡</sup> | 57 | 4277 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser <sup>‡</sup> | 80 | 2754 |
|  |  | 110204 |
| Utilities — 3.0% |  |  |
| &nbsp;&nbsp;&nbsp;AES | 70 | 1919 |
| &nbsp;&nbsp;&nbsp;Alliant Energy | 32 | 1729 |
| &nbsp;&nbsp;&nbsp;Ameren | 32 | 2780 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** | | |
| Utilities — continued |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 60 | $5637 |
| &nbsp;&nbsp;&nbsp;American Water Works | 19 | 2973 |
| &nbsp;&nbsp;&nbsp;Atmos Energy | 16 | 1881 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy | 64 | 1928 |
| &nbsp;&nbsp;&nbsp;CMS Energy | 32 | 2022 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison | 39 | 3717 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 35 | 2988 |
| &nbsp;&nbsp;&nbsp;Dominion Energy | 101 | 6428 |
| &nbsp;&nbsp;&nbsp;DTE Energy | 25 | 2909 |
| &nbsp;&nbsp;&nbsp;Duke Energy | 89 | 9118 |
| &nbsp;&nbsp;&nbsp;Edison International | 49 | 3376 |
| &nbsp;&nbsp;&nbsp;Entergy | 26 | 2815 |
| &nbsp;&nbsp;&nbsp;Evergy | 32 | 2005 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | 37 | 3046 |
| &nbsp;&nbsp;&nbsp;Exelon | 110 | 4641 |
| &nbsp;&nbsp;&nbsp;FirstEnergy | 64 | 2621 |
| &nbsp;&nbsp;&nbsp;NextEra Energy | 232 | 17314 |
| &nbsp;&nbsp;&nbsp;NiSource | 48 | 1332 |
| &nbsp;&nbsp;&nbsp;NRG Energy | 32 | 1095 |
| &nbsp;&nbsp;&nbsp;PG&E <sup>\*</sup> | 200 | 3180 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital | 16 | 1193 |
| &nbsp;&nbsp;&nbsp;PPL | 80 | 2368 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group | 63 | 3901 |
| &nbsp;&nbsp;&nbsp;Sempra Energy | 39 | 6253 |
| &nbsp;&nbsp;&nbsp;Southern | 131 | 8866 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group | 40 | 3760 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 64 | 4401 |
|  |  | 118196 |
| TOTAL UNITED STATES |  | 3967565 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,251,673) |  | 3992620 |
| **PURCHASED OPTIONS — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $97,744) |  | 14879 |
| TOTAL INVESTMENTS — 100.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,349,417) |  | $4007499 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

---

| | |
|:---|:---|
|  | **Value** |
| **WRITTEN OPTIONS— (0.8)%** | |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(31532)) | $(32478) |

---

*Percentages are based on Net Assets of $3,978,804.*

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of <br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **PURCHASED OPTIONS — 0.4%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | 7 | $256200 | $366.00 | 03/17/23 | $1110 |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | 9 | 3294000 | 3660.00 | 03/17/23 | 13770 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $3550200 |  |  | $14880 |
| **WRITTEN OPTIONS — (0.8)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Mini-SPX Index | (7) | $(296800) | 424.00 | 03/17/23 | $(2373) |
| &nbsp;&nbsp;&nbsp;S&P 500 Index | (9) | (3816000) | 4240.00 | 03/17/23 | (30105) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(4112800) |  |  | $(32478) |

---

*\** *Non-income producing security.*

*‡* *Real Estate Investment Trust* 

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $3,992,620.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** | **Global X S&P 500<sup>®</sup> Collar 95-110 ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Investments in Securities* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | | $*3992620* | | $*—* | | $*—* | | $*3992620* |
| &nbsp;&nbsp;&nbsp;*Purchased Options* | | *14879* | | *—* | | *—* | | *14879* |
| *Total Investments in Securities* | | $*4007499* | | $*—* | | $*—* | | $*4007499* |
| | | | | | | | | |
| *Other Financial Instruments* | | *Level 1* | | *Level 2* | | *Level 3* | | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | | $*(32478* | | $*—* | | $*—* | | $*(32478* |
| *Total Other Financial Instruments* | | $*(32478* | | $*—* | | $*—* | | $*(32478* |

---

 

*Amounts designated as "—" are $0 or have been rounded to $0.*

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** | **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 99.6%(A)** |  |  |
| **BRAZIL — 0.4%** |  |  |
| Consumer Discretionary — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 6 | $7090 |
| **CHINA — 1.0%** |  |  |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 63 | 3750 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 60 | 5879 |
|  |  | 9629 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 33 | 6083 |
| TOTAL CHINA |  | 15712 |
| **NETHERLANDS — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding, Cl G | 11 | 7269 |
| **UNITED KINGDOM — 0.3%** |  |  |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca ADR | 79 | 5164 |
| **UNITED STATES — 97.4%** |  |  |
| Communication Services — 16.5% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 101 | 7734 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 609 | 60193 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 609 | 60821 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 20 | 7686 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 560 | 22036 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 36 | 4632 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 292 | 43499 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 58 | 20524 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings | 501 | 2901 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 161 | 24039 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 313 | 4639 |
|  |  | 258704 |
| Consumer Discretionary — 14.7% |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Cl A <sup>\*</sup> | 51 | 5667 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** | **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 1019 | $105089 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 5 | 12170 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 29 | 4355 |
| &nbsp;&nbsp;&nbsp;eBay | 70 | 3465 |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\*</sup> | 215 | 2513 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica <sup>\*</sup> | 16 | 4910 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 41 | 7141 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 8 | 6339 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 117 | 2270 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 45 | 5319 |
| &nbsp;&nbsp;&nbsp;Starbucks | 149 | 16262 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 316 | 54738 |
|  |  | 230238 |
| Consumer Staples — 6.1% |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 57 | 29135 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 183 | 6456 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 158 | 6404 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 177 | 11583 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 68 | 7077 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 179 | 30613 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 112 | 4128 |
|  |  | 95396 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 129 | 4094 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 23 | 3361 |
|  |  | 7455 |
| Health Care — 6.3% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 10 | 2697 |
| &nbsp;&nbsp;&nbsp;Amgen | 69 | 17416 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 19 | 5527 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 50 | 5354 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 163 | 13682 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 11 | 5285 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 20 | 4284 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 46 | 11302 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 50 | 8803 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 14 | 10619 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** | **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 24 | $3348 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 33 | 10662 |
|  |  | 98979 |
| Industrials — 3.6% |  |  |
| &nbsp;&nbsp;&nbsp;Cintas | 13 | 5769 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 61 | 4063 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 52 | 4051 |
| &nbsp;&nbsp;&nbsp;CSX | 272 | 8410 |
| &nbsp;&nbsp;&nbsp;Fastenal | 74 | 3741 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 87 | 18138 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 14 | 4665 |
| &nbsp;&nbsp;&nbsp;PACCAR | 45 | 4919 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 20 | 3636 |
|  |  | 57392 |
| Information Technology — 48.4% |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 60 | 22220 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 209 | 15706 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 66 | 11317 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 11 | 2930 |
| &nbsp;&nbsp;&nbsp;Apple | 1279 | 184547 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 111 | 12375 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A <sup>\*</sup> | 19 | 3071 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 28 | 6024 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 54 | 12194 |
| &nbsp;&nbsp;&nbsp;Broadcom | 53 | 31006 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 35 | 6399 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 533 | 25941 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 66 | 4406 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Cl A <sup>\*</sup> | 28 | 2965 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 38 | 2843 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 18 | 3985 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 82 | 8748 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 101 | 5286 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES <sup>\*</sup> | 70 | 4150 |
| &nbsp;&nbsp;&nbsp;Intel | 535 | 15119 |
| &nbsp;&nbsp;&nbsp;Intuit | 36 | 15216 |
| &nbsp;&nbsp;&nbsp;KLA | 18 | 7065 |
| &nbsp;&nbsp;&nbsp;Lam Research | 18 | 9002 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** | **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Marvell Technology | 110 | $4747 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 71 | 5511 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 141 | 8502 |
| &nbsp;&nbsp;&nbsp;Microsoft | 742 | 183875 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 319 | 62323 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 39 | 6187 |
| &nbsp;&nbsp;&nbsp;Paychex | 47 | 5445 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 148 | 12061 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 145 | 19315 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 20 | 7075 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 118 | 20911 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 26 | 4717 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications, Cl A <sup>\*</sup> | 32 | 2400 |
| &nbsp;&nbsp;&nbsp;Zscaler <sup>\*</sup> | 19 | 2359 |
|  |  | 757943 |
| Utilities — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 66 | 6202 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 42 | 3585 |
| &nbsp;&nbsp;&nbsp;Exelon | 128 | 5400 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 71 | 4883 |
|  |  | 20070 |
| TOTAL UNITED STATES |  | 1526177 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,997,828) |  | 1561412 |
| **PURCHASED OPTION — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $29,638) |  | 4470 |
| TOTAL INVESTMENTS — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,027,466) |  | $1565882 |

---

*Percentages are based on Net Assets of $1,567,101.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** | **Global X NASDAQ 100<sup>®</sup> Tail Risk ETF** |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **PURCHASED OPTION — 0.3%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | 6 | $1218000 | $2030.00 | 03/20/23 | $4470 |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $1,561,412.* 

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*1561412* | $*—* | $*—* | $*1561412* |
| &nbsp;&nbsp;&nbsp;*Purchased Option* | *4470* | *—* | *—* | *4470* |
| *Total Investments in Securities* | $*1565882* | $*—* | $*—* | $*1565882* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 106.4%(A)** |  |  |
| **BRAZIL — 0.5%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 39 | $46086 |
| **CHINA — 1.1%** |  |  |
| Consumer Discretionary — 0.7% |  |  |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 370 | 22026 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 359 | 35175 |
|  |  | 57201 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 199 | 36678 |
| TOTAL CHINA |  | 93879 |
| **NETHERLANDS — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding, Cl G | 70 | 46259 |
| **UNITED KINGDOM — 0.3%** |  |  |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca ADR | 474 | 30985 |
| **UNITED STATES — 104.0%** |  |  |
| Communication Services — 17.6% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 603 | 46172 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 3653 | 361063 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 3652 | 364725 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 120 | 46117 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 3386 | 133239 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 211 | 27151 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 1750 | 260698 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 349 | 123497 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings | 2949 | 17075 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 968 | 144532 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 1881 | 27876 |
|  |  | 1552145 |
| Consumer Discretionary — 15.7% |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Cl A <sup>\*</sup> | 305 | 33889 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 6122 | $631362 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 30 | 73023 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 171 | 25681 |
| &nbsp;&nbsp;&nbsp;eBay | 451 | 22324 |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\*</sup> | 1451 | 16962 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica <sup>\*</sup> | 94 | 28847 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 246 | 42848 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 49 | 38825 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 686 | 13308 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 266 | 31439 |
| &nbsp;&nbsp;&nbsp;Starbucks | 901 | 98335 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 1894 | 328079 |
|  |  | 1384922 |
| Consumer Staples — 6.5% |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 344 | 175832 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 1089 | 38420 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 942 | 38179 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 1071 | 70086 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 402 | 41840 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 1072 | 183334 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 661 | 24365 |
|  |  | 572056 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 763 | 24218 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 136 | 19872 |
|  |  | 44090 |
| Health Care — 6.7% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 59 | 15914 |
| &nbsp;&nbsp;&nbsp;Amgen | 419 | 105755 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 111 | 32290 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 300 | 32127 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 984 | 82597 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 64 | 30752 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 121 | 25918 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 277 | 68056 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 296 | 52114 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 84 | 63711 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 141 | $19667 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 198 | 63974 |
|  |  | 592875 |
| Industrials — 3.9% |  |  |
| &nbsp;&nbsp;&nbsp;Cintas | 79 | 35056 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 363 | 24179 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 311 | 24227 |
| &nbsp;&nbsp;&nbsp;CSX | 1648 | 50956 |
| &nbsp;&nbsp;&nbsp;Fastenal | 436 | 22040 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 527 | 109869 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 86 | 28659 |
| &nbsp;&nbsp;&nbsp;PACCAR | 266 | 29076 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 120 | 21815 |
|  |  | 345877 |
| Information Technology — 51.7% |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 365 | 135174 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 1264 | 94990 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 399 | 68416 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 66 | 17580 |
| &nbsp;&nbsp;&nbsp;Apple | 7679 | 1108003 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 674 | 75144 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A <sup>\*</sup> | 115 | 18586 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 166 | 35717 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 325 | 73388 |
| &nbsp;&nbsp;&nbsp;Broadcom | 315 | 184278 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 211 | 38577 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 3196 | 155549 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 392 | 26166 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Cl A <sup>\*</sup> | 166 | 17579 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 221 | 16533 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 104 | 23023 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 498 | 53127 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 599 | 31352 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES <sup>\*</sup> | 415 | 24601 |
| &nbsp;&nbsp;&nbsp;Intel | 3238 | 91506 |
| &nbsp;&nbsp;&nbsp;Intuit | 221 | 93410 |
| &nbsp;&nbsp;&nbsp;KLA | 109 | 42780 |
| &nbsp;&nbsp;&nbsp;Lam Research | 106 | 53011 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Marvell Technology | 661 | $28522 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 421 | 32678 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 837 | 50471 |
| &nbsp;&nbsp;&nbsp;Microsoft | 4455 | 1103994 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 1915 | 374134 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 235 | 37280 |
| &nbsp;&nbsp;&nbsp;Paychex | 280 | 32441 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 894 | 72852 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 879 | 117092 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 118 | 41742 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 713 | 126351 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 155 | 28122 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications, Cl A <sup>\*</sup> | 206 | 15450 |
| &nbsp;&nbsp;&nbsp;Zscaler <sup>\*</sup> | 120 | 14899 |
|  |  | 4554518 |
| Utilities — 1.4% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 395 | 37114 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 249 | 21255 |
| &nbsp;&nbsp;&nbsp;Exelon | 762 | 32149 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 419 | 28814 |
|  |  | 119332 |
| TOTAL UNITED STATES |  | 9165815 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,573,538) |  | 9383024 |
| **PURCHASED OPTIONS — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $70,132) |  | 14800 |
| TOTAL INVESTMENTS — 106.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,643,670) |  | $9397824 |
| **WRITTEN OPTIONS— (6.8)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(266948)) |  | $(596370) |

---

*Percentages are based on Net Assets of $8,813,797.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of<br> Contracts** | **Notional<br> Amount** | **Exercise<br> Price** | **Expiration<br> Date** | **Value** |
| **PURCHASED OPTIONS — 0.2%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | 6 | $6495000 | $10825.00 | 02/17/23 | $11520 |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | 8 | 1728000 | 2160.00 | 02/17/23 | 3280 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $8223000 |  |  | $14800 |
| **WRITTEN OPTIONS — (6.8)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | (6) | $(6840000) | 11400.00 | 02/17/23 | $(471570) |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | (8) | (1824000) | 2280.00 | 02/17/23 | (124800) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(8664000) |  |  | $(596370) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $9,383,024.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** | **Global X NASDAQ 100<sup>®</sup> Risk Managed Income ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*9383024* | $*—* | $*—* | $*9383024* |
| &nbsp;&nbsp;&nbsp;*Purchased Options* | *14800* | *—* | *—* | *14800* |
| *Total Investments in Securities* | $*9397824* | $*—* | $*—* | $*9397824* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(596370)* | $*—* | $*—* | $*(596370)* |
| *Total Other Financial Instruments* | $*(596370)* | $*—* | $*—* | $*(596370)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — 101.7%(A)** |  |  |
| **BRAZIL — 0.5%** |  |  |
| Consumer Discretionary — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;MercadoLibre <sup>\*</sup> | 13 | $15362 |
| **CHINA — 1.0%** |  |  |
| Consumer Discretionary — 0.6% |  |  |
| &nbsp;&nbsp;&nbsp;JD.com ADR | 126 | 7501 |
| &nbsp;&nbsp;&nbsp;Pinduoduo ADR <sup>\*</sup> | 126 | 12345 |
|  |  | 19846 |
| Information Technology — 0.4% |  |  |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors | 67 | 12349 |
| TOTAL CHINA |  | 32195 |
| **NETHERLANDS — 0.5%** |  |  |
| Information Technology — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;ASML Holding, Cl G | 23 | 15199 |
| **UNITED KINGDOM — 0.3%** |  |  |
| Health Care — 0.3% |  |  |
| &nbsp;&nbsp;&nbsp;AstraZeneca ADR | 158 | 10329 |
| **UNITED STATES — 99.4%** |  |  |
| Communication Services — 16.8% |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard | 203 | 15544 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl A <sup>\*</sup> | 1220 | 120585 |
| &nbsp;&nbsp;&nbsp;Alphabet, Cl C <sup>\*</sup> | 1220 | 121842 |
| &nbsp;&nbsp;&nbsp;Charter Communications, Cl A <sup>\*</sup> | 40 | 15372 |
| &nbsp;&nbsp;&nbsp;Comcast, Cl A | 1121 | 44111 |
| &nbsp;&nbsp;&nbsp;Electronic Arts | 71 | 9136 |
| &nbsp;&nbsp;&nbsp;Meta Platforms, Cl A <sup>\*</sup> | 584 | 86999 |
| &nbsp;&nbsp;&nbsp;Netflix <sup>\*</sup> | 116 | 41048 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings | 1004 | 5813 |
| &nbsp;&nbsp;&nbsp;T-Mobile US <sup>\*</sup> | 323 | 48227 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery <sup>\*</sup> | 627 | 9292 |
|  |  | 517969 |
| Consumer Discretionary — 15.0% |  |  |
| &nbsp;&nbsp;&nbsp;Airbnb, Cl A <sup>\*</sup> | 103 | 11444 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Consumer Discretionary — continued |  |  |
| &nbsp;&nbsp;&nbsp;Amazon.com <sup>\*</sup> | 2045 | $210901 |
| &nbsp;&nbsp;&nbsp;Booking Holdings <sup>\*</sup> | 10 | 24341 |
| &nbsp;&nbsp;&nbsp;Dollar Tree <sup>\*</sup> | 57 | 8560 |
| &nbsp;&nbsp;&nbsp;eBay | 140 | 6930 |
| &nbsp;&nbsp;&nbsp;Lucid Group <sup>\*</sup> | 487 | 5693 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica <sup>\*</sup> | 32 | 9820 |
| &nbsp;&nbsp;&nbsp;Marriott International, Cl A | 82 | 14283 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive <sup>\*</sup> | 16 | 12678 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive, Cl A <sup>\*</sup> | 236 | 4578 |
| &nbsp;&nbsp;&nbsp;Ross Stores | 90 | 10637 |
| &nbsp;&nbsp;&nbsp;Starbucks | 298 | 32524 |
| &nbsp;&nbsp;&nbsp;Tesla <sup>\*</sup> | 633 | 109648 |
|  |  | 462037 |
| Consumer Staples — 6.2% |  |  |
| &nbsp;&nbsp;&nbsp;Costco Wholesale | 115 | 58781 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper | 367 | 12948 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz | 317 | 12848 |
| &nbsp;&nbsp;&nbsp;Mondelez International, Cl A | 355 | 23231 |
| &nbsp;&nbsp;&nbsp;Monster Beverage <sup>\*</sup> | 135 | 14051 |
| &nbsp;&nbsp;&nbsp;PepsiCo | 358 | 61225 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance | 224 | 8257 |
|  |  | 191341 |
| Energy — 0.5% |  |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes, Cl A | 259 | 8221 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy | 45 | 6575 |
|  |  | 14796 |
| Health Care — 6.4% |  |  |
| &nbsp;&nbsp;&nbsp;Align Technology <sup>\*</sup> | 20 | 5395 |
| &nbsp;&nbsp;&nbsp;Amgen | 139 | 35084 |
| &nbsp;&nbsp;&nbsp;Biogen <sup>\*</sup> | 37 | 10763 |
| &nbsp;&nbsp;&nbsp;Dexcom <sup>\*</sup> | 100 | 10709 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences | 326 | 27364 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories <sup>\*</sup> | 21 | 10091 |
| &nbsp;&nbsp;&nbsp;Illumina <sup>\*</sup> | 41 | 8782 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical <sup>\*</sup> | 92 | 22603 |
| &nbsp;&nbsp;&nbsp;Moderna <sup>\*</sup> | 100 | 17606 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals <sup>\*</sup> | 28 | 21237 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Health Care — continued |  |  |
| &nbsp;&nbsp;&nbsp;Seagen <sup>\*</sup> | 48 | $6695 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals <sup>\*</sup> | 67 | 21648 |
|  |  | 197977 |
| Industrials — 3.8% |  |  |
| &nbsp;&nbsp;&nbsp;Cintas | 26 | 11537 |
| &nbsp;&nbsp;&nbsp;Copart <sup>\*</sup> | 123 | 8193 |
| &nbsp;&nbsp;&nbsp;CoStar Group <sup>\*</sup> | 105 | 8180 |
| &nbsp;&nbsp;&nbsp;CSX | 545 | 16851 |
| &nbsp;&nbsp;&nbsp;Fastenal | 148 | 7481 |
| &nbsp;&nbsp;&nbsp;Honeywell International | 175 | 36484 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line | 29 | 9664 |
| &nbsp;&nbsp;&nbsp;PACCAR | 90 | 9838 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics, Cl A | 40 | 7272 |
|  |  | 115500 |
| Information Technology — 49.4% |  |  |
| &nbsp;&nbsp;&nbsp;Adobe <sup>\*</sup> | 121 | 44811 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices <sup>\*</sup> | 419 | 31488 |
| &nbsp;&nbsp;&nbsp;Analog Devices | 132 | 22634 |
| &nbsp;&nbsp;&nbsp;ANSYS <sup>\*</sup> | 24 | 6393 |
| &nbsp;&nbsp;&nbsp;Apple | 2565 | 370104 |
| &nbsp;&nbsp;&nbsp;Applied Materials | 223 | 24862 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A <sup>\*</sup> | 41 | 6626 |
| &nbsp;&nbsp;&nbsp;Autodesk <sup>\*</sup> | 56 | 12049 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing | 108 | 24387 |
| &nbsp;&nbsp;&nbsp;Broadcom | 105 | 61426 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems <sup>\*</sup> | 71 | 12981 |
| &nbsp;&nbsp;&nbsp;Cisco Systems | 1068 | 51980 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions, Cl A | 133 | 8878 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings, Cl A <sup>\*</sup> | 56 | 5930 |
| &nbsp;&nbsp;&nbsp;Datadog, Cl A <sup>\*</sup> | 75 | 5611 |
| &nbsp;&nbsp;&nbsp;Enphase Energy <sup>\*</sup> | 35 | 7748 |
| &nbsp;&nbsp;&nbsp;Fiserv <sup>\*</sup> | 165 | 17602 |
| &nbsp;&nbsp;&nbsp;Fortinet <sup>\*</sup> | 202 | 10573 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES <sup>\*</sup> | 141 | 8358 |
| &nbsp;&nbsp;&nbsp;Intel | 1072 | 30295 |
| &nbsp;&nbsp;&nbsp;Intuit | 73 | 30855 |
| &nbsp;&nbsp;&nbsp;KLA | 37 | 14522 |
| &nbsp;&nbsp;&nbsp;Lam Research | 35 | 17503 |

---

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCK — continued** |  |  |
| Information Technology — continued |  |  |
| &nbsp;&nbsp;&nbsp;Marvell Technology | 221 | $9536 |
| &nbsp;&nbsp;&nbsp;Microchip Technology | 142 | 11022 |
| &nbsp;&nbsp;&nbsp;Micron Technology | 282 | 17005 |
| &nbsp;&nbsp;&nbsp;Microsoft | 1488 | 368741 |
| &nbsp;&nbsp;&nbsp;NVIDIA | 640 | 125037 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks <sup>\*</sup> | 78 | 12374 |
| &nbsp;&nbsp;&nbsp;Paychex | 93 | 10775 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings <sup>\*</sup> | 296 | 24121 |
| &nbsp;&nbsp;&nbsp;QUALCOMM | 291 | 38764 |
| &nbsp;&nbsp;&nbsp;Synopsys <sup>\*</sup> | 40 | 14150 |
| &nbsp;&nbsp;&nbsp;Texas Instruments | 236 | 41822 |
| &nbsp;&nbsp;&nbsp;Workday, Cl A <sup>\*</sup> | 52 | 9434 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications, Cl A <sup>\*</sup> | 63 | 4725 |
| &nbsp;&nbsp;&nbsp;Zscaler <sup>\*</sup> | 41 | 5091 |
|  |  | 1520213 |
| Utilities — 1.3% |  |  |
| &nbsp;&nbsp;&nbsp;American Electric Power | 133 | 12497 |
| &nbsp;&nbsp;&nbsp;Constellation Energy | 85 | 7255 |
| &nbsp;&nbsp;&nbsp;Exelon | 257 | 10843 |
| &nbsp;&nbsp;&nbsp;Xcel Energy | 142 | 9765 |
|  |  | 40360 |
| TOTAL UNITED STATES |  | 3060193 |
| TOTAL COMMON STOCK |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,919,042) |  | 3133278 |
| **PURCHASED OPTIONS — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $92,132) |  | 17435 |
| TOTAL INVESTMENTS — 102.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,011,174) |  | $3150713 |
| **WRITTEN OPTIONS— (2.3)%** |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $(48282)) |  | $(71885) |

---

*Percentages are based on Net Assets of $3,079,013.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

*A list of the exchange traded option contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br> **Contracts**  | **Notional** <br> **Amount**  | **Exercise** <br> **Price**  | **Expiration** <br> **Date**  | **Value** |
| **PURCHASED OPTIONS — 0.6%** |  |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | 1 | $1070000 | $10700.00 | 03/17/23 | $7075 |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | 7 | 1498000 | 2140.00 | 03/17/23 | 10360 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $2568000 |  |  | $17435 |
| **WRITTEN OPTIONS — (2.3)%** |  |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Nasdaq-100 | (1) | $(1237500) | 12375.00 | 03/17/23 | $(29255) |
| &nbsp;&nbsp;&nbsp;Nasdaq-100® Reduced-Value Index | (7) | (1729000) | 2470.00 | 03/17/23 | (42630) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(2966500) |  |  | $(71885) |

---

*\** *Non-income producing security.*

*(A)* *All or a portion of these securities has been segregated as collateral for options contracts. The aggregate market value of collateral at January 31, 2023 was $3,133,278.*![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** | **Global X NASDAQ 100<sup>®</sup> Collar 95-110 ETF** |

---

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Investments in Securities* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Common Stock* | $*3133278* | $*—* | $*—* | $*3133278* |
| &nbsp;&nbsp;&nbsp;*Purchased Options* | *17435* | *—* | *—* | *17435* |
| *Total Investments in Securities* | $*3150713* | $*—* | $*—* | $*3150713* |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Other Financial Instruments* | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;*Written Options* | $*(71885)* | $*—* | $*—* | $*(71885)* |
| *Total Other Financial Instruments* | $*(71885)* | $*—* | $*—* | $*(71885)* |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

 

*See "Glossary" for abbreviations.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Schedules of Investments (Unaudited)** | **January 31, 2023** |
| **Glossary: (abbreviations which may be used in the preceding Schedules of Investments)** | **Glossary: (abbreviations which may be used in the preceding Schedules of Investments)** |

---

**Fund Abbreviations**

ADR — *American Depositary Receipt* 

Cl — *Class*

ETF — *Exchange-Traded Fund*

GDR — *Global Depositary Receipt*

ICE — *Intercontinental Exchange*

LIBOR— *London Interbank Offered Rate*

NVDR — *Non-Voting Depositary Receipt*

PJSC — *Public Joint-Stock Company*

S&P — *Standard & Poor's*

Ser — *Series*

USD — *U.S. Dollar*

GLX-QH-003-2300

![](gx44.jpg)

---

| | |
|:---|:---|
| **Consolidated Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Blockchain & Bitcoin Strategy ETF**

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **EXCHANGE TRADED FUND — 49.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Global X Blockchain ETF<sup>(A)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,407,864) | 236250 | $4991963 |
|  | **Face Amount** |  |
| **U.S. TREASURY OBLIGATIONS — 39.6%** |  |  |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.687%, 05/30/23<sup>(B)</sup> | $1000000 | 984913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.589%, 04/13/23^<sup>(B)(C)</sup> | 1000000 | 991090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.311%, 03/21/23<sup>(B)</sup> | 1000000 | 994008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.303%, 03/02/23<sup>(B)</sup> | 1000000 | 996448 |
| TOTAL U.S. TREASURY OBLIGATIONS |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,966,814) |  | 3966459 |
| TOTAL INVESTMENTS — 89.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $17,374,678) |  | $8958422 |

---

*Percentages are based on Net Assets of $10,005,348.*

*A list of the futures contracts held by the Fund at January 31, 2023, is as follows:*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| <br>**Type of Contract** | **Number of**<br>**Contracts** | **Expiration**<br>**Date** | **Notional**<br>**Amount** |<br>**Value** | **Unrealized**<br>**Appreciation** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CME BITCOIN FUTURE^ | 43 | Feb-2023 | $4950409 | $4998750 | $48341 |

---

*^* *Security is held by the Global X Bitcoin Strategy Subsidiary I, as of January 31, 2023.* <br> *(A)* *Affiliated investment.* 

*(B)* *Interest rate represents the security's effective yield at the time of purchase.* 

*(C)* *Security, or a portion thereof, has been pledged as collateral on futures contracts.* 

*ETF — Exchange Traded Fund*

![](gx44.jpg)

---

| | |
|:---|:---|
| **Consolidated Schedule of Investments (Unaudited)** | **January 31, 2023** |

---

**Global X Blockchain & Bitcoin Strategy ETF**

*The following is a summary of the level of inputs used as of January 31, 2023, in valuing the Fund's investments and other financial instruments carried at value:*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Investments in Securities | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | $*4991963* | $*—* | $*—* | $*4991963* |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | *—* | *3966459* | *—* | *3966459* |
| Total Investments in Securities | $*4991963* | $*3966459* | $*—* | $*8958422* |
| Other Financial Instruments | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | $*48341* | $*—* | $*—* | $*48341* |
| Total Other Financial Instruments | $*48341* | $— | $*—* | $*48341* |

---

*\* Futures contracts are valued at the unrealized appreciation on the instrument.*

*The following is a summary of the transactions with affiliates for the period ended January 31, 2023:*

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | | | Changes in | | | |
| | | | Unrealized | | | |
| | Purchases at | Proceeds from | Appreciation | Realized Gain | Value at | |
| Value at 10/31/2022 | Cost | Sales | (Depreciation) | (Loss) | 1/31/2023 | Income |
| **Global X Blockchain ETF** | **Global X Blockchain ETF** |  |  |  |  |  |
| $3965705 | $1110694 | $— | $(84362) | $(74) | $4991963 | $6193 |

---

*Amounts designated as "—" are $0 or have been rounded to $0.*

*For information on the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent annual or semi-annual financial statements.*

*GLX-QH-010-0300*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GLOBAL X FUNDS

- **b. Investment Company Act file number:** 811-22209

- **c. CIK number of Registrant:** 0001432353

- **d. LEI of Registrant:** 5493003RA4QUTSYF1N15

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

  - **Street Address 1:** 605 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10158

  - **Telephone number:** 2126446110

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

- **a. Name of Series:** Global X Russell 2000 Covered Call ETF

- **b. EDGAR series identifier (if any):** S000065001

- **c. LEI of Series:** 549300RC73SUF7YB0Q40

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1484846295.52

**Total Liabilities:** $79094319.14

**Net Assets:** $1405751976.38

**Cash Not Reported:** $2642667.99

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210451 | 3.87%                | -3.03%               | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8919.96                 | $131212334.26                              |
| Month 2  | $-2748529.27             | $-93212275.94                              |
| Month 3  | $-8616954.87             | $41927391.33                               |

**Designated Index Information**

- **Index Name:** Cboe Russell 2000 BuyWrite Index

- **Index Identifier:** BXR_EXP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACM Research Inc                                          | ACM RESEARCH INC-CLASS A COMMON STOCK                       | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               |  | US        |     19835 | NS      | $247739.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                                  | RELMADA THERAPEUTICS INC COMMON STOCK                       | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               |  | US        |     11749 | NS      | $47700.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                                     | TRUSTCO BANK CORP NY COMMON STOCK                           | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               |  | US        |      8177 | NS      | $293636.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                  | XPEL INC COMMON STOCK                                       | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               |  | US        |      9677 | NS      | $736129.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Transmedics Group Inc                                     | TRANSMEDICS GROUP INC COMMON STOCK                          | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               |  | US        |     13240 | NS      | $834384.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                          | CALIFORNIA RESOURCES CORP COMMON STOCK                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |     33972 | NS      | $1451623.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC.                                | ETHAN ALLEN INTERIORS INC COMMON STOCK                      | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               |  | US        |      9866 | NS      | $283548.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST OF LONG ISLAND CORPORATION                      | FIRST OF LONG ISLAND CORP COMMON STOCK                      | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               |  | US        |      9890 | NS      | $174657.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKOLA CORPORATION                                        | NIKOLA CORP COMMON STOCK                                    | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               |  | US        |         1 | NS      | $2.71         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                   | DESIGN THERAPEUTICS INC COMMON STOCK                        | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               |  | US        |     14133 | NS      | $110944.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power, Inc.                                         | ALTUS POWER INC COMMON STOCK                                | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               |  | US        |     17423 | NS      | $139732.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP, INC.                                        | MIMEDX GROUP INC COMMON STOCK                               | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.87         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B. RILEY FINANCIAL, INC.                                  | B. RILEY FINANCIAL INC COMMON STOCK                         | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               |  | US        |      8636 | NS      | $369016.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                    | WARRIOR MET COAL INC COMMON STOCK                           | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               |  | US        |     21950 | NS      | $831466.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                                    | MARCUS CORPORATION COMMON STOCK                             | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               |  | US        |     10412 | NS      | $157637.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST, INC.                           | FRANKLIN BSP REALTY TRUST IN REIT                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     36251 | NS      | $525639.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT OFFICE REALTY TRUST, INC.                        | PIEDMONT OFFICE REALTY TRU-A REIT                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     50702 | NS      | $537441.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                      | HECLA MINING CO COMMON STOCK                                | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               |  | US        |    261889 | NS      | $1615855.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITI TRENDS, INC.                                         | CITI TRENDS INC COMMON STOCK                                | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               |  | US        |      3707 | NS      | $116696.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                                 | AEROVATE THERAPEUTICS INC COMMON STOCK                      | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               |  | US        |      4920 | NS      | $112422.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKLINE, INC                                            | BLACKLINE INC COMMON STOCK                                  | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               |  | US        |     23669 | NS      | $1699434.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                  | PATRICK INDUSTRIES INC COMMON STOCK                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               |  | US        |      9683 | NS      | $687202.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                  | CENTURY ALUMINUM COMPANY COMMON STOCK                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               |  | US        |     21177 | NS      | $238029.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                   | KEZAR LIFE SCIENCES INC COMMON STOCK                        | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               |  | US        |     26195 | NS      | $187818.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                         | SUN COUNTRY AIRLINES HOLDING COMMON STOCK                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               |  | US        |     14033 | NS      | $261996.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                                | VUZIX CORP COMMON STOCK                                     | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               |  | US        |     24435 | NS      | $127306.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                                      | ASSOCIATED BANC-CORP COMMON STOCK                           | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               |  | US        |     63918 | NS      | $1432402.38   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                                | COHU INC COMMON STOCK                                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               |  | US        |     20449 | NS      | $737799.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                                | TARSUS PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               |  | US        |      7698 | NS      | $121320.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.                        | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK                   | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     11233 | NS      | $143108.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION                        | SIMMONS FIRST NATL CORP-CL A COMMON STOCK                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               |  | US        |     52706 | NS      | $1175870.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORPORATION                                | REPAY HOLDINGS CORP COMMON STOCK                            | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               |  | US        |     35838 | NS      | $349062.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP.                                           | NETSTREIT CORP REIT                                         | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     26555 | NS      | $534552.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                                     | CHATHAM LODGING TRUST REIT                                  | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     20787 | NS      | $295383.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                       | LEGACY HOUSING CORP COMMON STOCK                            | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               |  | US        |      4026 | NS      | $80600.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL BANKSHARES INC.                         | AMER NATL BNKSHS/DANVILLE VA COMMON STOCK                   | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               |  | US        |      4657 | NS      | $161178.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                            | SWEETGREEN INC - CLASS A COMMON STOCK                       | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               |  | US        |     37005 | NS      | $383741.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                               | RYERSON HOLDING CORP COMMON STOCK                           | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |      9456 | NS      | $360935.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT, INC.                                             | HIBBETT INC COMMON STOCK                                    | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               |  | US        |      5909 | NS      | $392121.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL, INC.                                       | MFA FINANCIAL INC REIT                                      | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     44422 | NS      | $528177.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                              | MODINE MANUFACTURING CO COMMON STOCK                        | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |     21440 | NS      | $512201.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                        | PROG HOLDINGS INC COMMON STOCK                              | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     23836 | NS      | $531304.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed, Inc.                                               | BOXED INC COMMON STOCK                                      | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                                        | W&T OFFSHORE INC COMMON STOCK                               | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               |  | US        |     38553 | NS      | $239799.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                       | S & T BANCORP INC COMMON STOCK                              | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               |  | US        |     16572 | NS      | $602889.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                                | GLOBAL WATER RESOURCES INC COMMON STOCK                     | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               |  | US        |      5430 | NS      | $77268.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPROUTS FARMERS MARKET, INC.                              | SPROUTS FARMERS MARKET INC COMMON STOCK                     | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               |  | US        |     47480 | NS      | $1516986.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IES HOLDINGS, INC.                                        | IES HOLDINGS INC COMMON STOCK                               | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               |  | US        |      4002 | NS      | $159319.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC.                                                | ISTAR INC REIT                                              | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     28662 | NS      | $265983.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                    | WW INTERNATIONAL INC COMMON STOCK                           | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               |  | US        |     21890 | NS      | $108793.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                             | PRIMORIS SERVICES CORP COMMON STOCK                         | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |     22811 | NS      | $606772.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                              | VISHAY INTERTECHNOLOGY INC COMMON STOCK                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               |  | US        |     56286 | NS      | $1288386.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                            | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK                   | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |      8145 | NS      | $105640.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                               | KFORCE INC COMMON STOCK                                     | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               |  | US        |      8608 | NS      | $483167.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY                        | GOODYEAR TIRE & RUBBER CO COMMON STOCK                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |    122600 | NS      | $1379250.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                              | HERITAGE-CRYSTAL CLEAN INC COMMON STOCK                     | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               |  | US        |      6926 | NS      | $257647.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                            | OFFICE PROPERTIES INCOME TRU REIT                           | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |     20542 | NS      | $352500.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GORMAN- RUPP COMPANY                                  | GORMAN-RUPP CO COMMON STOCK                                 | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               |  | US        |      9825 | NS      | $282272.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                  | ON24 INC COMMON STOCK                                       | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               |  | US        |     17331 | NS      | $160831.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                          | DAKOTA GOLD CORP COMMON STOCK                               | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               |  | US        |     40385 | NS      | $141751.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                      | INGEVITY CORP COMMON STOCK                                  | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |     16683 | NS      | $1375346.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                        | SHUTTERSTOCK INC COMMON STOCK                               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |     10334 | NS      | $777840.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                                  | SENECA FOODS CORP - CL A COMMON STOCK                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               |  | US        |      2565 | NS      | $160312.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                                 | SILICON LABORATORIES INC COMMON STOCK                       | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               |  | US        |     14128 | NS      | $2216824.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                     | UNIVERSAL CORP/VA COMMON STOCK                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |     10273 | NS      | $558543.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                           | OCEANEERING INTL INC COMMON STOCK                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               |  | US        |     43001 | NS      | $918071.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP, INC.                                       | REVOLVE GROUP INC COMMON STOCK                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               |  | US        |     18401 | NS      | $525164.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                                  | DINE BRANDS GLOBAL INC COMMON STOCK                         | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               |  | US        |      6933 | NS      | $535990.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                                  | COLUMBIA FINANCIAL INC COMMON STOCK                         | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               |  | US        |     16328 | NS      | $324110.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                         | PORTLAND GENERAL ELECTRIC CO COMMON STOCK                   | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     38321 | NS      | $1823313.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                | ENANTA PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               |  | US        |      8484 | NS      | $452875.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                                     | URBAN EDGE PROPERTIES REIT                                  | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     48989 | NS      | $771576.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                                       | AADI BIOSCIENCE INC COMMON STOCK                            | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               |  | US        |      6012 | NS      | $75871.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                                 | EDGEWISE THERAPEUTICS INC COMMON STOCK                      | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               |  | US        |     14557 | NS      | $148918.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                            | VICTORY CAPITAL HOLDING - A COMMON STOCK                    | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |      7175 | NS      | $212667.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group, Inc.                                         | PORCH GROUP INC COMMON STOCK                                | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               |  | US        |         1 | NS      | $2.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL INTERNATIONAL, INC.                               | KIMBALL INTERNATIONAL-B COMMON STOCK                        | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               |  | US        |     14661 | NS      | $108491.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                        | NATIONAL BANK HOLD-CL A COMMON STOCK                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |     12368 | NS      | $522300.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                                        | ALBIREO PHARMA INC COMMON STOCK                             | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               |  | US        |      7526 | NS      | $336111.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                               | PCB BANCORP COMMON STOCK                                    | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               |  | US        |      4859 | NS      | $90231.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCEPT PHARMACEUTICALS, INC.                           | INTERCEPT PHARMACEUTICALS IN COMMON STOCK                   | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               |  | US        |     10861 | NS      | $198321.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION                        | JOHN BEAN TECHNOLOGIES CORP COMMON STOCK                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               |  | US        |     13558 | NS      | $1514835.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                              | AERSALE CORP COMMON STOCK                                   | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               |  | US        |      9394 | NS      | $174822.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES, INC.                         | CONSUMER PORTFOLIO SERVICES COMMON STOCK                    | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               |  | US        |      5964 | NS      | $59938.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                        | PROVIDENT FINANCIAL SERVICES COMMON STOCK                   | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               |  | US        |     31866 | NS      | $747576.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE RIDGE BANKSHARES, INC.                               | BLUE RIDGE BANKSHARES INC COMMON STOCK                      | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               |  | US        |      7059 | NS      | $89366.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MR. COOPER GROUP INC.                                     | MR COOPER GROUP INC COMMON STOCK                            | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               |  | US        |     30724 | NS      | $1412996.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                        | PROVENTION BIO INC COMMON STOCK                             | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               |  | US        |     27798 | NS      | $240730.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE STAR BANCORP                                         | FIVE STAR BANCORP COMMON STOCK                              | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               |  | US        |      5503 | NS      | $148360.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                            | LCI INDUSTRIES COMMON STOCK                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               |  | US        |     10564 | NS      | $1185492.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                           | TENNANT CO COMMON STOCK                                     | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               |  | US        |      7922 | NS      | $555569.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGO GROUP INTERNATIONAL HOLDINGS, LTD.                   | ARGO GROUP INTERNATIONAL COMMON STOCK                       | CUSIP: G0464B107<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               |  | US        |     13559 | NS      | $376397.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC.                                        | HERC HOLDINGS INC COMMON STOCK                              | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               |  | US        |     11033 | NS      | $1713645.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                         | SENSIENT TECHNOLOGIES CORP COMMON STOCK                     | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |     17919 | NS      | $1356289.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                                        | BGC PARTNERS INC-CL A COMMON STOCK                          | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               |  | US        |    152639 | NS      | $663979.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                               | RAMBUS INC COMMON STOCK                                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |     47807 | NS      | $1934749.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                         | SM ENERGY CO COMMON STOCK                                   | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |     52252 | NS      | $1717523.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe, Inc.                                          | CANTALOUPE INC COMMON STOCK                                 | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               |  | US        |         1 | NS      | $5.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                                 | ZYNEX INC COMMON STOCK                                      | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               |  | US        |      9231 | NS      | $130434.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                                            | CELULARITY INC COMMON STOCK                                 | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                                     | WALKER & DUNLOP INC COMMON STOCK                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               |  | US        |     13163 | NS      | $1255486.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TILLY'S, INC.                                             | TILLY'S INC-CLASS A SHRS COMMON STOCK                       | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               |  | US        |      9231 | NS      | $81786.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                                      | CALAVO GROWERS INC COMMON STOCK                             | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               |  | US        |      7487 | NS      | $239958.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC.                                    | BED BATH & BEYOND INC COMMON STOCK                          | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               |  | US        |         1 | NS      | $2.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                            | CROSS COUNTRY HEALTHCARE INC COMMON STOCK                   | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |     15769 | NS      | $437589.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                           | NATIONAL HEALTHCARE CORP COMMON STOCK                       | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               |  | US        |      5324 | NS      | $316990.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BRAVES                                            | LIBERTY MEDIA CORP-BRAVES A COMMON STOCK                    | CUSIP: 531229706<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               |  | US        |      4604 | NS      | $161738.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                                    | FEDERATED HERMES INC COMMON STOCK                           | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     38726 | NS      | $1521931.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTAPP, INC.                                              | INTAPP INC COMMON STOCK                                     | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               |  | US        |      6294 | NS      | $182400.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                     | TRUSTMARK CORP COMMON STOCK                                 | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               |  | US        |     26079 | NS      | $759420.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                             | HAWKINS INC COMMON STOCK                                    | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               |  | US        |      8416 | NS      | $328224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONN'S, INC.                                              | CONN'S INC COMMON STOCK                                     | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               |  | US        |      6922 | NS      | $65136.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings, Inc.                                 | KORE GROUP HOLDINGS INC COMMON STOCK                        | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                           | WORLD FUEL SERVICES CORP COMMON STOCK                       | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     26591 | NS      | $752525.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DISTRIBUTION SOLUTIONS GROUP, INC.                        | DISTRIBUTION SOLUTIONS GROUP COMMON STOCK                   | CUSIP: 520776105<br>LEI: 549300H1YXSE5TXMGL51 | Long             | EC               |  | US        |      2337 | NS      | $96518.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                                 | KIMBALL ELECTRONICS INC COMMON STOCK                        | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               |  | US        |     10579 | NS      | $269976.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA, INC.                                              | CUTERA INC COMMON STOCK                                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               |  | US        |      7348 | NS      | $255930.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                  | SERVICE PROPERTIES TRUST REIT                               | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     67705 | NS      | $603251.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                           | MARINEMAX INC COMMON STOCK                                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               |  | US        |      9105 | NS      | $284531.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                                         | GREEN PLAINS INC COMMON STOCK                               | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               |  | US        |     22647 | NS      | $787436.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORPORATION                                        | LIVENT CORP COMMON STOCK                                    | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               |  | US        |     70048 | NS      | $1815644.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP ONE HOLDINGS CORP                                    | SNAP ONE HOLDINGS CORP COMMON STOCK                         | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               |  | US        |      7602 | NS      | $72903.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                           | MURPHY USA INC COMMON STOCK                                 | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      8948 | NS      | $2434124.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Outlook Therapeutics Inc                                  | OUTLOOK THERAPEUTICS INC COMMON STOCK                       | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               |  | US        |         1 | NS      | $1.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                            | BRIGHTCOVE COMMON STOCK                                     | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               |  | US        |     16833 | NS      | $106721.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EHEALTH, INC.                                             | EHEALTH INC COMMON STOCK                                    | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               |  | US        |     10147 | NS      | $84220.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION, INC.                                           | TRUPANION INC COMMON STOCK                                  | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               |  | US        |     17172 | NS      | $1013491.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                         | ASGN INC COMMON STOCK                                       | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               |  | US        |     21442 | NS      | $1950149.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI PHYSICAL THERAPY, INC.                                | ATI PHYSICAL THERAPY INC COMMON STOCK                       | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.44         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOWLERO CORP.                                             | BOWLERO CORP COMMON STOCK                                   | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               |  | US        |     17514 | NS      | $240817.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                          | FORMFACTOR INC COMMON STOCK                                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               |  | US        |     33006 | NS      | $928788.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORPORATION                                   | TIMKENSTEEL CORP COMMON STOCK                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               |  | US        |     19789 | NS      | $389249.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS, INC.                              | CARDIOVASCULAR SYSTEMS INC COMMON STOCK                     | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               |  | US        |     17260 | NS      | $240604.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                     | ATLANTIC UNION BANKSHARES CO COMMON STOCK                   | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               |  | US        |     31853 | NS      | $1232392.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.                       | ALPHA METALLURGICAL RESOURCE COMMON STOCK                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               |  | US        |      7727 | NS      | $1243506.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                              | EZCORP INC-CL A COMMON STOCK                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               |  | US        |     23870 | NS      | $217455.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                 | CNO FINANCIAL GROUP INC COMMON STOCK                        | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               |  | US        |     50217 | NS      | $1293589.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPINE IMMUNE SCIENCES, INC.                              | ALPINE IMMUNE SCIENCES INC COMMON STOCK                     | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               |  | US        |      5397 | NS      | $45334.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES TRUST                         | CORPORATE OFFICE PROPERTIES REIT                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     48285 | NS      | $1355359.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS, INC.                         | AEROJET ROCKETDYNE HOLDINGS COMMON STOCK                    | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               |  | US        |     33991 | NS      | $1900776.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clipper Realty Inc                                        | CLIPPER REALTY INC REIT                                     | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               |  | US        |      4887 | NS      | $34404.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMA HOLDINGS, INC.                                       | DOMA HOLDINGS INC COMMON STOCK                              | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.71         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                               | DIGITALOCEAN HOLDINGS INC COMMON STOCK                      | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               |  | US        |     32291 | NS      | $947740.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.                        | AIR TRANSPORT SERVICES GROUP COMMON STOCK                   | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               |  | US        |     25039 | NS      | $708854.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                                | GOPRO INC-CLASS A COMMON STOCK                              | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               |  | US        |     53214 | NS      | $327266.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COASTAL FINANCIAL CORPORATION                             | COASTAL FINANCIAL CORP/WA COMMON STOCK                      | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               |  | US        |      4561 | NS      | $208300.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEAYA Biosciences Inc                                    | IDEAYA BIOSCIENCES INC COMMON STOCK                         | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               |  | US        |     19420 | NS      | $330722.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                                        | SITE CENTERS CORP REIT                                      | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     86001 | NS      | $1173913.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                                    | BRIDGEBIO PHARMA INC COMMON STOCK                           | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               |  | US        |     43643 | NS      | $405007.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                    | VEECO INSTRUMENTS INC COMMON STOCK                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               |  | US        |     21434 | NS      | $425679.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES, INC.                              | SERVISFIRST BANCSHARES INC COMMON STOCK                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               |  | US        |     21738 | NS      | $1482096.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORPORATION                           | BLUEPRINT MEDICINES CORP COMMON STOCK                       | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               |  | US        |     26739 | NS      | $1249780.86   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                    | MURPHY OIL CORP COMMON STOCK                                | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     65220 | NS      | $2844244.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                     | BLOOMIN' BRANDS INC COMMON STOCK                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               |  | US        |     37575 | NS      | $911193.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTONE BANCORP, INC.                                  | CONNECTONE BANCORP INC COMMON STOCK                         | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               |  | US        |     15994 | NS      | $380177.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGLARI HOLDINGS INC.                                     | BIGLARI HOLDINGS INC-B COMMON STOCK                         | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               |  | US        |       301 | NS      | $49084.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTESIAN RESOURCES CORPORATION                            | ARTESIAN RESOURCES CORP-CL A COMMON STOCK                   | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               |  | US        |      3576 | NS      | $210626.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                              | ARCOSA INC COMMON STOCK                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               |  | US        |     20766 | NS      | $1230800.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                             | AMPLITUDE INC-CLASS A COMMON STOCK                          | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               |  | US        |     25695 | NS      | $369494.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                            | WESBANCO INC COMMON STOCK                                   | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               |  | US        |     25436 | NS      | $945456.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                             | INNOSPEC INC COMMON STOCK                                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |     10616 | NS      | $1199820.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                         | CABOT CORP COMMON STOCK                                     | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |     24145 | NS      | $1818842.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                           | DIAMONDROCK HOSPITALITY CO REIT                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     88446 | NS      | $851734.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                            | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK                   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     15029 | NS      | $422014.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY CASINOS, INC.                                     | CENTURY CASINOS INC COMMON STOCK                            | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               |  | US        |     11233 | NS      | $99075.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT APARTMENTS CORP.                                      | BRT APARTMENTS CORP REIT                                    | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      5263 | NS      | $110259.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc                                    | ANGEL OAK MORTGAGE INC REIT                                 | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               |  | US        |      4141 | NS      | $32755.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                                 | ALEXANDER & BALDWIN INC REIT                                | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     30799 | NS      | $616595.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                  | STEWART INFORMATION SERVICES COMMON STOCK                   | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               |  | US        |     11360 | NS      | $542667.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INOTIV, INC.                                              | INOTIV INC COMMON STOCK                                     | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               |  | US        |      7778 | NS      | $56390.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                          | JAMES RIVER GROUP HOLDINGS L COMMON STOCK                   | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               |  | US        |     15808 | NS      | $358209.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DILLARD'S, INC.                                           | DILLARDS INC-CL A COMMON STOCK                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               |  | US        |      2131 | NS      | $838143.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corporation                                   | PRIMO WATER CORP COMMON STOCK                               | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               |  | US        |     67611 | NS      | $1058112.15   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                                | OUSTER INC COMMON STOCK                                     | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELLURIAN INC.                                            | TELLURIAN INC COMMON STOCK                                  | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               |  | US        |         1 | NS      | $1.99         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                                         | KAMAN CORP COMMON STOCK                                     | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               |  | US        |     11908 | NS      | $300319.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY PRECISION GROUP, INC.                              | VISHAY PRECISION GROUP COMMON STOCK                         | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               |  | US        |      5452 | NS      | $235417.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARUS CORPORATION                                        | CLARUS CORP COMMON STOCK                                    | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               |  | US        |     11872 | NS      | $119313.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                          | PROTO LABS INC COMMON STOCK                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               |  | US        |     11886 | NS      | $363711.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                                     | HOME BANCSHARES INC COMMON STOCK                            | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |     85272 | NS      | $2035442.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF N.T. BUTTERFIELD & SON LIMITED (THE)              | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK                   | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |     21259 | NS      | $679437.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEYOND MEAT, INC.                                         | BEYOND MEAT INC COMMON STOCK                                | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               |  | US        |     26170 | NS      | $429973.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                             | ADVANSIX INC COMMON STOCK                                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |     11582 | NS      | $500805.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RING ENERGY INC.                                          | RING ENERGY INC COMMON STOCK                                | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               |  | US        |         1 | NS      | $2.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET, INC.                                              | NELNET INC-CL A COMMON STOCK                                | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               |  | US        |      6939 | NS      | $662605.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                              | RADNET INC COMMON STOCK                                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |     22583 | NS      | $475372.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                                | TEGNA INC COMMON STOCK                                      | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     96410 | NS      | $1921451.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                                 | WEBER INC - CLASS A COMMON STOCK                            | CUSIP: 94770D102<br>LEI: 549300BNWIZE0S86O670 | Long             | EC               |  | US        |      9368 | NS      | $76442.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                                 | DREAM FINDERS HOMES INC - A COMMON STOCK                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               |  | US        |      8714 | NS      | $110144.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFETIME BRANDS, INC.                                     | LIFETIME BRANDS INC COMMON STOCK                            | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               |  | US        |      5430 | NS      | $43494.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                                            | ATRICURE INC COMMON STOCK                                   | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               |  | US        |     20237 | NS      | $875857.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                       | XEROX HOLDINGS CORP COMMON STOCK                            | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     51039 | NS      | $836018.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                                       | REDWOOD TRUST INC REIT                                      | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     47751 | NS      | $399198.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.               | APOLLO COMMERCIAL REAL ESTAT REIT                           | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     59731 | NS      | $726926.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL TECHNICAL INSTITUTE, INC.                       | UNIVERSAL TECHNICAL INSTITUT COMMON STOCK                   | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               |  | US        |     13347 | NS      | $101170.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES, INC.                                    | MYERS INDUSTRIES INC COMMON STOCK                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               |  | US        |     15525 | NS      | $373842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DASEKE, INC.                                              | DASEKE INC COMMON STOCK                                     | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               |  | US        |     16833 | NS      | $117494.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Limited                                           | VALARIS LTD COMMON STOCK                                    | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               |  | US        |     26092 | NS      | $1895322.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE BANCORP                                         | CAMBRIDGE BANCORP COMMON STOCK                              | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               |  | US        |      2951 | NS      | $236080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ondas Holdings Inc                                        | ONDAS HOLDINGS INC COMMON STOCK                             | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               |  | US        |         1 | NS      | $1.99         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                    | SILVERCREST ASSET MANAGEME-A COMMON STOCK                   | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               |  | US        |      4027 | NS      | $76110.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                                      | ICHOR HOLDINGS LTD COMMON STOCK                             | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               |  | US        |     12094 | NS      | $408777.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES, INC.                                      | LSB INDUSTRIES INC COMMON STOCK                             | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               |  | US        |     31613 | NS      | $401801.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC.                                       | FORESTAR GROUP INC COMMON STOCK                             | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               |  | US        |      7939 | NS      | $118132.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                  | EQRX INC COMMON STOCK                                       | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIRAGTX HOLDINGS PLC                                     | MEIRAGTX HOLDINGS PLC COMMON STOCK                          | CUSIP: G59665102<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               |  | US        |     12489 | NS      | $104408.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                                     | MYRIAD GENETICS INC COMMON STOCK                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               |  | US        |     33799 | NS      | $666516.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                             | ADIENT PLC COMMON STOCK                                     | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |     40669 | NS      | $1830918.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                                | PEPGEN INC COMMON STOCK                                     | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               |  | US        |      6927 | NS      | $108199.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                                 | CENTURY COMMUNITIES INC COMMON STOCK                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               |  | US        |     12687 | NS      | $776444.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                    | VERITEX HOLDINGS INC COMMON STOCK                           | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               |  | US        |     22561 | NS      | $635092.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                         | PITNEY BOWES INC COMMON STOCK                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |         1 | NS      | $4.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW FINANCIAL CORPORATION                               | ARROW FINANCIAL CORP COMMON STOCK                           | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               |  | US        |      6184 | NS      | $203515.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                                | EPLUS INC COMMON STOCK                                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               |  | US        |     11340 | NS      | $564505.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOSSAMER BIO, INC.                                        | GOSSAMER BIO INC COMMON STOCK                               | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               |  | US        |         1 | NS      | $2.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORPORATION                                           | VSE CORP COMMON STOCK                                       | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               |  | US        |      4679 | NS      | $256877.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc                                    | ONCOLOGY INSTITUTE INC/THE COMMON STOCK                     | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KALEYRA, INC.                                             | KALEYRA INC COMMON STOCK                                    | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               |  | US        |         1 | NS      | $1.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                            | OIL STATES INTERNATIONAL INC COMMON STOCK                   | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               |  | US        |     24978 | NS      | $213811.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BYLINE BANCORP, INC.                                      | BYLINE BANCORP INC COMMON STOCK                             | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               |  | US        |     10705 | NS      | $265484.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                                   | CTO REALTY GROWTH INC REIT                                  | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      7736 | NS      | $151935.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC.                                     | ORTHOFIX MEDICAL INC COMMON STOCK                           | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               |  | US        |     14038 | NS      | $303631.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GROUP, INC.                                     | PARAMOUNT GROUP INC REIT                                    | CUSIP: 69924R108<br>LEI: N/A                  | Long             | EC               |  | US        |     76766 | NS      | $495140.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                 | COMMERCIAL METALS CO COMMON STOCK                           | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     52333 | NS      | $2840111.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                      | ORIGIN MATERIALS INC COMMON STOCK                           | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               |  | US        |     44035 | NS      | $266411.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                           | BLACKBAUD INC COMMON STOCK                                  | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               |  | US        |     20102 | NS      | $1250545.42   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES, INC.                   | FIRST BUSINESS FINANCIAL SER COMMON STOCK                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               |  | US        |      3314 | NS      | $118641.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGERDUTY, INC.                                           | PAGERDUTY INC COMMON STOCK                                  | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               |  | US        |     37549 | NS      | $1118584.71   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | CLEARFIELD INC COMMON STOCK                                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               |  | US        |      5014 | NS      | $358300.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                                | NORTHWEST BANCSHARES INC COMMON STOCK                       | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               |  | US        |     54150 | NS      | $765681.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP, INC.                           | SOUTHERN MISSOURI BANCORP COMMON STOCK                      | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               |  | US        |      3441 | NS      | $166613.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOQUA WATER TECHNOLOGIES CORP.                           | EVOQUA WATER TECHNOLOGIES CO COMMON STOCK                   | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               |  | US        |     52814 | NS      | $2562007.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STEM, INC                                                 | STEM INC COMMON STOCK                                       | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               |  | US        |     67907 | NS      | $669563.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, INC                                                 | CEVA INC COMMON STOCK                                       | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               |  | US        |      9734 | NS      | $322390.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                      | JACK IN THE BOX INC COMMON STOCK                            | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               |  | US        |      9030 | NS      | $686099.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                         | PENNYMAC FINANCIAL SERVICES COMMON STOCK                    | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               |  | US        |     12726 | NS      | $857986.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifestance Health Group Inc                               | LIFESTANCE HEALTH GROUP INC COMMON STOCK                    | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               |  | US        |     29695 | NS      | $156789.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                               | ITRON INC COMMON STOCK                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               |  | US        |     19185 | NS      | $1102561.95   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                                     | HELEN OF TROY LTD COMMON STOCK                              | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               |  | US        |     10160 | NS      | $1149197.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                             | Liquidia Corporation COMMON STOCK                           | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               |  | US        |     19771 | NS      | $130488.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                    | JACKSON FINANCIAL INC-A COMMON STOCK                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     35595 | NS      | $1567603.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARRAY TECHNOLOGIES, INC.                                  | ARRAY TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 04271T100<br>LEI: N/A                  | Long             | EC               |  | US        |     68835 | NS      | $1530202.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                     | ARLO TECHNOLOGIES INC COMMON STOCK                          | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               |  | US        |     34752 | NS      | $130320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                 | MATADOR RESOURCES CO COMMON STOCK                           | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     48409 | NS      | $3202739.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST, INC.                             | NEW YORK MORTGAGE TRUST INC REIT                            | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |         1 | NS      | $3.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                                  | AGREE REALTY CORP REIT                                      | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               |  | US        |     37448 | NS      | $2794744.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMACO RESOURCES, INC.                                    | RAMACO RESOURCES INC COMMON STOCK                           | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               |  | US        |      9303 | NS      | $97030.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                                | FEDERAL SIGNAL CORP COMMON STOCK                            | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |     25536 | NS      | $1359792.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                              | INTEGER HOLDINGS CORP COMMON STOCK                          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               |  | US        |     14451 | NS      | $951020.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                      | THRYV HOLDINGS INC COMMON STOCK                             | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               |  | US        |     10500 | NS      | $234885.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUSHNET HOLDINGS CORP.                                   | ACUSHNET HOLDINGS CORP COMMON STOCK                         | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               |  | US        |     14665 | NS      | $688521.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP, INC.                                 | DIGITALBRIDGE GROUP INC COMMON STOCK                        | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               |  | US        |     71187 | NS      | $1053567.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDRIDGE ENERGY, INC.                                    | SANDRIDGE ENERGY INC COMMON STOCK                           | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               |  | US        |     13766 | NS      | $217640.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                                       | QURATE RETAIL INC-SERIES A COMMON STOCK                     | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               |  | US        |         1 | NS      | $2.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX ENERGY, INC.                                       | VERTEX ENERGY INC COMMON STOCK                              | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               |  | US        |     22440 | NS      | $163363.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                    | URBAN OUTFITTERS INC COMMON STOCK                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     28997 | NS      | $794227.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                  | ENOCHIAN BIOSCIENCES INC COMMON STOCK                       | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               |  | US        |         1 | NS      | $1.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                                 | METHODE ELECTRONICS INC COMMON STOCK                        | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               |  | US        |     15615 | NS      | $745460.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                       | ONEWATER MARINE INC-CL A COMMON STOCK                       | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               |  | US        |      4828 | NS      | $158068.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                           | CONSENSUS CLOUD SOLUTION COMMON STOCK                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               |  | US        |      8198 | NS      | $481796.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                            | CALIFORNIA WATER SERVICE GRP COMMON STOCK                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               |  | US        |     24613 | NS      | $1505577.21   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                                         | SABRE CORP COMMON STOCK                                     | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               |  | US        |    134946 | NS      | $918982.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                                                 | OWLET INC COMMON STOCK                                      | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                                 | TREAN INSURANCE GROUP INC COMMON STOCK                      | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               |  | US        |     34901 | NS      | $212547.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                                 | ENERGY VAULT HOLDINGS INC COMMON STOCK                      | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               |  | US        |         1 | NS      | $4.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                           | HNI CORP COMMON STOCK                                       | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               |  | US        |     18406 | NS      | $584758.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                              | CIMPRESS PLC COMMON STOCK                                   | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               |  | US        |      7544 | NS      | $246613.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                              | GENESCO INC COMMON STOCK                                    | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               |  | US        |      6040 | NS      | $291671.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                          | PRICESMART INC COMMON STOCK                                 | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |     10519 | NS      | $781666.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                    | OPORTUN FINANCIAL CORP COMMON STOCK                         | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               |  | US        |      9538 | NS      | $66861.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME GROUP HOLDINGS, INC                             | LIFE TIME GROUP HOLDINGS INC COMMON STOCK                   | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               |  | US        |     18174 | NS      | $341489.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFECORE BIOMEDICAL, INC..                                | LIFECORE BIOMEDICAL INC COMMON STOCK                        | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               |  | US        |     10860 | NS      | $67440.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SKILLSOFT CORP.                                           | SKILLSOFT CORP COMMON STOCK                                 | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING, INC.                                      | CORSAIR GAMING INC COMMON STOCK                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               |  | US        |     21337 | NS      | $335631.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                           | VIVID SEATS INC - CLASS A COMMON STOCK                      | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               |  | US        |     10306 | NS      | $87704.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                           | KENNAMETAL INC COMMON STOCK                                 | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               |  | US        |     35331 | NS      | $1006933.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                                            | INSTIL BIO INC COMMON STOCK                                 | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.81         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                           | ALKERMES PLC COMMON STOCK                                   | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |     69823 | NS      | $1999730.72   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | ENPRO INDUSTRIES INC COMMON STOCK                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |      8852 | NS      | $1071711.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                             | UNIVEST FINANCIAL CORP COMMON STOCK                         | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |     12532 | NS      | $340243.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CATO CORPORATION                                      | CATO CORP-CLASS A COMMON STOCK                              | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               |  | US        |      7975 | NS      | $79271.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAROS MORTGAGE TRUST, INC.                               | CLAROS MORTGAGE TRUST INC COMMON STOCK                      | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |     39535 | NS      | $661815.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDLYTICS, INC.                                          | CARDLYTICS INC COMMON STOCK                                 | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               |  | US        |     14005 | NS      | $105037.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                  | SEER INC COMMON STOCK                                       | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               |  | US        |     18566 | NS      | $84475.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORPORATION                                   | ENCORE WIRE CORP COMMON STOCK                               | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               |  | US        |      8230 | NS      | $1328568.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                                | TOWNE BANK COMMON STOCK                                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               |  | US        |     28623 | NS      | $872142.81    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE BANCORP, INC.                                  | ENTERPRISE BANCORP INC COMMON STOCK                         | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               |  | US        |      4159 | NS      | $147810.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUPON, INC.                                             | GROUPON INC COMMON STOCK                                    | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               |  | US        |      9434 | NS      | $77924.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                                  | MUELLER INDUSTRIES INC COMMON STOCK                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |     23968 | NS      | $1571102.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                         | RLJ LODGING TRUST REIT                                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     69770 | NS      | $877008.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                  | BANC OF CALIFORNIA INC COMMON STOCK                         | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               |  | US        |     23480 | NS      | $409021.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.                        | RYMAN HOSPITALITY PROPERTIES REIT                           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     23319 | NS      | $2166101.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORP                                                 | VIAD CORP COMMON STOCK                                      | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               |  | US        |      8779 | NS      | $259419.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TIPTREE INC.                                              | TIPTREE INC COMMON STOCK                                    | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     10880 | NS      | $163308.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS, INC.                                    | CELSIUS HOLDINGS INC COMMON STOCK                           | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               |  | US        |     24235 | NS      | $2431255.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDIC AMERICAN TANKERS LIMITED                           | NORDIC AMERICAN TANKERS LTD COMMON STOCK                    | CUSIP: G65773106<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               |  | US        |         1 | NS      | $3.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX FACTORY HOLDING CORP.                                 | FOX FACTORY HOLDING CORP COMMON STOCK                       | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               |  | US        |     18445 | NS      | $2178170.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                       | DOUGLAS ELLIMAN INC COMMON STOCK                            | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               |  | US        |     30205 | NS      | $140755.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywater Technology Inc                                   | SKYWATER TECHNOLOGY INC COMMON STOCK                        | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               |  | US        |      8716 | NS      | $94307.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORPORATION                               | CAMDEN NATIONAL CORP COMMON STOCK                           | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               |  | US        |      6318 | NS      | $266809.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORPORATION                                  | BLOOM ENERGY CORP- A COMMON STOCK                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               |  | US        |     77549 | NS      | $1933296.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                | PROMETHEUS BIOSCIENCES INC COMMON STOCK                     | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               |  | US        |     14990 | NS      | $1703763.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                          | ELME COMMUNITIES REIT                                       | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     37148 | NS      | $713241.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP, INC                                        | UNITY BANCORP INC COMMON STOCK                              | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               |  | US        |      2864 | NS      | $75810.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                     | HYLIION HOLDINGS CORP COMMON STOCK                          | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                        | ENTERPRISE FINANCIAL SERVICE COMMON STOCK                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               |  | US        |     15145 | NS      | $807531.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                               | ABM INDUSTRIES INC COMMON STOCK                             | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               |  | US        |     28737 | NS      | $1348052.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC.                                              | CERENCE INC COMMON STOCK                                    | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               |  | US        |     16880 | NS      | $413897.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                                       | BRINK'S CO/THE COMMON STOCK                                 | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |     20167 | NS      | $1322955.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                                        | FRANKLIN COVEY CO COMMON STOCK                              | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |      5441 | NS      | $252462.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA, INC.                                         | IHEARTMEDIA INC - CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               |  | US        |     47175 | NS      | $365606.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                 | ASANA INC - CL A COMMON STOCK                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               |  | US        |     31159 | NS      | $482964.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc                                        | VINCO VENTURES INC COMMON STOCK                             | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | LIONS GATE ENTERTAINMENT-B COMMON STOCK                     | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               |  | US        |     48530 | NS      | $369798.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                          | FIRST FINL BANKSHARES INC COMMON STOCK                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |     56049 | NS      | $1996465.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                          | CARPENTER TECHNOLOGY COMMON STOCK                           | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               |  | US        |     20324 | NS      | $981445.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                                       | TERRAN ORBITAL CORP COMMON STOCK                            | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.94         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.                                | UNIVERSAL ELECTRONICS INC COMMON STOCK                      | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               |  | US        |      5558 | NS      | $130223.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                            | SUPERNUS PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     20967 | NS      | $859856.67    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC BIOSCIENCES OF CALIFORNIA, INC.                   | PACIFIC BIOSCIENCES OF CALIF COMMON STOCK                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               |  | US        |    111603 | NS      | $1237677.27   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                    | STOKE THERAPEUTICS INC COMMON STOCK                         | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               |  | US        |      9461 | NS      | $94231.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUBOTV INC.                                               | FUBOTV INC COMMON STOCK                                     | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORPORATION                             | NATIONAL RESEARCH CORP COMMON STOCK                         | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               |  | US        |      6216 | NS      | $288546.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTAX, INC                                              | AVANTAX INC COMMON STOCK                                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               |  | US        |     20685 | NS      | $602760.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                                           | BIRD GLOBAL INC-CLASS A COMMON STOCK                        | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HINGHAM INSTITUTION FOR SAVINGS, THE                      | HINGHAM INSTITUTION FOR SVGS COMMON STOCK                   | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               |  | US        |       621 | NS      | $181543.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                             | SKYWEST INC COMMON STOCK                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |     21369 | NS      | $443620.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.                        | ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK                   | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               |  | US        |     12125 | NS      | $1239296.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                                | RESOURCES CONNECTION INC COMMON STOCK                       | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     13731 | NS      | $237134.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 TRAINING HOLDINGS INC.                                | F45 TRAINING HOLDINGS INC COMMON STOCK                      | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               |  | US        |         1 | NS      | $3.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                        | RMR GROUP INC/THE - A COMMON STOCK                          | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               |  | US        |      6799 | NS      | $210904.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THERAVANCE BIOPHARMA, INC.                                | THERAVANCE BIOPHARMA INC COMMON STOCK                       | CUSIP: G8807B106<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               |  | US        |     29858 | NS      | $322764.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                    | ARTISAN PARTNERS ASSET MA -A COMMON STOCK                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |     25508 | NS      | $939204.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                          | GLADSTONE COMMERCIAL CORP REIT                              | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |     16943 | NS      | $287861.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                               | AEMETIS INC COMMON STOCK                                    | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               |  | US        |     11573 | NS      | $54045.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS N.V.                                 | EXPRO GROUP HOLDINGS NV COMMON STOCK                        | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |     35114 | NS      | $663303.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                              | SPRINGWORKS THERAPEUTICS INC COMMON STOCK                   | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               |  | US        |     14997 | NS      | $470905.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                        | A10 NETWORKS INC COMMON STOCK                               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               |  | US        |     28192 | NS      | $436412.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                         | MILLERKNOLL INC COMMON STOCK                                | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     32658 | NS      | $779873.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                         | EMCOR GROUP INC COMMON STOCK                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |     20206 | NS      | $2995539.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne Healthtech Inc                                     | THORNE HEALTHTECH INC COMMON STOCK                          | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               |  | US        |      3565 | NS      | $16434.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                           | PAPA JOHN'S INTL INC COMMON STOCK                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               |  | US        |     14040 | NS      | $1259247.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUECAR, INC.                                             | TRUECAR INC COMMON STOCK                                    | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               |  | US        |         1 | NS      | $3.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                               | EAGLE PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               |  | US        |      4884 | NS      | $165762.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                                     | CHUY'S HOLDINGS INC COMMON STOCK                            | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               |  | US        |      8607 | NS      | $294617.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP, INC.                                       | TRIUMPH GROUP INC COMMON STOCK                              | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               |  | US        |     27685 | NS      | $315332.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DENBURY INC.                                              | DENBURY INC COMMON STOCK                                    | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               |  | US        |     21744 | NS      | $1886944.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                      | KONTOOR BRANDS INC COMMON STOCK                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               |  | US        |     23921 | NS      | $1142466.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES, INC.                                   | FARO TECHNOLOGIES INC COMMON STOCK                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               |  | US        |      7967 | NS      | $218933.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                      | LXP INDUSTRIAL TRUST REIT                                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    118423 | NS      | $1367785.65   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY, INC.                                           | INSPERITY INC COMMON STOCK                                  | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               |  | US        |     15538 | NS      | $1717725.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRAWFORD & COMPANY                                        | CRAWFORD & COMPANY -CL A COMMON STOCK                       | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               |  | US        |      6686 | NS      | $43258.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS HOLDINGS, INC.                       | LINDBLAD EXPEDITIONS HOLDING COMMON STOCK                   | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               |  | US        |     12659 | NS      | $150642.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                             | COLUMBIA BANKING SYSTEM INC COMMON STOCK                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               |  | US        |     33777 | NS      | $1044047.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                          | NV5 GLOBAL INC COMMON STOCK                                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               |  | US        |      5743 | NS      | $765484.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                                    | GLOBAL NET LEASE INC REIT                                   | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     44824 | NS      | $670118.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                                 | CANOO INC COMMON STOCK                                      | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               |  | US        |         1 | NS      | $1.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORPORATION                              | WORLD ACCEPTANCE CORP COMMON STOCK                          | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               |  | US        |      1811 | NS      | $173348.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                            | AGILYSYS INC COMMON STOCK                                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               |  | US        |      8973 | NS      | $749783.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                         | AMC NETWORKS INC-A COMMON STOCK                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |     12630 | NS      | $233781.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                             | ARCHROCK INC COMMON STOCK                                   | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               |  | US        |     55759 | NS      | $552571.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE, INC.                                            | TRUEBLUE INC COMMON STOCK                                   | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               |  | US        |     14853 | NS      | $291564.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFI, INC.                                               | UNIFI INC COMMON STOCK                                      | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               |  | US        |      5803 | NS      | $49615.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                        | AVISTA CORP COMMON STOCK                                    | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |     31815 | NS      | $1269418.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SMARTFINANCIAL INC COMMON STOCK                             | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               |  | US        |      6435 | NS      | $173551.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORRSTOWN FINANCIAL SERVICES, INC.                         | ORRSTOWN FINL SERVICES INC COMMON STOCK                     | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               |  | US        |      4899 | NS      | $121250.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                     | LA-Z-BOY INC COMMON STOCK                                   | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     18671 | NS      | $530816.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                           | PRA GROUP INC COMMON STOCK                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               |  | US        |     17980 | NS      | $723515.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                                 | CNX RESOURCES CORP COMMON STOCK                             | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |     83943 | NS      | $1404366.39   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                         | ALPHA & OMEGA SEMICONDUCTOR COMMON STOCK                    | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               |  | US        |      9427 | NS      | $310713.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.                       | DONNELLEY FINANCIAL SOLUTION COMMON STOCK                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               |  | US        |     12474 | NS      | $568939.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCOMMERCE INC.                                         | EVERCOMMERCE INC COMMON STOCK                               | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               |  | US        |     11639 | NS      | $120230.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                                    | PRIMIS FINANCIAL CORP COMMON STOCK                          | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               |  | US        |      9604 | NS      | $113711.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                                   | CRESCENT ENERGY INC-A COMMON STOCK                          | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               |  | US        |     17378 | NS      | $209578.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS & NORTHERN CORPORATION                           | CITIZENS & NORTHERN CORP COMMON STOCK                       | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               |  | US        |      6685 | NS      | $158167.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BEAUTY HEALTH COMPANY                                 | BEAUTY HEALTH CO/THE COMMON STOCK                           | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               |  | US        |     45023 | NS      | $513262.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                            | KRONOS BIO INC COMMON STOCK                                 | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                         | BOSTON OMAHA CORP-CL A COMMON STOCK                         | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               |  | US        |      9497 | NS      | $251195.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                   | LEMAITRE VASCULAR INC COMMON STOCK                          | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |      8265 | NS      | $389942.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                         | TATTOOED CHEF INC COMMON STOCK                              | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               |  | US        |         1 | NS      | $1.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERUS CORPORATION                                         | CERUS CORP COMMON STOCK                                     | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               |  | US        |     69844 | NS      | $219310.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY           | AMERICAN EQUITY INVT LIFE HL COMMON STOCK                   | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               |  | US        |     34467 | NS      | $1642352.55   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 VERTICALS, INC.                                        | I3 VERTICALS INC-CLASS A COMMON STOCK                       | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               |  | US        |      9502 | NS      | $274797.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KEARNY FINANCIAL CORP.                                    | KEARNY FINANCIAL CORP/MD COMMON STOCK                       | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               |  | US        |     26640 | NS      | $249883.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                             | SINGULAR GENOMICS SYSTEMS IN COMMON STOCK                   | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                            | CHIMERA INVESTMENT CORP REIT                                | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     99791 | NS      | $727476.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                                 | NERDY INC COMMON STOCK                                      | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                                  | INSTEEL INDUSTRIES INC COMMON STOCK                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               |  | US        |      8043 | NS      | $241209.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                                       | H.B. FULLER CO. COMMON STOCK                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               |  | US        |     23073 | NS      | $1594344.30   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                             | ADAPTIVE BIOTECHNOLOGIES COMMON STOCK                       | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               |  | US        |     46172 | NS      | $428014.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons S.A.                             | ORION ENGINEERED CARBONS SA COMMON STOCK                    | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               |  | US        |     25840 | NS      | $543156.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                                     | MISSION PRODUCE INC COMMON STOCK                            | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               |  | US        |     16777 | NS      | $209041.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                                 | MIRUM PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               |  | US        |      9212 | NS      | $216297.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                               | HALOZYME THERAPEUTICS INC COMMON STOCK                      | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |     58049 | NS      | $3005196.73   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                             | GERMAN AMERICAN BANCORP COMMON STOCK                        | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               |  | US        |     11924 | NS      | $459312.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS, INC.                                      | HOSTESS BRANDS INC COMMON STOCK                             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               |  | US        |     58519 | NS      | $1353544.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                                       | LEAFLY HOLDINGS INC COMMON STOCK                            | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                                 | XPERI INC COMMON STOCK                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               |  | US        |     17793 | NS      | $184157.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                                        | SAFE BULKERS INC COMMON STOCK                               | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |         1 | NS      | $3.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                               | KINSALE CAPITAL GROUP INC COMMON STOCK                      | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |      9577 | NS      | $2666619.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                          | WARBY PARKER INC-CLASS A COMMON STOCK                       | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               |  | US        |     37732 | NS      | $609371.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                            | IVERIC BIO INC COMMON STOCK                                 | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               |  | US        |     57615 | NS      | $1330906.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED CAPITAL GROUP, INC.                            | ASSOCIATED CAPITAL GROUP - A COMMON STOCK                   | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               |  | US        |       880 | NS      | $33484.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING CHECK CORP.                                      | STERLING CHECK CORP COMMON STOCK                            | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               |  | US        |      9977 | NS      | $139179.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                                   | SIGNET JEWELERS LTD COMMON STOCK                            | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |     21575 | NS      | $1657175.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVAGE HOLDING CORP.                                    | INNOVAGE HOLDING CORP COMMON STOCK                          | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               |  | US        |     13867 | NS      | $103863.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS, INC.                                  | FIRSTCASH HOLDINGS INC COMMON STOCK                         | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               |  | US        |     16665 | NS      | $1536179.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS, INC.                                | REVANCE THERAPEUTICS INC COMMON STOCK                       | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               |  | US        |     35000 | NS      | $1213800.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                        | GCM GROSVENOR INC - CLASS A COMMON STOCK                    | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               |  | US        |     18122 | NS      | $162373.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                                | ALBANY INTL CORP-CL A COMMON STOCK                          | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               |  | US        |     13378 | NS      | $1500342.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                                    | P3 HEALTH PARTNERS INC COMMON STOCK                         | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                   | OLO INC - CLASS A COMMON STOCK                              | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               |  | US        |     37285 | NS      | $299025.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEVO, INC.                                                | GEVO INC COMMON STOCK                                       | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               |  | US        |         1 | NS      | $2.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                  | PROASSURANCE CORP COMMON STOCK                              | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               |  | US        |     23090 | NS      | $447715.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                  | EW SCRIPPS CO/THE-A COMMON STOCK                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               |  | US        |     24766 | NS      | $370251.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                    | AKERO THERAPEUTICS INC COMMON STOCK                         | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               |  | US        |     15101 | NS      | $747499.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAZER HOMES USA, INC.                                    | BEAZER HOMES USA INC COMMON STOCK                           | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               |  | US        |     13062 | NS      | $213824.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                    | XPONENTIAL FITNESS INC-A COMMON STOCK                       | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               |  | US        |      9106 | NS      | $250232.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                  | BOOT BARN HOLDINGS INC COMMON STOCK                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               |  | US        |     12682 | NS      | $1058820.18   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                                | GIBRALTAR INDUSTRIES INC COMMON STOCK                       | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               |  | US        |     14069 | NS      | $753676.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA INC.                                                 | MBIA INC COMMON STOCK                                       | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               |  | US        |     22614 | NS      | $294208.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                    | ESCO TECHNOLOGIES INC COMMON STOCK                          | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               |  | US        |     11055 | NS      | $1088254.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC.                                           | DMC GLOBAL INC COMMON STOCK                                 | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               |  | US        |      8306 | NS      | $188878.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                                        | NEOGEN CORP COMMON STOCK                                    | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               |  | US        |     92808 | NS      | $1987019.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                           | FRONTDOOR INC COMMON STOCK                                  | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               |  | US        |     35141 | NS      | $955132.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                               | PROGYNY INC COMMON STOCK                                    | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               |  | US        |     34468 | NS      | $1185354.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                               | KAISER ALUMINUM CORP COMMON STOCK                           | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               |  | US        |      6753 | NS      | $591022.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                              | VERACYTE INC COMMON STOCK                                   | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |     30773 | NS      | $773325.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG LTD.                                             | FLEX LNG LTD COMMON STOCK                                   | CUSIP: G35947202<br>LEI: 21380084THHU3MPC3647 | Long             | EC               |  | US        |     12209 | NS      | $379699.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMON GROUP HOLDINGS, INC.                              | THERMON GROUP HOLDINGS INC COMMON STOCK                     | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               |  | US        |     14348 | NS      | $331725.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                           | VITAL FARMS INC COMMON STOCK                                | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |     13185 | NS      | $231792.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                                   | KITE REALTY GROUP TRUST REIT                                | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     94557 | NS      | $2051886.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST WESTERN FINANCIAL, INC.                             | FIRST WESTERN FINANCIAL INC COMMON STOCK                    | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               |  | US        |      3278 | NS      | $86047.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES, INC.                                     | DXP ENTERPRISES INC COMMON STOCK                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               |  | US        |      7228 | NS      | $219008.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT, INC.                                                 | AXT INC COMMON STOCK                                        | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               |  | US        |     16833 | NS      | $99146.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORPORATION                                           | CTS CORP COMMON STOCK                                       | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               |  | US        |     13645 | NS      | $607338.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PENNANT GROUP, INC.                                   | PENNANT GROUP INC/THE COMMON STOCK                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               |  | US        |     11372 | NS      | $147153.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HACKETT GROUP, INC.                                   | HACKETT GROUP INC/THE COMMON STOCK                          | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               |  | US        |     11682 | NS      | $258172.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                                  | HERSHA HOSPITALITY TRUST-A REIT                             | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |     13405 | NS      | $123326.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                               | CONSTRUCTION PARTNERS INC-A COMMON STOCK                    | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               |  | US        |     17136 | NS      | $484777.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING, INC.                                    | JELD-WEN HOLDING INC COMMON STOCK                           | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               |  | US        |     38292 | NS      | $484393.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                               | GREIF INC-CL B COMMON STOCK                                 | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |      2562 | NS      | $211108.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                                 | 8X8 INC COMMON STOCK                                        | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               |  | US        |     46188 | NS      | $217545.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                                | ENCORE CAPITAL GROUP INC COMMON STOCK                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               |  | US        |     10437 | NS      | $581549.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOVNANIAN ENTERPRISES, INC.                               | HOVNANIAN ENTERPRISES-A COMMON STOCK                        | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               |  | US        |      2388 | NS      | $138217.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                                | CHEFS' WAREHOUSE INC/THE COMMON STOCK                       | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |     14670 | NS      | $560834.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UPWORK INC.                                               | UPWORK INC COMMON STOCK                                     | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               |  | US        |     51547 | NS      | $668049.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                          | WISDOMTREE INC COMMON STOCK                                 | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               |  | US        |     55743 | NS      | $321079.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GLACIER BANCORP, INC.                                     | GLACIER BANCORP INC COMMON STOCK                            | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               |  | US        |     47932 | NS      | $2185219.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                          | DYNAVAX TECHNOLOGIES CORP COMMON STOCK                      | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               |  | US        |     54687 | NS      | $622338.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO., INC.                               | FRANKLIN ELECTRIC CO INC COMMON STOCK                       | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               |  | US        |     19640 | NS      | $1773492.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                        | HOPE BANCORP INC COMMON STOCK                               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |     49806 | NS      | $641999.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS EDISON & COMPANY, INC.                           | PHILLIPS EDISON & COMPANY IN REIT                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     50697 | NS      | $1699363.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMUNOGEN, INC.                                           | IMMUNOGEN INC COMMON STOCK                                  | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               |  | US        |     88542 | NS      | $407293.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES, INC.                                    | CHART INDUSTRIES INC COMMON STOCK                           | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               |  | US        |     18255 | NS      | $2445804.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTICUS HOLDINGS CORPORATION                           | ATLANTICUS HOLDINGS CORP COMMON STOCK                       | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               |  | US        |      2185 | NS      | $71012.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ess Tech Inc                                              | ESS TECH INC COMMON STOCK                                   | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH, INC.                                      | EVOLENT HEALTH INC - A COMMON STOCK                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               |  | US        |     35187 | NS      | $1133725.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                             | APOLLO MEDICAL HOLDINGS INC COMMON STOCK                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               |  | US        |     16551 | NS      | $589877.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN INC.                                                | JOANN INC COMMON STOCK                                      | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UTAH MEDICAL PRODUCTS, INC.                               | UTAH MEDICAL PRODUCTS INC COMMON STOCK                      | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               |  | US        |      1629 | NS      | $150079.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRAEMAR HOTELS & RESORTS INC.                             | BRAEMAR HOTELS & RESORTS INC REIT                           | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |     25066 | NS      | $132849.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                                 | CNB FINANCIAL CORP/PA COMMON STOCK                          | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               |  | US        |      8955 | NS      | $215994.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                          | TECHTARGET COMMON STOCK                                     | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               |  | US        |     11786 | NS      | $583760.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                    | LAKELAND BANCORP INC COMMON STOCK                           | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               |  | US        |     28522 | NS      | $549618.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye Inc                                                  | AEYE INC COMMON STOCK                                       | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION                     | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK                    | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               |  | US        |     42506 | NS      | $1879615.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                         | ALPHA TEKNOVA INC COMMON STOCK                              | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               |  | US        |      2715 | NS      | $16181.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REMITLY GLOBAL, INC                                       | REMITLY GLOBAL INC COMMON STOCK                             | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               |  | US        |     43081 | NS      | $519556.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PUBLIC LIMITED COMPANY          | WEATHERFORD INTERNATIONAL PL COMMON STOCK                   | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               |  | US        |     30292 | NS      | $1723008.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                       | NAVIENT CORP COMMON STOCK                                   | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     45561 | NS      | $864292.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey Inc                                        | BERKSHIRE GREY INC COMMON STOCK                             | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                               | MAXCYTE INC COMMON STOCK                                    | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               |  | US        |     39398 | NS      | $230084.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                                       | OUTFRONT MEDIA INC REIT                                     | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     62796 | NS      | $1249640.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS, INC.                                                | FIGS INC-CLASS A COMMON STOCK                               | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               |  | US        |     52803 | NS      | $472586.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                      | ECHOSTAR CORP-A COMMON STOCK                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               |  | US        |     15893 | NS      | $297358.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                               | SMART GLOBAL HOLDINGS INC COMMON STOCK                      | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               |  | US        |     20931 | NS      | $359803.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                                       | VAALCO ENERGY INC COMMON STOCK                              | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |     24202 | NS      | $112539.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                   | BRC INC-A COMMON STOCK                                      | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               |  | US        |     10574 | NS      | $69788.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENABLE HOLDINGS, INC.                                    | TENABLE HOLDINGS INC COMMON STOCK                           | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               |  | US        |     47669 | NS      | $1917723.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKHORSE GROUP INC.                                      | WORKHORSE GROUP INC COMMON STOCK                            | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               |  | US        |         1 | NS      | $2.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                         | KURA ONCOLOGY INC COMMON STOCK                              | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               |  | US        |     29306 | NS      | $405008.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                     | CAMBIUM NETWORKS CORP COMMON STOCK                          | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               |  | US        |      5073 | NS      | $108714.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                  | ENERGIZER HOLDINGS INC COMMON STOCK                         | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     29266 | NS      | $1085768.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUSHING FINANCIAL CORPORATION                            | FLUSHING FINANCIAL CORP COMMON STOCK                        | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               |  | US        |     12626 | NS      | $242292.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                        | CADRE HOLDINGS INC COMMON STOCK                             | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               |  | US        |      9385 | NS      | $214822.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI COMPOSITES, INC.                                      | TPI COMPOSITES INC COMMON STOCK                             | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               |  | US        |     15204 | NS      | $198412.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRESS, INC.                                             | EXPRESS INC COMMON STOCK                                    | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                          | TRICO BANCSHARES COMMON STOCK                               | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               |  | US        |     13270 | NS      | $670798.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                              | SOUTHWEST GAS HOLDINGS INC COMMON STOCK                     | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               |  | US        |     28984 | NS      | $1939899.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                                   | LIVERAMP HOLDINGS INC COMMON STOCK                          | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               |  | US        |     28167 | NS      | $753748.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                               | ENOVIX CORP COMMON STOCK                                    | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               |  | US        |     46116 | NS      | $366161.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares, Inc.                                   | CARTER BANKSHARES INC COMMON STOCK                          | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               |  | US        |     10520 | NS      | $174842.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKAMI TECHNOLOGY, INC.                                   | ALKAMI TECHNOLOGY INC COMMON STOCK                          | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               |  | US        |     15049 | NS      | $246352.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAWORLD ENTERTAINMENT, INC.                              | SEAWORLD ENTERTAINMENT INC COMMON STOCK                     | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               |  | US        |     20666 | NS      | $1289351.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                                 | SJW GROUP COMMON STOCK                                      | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |     11636 | NS      | $900742.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                                       | VISTEON CORP COMMON STOCK                                   | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               |  | US        |     11915 | NS      | $1862791.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Company Inc                                        | HONEST CO INC/THE COMMON STOCK                              | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                                   | MAXAR TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               |  | US        |     31581 | NS      | $1631790.27   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                             | TOOTSIE ROLL INDS COMMON STOCK                              | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               |  | US        |      6741 | NS      | $301524.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC..                       | BRIGHTSPHERE INVESTMENT GROU COMMON STOCK                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               |  | US        |     13958 | NS      | $327315.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                     | BOISE CASCADE CO COMMON STOCK                               | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               |  | US        |     16937 | NS      | $1269766.89   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                               | ATOMERA INC COMMON STOCK                                    | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               |  | US        |      8145 | NS      | $59458.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP.                           | METROPOLITAN BANK HOLDING CO COMMON STOCK                   | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               |  | US        |      4418 | NS      | $262340.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENFUSION, INC                                             | ENFUSION INC - CLASS A COMMON STOCK                         | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               |  | US        |     13916 | NS      | $165322.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PURPLE INNOVATION, INC.                                   | PURPLE INNOVATION INC COMMON STOCK                          | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               |  | US        |     51201 | NS      | $296965.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyLion Inc                                             | MONEYLION INC COMMON STOCK                                  | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN INC.                                     | PACTIV EVERGREEN INC COMMON STOCK                           | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               |  | US        |     17919 | NS      | $206247.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                              | LIVANOVA PLC COMMON STOCK                                   | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |     23490 | NS      | $1320138.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BIGCOMMERCE HOLDINGS, INC.                                | BIGCOMMERCE HOLDINGS-SER 1 COMMON STOCK                     | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               |  | US        |     26674 | NS      | $327023.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                   | PEBBLEBROOK HOTEL TRUST REIT                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     57218 | NS      | $938375.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp                                                | JOINT CORP/THE COMMON STOCK                                 | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               |  | US        |      6430 | NS      | $116833.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy, Inc.                                              | AUDACY INC COMMON STOCK                                     | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                          | GATX CORP COMMON STOCK                                      | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               |  | US        |     15209 | NS      | $1740670.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLDAN GROUP, INC.                                       | WILLDAN GROUP INC COMMON STOCK                              | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               |  | US        |      5110 | NS      | $97294.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM HOLDCO INC.                                        | R1 RCM INC COMMON STOCK                                     | CUSIP: 77634L105<br>LEI: 549300VKOMJ3EM506212 | Long             | EC               |  | US        |     64374 | NS      | $921191.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBALSTAR, INC.                                          | GLOBALSTAR INC COMMON STOCK                                 | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               |  | US        |         1 | NS      | $1.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEBIRD BIO, INC.                                        | BLUEBIRD BIO INC COMMON STOCK                               | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               |  | US        |     36612 | NS      | $232486.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                             | SAFEHOLD INC REIT                                           | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |     11603 | NS      | $405640.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADMARK REALTY CAPITAL INC.                             | BROADMARK REALTY CAPITAL INC REIT                           | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |     53214 | NS      | $233077.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                    | MICROVAST HOLDINGS INC COMMON STOCK                         | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               |  | US        |         1 | NS      | $1.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                                      | TREDEGAR CORP COMMON STOCK                                  | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               |  | US        |     14086 | NS      | $170863.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                        | FLUENCE ENERGY INC COMMON STOCK                             | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               |  | US        |     16937 | NS      | $408859.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                          | PHOTRONICS INC COMMON STOCK                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     25435 | NS      | $460882.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Limited                                     | BORR DRILLING LTD COMMON STOCK                              | CUSIP: G1466R173<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               |  | US        |    112613 | NS      | $670047.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CarGurus Inc                                              | CARGURUS INC COMMON STOCK                                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               |  | US        |     49170 | NS      | $867850.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                                     | AVID TECHNOLOGY INC COMMON STOCK                            | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               |  | US        |     15484 | NS      | $469320.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SOFTWARE, INC.                                   | AMERICAN SOFTWARE INC-CL A COMMON STOCK                     | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               |  | US        |     17436 | NS      | $265201.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, INC.                                              | ALLETE INC COMMON STOCK                                     | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               |  | US        |     24559 | NS      | $1519219.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILD-A-BEAR WORKSHOP, INC.                               | BUILD-A-BEAR WORKSHOP INC COMMON STOCK                      | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               |  | US        |      5927 | NS      | $145567.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                                | GOLDEN ENTERTAINMENT INC COMMON STOCK                       | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               |  | US        |      8497 | NS      | $335631.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                                 | C3.AI INC-A COMMON STOCK                                    | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               |  | US        |     31482 | NS      | $624917.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc.                                                | DOCGO INC COMMON STOCK                                      | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               |  | US        |     37175 | NS      | $371750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                                     | DIGITAL TURBINE INC COMMON STOCK                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               |  | US        |     42333 | NS      | $734900.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                          | ESSENT GROUP LTD COMMON STOCK                               | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               |  | US        |     45348 | NS      | $1996672.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                            | ANAPTYSBIO INC COMMON STOCK                                 | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               |  | US        |      8602 | NS      | $214103.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIAT NETWORKS, INC.                                      | AVIAT NETWORKS INC COMMON STOCK                             | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               |  | US        |      4839 | NS      | $156541.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                                      | DESIGNER BRANDS INC-CLASS A COMMON STOCK                    | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               |  | US        |     25968 | NS      | $267730.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shotspotter Inc                                           | SHOTSPOTTER INC COMMON STOCK                                | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               |  | US        |      3947 | NS      | $152156.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER GROUP HOLDINGS, INC.                             | FRONTIER GROUP HOLDINGS INC COMMON STOCK                    | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               |  | US        |     16222 | NS      | $204072.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORPORATION                                     | BLUE BIRD CORP COMMON STOCK                                 | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               |  | US        |      7059 | NS      | $102355.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                            | RED VIOLET INC COMMON STOCK                                 | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               |  | US        |      3900 | NS      | $92722.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTREPID POTASH, INC.                                     | INTREPID POTASH INC COMMON STOCK                            | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               |  | US        |      4844 | NS      | $158544.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADSTONE NET LEASE, INC.                                | BROADSTONE NET LEASE INC REIT                               | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     74671 | NS      | $1352291.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FATHOM DIGITAL MANUFACTURING CORPORATION                  | FATHOM DIGITAL MANUFACTURING COMMON STOCK                   | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                     | VERA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               |  | US        |      6191 | NS      | $52499.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd                                | CENNTRO ELECTRIC GROUP LTD COMMON STOCK                     | CUSIP: Q6519V120<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               |  | US        |         1 | NS      | $0.76         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY FINANCIAL, INC.                                  | VELOCITY FINANCIAL INC COMMON STOCK                         | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               |  | US        |      3631 | NS      | $36636.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                           | LGI HOMES INC COMMON STOCK                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               |  | US        |      9127 | NS      | $1039108.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCANTILE BANK CORPORATION                               | MERCANTILE BANK CORP COMMON STOCK                           | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               |  | US        |      6846 | NS      | $235023.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                         | TEREX CORP COMMON STOCK                                     | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     28963 | NS      | $1476244.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT, INC.                                    | CITY OFFICE REIT INC REIT                                   | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     17733 | NS      | $174492.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                                        | HEALTHSTREAM INC COMMON STOCK                               | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               |  | US        |     10872 | NS      | $262884.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS, INC.                                      | ENACT HOLDINGS INC COMMON STOCK                             | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               |  | US        |     12603 | NS      | $316965.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                               | FIRST MERCHANTS CORP COMMON STOCK                           | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               |  | US        |     24546 | NS      | $1046641.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                                        | MOVADO GROUP INC COMMON STOCK                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               |  | US        |      6868 | NS      | $242852.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                           | HEALTHCARE SERVICES GROUP COMMON STOCK                      | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               |  | US        |     31957 | NS      | $430460.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                            | STEPAN CO COMMON STOCK                                      | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               |  | US        |      9106 | NS      | $1000203.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED MOTION TECHNOLOGIES INC.                           | ALLIED MOTION TECHNOLOGIES COMMON STOCK                     | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               |  | US        |      5587 | NS      | $227055.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                        | BANNER CORPORATION COMMON STOCK                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               |  | US        |     14563 | NS      | $944119.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                               | ARTERIS INC COMMON STOCK                                    | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               |  | US        |      3702 | NS      | $23248.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                             | COMMUNITY TRUST BANCORP INC COMMON STOCK                    | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               |  | US        |      6796 | NS      | $292771.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                          | NEXPOINT REAL ESTATE FINANCE REIT                           | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               |  | US        |      3263 | NS      | $62160.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIS MARKETS, INC.                                        | WEIS MARKETS INC COMMON STOCK                               | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      6966 | NS      | $601444.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                            | CATALYST PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     41189 | NS      | $638017.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPORTSMAN'S WAREHOUSE HOLDINGS, INC.                      | SPORTSMAN'S WAREHOUSE HOLDIN COMMON STOCK                   | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               |  | US        |     17919 | NS      | $168976.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHATHOM PHARMACEUTICALS, INC.                             | PHATHOM PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               |  | US        |     12207 | NS      | $145629.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                                         | CHICO'S FAS INC COMMON STOCK                                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               |  | US        |     49956 | NS      | $263268.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                               | CENTERSPACE REIT                                            | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      6501 | NS      | $439597.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANGAMO THERAPEUTICS, INC.                                | SANGAMO THERAPEUTICS INC COMMON STOCK                       | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               |  | US        |         1 | NS      | $3.49         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                            | PERDOCEO EDUCATION CORP COMMON STOCK                        | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     28812 | NS      | $431315.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                    | ITEOS THERAPEUTICS INC COMMON STOCK                         | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               |  | US        |     10236 | NS      | $213932.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC BANCORP, INC.                                    | REPUBLIC BANCORP INC-CLASS A COMMON STOCK                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               |  | US        |      4109 | NS      | $184822.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                                    | SIMULATIONS PLUS INC COMMON STOCK                           | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               |  | US        |      6704 | NS      | $275802.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                            | SINCLAIR BROADCAST GROUP -A COMMON STOCK                    | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               |  | US        |     19040 | NS      | $392795.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                              | REDWIRE CORP COMMON STOCK                                   | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON TECHNOLOGIES, INC.                                 | HUDSON TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               |  | US        |     20735 | NS      | $211704.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES, INC.                                 | COHERUS BIOSCIENCES INC COMMON STOCK                        | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               |  | US        |     41842 | NS      | $354820.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TUPPERWARE BRANDS CORPORATION                             | TUPPERWARE BRANDS CORP COMMON STOCK                         | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               |  | US        |     19581 | NS      | $86743.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP TECHNOLOGIES, INC.                                    | UFP TECHNOLOGIES INC COMMON STOCK                           | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               |  | US        |      2989 | NS      | $339938.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                          | N B T BANCORP INC COMMON STOCK                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               |  | US        |     17849 | NS      | $701644.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI HOSPITALITY HOLDINGS, INC.                            | RCI HOSPITALITY HOLDINGS INC COMMON STOCK                   | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               |  | US        |      3926 | NS      | $356441.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOVOS BRANDS, INC.                                        | SOVOS BRANDS INC COMMON STOCK                               | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               |  | US        |     18538 | NS      | $251375.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                                   | VALLEY NATIONAL BANCORP COMMON STOCK                        | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               |  | US        |    186436 | NS      | $2214859.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCRETE PUMPING HOLDINGS, INC.                           | CONCRETE PUMPING HOLDINGS IN COMMON STOCK                   | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               |  | US        |     10860 | NS      | $88400.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                          | MOELIS & CO - CLASS A COMMON STOCK                          | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |     27328 | NS      | $1277584.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                   | HEARTLAND EXPRESS INC COMMON STOCK                          | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               |  | US        |     20219 | NS      | $340083.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                             | AMERICAN STATES WATER CO COMMON STOCK                       | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               |  | US        |     15815 | NS      | $1489298.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ESPERION THERAPEUTICS, INC.                               | ESPERION THERAPEUTICS INC COMMON STOCK                      | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               |  | US        |     55102 | NS      | $350448.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                               | MONTE ROSA THERAPEUTICS INC COMMON STOCK                    | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               |  | US        |     11946 | NS      | $88400.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON OUTDOORS INC.                                     | JOHNSON OUTDOORS INC-A COMMON STOCK                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               |  | US        |      2348 | NS      | $160744.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                    | RUSH ENTERPRISES INC - CL B COMMON STOCK                    | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |      2921 | NS      | $169914.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                    | SCHOLASTIC CORP COMMON STOCK                                | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |     13744 | NS      | $608034.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                              | MOMENTUS INC COMMON STOCK                                   | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST, INC                            | INDEPENDENCE REALTY TRUST IN REIT                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     96351 | NS      | $1814289.33   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUS REALTY TRUST, INC                                   | INDUS REALTY TRUST INC REIT                                 | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               |  | US        |      2498 | NS      | $160121.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                     | AEVA TECHNOLOGIES INC COMMON STOCK                          | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.69         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON DIGITAL HOLDINGS, INC.                           | MARATHON DIGITAL HOLDINGS IN COMMON STOCK                   | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               |  | US        |     50182 | NS      | $361812.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                               | FIRST FINANCIAL CORP/INDIANA COMMON STOCK                   | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      5012 | NS      | $225139.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                               | IRIDIUM COMMUNICATIONS INC COMMON STOCK                     | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |     54499 | NS      | $3261220.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                    | ARBUTUS BIOPHARMA CORP COMMON STOCK                         | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               |  | US        |         1 | NS      | $3.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROFESSIONAL HOLDING CORP.                                | PROFESSIONAL HOLDING CORP-A COMMON STOCK                    | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               |  | US        |      5398 | NS      | $154652.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                                       | ARCONIC CORP COMMON STOCK                                   | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               |  | US        |     45175 | NS      | $1062064.25   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOPTA INC.                                              | SUNOPTA INC COMMON STOCK                                    | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               |  | US        |     40348 | NS      | $329643.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTA EQUIPMENT GROUP INC.                                 | ALTA EQUIPMENT GROUP INC COMMON STOCK                       | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               |  | US        |      9163 | NS      | $155312.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                           | ARMADA HOFFLER PROPERTIES IN REIT                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     29002 | NS      | $367745.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                                         | CHASE CORP COMMON STOCK                                     | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               |  | US        |      3301 | NS      | $311548.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                                     | STAG INDUSTRIAL INC REIT                                    | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     77928 | NS      | $2774236.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC GLOBAL INC.                                           | MRC GLOBAL INC COMMON STOCK                                 | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               |  | US        |     35535 | NS      | $483276.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                          | NATIONAL PRESTO INDS INC COMMON STOCK                       | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               |  | US        |      2302 | NS      | $176356.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                               | MONRO INC COMMON STOCK                                      | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               |  | US        |     14176 | NS      | $721558.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen, Inc.                                            | PRECIGEN INC COMMON STOCK                                   | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               |  | US        |         1 | NS      | $1.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                  | TRINITY INDUSTRIES INC COMMON STOCK                         | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               |  | US        |     34936 | NS      | $1005108.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                              | PHREESIA INC COMMON STOCK                                   | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               |  | US        |     21326 | NS      | $799511.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST                      | UNIVERSAL HEALTH RLTY INCOME REIT                           | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      5622 | NS      | $308141.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC.                                              | ECOVYST INC COMMON STOCK                                    | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               |  | US        |     35883 | NS      | $376412.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                            | EXPONENT INC COMMON STOCK                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |     21925 | NS      | $2248189.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RITE AID CORPORATION                                      | RITE AID CORP COMMON STOCK                                  | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               |  | US        |     22636 | NS      | $82621.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                   | COMMVAULT SYSTEMS INC COMMON STOCK                          | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |     19083 | NS      | $1187535.09   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                               | BELDEN INC COMMON STOCK                                     | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               |  | US        |     18711 | NS      | $1517274.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                        | CREDO TECHNOLOGY GROUP HOLDI COMMON STOCK                   | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               |  | US        |     42942 | NS      | $744184.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANK                                                | FIRST BANK/HAMILTON NJ COMMON STOCK                         | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               |  | US        |      6516 | NS      | $88161.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO., INC.                           | SIMPSON MANUFACTURING CO INC COMMON STOCK                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               |  | US        |     18570 | NS      | $1989032.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                          | BUCKLE INC/THE COMMON STOCK                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |     12898 | NS      | $567512.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                             | HEARTLAND FINANCIAL USA INC COMMON STOCK                    | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               |  | US        |     17628 | NS      | $872057.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                          | TELEPHONE AND DATA SYSTEMS COMMON STOCK                     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               |  | US        |     42969 | NS      | $574495.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC.                                               | BUMBLE INC-A COMMON STOCK                                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               |  | US        |     37052 | NS      | $954089.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP, INC.                                         | BCB BANCORP INC COMMON STOCK                                | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               |  | US        |      5981 | NS      | $107598.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                                             | UR-ENERGY INC COMMON STOCK                                  | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               |  | US        |         1 | NS      | $1.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                          | SCANSOURCE INC COMMON STOCK                                 | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |     10823 | NS      | $356401.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                             | AMN HEALTHCARE SERVICES INC COMMON STOCK                    | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |     19671 | NS      | $1885268.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOCKWAVE MEDICAL, INC.                                   | SHOCKWAVE MEDICAL INC COMMON STOCK                          | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               |  | US        |     15416 | NS      | $2897128.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES, INC.                     | APPLIED INDUSTRIAL TECH INC COMMON STOCK                    | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               |  | US        |     16387 | NS      | $2346782.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLER INDUSTRIES, INC.                                   | MILLER INDUSTRIES INC/TENN COMMON STOCK                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               |  | US        |      4955 | NS      | $143744.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                                        | UNISYS CORP COMMON STOCK                                    | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               |  | US        |     27150 | NS      | $146881.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                            | NATIONAL VISION HOLDINGS INC COMMON STOCK                   | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               |  | US        |     34948 | NS      | $1436362.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSWEB, INC.                                              | PFSWEB INC COMMON STOCK                                     | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               |  | US        |      6766 | NS      | $45061.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                     | NOBLE CORP PLC COMMON STOCK                                 | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               |  | US        |     36363 | NS      | $1479610.47   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC.                                             | TERAWULF INC COMMON STOCK                                   | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solutions Inc                                  | ARIS WATER SOLUTION INC-A COMMON STOCK                      | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               |  | US        |      9049 | NS      | $140169.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE, INC.                                        | SPS COMMERCE INC COMMON STOCK                               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               |  | US        |     15677 | NS      | $2133326.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A-MARK PRECIOUS METALS, INC.                              | A-MARK PRECIOUS METALS INC COMMON STOCK                     | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               |  | US        |      7890 | NS      | $303765.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                                    | LI-CYCLE HOLDINGS CORP COMMON STOCK                         | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               |  | US        |     54665 | NS      | $297377.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHYSICIANS REALTY TRUST                                   | PHYSICIANS REALTY TRUST REIT                                | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |    101740 | NS      | $1613596.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED BANKSHARES, INC.                                   | UNITED BANKSHARES INC COMMON STOCK                          | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               |  | US        |     55843 | NS      | $2244888.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORPORATION                                | PAR TECHNOLOGY CORP/DEL COMMON STOCK                        | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               |  | US        |     12379 | NS      | $420762.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                             | 4D MOLECULAR THERAPEUTICS IN COMMON STOCK                   | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               |  | US        |     13920 | NS      | $293016.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                          | CONTEXTLOGIC INC - A COMMON STOCK                           | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               |  | US        |         1 | NS      | $0.69         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                              | STURM RUGER & CO INC COMMON STOCK                           | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               |  | US        |      7367 | NS      | $419182.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                            | RUTH'S HOSPITALITY GROUP INC COMMON STOCK                   | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               |  | US        |     14388 | NS      | $249056.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP.                                                 | RLI CORP COMMON STOCK                                       | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               |  | US        |     16714 | NS      | $2213769.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                                | OCUGEN INC COMMON STOCK                                     | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               |  | US        |         1 | NS      | $1.27         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                   | WILEY (JOHN) & SONS-CLASS A COMMON STOCK                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |     18232 | NS      | $835025.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC.                            | URSTADT BIDDLE - CLASS A REIT                               | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |     12950 | NS      | $243201.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SURGERY PARTNERS, INC.                                    | SURGERY PARTNERS INC COMMON STOCK                           | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               |  | US        |     22302 | NS      | $740426.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                                      | ONTO INNOVATION INC COMMON STOCK                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               |  | US        |     22633 | NS      | $1780085.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES LIME & MINERALS, INC.                       | UNITED STATES LIME & MINERAL COMMON STOCK                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               |  | US        |      1086 | NS      | $164854.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD SECOND BANCORP, INC.                                  | OLD SECOND BANCORP INC COMMON STOCK                         | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               |  | US        |     17707 | NS      | $300841.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE REALTY TRUST, INC.                           | EMPIRE STATE REALTY TRUST-A REIT                            | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     58337 | NS      | $486530.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                   | CARIBOU BIOSCIENCES INC COMMON STOCK                        | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               |  | US        |     21517 | NS      | $155137.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                                                | CEPTON INC COMMON STOCK                                     | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                       | KODIAK SCIENCES INC COMMON STOCK                            | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               |  | US        |     13932 | NS      | $112570.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                       | SYLVAMO CORP COMMON STOCK                                   | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     15129 | NS      | $719081.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORPORATION                                  | CHORD ENERGY CORP COMMON STOCK                              | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               |  | US        |     18021 | NS      | $2582949.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.                       | TANGER FACTORY OUTLET CENTER REIT                           | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     43379 | NS      | $828972.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                                     | MULTIPLAN CORP COMMON STOCK                                 | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.32         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES, INC.                            | WATTS WATER TECHNOLOGIES-A COMMON STOCK                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               |  | US        |     11689 | NS      | $1911385.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED                       | LIGAND PHARMACEUTICALS COMMON STOCK                         | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |      6385 | NS      | $445034.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO, INC.                                            | APPFOLIO INC - A COMMON STOCK                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               |  | US        |      8172 | NS      | $917960.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COWEN INC.                                                | COWEN INC - A COMMON STOCK                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               |  | US        |     11487 | NS      | $446614.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MANNKIND CORPORATION                                      | MANNKIND CORP COMMON STOCK                                  | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               |  | US        |    102986 | NS      | $563333.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORPORATION                            | SILVERGATE CAPITAL CORP-CL A COMMON STOCK                   | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               |  | US        |     13496 | NS      | $192183.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKKT HOLDINGS, INC.                                      | BAKKT HOLDINGS INC COMMON STOCK                             | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY GROUP, INC.                                          | PLBY GROUP INC COMMON STOCK                                 | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS, INC.                                            | BIG LOTS INC COMMON STOCK                                   | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               |  | US        |     12716 | NS      | $208033.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co                                                | LOVESAC CO/THE COMMON STOCK                                 | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               |  | US        |      5716 | NS      | $147129.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY ENERGY INC.                                       | Liberty Energy Inc COMMON STOCK                             | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               |  | US        |     68172 | NS      | $1079162.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RANPAK HOLDINGS CORP                                      | RANPAK HOLDINGS CORP COMMON STOCK                           | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               |  | US        |     16427 | NS      | $125830.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                                           | WHITESTONE REIT REIT                                        | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     19005 | NS      | $197842.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                                    | CATHAY GENERAL BANCORP COMMON STOCK                         | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |     30682 | NS      | $1348780.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                  | CALLON PETROLEUM CO COMMON STOCK                            | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               |  | US        |     21670 | NS      | $922058.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUTHER BURBANK CORPORATION                                | LUTHER BURBANK CORP COMMON STOCK                            | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               |  | US        |      6346 | NS      | $74502.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION                    | Zurn Elkay Water Solutions Corporation COMMON STOCK         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               |  | US        |     56541 | NS      | $1235986.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc                                     | AKOYA BIOSCIENCES INC COMMON STOCK                          | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               |  | US        |      7038 | NS      | $79177.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA FLEX, INC.                                          | OMEGA FLEX INC COMMON STOCK                                 | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               |  | US        |      1329 | NS      | $141272.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                                | GREEN BRICK PARTNERS INC COMMON STOCK                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               |  | US        |     12936 | NS      | $403603.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC GAMMA, INC.                                           | AFC GAMMA INC REIT                                          | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |      6892 | NS      | $108204.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEWATER BANCSHARES, INC.                              | BRIDGEWATER BANCSHARES INC COMMON STOCK                     | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               |  | US        |      9415 | NS      | $146497.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS, INC.                                     | RE/MAX HOLDINGS INC-CL A COMMON STOCK                       | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               |  | US        |      8170 | NS      | $186357.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos Inc                                                   | XOS INC COMMON STOCK                                        | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               |  | US        |         1 | NS      | $0.95         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.                            | WASHINGTON TRUST BANCORP COMMON STOCK                       | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               |  | US        |      7398 | NS      | $316412.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE COMMERCE CORP                                    | HERITAGE COMMERCE CORP COMMON STOCK                         | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               |  | US        |     25369 | NS      | $307472.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CASA SYSTEMS, INC.                                        | CASA SYSTEMS INC COMMON STOCK                               | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               |  | US        |         1 | NS      | $3.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOODLES & COMPANY                                         | NOODLES & CO COMMON STOCK                                   | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               |  | US        |     16833 | NS      | $105879.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTRAVISION COMMUNICATIONS CORPORATION                    | ENTRAVISION COMMUNICATIONS-A COMMON STOCK                   | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               |  | US        |     24808 | NS      | $161252.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                               | INVIVYD INC COMMON STOCK                                    | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                          | ALAMO GROUP INC COMMON STOCK                                | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               |  | US        |      4344 | NS      | $679705.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                            | AMERISAFE INC COMMON STOCK                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               |  | US        |      8161 | NS      | $449507.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                                | NAUTILUS BIOTECHNOLOGY INC COMMON STOCK                     | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                  | MADISON SQUARE GARDEN ENTERT COMMON STOCK                   | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               |  | US        |     11001 | NS      | $575242.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                  | FIRST COMMONWEALTH FINL CORP COMMON STOCK                   | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     40160 | NS      | $590753.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                                      | ARCH RESOURCES INC COMMON STOCK                             | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               |  | US        |      6691 | NS      | $990401.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AxoGen, Inc.                                              | AXOGEN INC COMMON STOCK                                     | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               |  | US        |     17616 | NS      | $166823.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                              | PULMONX CORP COMMON STOCK                                   | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               |  | US        |     14391 | NS      | $127935.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY CORPORATION                               | GULFPORT ENERGY CORP COMMON STOCK                           | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               |  | US        |      5082 | NS      | $346338.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                                        | MALIBU BOATS INC - A COMMON STOCK                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               |  | US        |      8938 | NS      | $541553.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                        | DELUXE CORP COMMON STOCK                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     18431 | NS      | $368435.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA, INC.                                      | ROCKET LAB USA INC COMMON STOCK                             | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               |  | US        |     88202 | NS      | $438363.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                            | TEXAS CAPITAL BANCSHARES INC COMMON STOCK                   | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               |  | US        |     21466 | NS      | $1418258.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                                | WOLVERINE WORLD WIDE INC COMMON STOCK                       | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               |  | US        |     34427 | NS      | $555307.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                               | SI-BONE INC COMMON STOCK                                    | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               |  | US        |     14825 | NS      | $252469.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc.                                         | ENERGY FUELS INC COMMON STOCK                               | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               |  | US        |     63904 | NS      | $470972.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTAIR ENGINEERING INC.                                   | ALTAIR ENGINEERING INC - A COMMON STOCK                     | CUSIP: 021369103<br>LEI: N/A                  | Long             | EC               |  | US        |     22291 | NS      | $1183652.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBARELLA INC                                             | AMBARELLA INC COMMON STOCK                                  | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               |  | US        |     15666 | NS      | $1407433.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc                                          | HYZON MOTORS INC COMMON STOCK                               | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                         | SPROUT SOCIAL INC - CLASS A COMMON STOCK                    | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               |  | US        |     19704 | NS      | $1260464.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRYOPORT, INC.                                            | CRYOPORT INC COMMON STOCK                                   | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               |  | US        |     18540 | NS      | $423268.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEANSPARK, INC.                                          | CLEANSPARK INC COMMON STOCK                                 | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               |  | US        |         1 | NS      | $3.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWPARK RESOURCES, INC.                                   | NEWPARK RESOURCES INC COMMON STOCK                          | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               |  | US        |         1 | NS      | $4.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                                              | CRYPTYDE INC COMMON STOCK                                   | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                                 | MOOG INC-CLASS A COMMON STOCK                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               |  | US        |     12323 | NS      | $1174628.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                              | ALLBIRDS INC-CL A COMMON STOCK                              | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                    | KEROS THERAPEUTICS INC COMMON STOCK                         | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               |  | US        |      8470 | NS      | $496087.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                              | ACCOLADE INC COMMON STOCK                                   | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               |  | US        |     30766 | NS      | $359039.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.                        | KULICKE & SOFFA INDUSTRIES COMMON STOCK                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     25569 | NS      | $1306575.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSTOM TRUCK ONE SOURCE, INC.                             | CUSTOM TRUCK ONE SOURCE INC COMMON STOCK                    | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               |  | US        |     24435 | NS      | $172999.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORPORATION                            | HERITAGE FINANCIAL CORP COMMON STOCK                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               |  | US        |     14909 | NS      | $425353.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARANTY BANCSHARES, INC.                                 | GUARANTY BANCSHARES INC COMMON STOCK                        | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               |  | US        |      3591 | NS      | $118431.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                          | TAYLOR MORRISON HOME CORP COMMON STOCK                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |     50113 | NS      | $1794045.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETWISE, INC.                                          | MARKETWISE INC COMMON STOCK                                 | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMULUS MEDIA INC.                                        | CUMULUS MEDIA INC-CL A COMMON STOCK                         | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               |  | US        |      7667 | NS      | $51368.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                   | KYMERA THERAPEUTICS INC COMMON STOCK                        | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               |  | US        |     16286 | NS      | $608770.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 HOLDINGS, INC.                                         | Q2 HOLDINGS INC COMMON STOCK                                | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               |  | US        |     23691 | NS      | $775169.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc                                    | VICARIOUS SURGICAL INC COMMON STOCK                         | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.71         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSTOCK.COM, INC.                                       | OVERSTOCK.COM INC COMMON STOCK                              | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               |  | US        |     18329 | NS      | $443745.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc.                              | AURINIA PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               |  | US        |     55542 | NS      | $502655.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N L INDUSTRIES, INC.                                      | NL INDUSTRIES COMMON STOCK                                  | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               |  | US        |      3258 | NS      | $23001.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                                | EVOLUS INC COMMON STOCK                                     | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               |  | US        |     13915 | NS      | $144576.85    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                                | WSFS FINANCIAL CORP COMMON STOCK                            | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               |  | US        |     27342 | NS      | $1320892.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDS' END, INC.                                          | LANDS' END INC COMMON STOCK                                 | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               |  | US        |      5973 | NS      | $53936.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTO INGREDIENTS, INC.                                    | ALTO INGREDIENTS INC COMMON STOCK                           | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               |  | US        |         1 | NS      | $3.39         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                               | AXONICS INC COMMON STOCK                                    | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               |  | US        |     21400 | NS      | $1313960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                                  | LIQUIDITY SERVICES INC COMMON STOCK                         | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               |  | US        |     10657 | NS      | $159748.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                           | O-I GLASS INC COMMON STOCK                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     66734 | NS      | $1284629.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                                 | RBC BEARINGS INC COMMON STOCK                               | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |     12358 | NS      | $3014981.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS, INC.                          | NATURES SUNSHINE PRODS INC COMMON STOCK                     | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               |  | US        |      5057 | NS      | $53401.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                                   | VERIS RESIDENTIAL INC REIT                                  | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |     37541 | NS      | $649459.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                                   | CINEMARK HOLDINGS INC COMMON STOCK                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               |  | US        |     46096 | NS      | $550386.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NI HOLDINGS, INC.                                         | NI HOLDINGS INC COMMON STOCK                                | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               |  | US        |      4022 | NS      | $53291.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP, INC.                               | AMBAC FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               |  | US        |     18835 | NS      | $313791.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                                      | LTC PROPERTIES INC REIT                                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     17920 | NS      | $683648.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                                     | ADTRAN HOLDINGS INC COMMON STOCK                            | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               |  | US        |     32362 | NS      | $610670.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                   | FIRST BUSEY CORP COMMON STOCK                               | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |     22192 | NS      | $529723.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                                    | PARDES BIOSCIENCES INC COMMON STOCK                         | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.07         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX HOLDINGS INC.                                    | BLUELINX HOLDINGS INC COMMON STOCK                          | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               |  | US        |      3990 | NS      | $346411.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                          | SECUREWORKS CORP - A COMMON STOCK                           | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               |  | US        |      3801 | NS      | $30484.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc                                       | SONDER HOLDINGS INC COMMON STOCK                            | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenon Medical Inc                                         | TENON MEDICAL INC COMMON STOCK                              | CUSIP: 88066N105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                                  | BLUEROCK HOMES TRUST INC COMMON STOCK                       | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               |  | US        |      1492 | NS      | $32242.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKDALE SENIOR LIVING INC.                              | BROOKDALE SENIOR LIVING INC COMMON STOCK                    | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               |  | US        |         1 | NS      | $2.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                                | ARKO CORP COMMON STOCK                                      | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               |  | US        |     34379 | NS      | $288439.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                   | SEACOAST BANKING CORP/FL COMMON STOCK                       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               |  | US        |     26808 | NS      | $860804.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK HOLDINGS CORPORATION                                  | SWK HOLDINGS CORP COMMON STOCK                              | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               |  | US        |      1528 | NS      | $28818.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKWELL FINANCIAL GROUP, INC.                            | BANKWELL FINANCIAL GROUP INC COMMON STOCK                   | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               |  | US        |      2292 | NS      | $67774.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UPLAND SOFTWARE, INC.                                     | UPLAND SOFTWARE INC COMMON STOCK                            | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               |  | US        |     11946 | NS      | $104288.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSEEGO CORP.                                             | INSEEGO CORP COMMON STOCK                                   | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               |  | US        |         1 | NS      | $1.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS, INC.                                       | ANGIODYNAMICS INC COMMON STOCK                              | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               |  | US        |     16160 | NS      | $210403.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc                                           | SCHRODINGER INC COMMON STOCK                                | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               |  | US        |     23241 | NS      | $561967.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                            | LAKELAND FINANCIAL CORP COMMON STOCK                        | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               |  | US        |     10531 | NS      | $744647.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                            | DAY ONE BIOPHARMACEUTICALS I COMMON STOCK                   | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               |  | US        |     13431 | NS      | $292392.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                               | IOVANCE BIOTHERAPEUTICS INC COMMON STOCK                    | CUSIP: 462260100<br>LEI: N/A                  | Long             | EC               |  | US        |     62340 | NS      | $496226.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS, INC.                                         | PLAYSTUDIOS INC COMMON STOCK                                | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FATE THERAPEUTICS, INC.                                   | FATE THERAPEUTICS INC COMMON STOCK                          | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               |  | US        |     36790 | NS      | $219268.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FOSSIL GROUP, INC.                                        | FOSSIL GROUP INC COMMON STOCK                               | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               |  | US        |     19378 | NS      | $110067.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                    | COGENT BIOSCIENCES INC COMMON STOCK                         | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               |  | US        |     27999 | NS      | $421664.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPX INTERNATIONAL INC.                                  | COMPX INTERNATIONAL INC COMMON STOCK                        | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               |  | US        |      1017 | NS      | $19261.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGIN GALACTIC HOLDINGS, INC.                            | VIRGIN GALACTIC HOLDINGS INC COMMON STOCK                   | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               |  | US        |    132037 | NS      | $728844.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.                   | NATIONAL ENERGY SERVICES REU COMMON STOCK                   | CUSIP: G6375R107<br>LEI: N/A                  | Long             | EC               |  | US        |     15747 | NS      | $119047.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD.                                        | KOSMOS ENERGY LTD COMMON STOCK                              | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               |  | US        |    189726 | NS      | $1500732.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                                               | FUNKO INC-CLASS A COMMON STOCK                              | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               |  | US        |     13343 | NS      | $161450.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                          | PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK                    | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               |  | US        |      8983 | NS      | $138338.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP, INC.                                        | HOME BANCORP INC COMMON STOCK                               | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               |  | US        |      3282 | NS      | $126028.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                            | MEDIFAST INC COMMON STOCK                                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               |  | US        |      4948 | NS      | $551454.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORPORATION, INC.                                 | WEST BANCORPORATION COMMON STOCK                            | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               |  | US        |      7091 | NS      | $155292.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEW, INC                                                 | VIEW INC COMMON STOCK                                       | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.82         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp, Inc.                                         | FVCBANKCORP INC COMMON STOCK                                | CUSIP: 36120Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      4948 | NS      | $84759.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGIO, INC.                                               | EDGIO INC COMMON STOCK                                      | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               |  | US        |         1 | NS      | $1.57         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY, INC.                                      | HOULIHAN LOKEY INC COMMON STOCK                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               |  | US        |     21513 | NS      | $2131292.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST BANCORP, INC.                                   | FIRST BANCORP INC/ME COMMON STOCK                           | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               |  | US        |      4511 | NS      | $133796.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL, INC.                                            | OMNICELL INC COMMON STOCK                                   | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               |  | US        |     19067 | NS      | $1057646.49   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc                                 | 5E ADVANCED MATERIALS INC COMMON STOCK                      | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               |  | US        |     14391 | NS      | $141751.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT, INC.                                       | AEROVIRONMENT INC COMMON STOCK                              | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               |  | US        |     10824 | NS      | $963011.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                                | NKARTA INC COMMON STOCK                                     | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               |  | US        |     13491 | NS      | $71907.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                           | MOTORCAR PARTS OF AMERICA IN COMMON STOCK                   | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               |  | US        |      7602 | NS      | $110685.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                                 | ALLOGENE THERAPEUTICS INC COMMON STOCK                      | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               |  | US        |     38828 | NS      | $299752.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MADRIGAL PHARMACEUTICALS, INC.                            | MADRIGAL PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               |  | US        |      5496 | NS      | $1584222.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTROSE ENVIRONMENTAL GROUP, INC.                        | MONTROSE ENVIRONMENTAL GROUP COMMON STOCK                   | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               |  | US        |     11833 | NS      | $640875.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP HOLDINGS, INC.                                        | FRP HOLDINGS INC COMMON STOCK                               | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               |  | US        |      2952 | NS      | $165813.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                          | NUVATION BIO INC COMMON STOCK                               | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc                                      | AN2 THERAPEUTICS INC COMMON STOCK                           | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               |  | US        |      5522 | NS      | $67147.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ Inc                                                  | IONQ INC COMMON STOCK                                       | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               |  | US        |     49121 | NS      | $218097.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                               | THREDUP INC - CLASS A COMMON STOCK                          | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               |  | US        |         1 | NS      | $1.73         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION                        | REX AMERICAN RESOURCES CORP COMMON STOCK                    | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |      6930 | NS      | $226749.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPIAN CORPORATION                                        | APPIAN CORP-A COMMON STOCK                                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               |  | US        |     17207 | NS      | $711767.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG 5 SPORTING GOODS CORPORATION                          | BIG 5 SPORTING GOODS CORP COMMON STOCK                      | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               |  | US        |      8688 | NS      | $86793.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                         | VECTOR GROUP LTD COMMON STOCK                               | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               |  | US        |     63787 | NS      | $826041.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PROPERTIES, INC.                                      | UMH PROPERTIES INC REIT                                     | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     21378 | NS      | $383093.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST, INC.                           | BLACKSTONE MORTGAGE TRU-CL A REIT                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     73941 | NS      | $1762753.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Purecycle Technologies Inc                                | PURECYCLE TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               |  | US        |     43998 | NS      | $368703.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INCORPORATED                                    | SYNAPTICS INC COMMON STOCK                                  | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               |  | US        |     17187 | NS      | $2148890.61   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                                     | FIRST FOUNDATION INC COMMON STOCK                           | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               |  | US        |     21500 | NS      | $333895.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                | INOGEN INC COMMON STOCK                                     | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               |  | US        |      9588 | NS      | $223688.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                         | HORACE MANN EDUCATORS COMMON STOCK                          | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               |  | US        |     17694 | NS      | $630083.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                      | PROFRAC HOLDING CORP-A COMMON STOCK                         | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               |  | US        |     10328 | NS      | $232380.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                                  | POWER INTEGRATIONS INC COMMON STOCK                         | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |     24647 | NS      | $2121860.23   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORPORATION                                        | HARSCO CORP COMMON STOCK                                    | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |     32410 | NS      | $257335.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TURTLE BEACH CORPORATION                                  | TURTLE BEACH CORP COMMON STOCK                              | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               |  | US        |      6960 | NS      | $66120.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOOT LOCKER, INC.                                         | FOOT LOCKER INC COMMON STOCK                                | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               |  | US        |     38182 | NS      | $1661298.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                             | BERKSHIRE HILLS BANCORP INC COMMON STOCK                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               |  | US        |     20596 | NS      | $639505.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                        | UNITIL CORP COMMON STOCK                                    | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               |  | US        |      6757 | NS      | $352512.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                   | PRIVIA HEALTH GROUP INC COMMON STOCK                        | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               |  | US        |     19928 | NS      | $538853.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                            | ADICET BIO INC COMMON STOCK                                 | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               |  | US        |     11833 | NS      | $108271.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                       | ARCHER AVIATION INC-A COMMON STOCK                          | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                                | THIRD COAST BANCSHARES INC COMMON STOCK                     | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               |  | US        |      5446 | NS      | $100968.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                                | VERRA MOBILITY CORP COMMON STOCK                            | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               |  | US        |     63779 | NS      | $984109.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockley Photonics Holdings Limited                        | ROCKLEY PHOTONICS HOLDINGS L COMMON STOCK                   | CUSIP: G7614L109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS, INC.                           | ARROWHEAD PHARMACEUTICALS IN COMMON STOCK                   | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               |  | US        |     44774 | NS      | $1566642.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN KODAK COMPANY                                     | EASTMAN KODAK CO COMMON STOCK                               | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               |  | US        |     19992 | NS      | $72171.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                   | KB HOME COMMON STOCK                                        | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |     33714 | NS      | $1296303.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE, INC.                                | ALIGNMENT HEALTHCARE INC COMMON STOCK                       | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               |  | US        |     40576 | NS      | $501113.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                              | UNITED COMMUNITY BANKS/GA COMMON STOCK                      | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               |  | US        |     45529 | NS      | $1481513.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                                    | BJ'S RESTAURANTS INC COMMON STOCK                           | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               |  | US        |      9846 | NS      | $310838.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                                     | CSW INDUSTRIALS INC COMMON STOCK                            | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               |  | US        |      6341 | NS      | $857366.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC.                                            | TIDEWATER INC COMMON STOCK                                  | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               |  | US        |     19500 | NS      | $846300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                                     | GRAY TELEVISION INC COMMON STOCK                            | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               |  | US        |     36295 | NS      | $470383.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                            | ESQUIRE FINANCIAL HOLDINGS I COMMON STOCK                   | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               |  | US        |      2831 | NS      | $131754.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER'S, INC.                                         | ALEXANDER'S INC REIT                                        | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |      1086 | NS      | $257686.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                            | SUMO LOGIC INC COMMON STOCK                                 | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               |  | US        |     49874 | NS      | $590009.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                                   | UNITED FIRE GROUP INC COMMON STOCK                          | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               |  | US        |      9153 | NS      | $288227.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                     | CULLINAN ONCOLOGY INC COMMON STOCK                          | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               |  | US        |     13067 | NS      | $152099.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                                    | AMKOR TECHNOLOGY INC COMMON STOCK                           | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               |  | US        |     43240 | NS      | $1265202.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Somalogic Inc                                             | SOMALOGIC INC COMMON STOCK                                  | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               |  | US        |         1 | NS      | $3.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                                | ABSCI CORP COMMON STOCK                                     | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                               | ALLOVIR INC COMMON STOCK                                    | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               |  | US        |     12116 | NS      | $70030.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. SILICA HOLDINGS, INC.                                | US SILICA HOLDINGS INC COMMON STOCK                         | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               |  | US        |     31528 | NS      | $385902.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS INC.                                                  | DZS INC COMMON STOCK                                        | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               |  | US        |      7059 | NS      | $89649.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION                       | SELECT MEDICAL HOLDINGS CORP COMMON STOCK                   | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     46452 | NS      | $1350359.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                                       | ACI WORLDWIDE INC COMMON STOCK                              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               |  | US        |     49474 | NS      | $1381808.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                                | CBIZ INC COMMON STOCK                                       | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               |  | US        |     20852 | NS      | $992346.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NECESSITY RETAIL REIT, INC.                           | NECESSITY RETAIL REIT INC/TH REIT                           | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               |  | US        |     52589 | NS      | $359182.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDENTIV, INC.                                             | IDENTIV INC COMMON STOCK                                    | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               |  | US        |      8858 | NS      | $77241.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP, INC.                                   | BROOKLINE BANCORP INC COMMON STOCK                          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               |  | US        |     39887 | NS      | $521719.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Transphorm Technology Inc                                 | TRANSPHORM INC COMMON STOCK                                 | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               |  | US        |      8855 | NS      | $41264.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, INC.                                                | AMMO INC COMMON STOCK                                       | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               |  | US        |         1 | NS      | $2.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                                 | STRATEGIC EDUCATION INC COMMON STOCK                        | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               |  | US        |     10155 | NS      | $947969.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                    | TRI POINTE HOMES INC COMMON STOCK                           | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |     45804 | NS      | $1011810.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                                 | GOOSEHEAD INSURANCE INC -A COMMON STOCK                     | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               |  | US        |      8190 | NS      | $319819.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                              | DUOLINGO COMMON STOCK                                       | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               |  | US        |      9981 | NS      | $953085.69    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                                     | LORDSTOWN MOTORS CORP-CL A COMMON STOCK                     | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL BANCORP, INC.                                     | CAPITAL BANCORP INC/MD COMMON STOCK                         | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               |  | US        |      3894 | NS      | $83721.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL WESTERN LIFE GROUP, INC.                         | NATIONAL WESTERN LIFE GROU-A COMMON STOCK                   | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               |  | US        |      1132 | NS      | $313337.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                    | EXTREME NETWORKS INC COMMON STOCK                           | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               |  | US        |     62219 | NS      | $1121808.57   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE YORK WATER COMPANY                                    | YORK WATER CO COMMON STOCK                                  | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               |  | US        |      6145 | NS      | $279290.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                               | KADANT INC COMMON STOCK                                     | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               |  | US        |      4946 | NS      | $1007846.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                          | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK                   | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     11267 | NS      | $542731.39    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc                                  | TALARIS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSEONICS HOLDINGS, INC.                                 | SENSEONICS HOLDINGS INC COMMON STOCK                        | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               |  | US        |         1 | NS      | $1.13         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co.                                       | 23ANDME HOLDING CO -CLASS A COMMON STOCK                    | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.50         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Airsculpt Technologies Inc                                | AIRSCULPT TECHNOLOGIES INC COMMON STOCK                     | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               |  | US        |      3395 | NS      | $19758.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL, INC.                                | CIRCOR INTERNATIONAL INC COMMON STOCK                       | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               |  | US        |      8213 | NS      | $227089.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN ONE, INC.                                           | URBAN ONE INC COMMON STOCK                                  | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               |  | US        |      4963 | NS      | $24715.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX, INC.                                                 | BOX INC - CLASS A COMMON STOCK                              | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               |  | US        |     59752 | NS      | $1911466.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE, INC.                                             | MAGNITE INC COMMON STOCK                                    | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               |  | US        |     58167 | NS      | $702657.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TILE SHOP HOLDINGS, INC.                                  | TILE SHOP HLDGS INC COMMON STOCK                            | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               |  | US        |         1 | NS      | $5.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                           | MICROVISION INC COMMON STOCK                                | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               |  | US        |         1 | NS      | $2.51         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS, INCORPORATED                                | CYTOKINETICS INC COMMON STOCK                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               |  | US        |     35563 | NS      | $1510716.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES, INC.                                   | POWELL INDUSTRIES INC COMMON STOCK                          | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               |  | US        |      4181 | NS      | $165985.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                     | CLEARWAY ENERGY INC-A COMMON STOCK                          | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     14893 | NS      | $477320.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLINK CHARGING CO.                                        | BLINK CHARGING CO COMMON STOCK                              | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               |  | US        |     15870 | NS      | $215990.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                                   | NATIONAL BEVERAGE CORP COMMON STOCK                         | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               |  | US        |     10114 | NS      | $447038.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON COMMUNICATIONS OPERATING COMPANY, INC.             | RIBBON COMMUNICATIONS INC COMMON STOCK                      | CUSIP: 762544104<br>LEI: 549300M0UOU0W0ML4O74 | Long             | EC               |  | US        |         1 | NS      | $3.51         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GERON CORPORATION                                         | GERON CORP COMMON STOCK                                     | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               |  | US        |         1 | NS      | $3.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ERMENEGILDO ZEGNA N.V.                                    | ERMENEGILDO ZEGNA NV COMMON STOCK                           | CUSIP: N30577105<br>LEI: 8156003760472AA7E269 | Long             | EC               |  | US        |     26424 | NS      | $302819.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERU INC.                                                 | VERU INC COMMON STOCK                                       | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               |  | US        |     27607 | NS      | $159016.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                                 | ZUORA INC - CLASS A COMMON STOCK                            | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               |  | US        |     55764 | NS      | $441650.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SAGE THERAPEUTICS, INC.                                   | SAGE THERAPEUTICS INC COMMON STOCK                          | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               |  | US        |     24928 | NS      | $1105307.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                       | RENT-A-CENTER INC COMMON STOCK                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |     26432 | NS      | $710756.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL CORPORATION LTD.                                      | SFL CORP LTD COMMON STOCK                                   | CUSIP: G7738W106<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               |  | US        |     49682 | NS      | $505762.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                            | PREFERRED BANK/LOS ANGELES COMMON STOCK                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |      5793 | NS      | $412056.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                  | CENTURY THERAPEUTICS INC COMMON STOCK                       | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               |  | US        |     11130 | NS      | $50864.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO ATLANTIC REAL ESTATE FINANCE, INC.                | CHICAGO ATLANTIC REAL ESTATE REIT                           | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               |  | US        |      2715 | NS      | $41946.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                               | SALLY BEAUTY HOLDINGS INC COMMON STOCK                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               |  | US        |     46061 | NS      | $717630.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC.                                 | BRIGHTSPIRE CAPITAL INC REIT                                | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     36112 | NS      | $275173.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd.                                              | STONECO LTD-A COMMON STOCK                                  | CUSIP: G85158106<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               |  | US        |    121326 | NS      | $1353998.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                   | DIGI INTERNATIONAL INC COMMON STOCK                         | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |     14962 | NS      | $508558.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS INC.                             | FOCUS FINANCIAL PARTNERS-A COMMON STOCK                     | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               |  | US        |     26737 | NS      | $1207175.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST                     | INDUSTRIAL LOGISTICS PROPERT REIT                           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     28107 | NS      | $123951.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | APPLE HOSPITALITY REIT INC REIT                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     92176 | NS      | $1634280.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE, INC.                                            | NUVASIVE INC COMMON STOCK                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               |  | US        |     22470 | NS      | $1024632.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                   | MIRION TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               |  | US        |     56698 | NS      | $450749.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                         | HILLENBRAND INC COMMON STOCK                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               |  | US        |     30914 | NS      | $1448630.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HEALTH GROUP, INC.                                 | BRIGHT HEALTH GROUP INC COMMON STOCK                        | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTLINE PLC                                             | FRONTLINE PLC COMMON STOCK                                  | CUSIP: M46528101<br>LEI: N/A                  | Long             | EC               |  | US        |     62115 | NS      | $859050.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                       | RESERVOIR MEDIA INC COMMON STOCK                            | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               |  | US        |      8401 | NS      | $59143.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                      | TYRA BIOSCIENCES INC COMMON STOCK                           | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               |  | US        |      5057 | NS      | $53705.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR SURGICAL COMPANY                                    | STAAR SURGICAL CO COMMON STOCK                              | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               |  | US        |     20858 | NS      | $1471531.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC.                                        | DONEGAL GROUP INC-CL A COMMON STOCK                         | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               |  | US        |      6720 | NS      | $102009.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BRAVES                                            | LIBERTY MEDIA CORP-BRAVES C COMMON STOCK                    | CUSIP: 531229888<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | EC               |  | US        |     16216 | NS      | $562370.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS DYNAMICS, INC.                                    | DOUGLAS DYNAMICS INC COMMON STOCK                           | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               |  | US        |      9782 | NS      | $395290.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                             | GUESS? INC COMMON STOCK                                     | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               |  | US        |     16627 | NS      | $385247.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                                     | PGT INNOVATIONS INC COMMON STOCK                            | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               |  | US        |     24789 | NS      | $537921.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPPENHEIMER HOLDINGS INC.                                 | OPPENHEIMER HOLDINGS-CL A COMMON STOCK                      | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               |  | US        |      4139 | NS      | $197057.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIANLINK, INC.                                        | MERIDIANLINK INC COMMON STOCK                               | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               |  | US        |     10014 | NS      | $159022.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HIRERIGHT HOLDINGS CORPORATION                            | HIRERIGHT HOLDINGS CORP COMMON STOCK                        | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               |  | US        |      9061 | NS      | $103657.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE LAND CORPORATION                                | GLADSTONE LAND CORP REIT                                    | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |     13603 | NS      | $265802.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                                      | VIAVI SOLUTIONS INC COMMON STOCK                            | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     99736 | NS      | $1127016.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                                   | ICF INTERNATIONAL INC COMMON STOCK                          | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               |  | US        |      7884 | NS      | $805665.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                                   | MESA LABORATORIES INC COMMON STOCK                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               |  | US        |      2172 | NS      | $422540.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                                  | TARGET HOSPITALITY CORP COMMON STOCK                        | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               |  | US        |     15056 | NS      | $231184.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                                   | EARTHSTONE ENERGY INC - A COMMON STOCK                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               |  | US        |     24087 | NS      | $334809.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                                | SAIA INC COMMON STOCK                                       | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               |  | US        |     11463 | NS      | $3126877.14   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                         | ATHIRA PHARMA INC COMMON STOCK                              | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                            | CONSTELLIUM SE COMMON STOCK                                 | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               |  | US        |     54345 | NS      | $789632.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                       | CHEESECAKE FACTORY INC/THE COMMON STOCK                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               |  | US        |     21155 | NS      | $830333.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                  | DOMO INC - CLASS B COMMON STOCK                             | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               |  | US        |     12523 | NS      | $194231.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO, INC.                                               | VIMEO INC COMMON STOCK                                      | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               |  | US        |     59315 | NS      | $269290.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                         | GENERATION BIO CO COMMON STOCK                              | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               |  | US        |     18259 | NS      | $107728.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                               | CHEGG INC COMMON STOCK                                      | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |     53289 | NS      | $1106279.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Biosciences Holdings PBC                       | GREENLIGHT BIOSCIENCES HOLDI COMMON STOCK                   | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                      | FULGENT GENETICS INC COMMON STOCK                           | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               |  | US        |      9317 | NS      | $314728.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYLINE CHAMPION CORPORATION                              | SKYLINE CHAMPION CORP COMMON STOCK                          | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               |  | US        |     23266 | NS      | $1371530.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                        | ZIPRECRUITER INC-A COMMON STOCK                             | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               |  | US        |     35718 | NS      | $701501.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                   | PMV PHARMACEUTICALS INC COMMON STOCK                        | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     15492 | NS      | $127034.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                                    | MARTEN TRANSPORT LTD COMMON STOCK                           | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               |  | US        |     25386 | NS      | $560776.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC.                               | ORGANOGENESIS HOLDINGS INC COMMON STOCK                     | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               |  | US        |         1 | NS      | $2.56         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                               | COMPASS INC - CLASS A COMMON STOCK                          | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.02         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCE OF AMERICA COMPANIES INC.                         | FINANCE OF AMERICA COS INC-A COMMON STOCK                   | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.76         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                        | PRIME MEDICINE INC COMMON STOCK                             | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               |  | US        |      4440 | NS      | $78055.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDITAS MEDICINE, INC.                                     | EDITAS MEDICINE INC COMMON STOCK                            | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               |  | US        |     32105 | NS      | $317518.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics Corp                       | SARCOS TECHNOLOGY AND ROBOTI COMMON STOCK                   | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                                     | GREEN DOT CORP-CLASS A COMMON STOCK                         | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               |  | US        |     22238 | NS      | $402063.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| A.K.A. BRANDS HOLDING CORP.                               | AKA BRANDS HOLDING CORP COMMON STOCK                        | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                               | ARGAN INC COMMON STOCK                                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               |  | US        |      6449 | NS      | $251446.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                         | CIPHER MINING INC COMMON STOCK                              | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VINTAGE WINE ESTATES, INC.                                | VINTAGE WINE ESTATES INC COMMON STOCK                       | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SMITH & WESSON BRANDS, INC.                               | SMITH & WESSON BRANDS INC COMMON STOCK                      | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               |  | US        |     20208 | NS      | $223904.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LL FLOORING HOLDINGS, INC.                                | LL FLOORING HOLDINGS INC COMMON STOCK                       | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               |  | US        |     11946 | NS      | $72392.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI GROUP, INC.                                           | DHI GROUP INC COMMON STOCK                                  | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               |  | US        |     17672 | NS      | $104971.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                                             | REGENXBIO INC COMMON STOCK                                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               |  | US        |     17074 | NS      | $396287.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INOVIO PHARMACEUTICALS, INC.                              | INOVIO PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               |  | US        |         1 | NS      | $1.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                           | CAPITOL FEDERAL FINANCIAL IN COMMON STOCK                   | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               |  | US        |     53587 | NS      | $448523.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                                 | VAREX IMAGING CORP COMMON STOCK                             | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |     16527 | NS      | $355165.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillevax Inc                                              | HILLEVAX INC COMMON STOCK                                   | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               |  | US        |      8001 | NS      | $136817.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAILY JOURNAL CORPORATION                                 | DAILY JOURNAL CORP COMMON STOCK                             | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               |  | US        |       617 | NS      | $188802.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.              | AMERICAN AXLE & MFG HOLDINGS COMMON STOCK                   | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               |  | US        |     46528 | NS      | $412703.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                         | CORCEPT THERAPEUTICS INC COMMON STOCK                       | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               |  | US        |     36864 | NS      | $842711.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc                                    | OFFERPAD SOLUTIONS INC COMMON STOCK                         | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION                      | QUANEX BUILDING PRODUCTS COMMON STOCK                       | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     14485 | NS      | $375016.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                                   | SIGA TECHNOLOGIES INC COMMON STOCK                          | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               |  | US        |     19751 | NS      | $144774.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                                         | BANCORP INC/THE COMMON STOCK                                | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               |  | US        |     23756 | NS      | $806041.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                                  | ADVANTAGE SOLUTIONS INC COMMON STOCK                        | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.59         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                     | VIR BIOTECHNOLOGY INC COMMON STOCK                          | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               |  | US        |     32244 | NS      | $952810.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                               | INSPIRE MEDICAL SYSTEMS INC COMMON STOCK                    | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               |  | US        |     12186 | NS      | $3083789.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                                | VILLAGE SUPER MARKET-CLASS A COMMON STOCK                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |      3880 | NS      | $90248.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NANOSTRING TECHNOLOGIES, INC.                             | NANOSTRING TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               |  | US        |     19749 | NS      | $208944.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS, INC.                                  | ALARM.COM HOLDINGS INC COMMON STOCK                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               |  | US        |     20628 | NS      | $1105660.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                                       | LIGHTWAVE LOGIC INC COMMON STOCK                            | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               |  | US        |     46256 | NS      | $290950.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                              | ARDMORE SHIPPING CORP COMMON STOCK                          | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               |  | US        |     16565 | NS      | $242677.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                                 | ANAVEX LIFE SCIENCES CORP COMMON STOCK                      | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               |  | US        |     32172 | NS      | $349709.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.                      | EASTERLY GOVERNMENT PROPERTI REIT                           | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     39196 | NS      | $636543.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VALHI, INC.                                               | VALHI INC COMMON STOCK                                      | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               |  | US        |      1238 | NS      | $31977.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                                  | AZZ INC COMMON STOCK                                        | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               |  | US        |     10430 | NS      | $443066.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ARENA GROUP HOLDINGS, INC.                            | ARENA GROUP HOLDINGS INC/THE COMMON STOCK                   | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               |  | US        |      4773 | NS      | $42670.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                         | HAVERTY FURNITURE COMMON STOCK                              | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |      6949 | NS      | $242659.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSSFIRST BANKSHARES, INC.                               | CROSSFIRST BANKSHARES INC COMMON STOCK                      | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               |  | US        |     19747 | NS      | $266584.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                       | PAYONEER GLOBAL INC COMMON STOCK                            | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               |  | US        |     89642 | NS      | $534266.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                    | SANA BIOTECHNOLOGY INC COMMON STOCK                         | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               |  | US        |     36008 | NS      | $164196.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE DUCKHORN PORTFOLIO, INC.                              | DUCKHORN PORTFOLIO INC/THE COMMON STOCK                     | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               |  | US        |     18445 | NS      | $298440.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBMATIC, INC.                                            | PUBMATIC INC-CLASS A COMMON STOCK                           | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     20006 | NS      | $306691.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                     | DORMAN PRODUCTS INC COMMON STOCK                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               |  | US        |     11211 | NS      | $1088139.66   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                            | AMERIS BANCORP COMMON STOCK                                 | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               |  | US        |     28831 | NS      | $1359669.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYCO GROUP, INC.                                         | WEYCO GROUP INC COMMON STOCK                                | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               |  | US        |      2368 | NS      | $64456.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                                | LIBERTY LATIN AMERIC-CL C COMMON STOCK                      | CUSIP: G9001E128<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |     63564 | NS      | $626105.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                              | EIGER BIOPHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               |  | US        |         1 | NS      | $1.90         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORPORATION                                        | IROBOT CORP COMMON STOCK                                    | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               |  | US        |     11437 | NS      | $514665.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                               | CODEXIS INC COMMON STOCK                                    | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               |  | US        |     24978 | NS      | $153614.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                               | NEXTNAV INC COMMON STOCK                                    | CUSIP: 65345N106<br>LEI: 549300X9CM76JRB02P70 | Long             | EC               |  | US        |         1 | NS      | $2.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                         | ADAPTHEALTH CORP COMMON STOCK                               | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |     30631 | NS      | $656422.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NERDWALLET, INC.                                          | NERDWALLET INC-CL A COMMON STOCK                            | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               |  | US        |     10558 | NS      | $123423.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STONERIDGE, INC.                                          | STONERIDGE INC COMMON STOCK                                 | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               |  | US        |     11478 | NS      | $283047.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERN BANKSHARES, INC.                                  | EASTERN BANKSHARES INC COMMON STOCK                         | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               |  | US        |     71290 | NS      | $1152759.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                                    | ASTEC INDUSTRIES INC COMMON STOCK                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               |  | US        |      9714 | NS      | $428775.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                              | CENTRAL GARDEN & PET CO COMMON STOCK                        | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |      4269 | NS      | $179041.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS, INC.                                        | QCR HOLDINGS INC COMMON STOCK                               | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               |  | US        |      7044 | NS      | $370232.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                                             | AGILITI INC COMMON STOCK                                    | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               |  | US        |     13210 | NS      | $243724.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORPORATION                                        | ATRION CORPORATION COMMON STOCK                             | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               |  | US        |       591 | NS      | $406194.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENGAGESMART, INC.                                         | ENGAGESMART INC COMMON STOCK                                | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               |  | US        |     14523 | NS      | $286103.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                              | HUMACYTE INC COMMON STOCK                                   | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SP PLUS CORPORATION                                       | SP PLUS CORP COMMON STOCK                                   | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               |  | US        |      9931 | NS      | $374498.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Limited                                           | PAYSAFE LTD COMMON STOCK                                    | CUSIP: G6964L206<br>LEI: N/A                  | Long             | EC               |  | US        |     12054 | NS      | $253617.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                              | MUELLER WATER PRODUCTS INC-A COMMON STOCK                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               |  | US        |     66100 | NS      | $836165.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                   | SCIENCE 37 HOLDINGS INC COMMON STOCK                        | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE GLOBAL, INC.                                        | SPIRE GLOBAL INC COMMON STOCK                               | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               |  | US        |         1 | NS      | $1.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                               | MERIT MEDICAL SYSTEMS INC COMMON STOCK                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |     23939 | NS      | $1708047.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPARTS.COM, INC.                                        | CARPARTS.COM INC COMMON STOCK                               | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               |  | US        |     20261 | NS      | $138180.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORPORATION                                     | API GROUP CORP COMMON STOCK                                 | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               |  | US        |     88625 | NS      | $1971020.00   | 0.14%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SPIRIT AIRLINES, INC.                                     | SPIRIT AIRLINES INC COMMON STOCK                            | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               |  | US        |     46763 | NS      | $927777.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS, INC.                                       | MITEK SYSTEMS INC COMMON STOCK                              | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               |  | US        |     17749 | NS      | $175005.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET PHARMACEUTICALS, INC.                              | ROCKET PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               |  | US        |     23445 | NS      | $509459.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corporation                        | HYCROFT MINING HOLDING CORP COMMON STOCK                    | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB FINANCIAL CORP.                                       | MVB FINANCIAL CORP COMMON STOCK                             | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               |  | US        |      4562 | NS      | $100728.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                                  | ANIKA THERAPEUTICS INC COMMON STOCK                         | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               |  | US        |      6482 | NS      | $201006.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN ONE, INC.                                           | URBAN ONE INC COMMON STOCK                                  | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               |  | US        |      3388 | NS      | $23749.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                  | IRHYTHM TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               |  | US        |     13312 | NS      | $1308569.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                            | COSTAMARE INC COMMON STOCK                                  | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     21890 | NS      | $222183.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTRUCTURE HOLDINGS, INC.                                | INSTRUCTURE HOLDINGS INC COMMON STOCK                       | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               |  | US        |      7265 | NS      | $196372.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACATAWA BANK CORPORATION                                 | MACATAWA BANK CORP COMMON STOCK                             | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               |  | US        |     10860 | NS      | $119677.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                            | QUANTUM-SI INC COMMON STOCK                                 | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                                      | SUNCOKE ENERGY INC COMMON STOCK                             | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     34209 | NS      | $311643.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES, INC.                          | ADVANCED ENERGY INDUSTRIES COMMON STOCK                     | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               |  | US        |     16102 | NS      | $1493299.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SQUARESPACE, INC.                                         | SQUARESPACE INC - CLASS A COMMON STOCK                      | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               |  | US        |     14625 | NS      | $346905.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS HOLDINGS, INC.                                       | PROS HOLDINGS INC COMMON STOCK                              | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               |  | US        |     17272 | NS      | $435254.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE MATERIALS HANDLING, INC.                      | HYSTER-YALE MATERIALS COMMON STOCK                          | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               |  | US        |      4533 | NS      | $147005.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRITON INTERNATIONAL LIMITED                              | TRITON INTERNATIONAL LTD COMMON STOCK                       | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               |  | US        |     27834 | NS      | $1966193.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                               | AMERICAN ASSETS TRUST INC REIT                              | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     21171 | NS      | $602526.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                              | FIBROGEN INC COMMON STOCK                                   | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               |  | US        |     39282 | NS      | $927055.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                         | STONEX GROUP INC COMMON STOCK                               | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               |  | US        |      7360 | NS      | $646796.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                            | APPHARVEST INC COMMON STOCK                                 | CUSIP: 03783T103<br>LEI: 54930057ZPWHKA596Q70 | Long             | EC               |  | US        |         1 | NS      | $2.44         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS, INC.                               | RIGEL PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               |  | US        |         1 | NS      | $1.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                          | SIRIUSPOINT LTD COMMON STOCK                                | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               |  | US        |     36721 | NS      | $278712.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RIMINI STREET, INC.                                       | RIMINI STREET INC COMMON STOCK                              | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               |  | US        |     18972 | NS      | $85374.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORPORATION                                     | CHAMPIONX CORP COMMON STOCK                                 | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               |  | US        |     88429 | NS      | $2919925.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BATTALION OIL CORPORATION                                 | BATTALION OIL CORP COMMON STOCK                             | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               |  | US        |      1058 | NS      | $10918.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                           | CAESARSTONE LTD COMMON STOCK                                | CUSIP: M20598104<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               |  | US        |      9231 | NS      | $57601.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                         | WM TECHNOLOGY INC COMMON STOCK                              | CUSIP: 92971A109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                                | ADDUS HOMECARE CORP COMMON STOCK                            | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               |  | US        |      6644 | NS      | $714362.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                                    | PTC THERAPEUTICS INC COMMON STOCK                           | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |     30525 | NS      | $1400792.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS, INC.                                | TRAVERE THERAPEUTICS INC COMMON STOCK                       | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               |  | US        |     29936 | NS      | $670566.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                       | STEPSTONE GROUP INC-CLASS A COMMON STOCK                    | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               |  | US        |     23922 | NS      | $698283.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AGENUS INC.                                               | AGENUS INC COMMON STOCK                                     | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               |  | US        |         1 | NS      | $2.61         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                        | ADMA BIOLOGICS INC COMMON STOCK                             | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.69         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                                   | CIVITAS RESOURCES INC COMMON STOCK                          | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     31869 | NS      | $2120881.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                      | COGENT COMMUNICATIONS HOLDIN COMMON STOCK                   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               |  | US        |     18937 | NS      | $1298510.09   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                   | CUSHMAN & WAKEFIELD PLC COMMON STOCK                        | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               |  | US        |     70065 | NS      | $1011037.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP, INC.                                     | FRANCHISE GROUP INC COMMON STOCK                            | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               |  | US        |     12078 | NS      | $373089.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KARYOPHARM THERAPEUTICS INC.                              | KARYOPHARM THERAPEUTICS INC COMMON STOCK                    | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               |  | US        |         1 | NS      | $3.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMETRUST BANCSHARES, INC.                                | HOMETRUST BANCSHARES INC COMMON STOCK                       | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               |  | US        |      6564 | NS      | $177228.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                             | FORGEROCK INC-A COMMON STOCK                                | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               |  | US        |     16658 | NS      | $330827.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                               | SONOS INC COMMON STOCK                                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               |  | US        |     54265 | NS      | $1000646.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART, INC.                                  | AMERICA'S CAR-MART INC COMMON STOCK                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               |  | US        |      2545 | NS      | $219226.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENLIGHT CAPITAL RE, LTD.                               | GREENLIGHT CAPITAL RE LTD-A COMMON STOCK                    | CUSIP: G4095J109<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               |  | US        |     10860 | NS      | $106971.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.                              | CAMPING WORLD HOLDINGS INC-A COMMON STOCK                   | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               |  | US        |     17469 | NS      | $443887.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                                      | COHEN & STEERS INC COMMON STOCK                             | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |     12303 | NS      | $903901.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                       | NEWMARK GROUP INC-CLASS A COMMON STOCK                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |     66614 | NS      | $570881.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                                     | CONDUENT INC COMMON STOCK                                   | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               |  | US        |     69488 | NS      | $331457.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERSTONE FINANCIAL, INC.                                | WATERSTONE FINANCIAL INC COMMON STOCK                       | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               |  | US        |      9316 | NS      | $149987.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.                       | COMPUTER PROGRAMS & SYSTEMS COMMON STOCK                    | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               |  | US        |      6264 | NS      | $184036.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                              | AVEPOINT INC COMMON STOCK                                   | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               |  | US        |     53334 | NS      | $238402.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                               | USANA HEALTH SCIENCES INC COMMON STOCK                      | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |      4988 | NS      | $291498.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                         | OSI SYSTEMS INC COMMON STOCK                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |      7017 | NS      | $664580.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                             | TOPGOLF CALLAWAY BRANDS CORP COMMON STOCK                   | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               |  | US        |     59979 | NS      | $1468885.71   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                   | EUROPEAN WAX CENTER INC-A COMMON STOCK                      | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               |  | US        |     12564 | NS      | $236705.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWESTONE FINANCIAL GROUP, INC.                          | MIDWESTONE FINANCIAL GROUP I COMMON STOCK                   | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               |  | US        |      6321 | NS      | $196899.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                            | PRAXIS PRECISION MEDICINES I COMMON STOCK                   | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.98         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                         | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK                   | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               |  | US        |     35457 | NS      | $2071397.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                       | C4 THERAPEUTICS INC COMMON STOCK                            | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               |  | US        |     16257 | NS      | $126642.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCFIRST CORPORATION                                     | BANCFIRST CORP COMMON STOCK                                 | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               |  | US        |      8438 | NS      | $726764.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FTC Solar Inc                                             | FTC SOLAR INC COMMON STOCK                                  | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               |  | US        |         1 | NS      | $2.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                | PATTERSON-UTI ENERGY INC COMMON STOCK                       | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |     98463 | NS      | $1654178.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                            | SUNSTONE HOTEL INVESTORS INC REIT                           | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     91604 | NS      | $1006727.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL MEDICAL REIT INC.                                  | GLOBAL MEDICAL REIT INC REIT                                | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |     28630 | NS      | $321514.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                              | INDEPENDENT BANK CORP - MICH COMMON STOCK                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |      8963 | NS      | $198709.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                                 | ANYWHERE REAL ESTATE INC COMMON STOCK                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               |  | US        |     47614 | NS      | $403766.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                               | CALIX INC COMMON STOCK                                      | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |     24770 | NS      | $1303892.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                     | DYNE THERAPEUTICS INC COMMON STOCK                          | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               |  | US        |     15804 | NS      | $230738.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                                        | DHT HOLDINGS INC COMMON STOCK                               | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |     57931 | NS      | $496468.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORPORATION                             | AMERICAN VANGUARD CORP COMMON STOCK                         | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               |  | US        |     12698 | NS      | $286847.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc                                     | MULLEN AUTOMOTIVE INC COMMON STOCK                          | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               |  | US        |         1 | NS      | $0.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                               | MERCURY GENERAL CORP COMMON STOCK                           | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               |  | US        |     11468 | NS      | $409751.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                                | OMNIAB INC SPECIAL PURPOSE ACQUISITION COMPANIES            | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.14         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTNING EMOTORS, INC.                                   | LIGHTNING EMOTORS INC COMMON STOCK                          | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               |  | US        |         1 | NS      | $0.87         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FULL HOUSE RESORTS, INC.                                  | FULL HOUSE RESORTS INC COMMON STOCK                         | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               |  | US        |     13575 | NS      | $119731.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                              | INTRA-CELLULAR THERAPIES INC COMMON STOCK                   | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               |  | US        |     40880 | NS      | $1958969.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                  | ATEA PHARMACEUTICALS INC COMMON STOCK                       | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               |  | US        |     27967 | NS      | $129487.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST                        | PENNYMAC MORTGAGE INVESTMENT REIT                           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     40947 | NS      | $624441.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS, INC.                                 | AXSOME THERAPEUTICS INC COMMON STOCK                        | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               |  | US        |     13843 | NS      | $1038225.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                               | ALECTOR INC COMMON STOCK                                    | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               |  | US        |     26855 | NS      | $236861.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                                  | NOW INC COMMON STOCK                                        | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     47435 | NS      | $665987.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOXCEL THERAPEUTICS, INC.                                | BIOXCEL THERAPEUTICS INC COMMON STOCK                       | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               |  | US        |      8490 | NS      | $242134.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MARIN BANCORP                                     | BANK OF MARIN BANCORP/CA COMMON STOCK                       | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               |  | US        |      6821 | NS      | $207835.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.                | CONSOLIDATED COMMUNICATIONS COMMON STOCK                    | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               |  | US        |     30392 | NS      | $132205.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYCOM CORP                                               | BAYCOM CORP COMMON STOCK                                    | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               |  | US        |      5376 | NS      | $108111.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                               | VAXCYTE INC COMMON STOCK                                    | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               |  | US        |     30915 | NS      | $1401995.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                | XENCOR INC COMMON STOCK                                     | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               |  | US        |     24653 | NS      | $811576.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                              | BIOHAVEN LTD COMMON STOCK                                   | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               |  | US        |     27047 | NS      | $516327.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                           | INTERFACE INC COMMON STOCK                                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     27420 | NS      | $312039.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                       | STEVEN MADDEN LTD COMMON STOCK                              | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |     33883 | NS      | $1214705.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                        | AMERICAN WELL CORP-CLASS A COMMON STOCK                     | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               |  | US        |     95028 | NS      | $377261.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                                      | PARK AEROSPACE CORP COMMON STOCK                            | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               |  | US        |      8145 | NS      | $113296.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                             | ONE GAS INC COMMON STOCK                                    | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |     23004 | NS      | $1894609.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                      | CITY HOLDING CO COMMON STOCK                                | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      6342 | NS      | $601158.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY               | APARTMENT INVT & MGMT CO -A REIT                            | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |     62105 | NS      | $466408.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                                 | ENOVA INTERNATIONAL INC COMMON STOCK                        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |     14981 | NS      | $683882.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                               | INHIBRX INC COMMON STOCK                                    | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               |  | US        |     13525 | NS      | $338125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS, INC.                                   | HAWAIIAN HOLDINGS INC COMMON STOCK                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               |  | US        |     21780 | NS      | $268329.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                             | ASBURY AUTOMOTIVE GROUP COMMON STOCK                        | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               |  | US        |      9718 | NS      | $2137960.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                                 | YELP INC COMMON STOCK                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     30071 | NS      | $947537.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                                    | PROPETRO HOLDING CORP COMMON STOCK                          | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               |  | US        |     37651 | NS      | $374627.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                               | HURON CONSULTING GROUP INC COMMON STOCK                     | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |      9216 | NS      | $627056.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVESTNET, INC.                                           | ENVESTNET INC COMMON STOCK                                  | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               |  | US        |     23569 | NS      | $1531985.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STITCH FIX, INC.                                          | STITCH FIX INC-CLASS A COMMON STOCK                         | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               |  | US        |         1 | NS      | $5.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATERIAN, INC                                              | ATERIAN INC COMMON STOCK                                    | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.53         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corporation                           | EQUITRANS MIDSTREAM CORP COMMON STOCK                       | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               |  | US        |    172817 | NS      | $1252923.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE LIBERTY PROPERTIES, INC.                              | ONE LIBERTY PROPERTIES INC REIT                             | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      7069 | NS      | $170433.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                  | GROUP 1 AUTOMOTIVE INC COMMON STOCK                         | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      6960 | NS      | $1488396.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rxsight Inc                                               | RXSIGHT INC COMMON STOCK                                    | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               |  | US        |      8580 | NS      | $120120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CONTAINER STORE GROUP, INC.                           | CONTAINER STORE GROUP INC/TH COMMON STOCK                   | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               |  | US        |     13032 | NS      | $67896.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                       | GROWGENERATION CORP COMMON STOCK                            | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               |  | US        |     22976 | NS      | $118556.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INVITAE CORPORATION                                       | INVITAE CORP COMMON STOCK                                   | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               |  | US        |         1 | NS      | $2.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVRO CORP.                                               | NEVRO CORP COMMON STOCK                                     | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               |  | US        |     15004 | NS      | $550946.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                                | PEABODY ENERGY CORP COMMON STOCK                            | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |     54491 | NS      | $1519753.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bark Inc                                                  | BARK INC COMMON STOCK                                       | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED                         | GRANITE CONSTRUCTION INC COMMON STOCK                       | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               |  | US        |     19436 | NS      | $827584.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | PATHWARD FINANCIAL INC COMMON STOCK                         | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               |  | US        |     12570 | NS      | $623723.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                               | HANMI FINANCIAL CORPORATION COMMON STOCK                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     13221 | NS      | $307917.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                                    | 1ST SOURCE CORP COMMON STOCK                                | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               |  | US        |      7125 | NS      | $350478.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                                          | UTZ BRANDS INC COMMON STOCK                                 | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               |  | US        |     28306 | NS      | $471577.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC.                                           | PBF ENERGY INC-CLASS A COMMON STOCK                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               |  | US        |     42021 | NS      | $1764461.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEANNA HEALTHCARE HOLDINGS INC.                          | AVEANNA HEALTHCARE HOLDINGS COMMON STOCK                    | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO INDUSTRIES, INC.                                    | NACCO INDUSTRIES-CL A COMMON STOCK                          | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               |  | US        |      1669 | NS      | $65040.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                           | BENSON HILL INC COMMON STOCK                                | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                                             | SHARECARE INC COMMON STOCK                                  | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.54         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                  | NICOLET BANKSHARES INC COMMON STOCK                         | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               |  | US        |      5193 | NS      | $378517.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                             | FIRST BANCORP/NC COMMON STOCK                               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               |  | US        |     15160 | NS      | $604126.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRISPY KREME, INC.                                        | KRISPY KREME INC COMMON STOCK                               | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               |  | US        |     33425 | NS      | $407785.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPRISES, INC.                        | BABCOCK & WILCOX ENTERPR COMMON STOCK                       | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               |  | US        |     23316 | NS      | $154818.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION                      | INTERNATIONAL BANCSHARES CRP COMMON STOCK                   | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               |  | US        |     22917 | NS      | $1074119.79   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REATA PHARMACEUTICALS, INC.                               | REATA PHARMACEUTICALS INC-A COMMON STOCK                    | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               |  | US        |     11896 | NS      | $515453.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                               | BRINKER INTERNATIONAL INC COMMON STOCK                      | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |     18873 | NS      | $744728.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAR THERAPEUTICS, INC.                                   | PEAR THERAPEUTICS INC SPECIAL PURPOSE ACQUISITION COMPANIES | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                                 | RPC INC COMMON STOCK                                        | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     32717 | NS      | $324552.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                         | INSTALLED BUILDING PRODUCTS COMMON STOCK                    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |     10289 | NS      | $1132716.01   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKY BRANDS, INC.                                        | ROCKY BRANDS INC COMMON STOCK                               | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               |  | US        |      3095 | NS      | $97430.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.                    | INNOVATIVE INDUSTRIAL PROPER REIT                           | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |     12176 | NS      | $1093161.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                    | PERIMETER SOLUTIONS SA COMMON STOCK                         | CUSIP: L7579L106<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               |  | US        |     54482 | NS      | $506682.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                              | FLYWIRE CORP-VOTING COMMON STOCK                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               |  | US        |     24027 | NS      | $648008.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERIX, INC.                                            | CHIMERIX INC COMMON STOCK                                   | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               |  | US        |         1 | NS      | $1.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                 | PERELLA WEINBERG PARTNERS COMMON STOCK                      | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               |  | US        |     19276 | NS      | $197579.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN OCEAN GROUP LIMITED.                               | GOLDEN OCEAN GROUP LTD COMMON STOCK                         | CUSIP: G39637205<br>LEI: N/A                  | Long             | EC               |  | US        |     50760 | NS      | $486280.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                               | OFG BANCORP COMMON STOCK                                    | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     20787 | NS      | $588479.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPID7, INC.                                              | RAPID7 INC COMMON STOCK                                     | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               |  | US        |     25705 | NS      | $1024858.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                                  | CIVISTA BANCSHARES INC COMMON STOCK                         | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               |  | US        |      6568 | NS      | $142525.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVAYA HOLDINGS CORP.                                      | AVAYA HOLDINGS CORP COMMON STOCK                            | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               |  | US        |         1 | NS      | $0.36         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.                      | RETAIL OPPORTUNITY INVESTMEN REIT                           | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |     51789 | NS      | $819819.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XERIS BIOPHARMA HOLDINGS, INC.                            | XERIS BIOPHARMA HOLDINGS INC COMMON STOCK                   | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                              | DIVERSIFIED HEALTHCARE TRUST REIT                           | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.79         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                                                 | VOLTA INC COMMON STOCK                                      | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERESCO, INC.                                            | AMERESCO INC-CL A COMMON STOCK                              | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               |  | US        |     13988 | NS      | $901806.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                                       | GEO GROUP INC/THE COMMON STOCK                              | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     52803 | NS      | $607234.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                                | EBIX INC COMMON STOCK                                       | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               |  | US        |     11454 | NS      | $218313.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                             | MAXIMUS INC COMMON STOCK                                    | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |     25901 | NS      | $1938689.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOVENTUS INC.                                            | BIOVENTUS INC - A COMMON STOCK                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                                    | CAVCO INDUSTRIES INC COMMON STOCK                           | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               |  | US        |      3930 | NS      | $1045773.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES, INC.                                       | PNM RESOURCES INC COMMON STOCK                              | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               |  | US        |     36598 | NS      | $1810869.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                    | SPX TECHNOLOGIES INC COMMON STOCK                           | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               |  | US        |     19110 | NS      | $1433441.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corporation N.V.                    | SAPIENS INTERNATIONAL CORP COMMON STOCK                     | CUSIP: G7T16G103<br>LEI: N/A                  | Long             | EC               |  | US        |     13305 | NS      | $301491.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                                       | QUAD GRAPHICS INC COMMON STOCK                              | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |         1 | NS      | $4.41         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                             | JANUS INTERNATIONAL GROUP IN COMMON STOCK                   | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               |  | US        |     37320 | NS      | $410520.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                                 | V2X INC COMMON STOCK                                        | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |      5145 | NS      | $227203.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                               | MARQETA INC-A COMMON STOCK                                  | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               |  | US        |    183127 | NS      | $1214132.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                               | DUCK CREEK TECHNOLOGIES INC COMMON STOCK                    | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               |  | US        |     35400 | NS      | $670122.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                          | CLEAR SECURE INC -CLASS A COMMON STOCK                      | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               |  | US        |     26476 | NS      | $831081.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FISKER INC.                                               | FISKER INC COMMON STOCK                                     | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               |  | US        |     76949 | NS      | $573270.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INCORPORATED                                         | DANA INC COMMON STOCK                                       | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               |  | US        |     59278 | NS      | $1075302.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                                  | GENWORTH FINANCIAL INC-CL A COMMON STOCK                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |    230453 | NS      | $1272100.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                                        | VELODYNE LIDAR INC COMMON STOCK                             | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               |  | US        |         1 | NS      | $1.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                     | CARA THERAPEUTICS INC COMMON STOCK                          | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               |  | US        |     21214 | NS      | $247779.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                             | WINGSTOP INC COMMON STOCK                                   | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |     12833 | NS      | $2033645.51   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SHORE BANCSHARES, INC.                                    | SHORE BANCSHARES INC COMMON STOCK                           | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               |  | US        |      7300 | NS      | $127604.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                         | INTERNATIONAL MONEY EXPRESS COMMON STOCK                    | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     13983 | NS      | $318253.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                     | CAL-MAINE FOODS INC COMMON STOCK                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     17056 | NS      | $975944.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                               | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK                    | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               |  | US        |     18931 | NS      | $313686.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                                   | ACCO BRANDS CORP COMMON STOCK                               | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |     38553 | NS      | $244811.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP.                              | TWO HARBORS INVESTMENT CORP REIT                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     37146 | NS      | $666399.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                         | STANDEX INTERNATIONAL CORP COMMON STOCK                     | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      5121 | NS      | $591833.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEGREEN VACATIONS HOLDING CORPORATION                   | BLUEGREEN VACATIONS HOLDING COMMON STOCK                    | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               |  | US        |      6233 | NS      | $202198.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc.                                         | VBI VACCINES INC COMMON STOCK                               | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               |  | US        |         1 | NS      | $0.58         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                             | COLUMBUS MCKINNON CORP/NY COMMON STOCK                      | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               |  | US        |     11970 | NS      | $430321.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                         | RADIAN GROUP INC COMMON STOCK                               | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     75251 | NS      | $1663047.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                     | SHENANDOAH TELECOMMUNICATION COMMON STOCK                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               |  | US        |     20650 | NS      | $403707.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                                      | LIVEVOX HOLDINGS INC COMMON STOCK                           | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               |  | US        |         1 | NS      | $2.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                | MERITAGE HOMES CORP COMMON STOCK                            | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |     15509 | NS      | $1670164.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                                | RESIDEO TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               |  | US        |     62033 | NS      | $1192894.59   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                               | MANITOWOC COMPANY INC COMMON STOCK                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               |  | US        |     14118 | NS      | $193416.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                                       | ACADIA REALTY TRUST REIT                                    | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |     40066 | NS      | $622224.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.                         | FOUR CORNERS PROPERTY TRUST REIT                            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     35985 | NS      | $1034928.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY, INC.                                             | XOMETRY INC-A COMMON STOCK                                  | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               |  | US        |     14340 | NS      | $502186.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                                  | NORTHFIELD BANCORP INC COMMON STOCK                         | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               |  | US        |     18276 | NS      | $273226.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | TRIUMPH FINANCIAL INC COMMON STOCK                          | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               |  | US        |     10156 | NS      | $565993.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                                       | ANDERSONS INC/THE COMMON STOCK                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               |  | US        |     13522 | NS      | $497339.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | RUT US 02/17/23 C1850 SHORT                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -7644 | NC      | $-73688160.00 | -5.24%            |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORPORATION                                        | TEEKAY CORP COMMON STOCK                                    | CUSIP: Y8564W103<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               |  | US        |         1 | NS      | $4.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                    | EXP WORLD HOLDINGS INC COMMON STOCK                         | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               |  | US        |     30921 | NS      | $482058.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                                  | SLEEP NUMBER CORP COMMON STOCK                              | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               |  | US        |      9394 | NS      | $322965.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPIRED ENTERTAINMENT, INC.                              | INSPIRED ENTERTAINMENT INC COMMON STOCK                     | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               |  | US        |      9225 | NS      | $137452.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCONTINENTAL REALTY INVESTORS, INC.                   | TRANSCONTINENTAL REALTY INV COMMON STOCK                    | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |       700 | NS      | $31850.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN MACHINERY INC.                                      | TITAN MACHINERY INC COMMON STOCK                            | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               |  | US        |      8585 | NS      | $377224.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGHT SCIENCES, INC.                                      | SIGHT SCIENCES INC COMMON STOCK                             | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               |  | US        |      9061 | NS      | $104292.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOMENTIVE GLOBAL INC.                                     | MOMENTIVE GLOBAL INC COMMON STOCK                           | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               |  | US        |     54673 | NS      | $421528.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                             | MONARCH CASINO & RESORT INC COMMON STOCK                    | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               |  | US        |      5670 | NS      | $434435.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF                                 | VANGUARD RUSSELL 2000 ETF MUTUAL FUND                       | CUSIP: 92206C664<br>LEI: N/A                  | Long             | EC               | RF                | US        |   5291662 | NS      | $408780889.50 | 29.08%            |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                                    | ENSIGN GROUP INC/THE COMMON STOCK                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |     24061 | NS      | $2243688.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE, INC.                                         | LENDINGTREE INC COMMON STOCK                                | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               |  | US        |      4894 | NS      | $194096.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUOTIENT TECHNOLOGY INC.                                  | QUOTIENT TECHNOLOGY INC COMMON STOCK                        | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               |  | US        |         1 | NS      | $4.05         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP, INC.                                 | STOCK YARDS BANCORP INC COMMON STOCK                        | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               |  | US        |     12284 | NS      | $736548.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                    | MARCUS & MILLICHAP INC COMMON STOCK                         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               |  | US        |     11849 | NS      | $429407.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                            | CLOVER HEALTH INVESTMENTS CO COMMON STOCK                   | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               |  | US        |         1 | NS      | $1.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKE BANCORP, INC.                                       | PARKE BANCORP INC COMMON STOCK                              | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               |  | US        |      4251 | NS      | $88016.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OCULAR THERAPEUTIX, INC.                                  | OCULAR THERAPEUTIX INC COMMON STOCK                         | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               |  | US        |         1 | NS      | $3.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC.                                              | WORKIVA INC COMMON STOCK                                    | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               |  | US        |     21809 | NS      | $1887132.77   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                   | Y-MABS THERAPEUTICS INC COMMON STOCK                        | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               |  | US        |     17930 | NS      | $80505.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                            | TOMPKINS FINANCIAL CORP COMMON STOCK                        | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               |  | US        |      6121 | NS      | $461094.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORPORATION                                 | READY CAPITAL CORP REIT                                     | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     36647 | NS      | $484839.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                    | JANUX THERAPEUTICS INC COMMON STOCK                         | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               |  | US        |      7432 | NS      | $165064.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                               | SITIME CORP COMMON STOCK                                    | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               |  | US        |      6966 | NS      | $802692.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS INC.                                     | KINETIK HOLDINGS INC COMMON STOCK                           | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               |  | US        |      8446 | NS      | $264275.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                               | COMMUNITY BANK SYSTEM INC COMMON STOCK                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               |  | US        |     22876 | NS      | $1320173.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                                      | RIOT PLATFORMS INC COMMON STOCK                             | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               |  | US        |     92389 | NS      | $579279.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                                   | ATN INTERNATIONAL INC COMMON STOCK                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               |  | US        |      4813 | NS      | $235259.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                              | COCA-COLA CONSOLIDATED INC COMMON STOCK                     | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               |  | US        |      2172 | NS      | $1100726.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                                | ERASCA INC COMMON STOCK                                     | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               |  | US        |     26607 | NS      | $106428.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                                 | INSIGHT ENTERPRISES INC COMMON STOCK                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               |  | US        |     14260 | NS      | $1607387.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC.                                       | EVERI HOLDINGS INC COMMON STOCK                             | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               |  | US        |     36727 | NS      | $637947.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC FIRST BANCORP, INC.                              | REPUBLIC FIRST BANCORP INC COMMON STOCK                     | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               |  | US        |         1 | NS      | $2.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEXICON PHARMACEUTICALS, INC.                             | LEXICON PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.24         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                                 | ORCHID ISLAND CAPITAL INC REIT                              | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |     24079 | NS      | $293523.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                            | HAIN CELESTIAL GROUP INC COMMON STOCK                       | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               |  | US        |     38883 | NS      | $797879.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGames S.A.                                             | NEOGAMES SA COMMON STOCK                                    | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               |  | US        |      5784 | NS      | $74613.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| URANIUM ENERGY CORP.                                      | URANIUM ENERGY CORP COMMON STOCK                            | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               |  | US        |    143298 | NS      | $577490.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                             | SUMMIT HOTEL PROPERTIES INC REIT                            | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     42897 | NS      | $365482.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                              | CALERES INC COMMON STOCK                                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               |  | US        |     15728 | NS      | $409242.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INVENTRUST PROPERTIES CORP.                               | INVENTRUST PROPERTIES CORP REIT                             | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |     28792 | NS      | $716057.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                           | SOLO BRANDS INC - CLASS A COMMON STOCK                      | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               |  | US        |      6993 | NS      | $30909.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                             | INVESCO MORTGAGE CAPITAL REIT                               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     24251 | NS      | $356247.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                                       | ODP CORP/THE COMMON STOCK                                   | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               |  | US        |     19146 | NS      | $987933.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RUMBLEON, INC.                                            | RUMBLEON INC-B COMMON STOCK                                 | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               |  | US        |      4322 | NS      | $36348.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                  | BROOKFIELD BUSINESS-CL A COMMON STOCK                       | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               |  | US        |     10831 | NS      | $245322.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN REALTY INVESTORS, INC.                           | AMERICAN REALTY INVESTORS IN COMMON STOCK                   | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               |  | US        |       597 | NS      | $16363.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares, Inc.                          | FIRST COMMUNITY BANKSHARES COMMON STOCK                     | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               |  | US        |      7213 | NS      | $234494.63    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY SOLUTIONS, INC.                 | KRATOS DEFENSE & SECURITY COMMON STOCK                      | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               |  | US        |     52299 | NS      | $598823.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVENTBRITE, INC.                                          | EVENTBRITE INC-CLASS A COMMON STOCK                         | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               |  | US        |     31494 | NS      | $279981.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                              | ONESPAN INC COMMON STOCK                                    | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               |  | US        |     19473 | NS      | $268922.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings, Ltd.                                   | DIVERSEY HOLDINGS LTD COMMON STOCK                          | CUSIP: G28923103<br>LEI: N/A                  | Long             | EC               |  | US        |     32386 | NS      | $196583.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                  | YEXT INC COMMON STOCK                                       | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               |  | US        |     47751 | NS      | $331869.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE PETROLEUM CORPORATION                              | EMPIRE PETROLEUM CORP COMMON STOCK                          | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               |  | US        |      6701 | NS      | $88386.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                                | WESTAMERICA BANCORPORATION COMMON STOCK                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               |  | US        |     11168 | NS      | $620494.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES, INC.                                | KAR AUCTION SERVICES INC COMMON STOCK                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               |  | US        |     51286 | NS      | $746724.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                              | H&E EQUIPMENT SERVICES INC COMMON STOCK                     | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               |  | US        |     13743 | NS      | $699381.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION                 | FEDERAL AGRIC MTG CORP-CL C COMMON STOCK                    | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               |  | US        |      3950 | NS      | $525231.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY LATIN AMERICA LTD.                                | LIBERTY LATIN AMERIC-CL A COMMON STOCK                      | CUSIP: G9001E102<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               |  | US        |     16493 | NS      | $162291.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS, INC.                                | TURNING POINT BRANDS INC COMMON STOCK                       | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               |  | US        |      6435 | NS      | $149356.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIANT LOGISTICS, INC.                                   | RADIANT LOGISTICS INC COMMON STOCK                          | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               |  | US        |     15950 | NS      | $89479.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                   | KARUNA THERAPEUTICS INC COMMON STOCK                        | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               |  | US        |     13002 | NS      | $2592468.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Local Bounti Corp                                         | LOCAL BOUNTI CORP COMMON STOCK                              | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                        | NANO-X IMAGING LTD COMMON STOCK                             | CUSIP: M70700105<br>LEI: N/A                  | Long             | EC               |  | US        |     22381 | NS      | $206352.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                        | US CELLULAR CORP COMMON STOCK                               | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               |  | US        |      6636 | NS      | $162316.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                                       | SHOE CARNIVAL INC COMMON STOCK                              | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               |  | US        |      7699 | NS      | $210259.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                        | HIPPO HOLDINGS INC COMMON STOCK                             | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               |  | US        |      7508 | NS      | $125984.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                             | EMBECTA CORP COMMON STOCK                                   | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               |  | US        |     25000 | NS      | $659750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                        | ARCTURUS THERAPEUTICS HOLDIN COMMON STOCK                   | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               |  | US        |      9549 | NS      | $201770.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                                | WINNEBAGO INDUSTRIES COMMON STOCK                           | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |     13733 | NS      | $874517.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                       | SOLARIS OILFIELD INFRAST-A COMMON STOCK                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               |  | US        |     13032 | NS      | $138008.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                              | SABRA HEALTH CARE REIT INC REIT                             | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    101067 | NS      | $1364404.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION                               | FIRST ADVANTAGE CORP COMMON STOCK                           | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               |  | US        |     25204 | NS      | $349831.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                    | RELAY THERAPEUTICS INC COMMON STOCK                         | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               |  | US        |     37002 | NS      | $794062.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TG THERAPEUTICS, INC.                                     | TG THERAPEUTICS INC COMMON STOCK                            | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               |  | US        |     58026 | NS      | $883735.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                                    | TTM TECHNOLOGIES COMMON STOCK                               | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     43575 | NS      | $684999.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                              | FRESH DEL MONTE PRODUCE INC COMMON STOCK                    | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |     14078 | NS      | $402630.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corporation                        | MASONITE INTERNATIONAL CORP COMMON STOCK                    | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               |  | US        |      9960 | NS      | $908551.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMYRIS, INC.                                              | AMYRIS INC COMMON STOCK                                     | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               |  | US        |         1 | NS      | $1.59         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                              | PROTAGONIST THERAPEUTICS INC COMMON STOCK                   | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               |  | US        |     18632 | NS      | $247619.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN FIRST BANCSHARES, INC.                           | SOUTHERN FIRST BANCSHARES COMMON STOCK                      | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               |  | US        |      3392 | NS      | $142769.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                                | AAON INC COMMON STOCK                                       | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               |  | US        |     18791 | NS      | $1434129.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                                | VANDA PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               |  | US        |     26160 | NS      | $200908.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                       | IGM BIOSCIENCES INC COMMON STOCK                            | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               |  | US        |      4241 | NS      | $96397.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                          | HOMESTREET INC COMMON STOCK                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               |  | US        |      8313 | NS      | $229189.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EGAIN CORPORATION                                         | EGAIN CORP COMMON STOCK                                     | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               |  | US        |      8688 | NS      | $84447.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                           | MAXLINEAR INC COMMON STOCK                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               |  | US        |     31854 | NS      | $1312384.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LEGALZOOM.COM, INC.                                       | LEGALZOOMCOM INC COMMON STOCK                               | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               |  | US        |     40603 | NS      | $344313.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.Com Inc                                           | 1STDIBS.COM INC COMMON STOCK                                | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               |  | US        |      8655 | NS      | $52535.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING, INC.                                        | COEUR MINING INC COMMON STOCK                               | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               |  | US        |         1 | NS      | $3.89         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MID PENN BANCORP, INC.                                    | MID PENN BANCORP INC COMMON STOCK                           | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               |  | US        |      6345 | NS      | $199677.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE HOLDING COMPANY, INC.                           | COMMSCOPE HOLDING CO INC COMMON STOCK                       | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               |  | US        |     95899 | NS      | $805551.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                   | MIDDLESEX WATER CO COMMON STOCK                             | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               |  | US        |      7359 | NS      | $617125.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                          | MGE ENERGY INC COMMON STOCK                                 | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               |  | US        |     15611 | NS      | $1141320.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING BANCORP, INC.                                    | STERLING BANCORP INC/MI COMMON STOCK                        | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               |  | US        |      7108 | NS      | $43287.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                                | TERRENO REALTY CORP REIT                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     32251 | NS      | $2077931.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidxchange Holdings Inc                                  | AVIDXCHANGE HOLDINGS INC COMMON STOCK                       | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               |  | US        |     60636 | NS      | $674272.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PREMIER FINANCIAL CORP.                                   | PREMIER FINANCIAL CORP COMMON STOCK                         | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               |  | US        |     15476 | NS      | $387209.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                             | ALTRA INDUSTRIAL MOTION CORP COMMON STOCK                   | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               |  | US        |     27844 | NS      | $1700433.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHPEAK ENERGY, INC.                                     | HIGHPEAK ENERGY INC COMMON STOCK                            | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               |  | US        |      2707 | NS      | $75687.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH, INC.                                        | OSCAR HEALTH INC - CLASS A COMMON STOCK                     | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP.                          | COMTECH TELECOMMUNICATIONS COMMON STOCK                     | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               |  | US        |     10690 | NS      | $169543.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS, INC.                                         | NEOGENOMICS INC COMMON STOCK                                | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               |  | US        |     63547 | NS      | $754938.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                     | BUTTERFLY NETWORK INC COMMON STOCK                          | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFORMED LINE PRODUCTS COMPANY                           | PREFORMED LINE PRODUCTS CO COMMON STOCK                     | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               |  | US        |      1339 | NS      | $118273.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings Inc                           | SUNLIGHT FINANCIAL HOLDINGS COMMON STOCK                    | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                            | MATTERPORT INC COMMON STOCK                                 | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.52         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST, INC.                           | ASHFORD HOSPITALITY TRUST REIT                              | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |     23790 | NS      | $163913.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                        | KURA SUSHI USA INC-CLASS A COMMON STOCK                     | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               |  | US        |      2090 | NS      | $129872.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A.          | BANCO LATINOAMERICANO COME-E COMMON STOCK                   | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |     12522 | NS      | $215754.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                                | ALIGHT INC - CLASS A COMMON STOCK                           | CUSIP: 01626W101<br>LEI: N/A                  | Long             | EC               |  | US        |    146519 | NS      | $1375813.41   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAPACK-GLADSTONE FINANCIAL CORPORATION                   | PEAPACK GLADSTONE FINL CORP COMMON STOCK                    | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               |  | US        |      7668 | NS      | $284406.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.                          | SCHNITZER STEEL INDS INC-A COMMON STOCK                     | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               |  | US        |     11153 | NS      | $377417.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                                 | AAR CORP COMMON STOCK                                       | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               |  | US        |     14389 | NS      | $740170.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DESTINATION XL GROUP, INC.                                | DESTINATION XL GROUP INC COMMON STOCK                       | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               |  | US        |     24746 | NS      | $176438.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                                      | PIEDMONT LITHIUM INC COMMON STOCK                           | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               |  | US        |      7418 | NS      | $509171.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                                 | ALX ONCOLOGY HOLDINGS INC COMMON STOCK                      | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               |  | US        |      9458 | NS      | $87959.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                               | WABASH NATIONAL CORP COMMON STOCK                           | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               |  | US        |     21091 | NS      | $543304.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                                | NGM BIOPHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               |  | US        |     21169 | NS      | $110925.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE REALREAL, INC.                                        | REALREAL INC/THE COMMON STOCK                               | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               |  | US        |         1 | NS      | $1.83         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                             | CARS.COM INC COMMON STOCK                                   | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               |  | US        |     29056 | NS      | $496857.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                             | EVERTEC INC COMMON STOCK                                    | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               |  | US        |     27646 | NS      | $1021243.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & ASSOCIATES PROPERTIES, INC.                         | CBL & ASSOCIATES PROPERTIES REIT                            | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |     11506 | NS      | $306634.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERBRIDGE, INC.                                          | EVERBRIDGE INC COMMON STOCK                                 | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               |  | US        |     16849 | NS      | $538494.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE CORPORATION                                    | SOUTHSTATE CORP COMMON STOCK                                | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               |  | US        |     32149 | NS      | $2559060.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT FINANCIAL GROUP, INC.                              | SUMMIT FINANCIAL GROUP INC COMMON STOCK                     | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               |  | US        |      4937 | NS      | $128115.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                         | INTERNATIONAL GAME TECHNOLOG COMMON STOCK                   | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               |  | US        |     42430 | NS      | $1122273.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                                | NORTHERN OIL AND GAS INC COMMON STOCK                       | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     29481 | NS      | $988203.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                              | GREAT SOUTHERN BANCORP INC COMMON STOCK                     | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               |  | US        |      4301 | NS      | $251350.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SILK ROAD MEDICAL, INC.                                   | SILK ROAD MEDICAL INC COMMON STOCK                          | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               |  | US        |     16227 | NS      | $882099.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc                    | NATURAL GROCERS BY VITAMIN C COMMON STOCK                   | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               |  | US        |      4396 | NS      | $43652.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                | MATSON INC COMMON STOCK                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |     17367 | NS      | $1148306.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON ROOFING SUPPLY, INC.                               | BEACON ROOFING SUPPLY INC COMMON STOCK                      | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               |  | US        |     23442 | NS      | $1333380.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                       | OWENS & MINOR INC COMMON STOCK                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               |  | US        |     31731 | NS      | $626369.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EARNOUT SHS 12.50                                         | EARNOUT SHS 12.50 COMMON STOCK                              | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               |  | US        |      2421 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY CORPORATION (BRY)                                   | BERRY CORP COMMON STOCK                                     | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               |  | US        |     33574 | NS      | $308880.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                                        | HEALTHEQUITY INC COMMON STOCK                               | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |     35797 | NS      | $2178247.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ALICO, INC.                                               | ALICO INC COMMON STOCK                                      | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               |  | US        |      2643 | NS      | $70039.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                               | VITA COCO CO INC/THE COMMON STOCK                           | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               |  | US        |     11690 | NS      | $158633.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE, INC.                                     | TEXAS ROADHOUSE INC COMMON STOCK                            | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               |  | US        |     29276 | NS      | $2940188.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP GROUP, INC.                                           | BRP GROUP INC-A COMMON STOCK                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               |  | US        |     26646 | NS      | $763407.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                      | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               |  | US        |         1 | NS      | $1.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                   | AVIDITY BIOSCIENCES INC COMMON STOCK                        | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               |  | US        |     23844 | NS      | $565102.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                   | FARADAY FUTURE INTELLIGENT E COMMON STOCK                   | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND HILL INVESTMENT GROUP, INC.                       | DIAMOND HILL INVESTMENT GRP COMMON STOCK                    | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               |  | US        |      1276 | NS      | $240436.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LIMITED                                         | GOLAR LNG LTD COMMON STOCK                                  | CUSIP: G9456A100<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               |  | US        |     44227 | NS      | $1036680.88   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp                                   | MARKFORGED HOLDING CORP COMMON STOCK                        | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                  | POWERSCHOOL HOLDINGS INC-A COMMON STOCK                     | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               |  | US        |     25754 | NS      | $579980.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENANT LOGISTICS GROUP, INC.                            | COVENANT LOGISTICS GROUP INC COMMON STOCK                   | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               |  | US        |      5292 | NS      | $175482.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                               | JOHN MARSHALL BANCORP INC COMMON STOCK                      | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               |  | US        |      4789 | NS      | $118479.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                             | EVERQUOTE INC - CLASS A COMMON STOCK                        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               |  | US        |      8145 | NS      | $127062.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                           | OPTIMIZERX CORP COMMON STOCK                                | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               |  | US        |      7556 | NS      | $135630.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORPORATION.                                         | IMAX CORP COMMON STOCK                                      | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               |  | US        |     21399 | NS      | $363783.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                       | TORRID HOLDINGS INC COMMON STOCK                            | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               |  | US        |      7092 | NS      | $26382.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMONADE, INC.                                            | LEMONADE INC COMMON STOCK                                   | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               |  | US        |     19863 | NS      | $323369.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                         | NORTHWEST NATURAL HOLDING CO COMMON STOCK                   | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               |  | US        |     15526 | NS      | $778473.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT BANCORP, INC.                                   | PROVIDENT BANCORP INC COMMON STOCK                          | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               |  | US        |      6346 | NS      | $57240.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                           | SOLARWINDS CORP COMMON STOCK                                | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               |  | US        |     19934 | NS      | $202529.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                                       | GLAUKOS CORP COMMON STOCK                                   | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               |  | US        |     19622 | NS      | $962459.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREDX, INC.                                              | CAREDX INC COMMON STOCK                                     | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               |  | US        |     21596 | NS      | $322644.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                    | HIMS & HERS HEALTH INC COMMON STOCK                         | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               |  | US        |     50188 | NS      | $415556.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                    | SERES THERAPEUTICS INC COMMON STOCK                         | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               |  | US        |     50102 | NS      | $274057.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.                        | UNIVERSAL LOGISTICS HOLDINGS COMMON STOCK                   | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               |  | US        |      3432 | NS      | $123277.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                  | NORTHWESTERN CORP COMMON STOCK                              | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               |  | US        |     25011 | NS      | $1420624.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific Inc                                       | CORE SCIENTIFIC INC COMMON STOCK                            | CUSIP: 21873J108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC.                                        | PAYA HOLDINGS INC COMMON STOCK                              | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               |  | US        |     35465 | NS      | $344719.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAEGER, INC.                                             | TRAEGER INC COMMON STOCK                                    | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.63         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS & MERCHANTS BANCORP, INC.                         | FARMERS & MERCHANTS BANCO/OH COMMON STOCK                   | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               |  | US        |      4995 | NS      | $142107.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                           | AMERICAN EAGLE OUTFITTERS COMMON STOCK                      | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               |  | US        |     67551 | NS      | $1090273.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                             | Pediatrix Medical Group Inc COMMON STOCK                    | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     35983 | NS      | $552339.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                              | Compass Diversified COMMON STOCK                            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               |  | US        |     26649 | NS      | $594805.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                                     | KOPPERS HOLDINGS INC COMMON STOCK                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               |  | US        |      8967 | NS      | $310347.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                                | OCEANFIRST FINANCIAL CORP COMMON STOCK                      | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               |  | US        |     24963 | NS      | $597114.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCEL ENTERTAINMENT, INC.                                 | ACCEL ENTERTAINMENT INC COMMON STOCK                        | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               |  | US        |     23519 | NS      | $216845.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SORRENTO THERAPEUTICS, INC.                               | SORRENTO THERAPEUTICS INC COMMON STOCK                      | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               |  | US        |         1 | NS      | $0.96         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS TECHNICAL CONSULTANTS, INC.                         | ATLAS TECHNICAL CONSULTANTS COMMON STOCK                    | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               |  | US        |      6313 | NS      | $76576.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                                | HAYNES INTERNATIONAL INC COMMON STOCK                       | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               |  | US        |      5345 | NS      | $297663.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunitybio Inc                                           | IMMUNITYBIO INC COMMON STOCK                                | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               |  | US        |     30309 | NS      | $115174.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP.                                          | FUTUREFUEL CORP COMMON STOCK                                | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               |  | US        |     10690 | NS      | $99096.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                                        | NMI HOLDINGS INC-CLASS A COMMON STOCK                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     35934 | NS      | $834746.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc                                    | CHARGE ENTERPRISES INC COMMON STOCK                         | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITONE, INC.                                            | VERITONE INC COMMON STOCK                                   | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               |  | US        |     12286 | NS      | $103816.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TUCOWS INC.                                               | TUCOWS INC-CLASS A COMMON STOCK                             | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               |  | US        |      4255 | NS      | $141138.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETIQ, INC.                                               | PETIQ INC COMMON STOCK                                      | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               |  | US        |     12030 | NS      | $142435.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                                 | BRIGHTVIEW HOLDINGS INC COMMON STOCK                        | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               |  | US        |     19038 | NS      | $151352.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELLIA THERAPEUTICS, INC.                               | INTELLIA THERAPEUTICS INC COMMON STOCK                      | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               |  | US        |     36658 | NS      | $1555765.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                            | QUANTERIX CORP COMMON STOCK                                 | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               |  | US        |     16471 | NS      | $232735.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                              | WORTHINGTON INDUSTRIES COMMON STOCK                         | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               |  | US        |     13943 | NS      | $792938.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                   | JOUNCE THERAPEUTICS INC COMMON STOCK                        | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               |  | US        |         1 | NS      | $1.17         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                             | CRINETICS PHARMACEUTICALS IN COMMON STOCK                   | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               |  | US        |     23907 | NS      | $468816.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC GROUP, INC.                                           | LHC GROUP INC COMMON STOCK                                  | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               |  | US        |     12728 | NS      | $2018660.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                     | BEAM THERAPEUTICS INC COMMON STOCK                          | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               |  | US        |     27153 | NS      | $1179797.85   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABCELLERA BIOLOGICS INC.                                  | ABCELLERA BIOLOGICS INC COMMON STOCK                        | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               |  | US        |     91454 | NS      | $963010.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENCO SHIPPING & TRADING LIMITED                          | GENCO SHIPPING & TRADING LTD COMMON STOCK                   | CUSIP: Y2685T131<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               |  | US        |     15434 | NS      | $279972.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                                        | TRIMAS CORP COMMON STOCK                                    | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               |  | US        |     18403 | NS      | $566628.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENIDGE GENERATION HOLDINGS INC.                        | GREENIDGE GENERATION HOLDING COMMON STOCK                   | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                                | ADEIA INC COMMON STOCK                                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |     44483 | NS      | $487088.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corporation                                    | GLATFELTER CORP COMMON STOCK                                | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |         1 | NS      | $4.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERIOR GROUP OF COMPANIES, INC.                         | SUPERIOR GROUP OF COS INC COMMON STOCK                      | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               |  | US        |      5445 | NS      | $64958.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                                        | ROGERS CORP COMMON STOCK                                    | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |      8120 | NS      | $1133470.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                           | NEXTIER OILFIELD SOLUTIONS I COMMON STOCK                   | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               |  | US        |     76097 | NS      | $716833.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA INTERNATIONAL, INC.                                   | CRA INTERNATIONAL INC COMMON STOCK                          | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               |  | US        |      3063 | NS      | $364006.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                                 | GOGO INC COMMON STOCK                                       | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               |  | US        |     24224 | NS      | $406236.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                             | PERMIAN RESOURCES CORP COMMON STOCK                         | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               |  | US        |     90733 | NS      | $986267.71    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                          | BANKUNITED INC COMMON STOCK                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |     35625 | NS      | $1340925.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BULK SHIPPING INC.                                  | EAGLE BULK SHIPPING INC COMMON STOCK                        | CUSIP: Y2187A150<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               |  | US        |      5804 | NS      | $332453.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORONE BANCORP, INC.                                   | HARBORONE BANCORP INC COMMON STOCK                          | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               |  | US        |     19208 | NS      | $261997.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HF FOODS GROUP INC.                                       | HF FOODS GROUP INC COMMON STOCK                             | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               |  | US        |     15391 | NS      | $71722.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORPORATION                                       | PARSONS CORP COMMON STOCK                                   | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               |  | US        |     14330 | NS      | $623641.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR ENERGY, INC.                                          | CVR ENERGY INC COMMON STOCK                                 | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               |  | US        |     12664 | NS      | $420444.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                   | TENAYA THERAPEUTICS INC COMMON STOCK                        | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                           | IDT CORP-CLASS B COMMON STOCK                               | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      6419 | NS      | $188654.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME POINT CAPITAL INC.                                   | HOME POINT CAPITAL INC COMMON STOCK                         | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               |  | US        |         1 | NS      | $1.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLEND LABS, INC.                                          | BLEND LABS INC-A COMMON STOCK                               | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                   | DELEK US HOLDINGS INC COMMON STOCK                          | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |     31089 | NS      | $831941.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FUELCELL ENERGY, INC.                                     | FUELCELL ENERGY INC COMMON STOCK                            | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               |  | US        |         1 | NS      | $3.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                            | GREENBRIER COMPANIES INC COMMON STOCK                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     13618 | NS      | $421068.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEELS UP EXPERIENCE INC.                                 | WHEELS UP EXPERIENCE INC COMMON STOCK                       | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                  | GMS INC COMMON STOCK                                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               |  | US        |     18563 | NS      | $1101157.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                  | FULCRUM THERAPEUTICS INC COMMON STOCK                       | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               |  | US        |     30753 | NS      | $387795.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC.                                               | ZUMIEZ INC COMMON STOCK                                     | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               |  | US        |      8005 | NS      | $206769.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                         | TALOS ENERGY INC COMMON STOCK                               | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               |  | US        |     28186 | NS      | $558364.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                                    | AVID BIOSERVICES INC COMMON STOCK                           | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               |  | US        |     27782 | NS      | $439789.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTAR FINANCIAL HOLDINGS, INC.                          | CAPSTAR FINANCIAL HOLDINGS I COMMON STOCK                   | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               |  | US        |      8958 | NS      | $155958.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCRYST PHARMACEUTICALS, INC.                            | BIOCRYST PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               |  | US        |     84528 | NS      | $891770.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | LIVE OAK BANCSHARES INC COMMON STOCK                        | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               |  | US        |     13811 | NS      | $472750.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                       | PC CONNECTION INC COMMON STOCK                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               |  | US        |      4792 | NS      | $234951.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVAGOLD RESOURCES INC.                                   | NOVAGOLD RESOURCES INC COMMON STOCK                         | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               |  | US        |     98097 | NS      | $618992.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS, INC.                                       | PDF SOLUTIONS INC COMMON STOCK                              | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               |  | US        |     13056 | NS      | $414919.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC.                                            | MODIVCARE INC COMMON STOCK                                  | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               |  | US        |      5421 | NS      | $581456.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | CUSTOMERS BANCORP INC COMMON STOCK                          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               |  | US        |     13062 | NS      | $396692.94    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                    | OTTER TAIL CORP COMMON STOCK                                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |     17645 | NS      | $1131926.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNEX CAPITAL, INC.                                       | DYNEX CAPITAL INC REIT                                      | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |     21195 | NS      | $305419.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                             | MONEYGRAM INTERNATIONAL INC COMMON STOCK                    | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               |  | US        |     42296 | NS      | $455527.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                                      | AVANOS MEDICAL INC COMMON STOCK                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               |  | US        |     20339 | NS      | $623186.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                       | SPARTANNASH CO COMMON STOCK                                 | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               |  | US        |     15328 | NS      | $485591.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                           | SELECTIVE INSURANCE GROUP COMMON STOCK                      | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               |  | US        |     25779 | NS      | $2449005.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                                        | SAUL CENTERS INC REIT                                       | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      5174 | NS      | $221498.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                                     | CLEARWAY ENERGY INC-C COMMON STOCK                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     35156 | NS      | $1187921.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Polymet Mining Corp                                       | POLYMET MINING CORP COMMON STOCK                            | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               |  | US        |         1 | NS      | $2.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                      | RENASANT CORP COMMON STOCK                                  | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               |  | US        |     23256 | NS      | $827448.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENE COUNTY BANCORP, INC.                               | GREENE COUNTY BANCORP INC COMMON STOCK                      | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               |  | US        |      1479 | NS      | $72397.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                       | KRYSTAL BIOTECH INC COMMON STOCK                            | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               |  | US        |      9549 | NS      | $793712.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                  | PACIRA BIOSCIENCES INC COMMON STOCK                         | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |     19697 | NS      | $773501.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                                       | BALCHEM CORP COMMON STOCK                                   | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               |  | US        |     13587 | NS      | $1774869.81   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALERUS FINANCIAL CORPORATION                              | ALERUS FINANCIAL CORP COMMON STOCK                          | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               |  | US        |      6611 | NS      | $136054.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                                           | ASTRA SPACE INC COMMON STOCK                                | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                    | SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK                   | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               |  | US        |      9075 | NS      | $487418.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                                 | LATCH INC COMMON STOCK                                      | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                                      | OLD NATIONAL BANCORP COMMON STOCK                           | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |    125522 | NS      | $2196635.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK FIRST CORPORATION                                    | BANK FIRST CORP COMMON STOCK                                | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               |  | US        |      3393 | NS      | $270964.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                     | OXFORD INDUSTRIES INC COMMON STOCK                          | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               |  | US        |      6844 | NS      | $802253.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTERNATIONAL INC.                         | SUNNOVA ENERGY INTERNATIONAL COMMON STOCK                   | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               |  | US        |     42615 | NS      | $830140.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                                      | SCORPIO TANKERS INC COMMON STOCK                            | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     20844 | NS      | $997802.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES COMMERCIAL REAL ESTATE CORPORATION                   | ARES COMMERCIAL REAL ESTATE REIT                            | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |     24708 | NS      | $303414.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                       | AMPLIFY ENERGY CORP COMMON STOCK                            | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               |  | US        |     14794 | NS      | $128116.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESKTOP METAL, INC.                                       | DESKTOP METAL INC-A COMMON STOCK                            | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               |  | US        |         1 | NS      | $1.68         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                           | SOLID POWER INC COMMON STOCK                                | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.35         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTORS TITLE COMPANY                                   | INVESTORS TITLE CO COMMON STOCK                             | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               |  | US        |       596 | NS      | $96552.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                    | THIRD HARMONIC BIO INC COMMON STOCK                         | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.37         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN ENERGY FUELS CORP.                                  | CLEAN ENERGY FUELS CORP COMMON STOCK                        | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               |  | US        |     77361 | NS      | $437863.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                             | NETGEAR INC COMMON STOCK                                    | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               |  | US        |     12489 | NS      | $249405.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF, INC.                                               | GREIF INC-CL A COMMON STOCK                                 | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               |  | US        |     11092 | NS      | $792301.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                                    | VENTYX BIOSCIENCES INC COMMON STOCK                         | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               |  | US        |     11410 | NS      | $479220.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON GRAND VACATIONS INC.                               | HILTON GRAND VACATIONS INC COMMON STOCK                     | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               |  | US        |     40711 | NS      | $1928072.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RED ROCK RESORTS, INC.                                    | RED ROCK RESORTS INC-CLASS A COMMON STOCK                   | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               |  | US        |     22732 | NS      | $1023167.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                     | MDC HOLDINGS INC COMMON STOCK                               | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               |  | US        |     24274 | NS      | $916586.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAREMAX, INC.                                             | CAREMAX INC COMMON STOCK                                    | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               |  | US        |     24709 | NS      | $115885.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED BANK                                          | AMALGAMATED FINANCIAL CORP COMMON STOCK                     | CUSIP: 022671101<br>LEI: 254900FMBXF85WQYV433 | Long             | EC               |  | US        |      7884 | NS      | $180937.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, INC.                                                  | 2U INC COMMON STOCK                                         | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               |  | US        |     30035 | NS      | $259202.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON, INC.                                          | LIVEPERSON INC COMMON STOCK                                 | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               |  | US        |     30368 | NS      | $391139.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                    | MONTAUK RENEWABLES INC COMMON STOCK                         | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               |  | US        |     27801 | NS      | $308869.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BALLY'S CORPORATION                                       | BALLY'S CORP COMMON STOCK                                   | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               |  | US        |     16695 | NS      | $331729.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                            | TRINSEO PLC COMMON STOCK                                    | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               |  | US        |     16171 | NS      | $448745.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu's Fashion Lounge Holdings Inc                        | LULU'S FASHION LOUNGE HOLDIN COMMON STOCK                   | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.23         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                  | HERBALIFE NUTRITION LTD COMMON STOCK                        | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |     46417 | NS      | $815546.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                    | CASTLE BIOSCIENCES INC COMMON STOCK                         | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               |  | US        |     10264 | NS      | $277949.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                                    | MEDPACE HOLDINGS INC COMMON STOCK                           | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |     10863 | NS      | $2401483.41   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC.                             | TRAVELCENTERS OF AMERICA INC COMMON STOCK                   | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               |  | US        |      5434 | NS      | $247355.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDFIN CORPORATION                                        | REDFIN CORP COMMON STOCK                                    | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               |  | US        |     42897 | NS      | $320869.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MACERICH COMPANY                                      | MACERICH CO/THE REIT                                        | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     92362 | NS      | $1269053.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                       | SANMINA CORP COMMON STOCK                                   | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     26208 | NS      | $1596853.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                                 | EXLSERVICE HOLDINGS INC COMMON STOCK                        | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |     13858 | NS      | $2364174.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                                       | VERICEL CORP COMMON STOCK                                   | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               |  | US        |     21320 | NS      | $585660.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 22ND CENTURY GROUP, INC.                                  | 22ND CENTURY GROUP INC COMMON STOCK                         | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                         | FIRST INTERSTATE BANCSYS-A COMMON STOCK                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               |  | US        |     42437 | NS      | $1522639.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATUS PROPERTIES INC.                                   | STRATUS PROPERTIES INC COMMON STOCK                         | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               |  | US        |      2367 | NS      | $52121.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                          | ZIFF DAVIS INC COMMON STOCK                                 | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     20781 | NS      | $1859483.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT THE RUNWAY, INC.                                     | RENT THE RUNWAY INC-A COMMON STOCK                          | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                            | BREAD FINANCIAL HOLDINGS INC COMMON STOCK                   | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               |  | US        |     21269 | NS      | $872667.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                               | BENCHMARK ELECTRONICS INC COMMON STOCK                      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               |  | US        |     15071 | NS      | $421837.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc                                      | BIONANO GENOMICS INC COMMON STOCK                           | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               |  | US        |         1 | NS      | $1.81         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                              | INDEPENDENT BANK GROUP INC COMMON STOCK                     | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               |  | US        |     15784 | NS      | $967559.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERANT BANCORP INC.                                      | AMERANT BANCORP INC COMMON STOCK                            | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               |  | US        |     12075 | NS      | $336168.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL, INC. | HANNON ARMSTRONG SUSTAINABLE REIT                           | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     38854 | NS      | $1434101.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                    | NURIX THERAPEUTICS INC COMMON STOCK                         | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               |  | US        |     23065 | NS      | $283468.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT, INC.                             | ARMOUR RESIDENTIAL REIT INC REIT                            | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     54609 | NS      | $342944.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHYFT GROUP, INC.                                     | SHYFT GROUP INC/THE COMMON STOCK                            | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               |  | US        |     14946 | NS      | $497552.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapt Therapeutics Inc                                     | RAPT THERAPEUTICS INC COMMON STOCK                          | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               |  | US        |     10985 | NS      | $319114.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                  | CHINOOK THERAPEUTICS INC COMMON STOCK                       | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               |  | US        |     22795 | NS      | $576029.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                  | ALLEGIANT TRAVEL CO COMMON STOCK                            | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               |  | US        |      6589 | NS      | $566851.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST GUARANTY BANCSHARES, INC.                           | FIRST GUARANTY BANCSHARES IN COMMON STOCK                   | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               |  | US        |      2585 | NS      | $56637.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                              | CS DISCO INC COMMON STOCK                                   | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               |  | US        |      9381 | NS      | $77956.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR, INC.                                 | INDIE SEMICONDUCTOR INC-A COMMON STOCK                      | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               |  | US        |     41295 | NS      | $329121.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                                       | NEKTAR THERAPEUTICS COMMON STOCK                            | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               |  | US        |         1 | NS      | $2.72         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                           | EVOLV TECHNOLOGIES HOLDINGS COMMON STOCK                    | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.06         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                                | SANDY SPRING BANCORP INC COMMON STOCK                       | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               |  | US        |     18777 | NS      | $634662.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS, INC.                                      | PETMED EXPRESS INC COMMON STOCK                             | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               |  | US        |      8924 | NS      | $191687.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                                 | OPPFI INC COMMON STOCK                                      | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.30         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                  | PROCEPT BIOROBOTICS CORP COMMON STOCK                       | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               |  | US        |     10926 | NS      | $424912.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                          | CHESAPEAKE UTILITIES CORP COMMON STOCK                      | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |      7474 | NS      | $942321.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                   | DENALI THERAPEUTICS INC COMMON STOCK                        | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               |  | US        |     46939 | NS      | $1420843.53   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc.                                                | ENETI INC COMMON STOCK                                      | CUSIP: Y2294C107<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               |  | US        |      9437 | NS      | $99937.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ONE GROUP HOSPITALITY, INC.                           | ONE GROUP HOSPITALITY INC/TH COMMON STOCK                   | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               |  | US        |      8858 | NS      | $66700.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS WORLDWIDE, INC.                                    | KRONOS WORLDWIDE INC COMMON STOCK                           | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               |  | US        |      9880 | NS      | $115102.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                      | ORTHOPEDIATRICS CORP COMMON STOCK                           | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               |  | US        |      6472 | NS      | $305025.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANNAE HOLDINGS, INC.                                     | CANNAE HOLDINGS INC COMMON STOCK                            | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               |  | US        |     34932 | NS      | $853738.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.                  | HEIDRICK & STRUGGLES INTL COMMON STOCK                      | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               |  | US        |      8472 | NS      | $260598.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                   | BRANDYWINE REALTY TRUST REIT                                | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     69877 | NS      | $458393.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                                | RPT REALTY REIT                                             | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |     38494 | NS      | $403417.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                                         | MERCHANTS BANCORP/IN COMMON STOCK                           | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               |  | US        |      6715 | NS      | $193190.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                  | MERSANA THERAPEUTICS INC COMMON STOCK                       | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               |  | US        |     42996 | NS      | $282913.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INARI MEDICAL, INC.                                       | INARI MEDICAL INC COMMON STOCK                              | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               |  | US        |     21958 | NS      | $1252703.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECHNOLOGIES, INC.                                  | TETRA TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               |  | US        |     50669 | NS      | $200649.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMSTOCK RESOURCES, INC.                                  | COMSTOCK RESOURCES INC COMMON STOCK                         | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               |  | US        |     39071 | NS      | $474712.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                        | BRISTOW GROUP INC COMMON STOCK                              | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |     10265 | NS      | $313493.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                               | ARCELLX INC COMMON STOCK                                    | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               |  | US        |     13232 | NS      | $442081.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRID DYNAMICS HOLDINGS, INC.                              | GRID DYNAMICS HOLDINGS INC COMMON STOCK                     | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               |  | US        |     22933 | NS      | $287121.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                                | MINERALS TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               |  | US        |     14092 | NS      | $978689.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corporation                                 | UMB FINANCIAL CORP COMMON STOCK                             | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               |  | US        |     19104 | NS      | $1722989.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION                        | MATTHEWS INTL CORP-CLASS A COMMON STOCK                     | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               |  | US        |     13233 | NS      | $490150.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                                    | 3D SYSTEMS CORP COMMON STOCK                                | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               |  | US        |     53869 | NS      | $585017.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                                 | UDEMY INC COMMON STOCK                                      | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               |  | US        |     31070 | NS      | $389617.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL CORP                                       | LADDER CAPITAL CORP-REIT REIT                               | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |     50987 | NS      | $571054.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                              | CLEARWATER PAPER CORP COMMON STOCK                          | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               |  | US        |      7291 | NS      | $281505.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTSET MEDICAL, INC.                                      | OUTSET MEDICAL INC COMMON STOCK                             | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               |  | US        |     20197 | NS      | $567939.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                             | PACIFIC PREMIER BANCORP INC COMMON STOCK                    | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               |  | US        |     40170 | NS      | $1299097.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY COMMONWEALTH                                       | EQUITY COMMONWEALTH REIT                                    | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     45930 | NS      | $1172133.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MODEL N, INC.                                             | MODEL N INC COMMON STOCK                                    | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               |  | US        |     15547 | NS      | $616594.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                             | COUCHBASE INC COMMON STOCK                                  | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               |  | US        |     11134 | NS      | $164671.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORPORATION                                         | HESKA CORP COMMON STOCK                                     | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               |  | US        |      4135 | NS      | $369834.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                               | GRAFTECH INTERNATIONAL LTD COMMON STOCK                     | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               |  | US        |     82229 | NS      | $537777.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                   | GRAHAM HOLDINGS CO-CLASS B COMMON STOCK                     | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               |  | US        |      1644 | NS      | $1074041.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                     | TWIST BIOSCIENCE CORP COMMON STOCK                          | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               |  | US        |     24734 | NS      | $709618.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHILDREN'S PLACE, INC.                                | CHILDREN'S PLACE INC/THE COMMON STOCK                       | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               |  | US        |      5914 | NS      | $268318.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                  | APOGEE ENTERPRISES INC COMMON STOCK                         | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               |  | US        |     10237 | NS      | $479501.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                        | INTERDIGITAL INC COMMON STOCK                               | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |     13103 | NS      | $916554.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORPORATION                          | NEW JERSEY RESOURCES CORP COMMON STOCK                      | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               |  | US        |     41225 | NS      | $2057952.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                                   | FORWARD AIR CORP COMMON STOCK                               | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               |  | US        |     11522 | NS      | $1242647.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                             | ADTALEM GLOBAL EDUCATION INC COMMON STOCK                   | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               |  | US        |     20529 | NS      | $783797.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                               | ARVINAS INC COMMON STOCK                                    | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               |  | US        |     21457 | NS      | $703145.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Company Inc                                     | BEACHBODY CO INC/THE COMMON STOCK                           | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES, INC.                                      | VIA RENEWABLES INC COMMON STOCK                             | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               |  | US        |      4887 | NS      | $32791.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corporation                                       | WINMARK CORP COMMON STOCK                                   | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               |  | US        |      1459 | NS      | $409687.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT, INC.                            | PLYMOUTH INDUSTRIAL REIT INC REIT                           | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     17374 | NS      | $388830.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                    | BLADE AIR MOBILITY INC COMMON STOCK                         | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               |  | US        |     23195 | NS      | $103449.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                            | CUE HEALTH INC COMMON STOCK                                 | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.62         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                    | NETSCOUT SYSTEMS INC COMMON STOCK                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     29782 | NS      | $956002.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                                         | BARNES GROUP INC COMMON STOCK                               | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               |  | US        |     20826 | NS      | $921758.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP, INC.                                           | DRIL-QUIP INC COMMON STOCK                                  | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |     14976 | NS      | $459912.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                  | FIRST FINANCIAL BANCORP COMMON STOCK                        | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |     39973 | NS      | $1012516.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                           | M/I HOMES INC COMMON STOCK                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               |  | US        |     12118 | NS      | $724656.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTAINER GROUP HOLDINGS LIMITED                          | TEXTAINER GROUP HOLDINGS LTD COMMON STOCK                   | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               |  | US        |     20012 | NS      | $678406.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                                | EMERGENT BIOSOLUTIONS INC COMMON STOCK                      | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               |  | US        |     21036 | NS      | $277464.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                       | SUTRO BIOPHARMA INC COMMON STOCK                            | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               |  | US        |     44019 | NS      | $318697.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC.                         | GRANITE POINT MORTGAGE TRUST REIT                           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |     22093 | NS      | $147581.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICOR CORPORATION                                         | VICOR CORP COMMON STOCK                                     | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               |  | US        |      9482 | NS      | $658335.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                                       | AARON'S CO INC/THE COMMON STOCK                             | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               |  | US        |     13517 | NS      | $198024.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                     | HILLTOP HOLDINGS INC COMMON STOCK                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               |  | US        |     26220 | NS      | $857394.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DENNY'S CORPORATION                                       | DENNY'S CORP COMMON STOCK                                   | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               |  | US        |     25181 | NS      | $302675.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | STERLING INFRASTRUCTURE INC COMMON STOCK                    | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     12626 | NS      | $459460.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                                      | UNIFIRST CORP/MA COMMON STOCK                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |      6418 | NS      | $1273587.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP.                                       | CVB FINANCIAL CORP COMMON STOCK                             | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               |  | US        |     57783 | NS      | $1399504.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL, INC                                        | HBT FINANCIAL INC/DE COMMON STOCK                           | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               |  | US        |      4838 | NS      | $101452.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management, Inc.                         | SCULPTOR CAPITAL MANAGEMENT COMMON STOCK                    | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               |  | US        |      9741 | NS      | $90493.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO., INC.                                         | GANNETT CO INC COMMON STOCK                                 | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               |  | US        |         1 | NS      | $2.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANIMER SCIENTIFIC, INC.                                  | DANIMER SCIENTIFIC INC COMMON STOCK                         | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               |  | US        |         1 | NS      | $2.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                 | VIRIDIAN THERAPEUTICS INC COMMON STOCK                      | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               |  | US        |     16468 | NS      | $601411.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                        | VISTA OUTDOOR INC COMMON STOCK                              | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               |  | US        |     23860 | NS      | $700291.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                                 | G-III APPAREL GROUP LTD COMMON STOCK                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     18895 | NS      | $319703.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                           | NEXTDECADE CORP COMMON STOCK                                | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               |  | US        |     12755 | NS      | $76402.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                                       | KNOWLES CORP COMMON STOCK                                   | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               |  | US        |     38547 | NS      | $741258.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL, INC.                      | COMPASS MINERALS INTERNATION COMMON STOCK                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               |  | US        |     14620 | NS      | $682169.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                            | SIERRA BANCORP COMMON STOCK                                 | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               |  | US        |      6202 | NS      | $130614.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLLEY INC.                                               | HOLLEY INC COMMON STOCK                                     | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               |  | US        |         1 | NS      | $3.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOYALTY VENTURES INC.                                     | LOYALTY VENTURES INC COMMON STOCK                           | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               |  | US        |         1 | NS      | $1.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORPORATION                                  | OPEN LENDING CORP -  CL A COMMON STOCK                      | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               |  | US        |     42897 | NS      | $376206.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                                  | OPTION CARE HEALTH INC COMMON STOCK                         | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |     67472 | NS      | $1947916.64   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                    | CRACKER BARREL OLD COUNTRY COMMON STOCK                     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               |  | US        |      9919 | NS      | $1106762.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                                | UNITED NATURAL FOODS INC COMMON STOCK                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               |  | US        |     24918 | NS      | $1037087.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                    | RANGER OIL CORP-A COMMON STOCK                              | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               |  | US        |      9177 | NS      | $385434.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IRadimed Corp                                             | IRADIMED CORP COMMON STOCK                                  | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               |  | US        |      2967 | NS      | $110965.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.                   | ESSENTIAL PROPERTIES REALTY REIT                            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     60242 | NS      | $1534966.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                                 | PATTERSON COS INC COMMON STOCK                              | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               |  | US        |     38373 | NS      | $1158480.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                               | HANCOCK WHITNEY CORP COMMON STOCK                           | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     36902 | NS      | $1899714.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORPORATION                              | LANCASTER COLONY CORP COMMON STOCK                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      8327 | NS      | $1598034.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CASSAVA SCIENCES, INC.                                    | CASSAVA SCIENCES INC COMMON STOCK                           | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               |  | US        |     16475 | NS      | $461300.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                                      | GELESIS HOLDINGS INC COMMON STOCK                           | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMBLING.COM GROUP LIMITED                                | GAMBLING.COM GROUP LTD COMMON STOCK                         | CUSIP: G3R239101<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               |  | US        |      3671 | NS      | $35131.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                       | ARCBEST CORP COMMON STOCK                                   | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |     10591 | NS      | $883818.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORPORATION                            | MAGNOLIA OIL & GAS CORP - A COMMON STOCK                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               |  | US        |     75120 | NS      | $1773583.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVO PAYMENTS, INC.                                        | EVO PAYMENTS INC-CLASS A COMMON STOCK                       | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               |  | US        |     20350 | NS      | $689254.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEREVEL THERAPEUTICS HOLDINGS, INC.                       | CEREVEL THERAPEUTICS HOLDING COMMON STOCK                   | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               |  | US        |     24809 | NS      | $847227.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDROFARM HOLDINGS GROUP, INC.                            | HYDROFARM HOLDINGS GROUP INC COMMON STOCK                   | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               |  | US        |         1 | NS      | $1.87         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                                   | HAEMONETICS CORP/MASS COMMON STOCK                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |     22036 | NS      | $1864245.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                      | VIANT TECHNOLOGY INC-A COMMON STOCK                         | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               |  | US        |      5227 | NS      | $23730.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. CENTURY BANK                                         | USCB FINANCIAL HOLDINGS INC COMMON STOCK                    | CUSIP: 90355N101<br>LEI: 254900XT937N1XUKWX63 | Long             | EC               |  | US        |      4444 | NS      | $53328.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-FLOWERS.COM, INC.                                   | 1-800-FLOWERS.COM INC-CL A COMMON STOCK                     | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               |  | US        |     10860 | NS      | $108274.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRAL AD SCIENCE HOLDING CORP.                         | INTEGRAL AD SCIENCE HOLDING COMMON STOCK                    | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               |  | US        |     14255 | NS      | $146541.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc.                                          | 908 DEVICES INC COMMON STOCK                                | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               |  | US        |     11175 | NS      | $104151.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                       | ELF BEAUTY INC COMMON STOCK                                 | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               |  | US        |     21225 | NS      | $1221498.75   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAGON 28, INC.                                          | PARAGON 28 INC COMMON STOCK                                 | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               |  | US        |     19924 | NS      | $335719.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST PIPE COMPANY                                    | NORTHWEST PIPE CO COMMON STOCK                              | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               |  | US        |      4289 | NS      | $160408.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELLDEX THERAPEUTICS, INC.                                | CELLDEX THERAPEUTICS INC COMMON STOCK                       | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               |  | US        |     19529 | NS      | $860447.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                     | ARCUS BIOSCIENCES INC COMMON STOCK                          | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               |  | US        |     22094 | NS      | $477893.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES, INC.                                   | CARRIAGE SERVICES INC COMMON STOCK                          | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               |  | US        |      6416 | NS      | $208006.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                           | PLANET LABS PBC COMMON STOCK                                | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               |  | US        |     64369 | NS      | $318626.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                      | AURA BIOSCIENCES INC COMMON STOCK                           | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               |  | US        |      7757 | NS      | $80750.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                                     | KINNATE BIOPHARMA INC COMMON STOCK                          | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               |  | US        |     11200 | NS      | $84336.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                                       | INSMED INC COMMON STOCK                                     | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |     58348 | NS      | $1256232.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS, INC.                               | INTERNATIONAL SEAWAYS INC COMMON STOCK                      | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               |  | US        |     24485 | NS      | $950997.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen Inc                                              | HELIOGEN INC COMMON STOCK                                   | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCAT, INC.                                            | TRANSCAT INC COMMON STOCK                                   | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               |  | US        |      3071 | NS      | $256489.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTBRAIN INC.                                             | OUTBRAIN INC COMMON STOCK                                   | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               |  | US        |     11814 | NS      | $58124.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CATALYST, INC.                                     | HEALTH CATALYST INC COMMON STOCK                            | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               |  | US        |     25818 | NS      | $358870.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEN AEROGELS, INC.                                      | ASPEN AEROGELS INC COMMON STOCK                             | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               |  | US        |     13451 | NS      | $141235.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc                                                | VELO3D INC COMMON STOCK                                     | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                          | FIRST WATCH RESTAURANT GROUP COMMON STOCK                   | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               |  | US        |      6991 | NS      | $113254.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                                       | LINDSAY CORP COMMON STOCK                                   | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               |  | US        |      4726 | NS      | $740186.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINET GROUP, INC.                                        | TRINET GROUP INC COMMON STOCK                               | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               |  | US        |     16734 | NS      | $1262580.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                          | RAYONIER ADVANCED MATERIALS COMMON STOCK                    | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               |  | US        |     33362 | NS      | $231198.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                             | SHOALS TECHNOLOGIES GROUP -A COMMON STOCK                   | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               |  | US        |     60046 | NS      | $1674682.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS, INC.                                   | BIOLIFE SOLUTIONS INC COMMON STOCK                          | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               |  | US        |     14458 | NS      | $338895.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                  | OOMA INC COMMON STOCK                                       | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               |  | US        |     10025 | NS      | $144059.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC.                                    | FARMLAND PARTNERS INC REIT                                  | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     23223 | NS      | $299112.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                           | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |     11758 | NS      | $265730.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                                     | TREEHOUSE FOODS INC COMMON STOCK                            | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               |  | US        |     21900 | NS      | $1060617.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                                            | QUINSTREET INC COMMON STOCK                                 | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               |  | US        |     22452 | NS      | $344189.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                      | MATIV HOLDINGS INC COMMON STOCK                             | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               |  | US        |     23562 | NS      | $649368.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                                 | NU SKIN ENTERPRISES INC - A COMMON STOCK                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |     21193 | NS      | $908755.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                    | LYELL IMMUNOPHARMA INC COMMON STOCK                         | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.27         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                          | LATHAM GROUP INC COMMON STOCK                               | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               |  | US        |     17919 | NS      | $78843.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES, INC.                              | SELECT ENERGY SERVICES INC-A COMMON STOCK                   | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               |  | US        |     31426 | NS      | $275920.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BIOPHARMA CORP.                                       | CTI BIOPHARMA CORP COMMON STOCK                             | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               |  | US        |     38396 | NS      | $212329.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                    | TANGO THERAPEUTICS INC COMMON STOCK                         | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               |  | US        |     19290 | NS      | $127314.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX HOLDINGS PLC                                       | TRONOX HOLDINGS PLC COMMON STOCK                            | CUSIP: G9087Q102<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               |  | US        |     50293 | NS      | $862524.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INCORPORATED                                | MICROSTRATEGY INC-CL A COMMON STOCK                         | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               |  | US        |      4161 | NS      | $1047448.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALUE LINE, INC.                                          | VALUE LINE INC COMMON STOCK                                 | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               |  | US        |       400 | NS      | $20684.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                       | BERKELEY LIGHTS INC COMMON STOCK                            | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               |  | US        |         1 | NS      | $2.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINERA CORPORATION                                      | INFINERA CORP COMMON STOCK                                  | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               |  | US        |    103987 | NS      | $761184.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT MATERIALS, INC.                                    | SUMMIT MATERIALS INC -CL A COMMON STOCK                     | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               |  | US        |     51676 | NS      | $1698066.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC.                                          | SHAKE SHACK INC - CLASS A COMMON STOCK                      | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               |  | US        |     15916 | NS      | $905302.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                | QUALYS INC COMMON STOCK                                     | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               |  | US        |     16646 | NS      | $1920282.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                              | N-ABLE INC COMMON STOCK                                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               |  | US        |     31448 | NS      | $322970.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RED RIVER BANCSHARES, INC.                                | RED RIVER BANCSHARES INC COMMON STOCK                       | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               |  | US        |      1971 | NS      | $100323.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                                 | HELIOS TECHNOLOGIES INC COMMON STOCK                        | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               |  | US        |     13975 | NS      | $922350.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY TANKERS LTD.                                       | TEEKAY TANKERS LTD-CLASS A COMMON STOCK                     | CUSIP: Y8565N300<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |     10308 | NS      | $316352.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER, INC.                                | SUPER MICRO COMPUTER INC COMMON STOCK                       | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               |  | US        |     19947 | NS      | $1442766.51   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                                        | CONSOL ENERGY INC COMMON STOCK                              | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |     14611 | NS      | $844954.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                                      | KELLY SERVICES INC -A COMMON STOCK                          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               |  | US        |     15165 | NS      | $274486.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuscale Power Corp                                        | NUSCALE POWER CORP COMMON STOCK                             | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               |  | US        |     14378 | NS      | $153269.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                              | NOVANTA INC COMMON STOCK                                    | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |     15381 | NS      | $2483570.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                           | MACROGENICS INC COMMON STOCK                                | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               |  | US        |     44563 | NS      | $257128.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                                   | LENDINGCLUB CORP COMMON STOCK                               | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               |  | US        |     42768 | NS      | $414421.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                               | QUAKER CHEMICAL CORPORATION COMMON STOCK                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |      5810 | NS      | $1143814.70   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONY BANKCORP, INC.                                     | COLONY BANKCORP COMMON STOCK                                | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               |  | US        |      6722 | NS      | $86646.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                   | ENERSYS COMMON STOCK                                        | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               |  | US        |     17531 | NS      | $1455423.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                               | RUSH STREET INTERACTIVE INC COMMON STOCK                    | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               |  | US        |     22740 | NS      | $97554.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS, INC.                            | COMMUNITY HEALTH SYSTEMS INC COMMON STOCK                   | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $5.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                                   | LANTHEUS HOLDINGS INC COMMON STOCK                          | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |     29507 | NS      | $1696652.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                                      | GENEDX HOLDINGS CORP COMMON STOCK                           | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.42         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND OFFSHORE DRILLING, INC.                           | DIAMOND OFFSHORE DRILLING IN COMMON STOCK                   | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               |  | US        |     41325 | NS      | $473584.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                                  | ENERPAC TOOL GROUP COMMON STOCK                             | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |     25913 | NS      | $687731.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIEWRAY, INC.                                             | VIEWRAY INC COMMON STOCK                                    | CUSIP: 92672L107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $4.59         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespaworld Holdings Ltd                                  | ONESPAWORLD HOLDINGS LTD COMMON STOCK                       | CUSIP: P73684113<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               |  | US        |     32104 | NS      | $337413.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                             | SIMPLY GOOD FOODS CO/THE COMMON STOCK                       | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |     38579 | NS      | $1400417.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION, INC.                           | AMERICAN PUBLIC EDUCATION COMMON STOCK                      | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               |  | US        |      7602 | NS      | $92060.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                                    | INDEPENDENT BANK CORP/MA COMMON STOCK                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |     21216 | NS      | $1690703.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC.                                               | ZIMVIE INC COMMON STOCK                                     | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               |  | US        |      8673 | NS      | $85082.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                            | MYR GROUP INC/DELAWARE COMMON STOCK                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               |  | US        |      7137 | NS      | $706991.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | DORIAN LPG LTD COMMON STOCK                                 | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               |  | US        |     13544 | NS      | $268848.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc.                                 | FOGHORN THERAPEUTICS INC COMMON STOCK                       | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               |  | US        |      8145 | NS      | $70047.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc                                       | FOCUS UNIVERSAL INC COMMON STOCK                            | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               |  | US        |      7274 | NS      | $42189.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                                         | CINCOR PHARMA INC COMMON STOCK                              | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               |  | US        |     15984 | NS      | $462417.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES, INC.                             | SOUTH JERSEY INDUSTRIES COMMON STOCK                        | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               |  | US        |     55155 | NS      | $1990543.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HERON THERAPEUTICS, INC.                                  | HERON THERAPEUTICS INC COMMON STOCK                         | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               |  | US        |         1 | NS      | $2.71         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO HEALTH, INC.                                         | OPKO HEALTH INC COMMON STOCK                                | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               |  | US        |         1 | NS      | $1.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METROCITY BANKSHARES, INC.                                | METROCITY BANKSHARES INC COMMON STOCK                       | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               |  | US        |      8352 | NS      | $168877.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                        | CVENT HOLDING CORP COMMON STOCK                             | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               |  | US        |     34758 | NS      | $280497.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIUS GLOBAL INFRASTRUCTURE, INC.                        | RADIUS GLOBAL INFRASTRUCTU-A COMMON STOCK                   | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               |  | US        |     34843 | NS      | $469335.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                             | WD-40 CO COMMON STOCK                                       | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               |  | US        |      5860 | NS      | $1022804.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                           | CSG SYSTEMS INTL INC COMMON STOCK                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     13634 | NS      | $813540.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                                  | FABRINET COMMON STOCK                                       | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |     15812 | NS      | $2081807.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                               | TREACE MEDICAL CONCEPTS INC COMMON STOCK                    | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               |  | US        |     13977 | NS      | $322728.93    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                    | VERVE THERAPEUTICS INC COMMON STOCK                         | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               |  | US        |     19653 | NS      | $447105.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                       | GRIFFON CORP COMMON STOCK                                   | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |     21335 | NS      | $872174.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPOSECURE, INC.                                         | COMPOSECURE INC COMMON STOCK                                | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               |  | US        |      3243 | NS      | $20625.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROVER GROUP, INC.                                         | ROVER GROUP INC COMMON STOCK                                | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               |  | US        |     38428 | NS      | $157170.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES, INC.                                  | ORMAT TECHNOLOGIES INC COMMON STOCK                         | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               |  | US        |     21307 | NS      | $1971962.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                                   | ABERCROMBIE & FITCH CO-CL A COMMON STOCK                    | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               |  | US        |     22970 | NS      | $665211.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                   | PIPER SANDLER COS COMMON STOCK                              | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               |  | US        |      7400 | NS      | $1051540.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                              | PROTERRA INC COMMON STOCK                                   | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               |  | US        |     91471 | NS      | $466502.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                      | APPLIED DIGITAL CORP COMMON STOCK                           | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWBE4, INC.                                             | KNOWBE4 INC-A COMMON STOCK                                  | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               |  | US        |     32445 | NS      | $807556.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                             | DECIPHERA PHARMACEUTICALS IN COMMON STOCK                   | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               |  | US        |     21215 | NS      | $360867.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                                 | TITAN INTERNATIONAL INC COMMON STOCK                        | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               |  | US        |     21947 | NS      | $366295.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRETT BUSINESS SERVICES, INC.                           | BARRETT BUSINESS SVCS INC COMMON STOCK                      | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               |  | US        |      3154 | NS      | $313444.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SKILLZ INC.                                               | SKILLZ INC COMMON STOCK                                     | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.80         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                          | NEXPOINT RESIDENTIAL REIT                                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     10229 | NS      | $516564.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSEA HOMES CORPORATION                                 | LANDSEA HOMES CORP COMMON STOCK                             | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               |  | US        |      4344 | NS      | $28800.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EYEPOINT PHARMACEUTICALS, INC.                            | EYEPOINT PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               |  | US        |         1 | NS      | $4.66         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediaalpha Inc                                            | MEDIAALPHA INC-CLASS A COMMON STOCK                         | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               |  | US        |     10547 | NS      | $147130.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillos Inc                                             | PORTILLO'S INC-CL A COMMON STOCK                            | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               |  | US        |     12359 | NS      | $278819.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                  | EVGO INC COMMON STOCK                                       | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               |  | US        |     28111 | NS      | $193684.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                           | B&G FOODS INC COMMON STOCK                                  | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               |  | US        |     32279 | NS      | $452551.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DULUTH HOLDINGS INC.                                      | DULUTH HOLDINGS INC - CL B COMMON STOCK                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               |  | US        |      5057 | NS      | $33629.05     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                              | INGLES MARKETS INC-CLASS A COMMON STOCK                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |      6078 | NS      | $577410.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                          | VIRTUS INVESTMENT PARTNERS COMMON STOCK                     | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               |  | US        |      3088 | NS      | $663549.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                      | BLUE FOUNDRY BANCORP COMMON STOCK                           | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               |  | US        |     11233 | NS      | $133448.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                   | HELMERICH & PAYNE COMMON STOCK                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     44494 | NS      | $2155289.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                               | KINIKSA PHARMACEUTICALS-A COMMON STOCK                      | CUSIP: G5269C101<br>LEI: N/A                  | Long             | EC               |  | US        |     15634 | NS      | $226067.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS, INC.                 | MACOM TECHNOLOGY SOLUTIONS H COMMON STOCK                   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               |  | US        |     21657 | NS      | $1451452.14   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                           | DIME COMMUNITY BANCSHARES IN COMMON STOCK                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               |  | US        |     14395 | NS      | $429258.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES FINANCIAL SERVICES CORP.                          | PEOPLES FINANCIAL SERVICES COMMON STOCK                     | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               |  | US        |      3065 | NS      | $156253.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HOLDINGS PLC                                       | LUXFER HOLDINGS PLC COMMON STOCK                            | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               |  | US        |     12150 | NS      | $201082.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                            | EDGEWELL PERSONAL CARE CO COMMON STOCK                      | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |     22938 | NS      | $983122.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS, INC.                                   | ALPHATEC HOLDINGS INC COMMON STOCK                          | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               |  | US        |     31707 | NS      | $412825.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                       | TTEC HOLDINGS INC COMMON STOCK                              | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               |  | US        |      7923 | NS      | $402805.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                  | PROTHENA CORP PLC COMMON STOCK                              | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               |  | US        |     15480 | NS      | $875394.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                  | ACLARIS THERAPEUTICS INC COMMON STOCK                       | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               |  | US        |     29447 | NS      | $497654.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLMAN SOLUTIONS CORP.                                   | HILLMAN SOLUTIONS CORP COMMON STOCK                         | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               |  | US        |     55672 | NS      | $534451.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POTLATCHDELTIC CORPORATION                                | POTLATCHDELTIC CORP REIT                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     34087 | NS      | $1668558.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA PHARMACEUTICALS INC.                               | ACADIA PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               |  | US        |     51610 | NS      | $982138.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                             | PROGRESS SOFTWARE CORP COMMON STOCK                         | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               |  | US        |     18658 | NS      | $989620.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS, INC.                                  | WHOLE EARTH BRANDS INC COMMON STOCK                         | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               |  | US        |     15714 | NS      | $59556.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BANKSHARES                                     | BAR HARBOR BANKSHARES COMMON STOCK                          | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               |  | US        |      6519 | NS      | $202545.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                              | CENTRAL GARDEN AND PET CO-A COMMON STOCK                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |     17179 | NS      | $680803.77    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolution Medicines Inc                                  | REVOLUTION MEDICINES INC COMMON STOCK                       | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               |  | US        |     32197 | NS      | $860947.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                                | AFFIMED NV COMMON STOCK                                     | CUSIP: N01045108<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               |  | US        |         1 | NS      | $1.29         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Company Inc                            | ADTHEORENT HOLDINGS CO INC COMMON STOCK                     | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.74         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                  | WERNER ENTERPRISES INC COMMON STOCK                         | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               |  | US        |     27539 | NS      | $1293506.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CANO HEALTH, INC.                                         | CANO HEALTH INC COMMON STOCK                                | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                                                | VACASA INC -CL A COMMON STOCK                               | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                                     | TUSIMPLE HOLDINGS INC - A COMMON STOCK                      | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEJON RANCH CO.                                           | TEJON RANCH CO COMMON STOCK                                 | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               |  | US        |      9310 | NS      | $186386.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER, INC.                                      | LIGHT & WONDER INC COMMON STOCK                             | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               |  | US        |     40403 | NS      | $2636295.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                   | COMMUNITY HEALTHCARE TRUST I REIT                           | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |     10279 | NS      | $440763.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                          | NUTEX HEALTH INC COMMON STOCK                               | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                  | WASHINGTON FEDERAL INC COMMON STOCK                         | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |     27603 | NS      | $978802.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kalvista Pharmaceuticals Inc                              | KALVISTA PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               |  | US        |      9401 | NS      | $74831.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                                       | DIODES INC COMMON STOCK                                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |     19073 | NS      | $1701120.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                             | RECURSION PHARMACEUTICALS-A COMMON STOCK                    | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               |  | US        |     66042 | NS      | $550129.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUSTIS TECHNOLOGIES, INC.                               | AKOUSTIS TECHNOLOGIES INC COMMON STOCK                      | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               |  | US        |         1 | NS      | $3.69         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                            | INNOVIVA INC COMMON STOCK                                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     27317 | NS      | $345560.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                                 | AGIOS PHARMACEUTICALS INC COMMON STOCK                      | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               |  | US        |     23277 | NS      | $686205.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                                | PAR PACIFIC HOLDINGS INC COMMON STOCK                       | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     22553 | NS      | $602841.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 2Seventy Bio Inc                                          | 2SEVENTY BIO INC COMMON STOCK                               | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               |  | US        |     15596 | NS      | $212105.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION, INC.                                            | ARTIVION INC COMMON STOCK                                   | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               |  | US        |     16495 | NS      | $215094.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB CORPORATION                                          | ACNB CORP COMMON STOCK                                      | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               |  | US        |      3437 | NS      | $135245.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                      | MARINE PRODUCTS CORP COMMON STOCK                           | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               |  | US        |      3258 | NS      | $43331.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                              | XENIA HOTELS & RESORTS INC REIT                             | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     48455 | NS      | $721979.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTLY, INC.                                              | FASTLY INC - CLASS A COMMON STOCK                           | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               |  | US        |     46200 | NS      | $478170.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                              | FINANCIAL INSTITUTIONS INC COMMON STOCK                     | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |      6762 | NS      | $167089.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                         | JOBY AVIATION INC COMMON STOCK                              | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               |  | US        |    103978 | NS      | $459582.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS, INC.                        | ASSETMARK FINANCIAL HOLDINGS COMMON STOCK                   | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               |  | US        |      9362 | NS      | $248467.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNPOWER CORPORATION                                      | SUNPOWER CORP COMMON STOCK                                  | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               |  | US        |     35155 | NS      | $612751.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL CITY BANK GROUP, INC.                             | CAPITAL CITY BANK GROUP INC COMMON STOCK                    | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               |  | US        |      5960 | NS      | $193521.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                       | DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK                   | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               |  | US        |     18501 | NS      | $802018.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONAL MANAGEMENT CORP.                                 | REGIONAL MANAGEMENT CORP COMMON STOCK                       | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               |  | US        |      3423 | NS      | $118059.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICIDA, INC.                                             | TRICIDA INC COMMON STOCK                                    | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               |  | US        |         1 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL ENERGY, INC.                                        | VITAL ENERGY INC COMMON STOCK                               | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               |  | US        |      7136 | NS      | $401614.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                                 | ANI PHARMACEUTICALS INC COMMON STOCK                        | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               |  | US        |      5495 | NS      | $245791.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERNET BANCORP                                    | FIRST INTERNET BANCORP COMMON STOCK                         | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               |  | US        |      4137 | NS      | $108761.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                | AMYLYX PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               |  | US        |     21830 | NS      | $855517.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY TRUST, INC.                                  | ARBOR REALTY TRUST INC REIT                                 | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     70167 | NS      | $1047593.31   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS, INC.                              | AMNEAL PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               |  | US        |         1 | NS      | $2.20         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                                     | STELLAR BANCORP INC COMMON STOCK                            | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               |  | US        |     19901 | NS      | $559417.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                                 | PARK NATIONAL CORP COMMON STOCK                             | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               |  | US        |      6156 | NS      | $771039.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TONIX PHARMACEUTICALS HOLDING CORP.                       | TONIX PHARMACEUTICALS HOLDIN COMMON STOCK                   | CUSIP: 890260862<br>LEI: 529900ACPKP9QW20GX48 | Long             | EC               |  | US        |         1 | NS      | $1.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                                      | PEOPLES BANCORP INC COMMON STOCK                            | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |     11943 | NS      | $354348.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                              | COURSERA INC COMMON STOCK                                   | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               |  | US        |     51347 | NS      | $818984.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCRAFT BOAT HOLDINGS, INC.                           | MASTERCRAFT BOAT HOLDINGS IN COMMON STOCK                   | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               |  | US        |      8121 | NS      | $233559.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | CADENCE BANK COMMON STOCK                                   | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               |  | US        |     77433 | NS      | $1980736.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB BANCORP                                               | RBB BANCORP COMMON STOCK                                    | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               |  | US        |      6395 | NS      | $128795.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE FIRST BANCSHARES, INC.                                | FIRST BANCSHARES INC/MS COMMON STOCK                        | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               |  | US        |      8758 | NS      | $268432.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR REAL ESTATE FINANCE TRUST INC.                        | KKR REAL ESTATE FINANCE TRUS REIT                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     26071 | NS      | $415311.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUSINESS FIRST BANCSHARES, INC.                           | BUSINESS FIRST BANCSHARES COMMON STOCK                      | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               |  | US        |      9198 | NS      | $190766.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                                | Atkore Inc COMMON STOCK                                     | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               |  | US        |     18653 | NS      | $2429553.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                               | CASELLA WASTE SYSTEMS INC-A COMMON STOCK                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |     21682 | NS      | $1737161.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                            | STEELCASE INC-CL A COMMON STOCK                             | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               |  | US        |     35295 | NS      | $275301.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                              | INNOVID CORP COMMON STOCK                                   | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGIMARC CORPORATION                                      | DIGIMARC CORP COMMON STOCK                                  | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               |  | US        |      5918 | NS      | $118241.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                             | STANDARD MOTOR PRODS COMMON STOCK                           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |      8885 | NS      | $359487.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                           | CORECIVIC INC COMMON STOCK                                  | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |     49413 | NS      | $525754.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTY CITY HOLDCO INC.                                    | PARTY CITY HOLDCO INC COMMON STOCK                          | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               |  | US        |         1 | NS      | $0.11         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                                 | ATARA BIOTHERAPEUTICS INC COMMON STOCK                      | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               |  | US        |     36348 | NS      | $184284.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTQUOTE, INC.                                         | SELECTQUOTE INC COMMON STOCK                                | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               |  | US        |         1 | NS      | $0.86         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| P.A.M. TRANSPORTATION SERVICES, INC.                      | P.A.M. TRANSPORTATION SVCS COMMON STOCK                     | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               |  | US        |      3245 | NS      | $93942.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                               | THESEUS PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               |  | US        |      5567 | NS      | $77882.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE, INC.                                  | NEXTGEN HEALTHCARE INC COMMON STOCK                         | CUSIP: 65343C102<br>LEI: 549300N5HIPS1URF0F20 | Long             | EC               |  | US        |     24006 | NS      | $456594.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY, INC.                                     | ENERGY RECOVERY INC COMMON STOCK                            | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               |  | US        |     23354 | NS      | $516824.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                           | NATL HEALTH INVESTORS INC REIT                              | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     18564 | NS      | $1092120.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RILEY EXPLORATION PERMIAN, INC.                           | RILEY EXPLORATION PERMIAN IN COMMON STOCK                   | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               |  | US        |      4819 | NS      | $159942.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                              | PLEXUS CORP COMMON STOCK                                    | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               |  | US        |     11862 | NS      | $1138633.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                                        | CONMED CORP COMMON STOCK                                    | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               |  | US        |     12787 | NS      | $1224483.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CASS INFORMATION SYSTEMS, INC.                            | CASS INFORMATION SYSTEMS INC COMMON STOCK                   | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               |  | US        |      6008 | NS      | $291748.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                  | FB FINANCIAL CORP COMMON STOCK                              | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               |  | US        |     15381 | NS      | $577710.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                     | CYTEK BIOSCIENCES INC COMMON STOCK                          | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               |  | US        |     49053 | NS      | $591088.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                                | KORN FERRY COMMON STOCK                                     | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |     23748 | NS      | $1282154.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                                | SYNDAX PHARMACEUTICALS INC COMMON STOCK                     | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               |  | US        |     23923 | NS      | $686590.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                       | EAGLE BANCORP INC COMMON STOCK                              | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               |  | US        |     13508 | NS      | $641494.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MID BANCSHARES, INC.                                | FIRST MID BANCSHARES INC COMMON STOCK                       | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               |  | US        |      7805 | NS      | $250774.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS, INC.                             | APELLIS PHARMACEUTICALS INC COMMON STOCK                    | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               |  | US        |     40146 | NS      | $2116898.58   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                    | PALOMAR HOLDINGS INC COMMON STOCK                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |     10391 | NS      | $531084.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST, INC.                                        | WIDEOPENWEST INC COMMON STOCK                               | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               |  | US        |     22515 | NS      | $258697.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                                  | WEAVE COMMUNICATIONS INC COMMON STOCK                       | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               |  | US        |     18813 | NS      | $97827.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                                | AXCELIS TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               |  | US        |     14044 | NS      | $1544137.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                     | RIGETTI COMPUTING INC COMMON STOCK                          | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.78         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                           | HUB GROUP INC-CL A COMMON STOCK                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               |  | US        |     14408 | NS      | $1228570.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC.                                             | STAGWELL INC COMMON STOCK                                   | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               |  | US        |     37731 | NS      | $264871.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                         | BRADY CORPORATION - CL A COMMON STOCK                       | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               |  | US        |     19942 | NS      | $1066298.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                     | EXCELERATE ENERGY INC-A COMMON STOCK                        | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               |  | US        |      7687 | NS      | $179107.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                              | U.S. PHYSICAL THERAPY INC COMMON STOCK                      | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |      5518 | NS      | $547109.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                    | RUSH ENTERPRISES INC-CL A COMMON STOCK                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |     18220 | NS      | $980418.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                             | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |     16492 | NS      | $499047.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION, INC.                                  | LAUREATE EDUCATION INC COMMON STOCK                         | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               |  | US        |     60053 | NS      | $659381.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                             | HARMONIC INC COMMON STOCK                                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |     41650 | NS      | $548530.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMERS NATIONAL BANC CORP.                               | FARMERS NATL BANC CORP COMMON STOCK                         | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               |  | US        |     13032 | NS      | $187400.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMINAR TECHNOLOGIES, INC.                                | LUMINAR TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               |  | US        |    108339 | NS      | $722621.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                  | EMPLOYERS HOLDINGS INC COMMON STOCK                         | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     11959 | NS      | $524641.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                         | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     21271 | NS      | $1398780.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CURO GROUP HOLDINGS CORP.                                 | CURO GROUP HOLDINGS CORP COMMON STOCK                       | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               |  | US        |      8858 | NS      | $35786.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE FINANCE TRUST, INC.                                | TPG RE FINANCE TRUST INC REIT                               | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     29673 | NS      | $258451.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                              | STRIDE INC COMMON STOCK                                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |     17635 | NS      | $757070.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                                 | ZETA GLOBAL HOLDINGS CORP-A COMMON STOCK                    | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               |  | US        |     46142 | NS      | $418969.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                                | ULTRA CLEAN HOLDINGS INC COMMON STOCK                       | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               |  | US        |     19413 | NS      | $653247.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| E2OPEN PARENT HOLDINGS, INC.                              | E2OPEN PARENT HOLDINGS INC COMMON STOCK                     | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               |  | US        |     81823 | NS      | $564578.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                                  | FORRESTER RESEARCH INC COMMON STOCK                         | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               |  | US        |      5000 | NS      | $185300.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VAXART, INC.                                              | VAXART INC COMMON STOCK                                     | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                       | ST JOE CO/THE COMMON STOCK                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               |  | US        |     14831 | NS      | $698540.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wejo Group Ltd                                            | WEJO GROUP LTD COMMON STOCK                                 | CUSIP: G9525W109<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION                     | GREAT LAKES DREDGE & DOCK CO COMMON STOCK                   | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               |  | US        |     28107 | NS      | $193376.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP, INC.                                           | REV GROUP INC COMMON STOCK                                  | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               |  | US        |     14491 | NS      | $185629.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTRENT, INC.                                           | SMARTRENT INC COMMON STOCK                                  | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $2.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORPORATION                                        | AVIENT CORP COMMON STOCK                                    | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               |  | US        |     39027 | NS      | $1581374.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                               | ENNIS INC COMMON STOCK                                      | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     11172 | NS      | $237293.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC.                                  | ELLINGTON FINANCIAL INC REIT                                | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     24557 | NS      | $337167.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                                      | UFP INDUSTRIES INC COMMON STOCK                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |     25555 | NS      | $2390670.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRUS ENERGY CORP.                                      | CENTRUS ENERGY CORP-CLASS A COMMON STOCK                    | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               |  | US        |      4561 | NS      | $187229.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HORIZON BANCORP, INC.                                     | HORIZON BANCORP INC/IN COMMON STOCK                         | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               |  | US        |     18124 | NS      | $283459.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BABYLON HOLDINGS LIMITED                                  | BABYLON HOLDINGS LTD- CL A COMMON STOCK                     | CUSIP: G07031209<br>LEI: 549300613X6447C00597 | Long             | EC               |  | US        |         0 | NS      | $0.46         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                        | CORVEL CORP COMMON STOCK                                    | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               |  | US        |      3801 | NS      | $677186.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                              | ZENTALIS PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               |  | US        |     20477 | NS      | $483257.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                              | ICOSAVAX INC COMMON STOCK                                   | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               |  | US        |     10198 | NS      | $107588.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.                         | NAPCO SECURITY TECHNOLOGIES COMMON STOCK                    | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               |  | US        |     12717 | NS      | $368411.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                                        | GETTY REALTY CORP REIT                                      | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     18141 | NS      | $660876.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INFORMATION SERVICES GROUP, INC.                          | INFORMATION SERVICES GROUP COMMON STOCK                     | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               |  | US        |     14756 | NS      | $77321.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                        | BADGER METER INC COMMON STOCK                               | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               |  | US        |     12538 | NS      | $1453154.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EARNOUT SHS 15.00                                         | EARNOUT SHS 15.00 COMMON STOCK                              | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               |  | US        |      2421 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDLAND STATES BANCORP, INC.                              | MIDLAND STATES BANCORP INC COMMON STOCK                     | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               |  | US        |      9259 | NS      | $235919.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                                    | NABORS INDUSTRIES LTD COMMON STOCK                          | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               |  | US        |      3895 | NS      | $691518.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELOS CORPORATION                                         | TELOS CORPORATION COMMON STOCK                              | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               |  | US        |     31762 | NS      | $154045.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                                      | MATERION CORP COMMON STOCK                                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               |  | US        |      8773 | NS      | $791763.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                       | INTER PARFUMS INC COMMON STOCK                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               |  | US        |      7729 | NS      | $913722.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL, INC.                                       | OLYMPIC STEEL INC COMMON STOCK                              | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               |  | US        |      4186 | NS      | $185188.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                     | GENTHERM INC COMMON STOCK                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               |  | US        |     14112 | NS      | $1050356.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                       | REPLIMUNE GROUP INC COMMON STOCK                            | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               |  | US        |     17969 | NS      | $500436.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                            | JOHN B. SANFILIPPO & SON INC COMMON STOCK                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               |  | US        |      3901 | NS      | $329673.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizio Holding Corp                                        | VIZIO HOLDING  CORP-A COMMON STOCK                          | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               |  | US        |     28081 | NS      | $245989.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERINT SYSTEMS INC.                                       | VERINT SYSTEMS INC COMMON STOCK                             | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               |  | US        |     27182 | NS      | $1032100.54   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERADIGM INC.                                             | VERADIGM INC COMMON STOCK                                   | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               |  | US        |     50685 | NS      | $907768.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1LIFE HEALTHCARE, INC                                     | 1LIFE HEALTHCARE INC COMMON STOCK                           | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               |  | US        |     77267 | NS      | $1235499.33   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                                        | FLUOR CORP COMMON STOCK                                     | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               |  | US        |     61708 | NS      | $2267769.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dice Therapeutics Inc                                     | DICE THERAPEUTICS INC COMMON STOCK                          | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               |  | US        |     15409 | NS      | $489543.93    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                               | CROCS INC COMMON STOCK                                      | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |     26231 | NS      | $3194148.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV AUCTIONS INC.                                         | ACV AUCTIONS INC-A COMMON STOCK                             | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               |  | US        |     51469 | NS      | $504396.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY BANCSHARES, INC.                                   | EQUITY BANCSHARES INC - CL A COMMON STOCK                   | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               |  | US        |      6590 | NS      | $196711.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES, INC.                                    | DYCOM INDUSTRIES INC COMMON STOCK                           | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               |  | US        |     12463 | NS      | $1188596.31   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                             | FIRST BANCORP PUERTO RICO COMMON STOCK                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     83523 | NS      | $1123384.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                          | UNITI GROUP INC REIT                                        | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    100452 | NS      | $661978.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                              | SAFETY INSURANCE GROUP INC COMMON STOCK                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               |  | US        |      6202 | NS      | $523386.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                                  | ATI Inc COMMON STOCK                                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               |  | US        |     53429 | NS      | $1944281.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IronNet Inc                                               | IRONNET INC COMMON STOCK                                    | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.40         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ, INC.                                              | IMPINJ INC COMMON STOCK                                     | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               |  | US        |      9017 | NS      | $1170226.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.                        | HELIX ENERGY SOLUTIONS GROUP COMMON STOCK                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               |  | US        |     68016 | NS      | $539366.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBOW RESOURCES, INC.                                 | SILVERBOW RESOURCES INC COMMON STOCK                        | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               |  | US        |      4886 | NS      | $128355.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp                              | CERBERUS CYBER SENTINEL CORP COMMON STOCK                   | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIGIN BANCORP, INC.                                      | ORIGIN BANCORP INC COMMON STOCK                             | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               |  | US        |      9658 | NS      | $362175.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | LIONS GATE ENTERTAINMENT-A COMMON STOCK                     | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               |  | US        |     23892 | NS      | $190419.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                         | HAMILTON LANE INC-CLASS A COMMON STOCK                      | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |     15141 | NS      | $1178878.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd                                                  | IBEX LTD COMMON STOCK                                       | CUSIP: G4690M101<br>LEI: N/A                  | Long             | EC               |  | US        |      4114 | NS      | $109802.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST BANK                                            | NORTHEAST BANK COMMON STOCK                                 | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               |  | US        |      2772 | NS      | $130838.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                             | DIEBOLD NIXDORF INC COMMON STOCK                            | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               |  | US        |         1 | NS      | $2.39         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                       | SEMTECH CORP COMMON STOCK                                   | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               |  | US        |     27230 | NS      | $899406.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                            | IRONWOOD PHARMACEUTICALS INC COMMON STOCK                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               |  | US        |     59286 | NS      | $682974.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROOT, INC.                                                | ROOT INC/OH -CLASS A COMMON STOCK                           | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               |  | US        |     19169 | NS      | $112713.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                           | PURE CYCLE CORP COMMON STOCK                                | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               |  | US        |      8145 | NS      | $73060.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                          | PERFICIENT INC COMMON STOCK                                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               |  | US        |     14657 | NS      | $1086669.98   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                     | MGP INGREDIENTS INC COMMON STOCK                            | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      6108 | NS      | $595774.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| POINT Biopharma Global Inc                                | POINT BIOPHARMA GLOBAL INC COMMON STOCK                     | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               |  | US        |     57504 | NS      | $460032.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc                                      | IVANHOE ELECTRIC INC / US COMMON STOCK                      | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               |  | US        |      6126 | NS      | $81169.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS, INC                               | EL POLLO LOCO HOLDINGS INC COMMON STOCK                     | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               |  | US        |      8129 | NS      | $99742.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                              | CACTUS INC - A COMMON STOCK                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     25259 | NS      | $1366764.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                             | AMERICAN WOODMARK CORP COMMON STOCK                         | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               |  | US        |      7051 | NS      | $403951.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH PLAINS FINANCIAL, INC.                              | SOUTH PLAINS FINANCIAL INC COMMON STOCK                     | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               |  | US        |      4784 | NS      | $134430.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                             | KENNEDY-WILSON HOLDINGS INC COMMON STOCK                    | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               |  | US        |     50313 | NS      | $899596.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nLIGHT Inc                                                | NLIGHT INC COMMON STOCK                                     | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               |  | US        |     21409 | NS      | $265471.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                                     | ORION OFFICE REIT INC REIT                                  | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     23633 | NS      | $228058.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                                         | PJT PARTNERS INC - A COMMON STOCK                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               |  | US        |     10112 | NS      | $809263.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMICUS THERAPEUTICS, INC.                                 | AMICUS THERAPEUTICS INC COMMON STOCK                        | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               |  | US        |    126348 | NS      | $1647577.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR GROUP LIMITED                                      | ENSTAR GROUP LTD COMMON STOCK                               | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               |  | US        |      5200 | NS      | $1259960.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                   | POSTAL REALTY TRUST INC- A REIT                             | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |      7799 | NS      | $120572.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES, INC.                                | ORASURE TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               |  | US        |     39618 | NS      | $221068.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC.                             | RESOLUTE FOREST PRODUCTS COMMON STOCK                       | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               |  | US        |     19809 | NS      | $430053.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                                 | GLOBAL INDUSTRIAL CO COMMON STOCK                           | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               |  | US        |      5678 | NS      | $149274.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                      | AXOS FINANCIAL INC COMMON STOCK                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               |  | US        |     24586 | NS      | $1183078.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                              | FULTON FINANCIAL CORP COMMON STOCK                          | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     71035 | NS      | $1188415.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc                                 | VISTAGEN THERAPEUTICS INC COMMON STOCK                      | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $0.26         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                                 | COMFORT SYSTEMS USA INC COMMON STOCK                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |     15126 | NS      | $1830851.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                          | FRANKLIN STREET PROPERTIES C REIT                           | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |         1 | NS      | $3.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc                                       | PIONEER BANCORP INC/NY COMMON STOCK                         | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               |  | US        |      4887 | NS      | $54978.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                             | INSPIRATO INC SPECIAL PURPOSE ACQUISITION COMPANIES         | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $1.25         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                                           | SURMODICS INC COMMON STOCK                                  | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               |  | US        |      5882 | NS      | $165343.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                            | IMMUNOVANT INC COMMON STOCK                                 | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               |  | US        |     19510 | NS      | $346692.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIORITY TECHNOLOGY HOLDINGS, INC.                        | PRIORITY TECHNOLOGY HOLDINGS COMMON STOCK                   | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               |  | US        |      5567 | NS      | $26777.27     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIO ROYALTIES CORP.                                     | SITIO ROYALTIES CORP-A COMMON STOCK                         | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               |  | US        |     34032 | NS      | $904236.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANDWIDTH INC.                                            | BANDWIDTH INC-CLASS A COMMON STOCK                          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               |  | US        |     10053 | NS      | $250118.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS, INC.                                     | BELLRING BRANDS INC COMMON STOCK                            | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               |  | US        |     56502 | NS      | $1602396.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                               | ANTERIX INC COMMON STOCK                                    | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               |  | US        |      8160 | NS      | $294331.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                                | SOUTHSIDE BANCSHARES INC COMMON STOCK                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               |  | US        |     13245 | NS      | $501720.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                   | J & J SNACK FOODS CORP COMMON STOCK                         | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               |  | US        |      6605 | NS      | $946496.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                                       | KARAT PACKAGING INC COMMON STOCK                            | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               |  | US        |      2468 | NS      | $37094.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUCOMMUN INCORPORATED                                     | DUCOMMUN INC COMMON STOCK                                   | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               |  | US        |      4748 | NS      | $274339.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                              | NUVALENT INC-A COMMON STOCK                                 | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               |  | US        |      8888 | NS      | $268862.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS, INC.                                     | VARONIS SYSTEMS INC COMMON STOCK                            | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               |  | US        |     46758 | NS      | $1208226.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                       | MORPHIC HOLDING INC COMMON STOCK                            | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               |  | US        |     11132 | NS      | $364350.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                                | SPIRE INC COMMON STOCK                                      | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |     22221 | NS      | $1604800.62   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology, Inc.                                | RACKSPACE TECHNOLOGY INC COMMON STOCK                       | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                                           | HCI GROUP INC COMMON STOCK                                  | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               |  | US        |      2957 | NS      | $148470.97    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CYXTERA TECHNOLOGIES, INC.                                | CYXTERA TECHNOLOGIES INC COMMON STOCK                       | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               |  | US        |         1 | NS      | $3.22         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                   | BLACK HILLS CORP COMMON STOCK                               | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               |  | US        |     28909 | NS      | $2092433.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRONICS CORPORATION                                     | ASTRONICS CORP COMMON STOCK                                 | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               |  | US        |     10317 | NS      | $153207.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                                      | CARETRUST REIT INC REIT                                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     41140 | NS      | $852420.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                          | MCGRATH RENTCORP COMMON STOCK                               | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               |  | US        |     10391 | NS      | $1034320.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VIVINT SMART HOME, INC.                                   | VIVINT SMART HOME INC COMMON STOCK                          | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               |  | US        |     41320 | NS      | $495013.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                             | RALLYBIO CORP COMMON STOCK                                  | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               |  | US        |      7262 | NS      | $50398.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORPORATION                                  | TUTOR PERINI CORP COMMON STOCK                              | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               |  | US        |     17003 | NS      | $155917.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                                       | VERITIV CORP COMMON STOCK                                   | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               |  | US        |      6132 | NS      | $766745.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** GLOBAL X FUNDS

**Signature:** Luis Berruga

**Name of Signer:** Luis Berruga

**Title:** President