# EDGAR Filing Document

**Accession Number:** 0001683471
**File Stem:** 0001145549-23-011003
**Filing Date:** 2023-2
**Character Count:** 106225
**Document Hash:** a372814adb9ac79b3a592d43b5489538
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-011003.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-011003

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Listed Funds Trust
- **CENTRAL INDEX KEY:** 0001683471
- **IRS NUMBER:** 826272597
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23226
- **FILM NUMBER:** 23673463

**BUSINESS ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-5144

**MAIL ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Active Weighting Funds ETF Trust
- **DATE OF NAME CHANGE:** 20160830

## Series and Classes Contracts Data

### RiverNorth Patriot ETF (Series ID: S000074873)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000233222 | RiverNorth Patriot ETF | FLDZ            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Listed Funds Trust

- **b. Investment Company Act file number:** 811-23226

- **c. CIK number of Registrant:** 0001683471

- **d. LEI of Registrant:** 549300C5D73JL0P1YC11

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

  - **Street Address 1:** C/O U.S. BANCORP FUND SERVICES LLC

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 8336121912

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

- **a. Name of Series:** RiverNorth Patriot ETF

- **b. EDGAR series identifier (if any):** S000074873

- **c. LEI of Series:** 549300WD2PCL4T9MXD57

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3306361.39

**Total Liabilities:** $51332.73

**Net Assets:** $3255028.66

**Cash Not Reported:** $0.01

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000233222 | 8.58%                | 3.86%                | -5.52%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4883.79                 | $255516.67                                 |
| Month 2  | $4019.82                 | $120877.48                                 |
| Month 3  | $97.63                   | $-199596.48                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Healthpeak Properties Inc                          | Healthpeak Properties Inc COM                                   | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               | CORP              | US        |       308 | NS      | $7721.56      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                       | Henry Jack & Associates Inc. COM USD0.01                        | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        39 | NS      | $6846.84      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                          | Host Hotels & Resorts Inc COM STK USD0.01                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       448 | NS      | $7190.40      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                        | Humana Inc. COM USD0.166                                        | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        31 | NS      | $15877.89     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                | J. B. Hunt Transport Services, Inc. COM USD0.01                 | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        84 | NS      | $14646.24     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                 | Huntington Bancshares Incorporated COM USD0.01                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       546 | NS      | $7698.60      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | Huntington Ingalls Industries, Inc. COM USD0.01                 | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        60 | NS      | $13840.80     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                               | Icahn Enterprises LP DEP UNITS NPV                              | CUSIP: 451100101<br>LEI: 549300T0G4GS0SINS786 | Long             | EC               | CORP              | US        |       292 | NS      | $14789.80     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                        | Idacorp Inc COM NPV                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       104 | NS      | $11216.40     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                         | Intuit Inc COM USD0.01                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        38 | NS      | $14790.36     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc.                              | Invitation Homes Inc. COM USD0.01                               | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       208 | NS      | $6165.12      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                        | Ionis Pharmaceuticals, Inc. COM USD0.001                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       326 | NS      | $12313.02     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                            | KeyCorp COM USD1.00                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |       442 | NS      | $7699.64      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corporation                          | Kilroy Realty Corporation COM STK USD0.01                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       136 | NS      | $5259.12      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                           | Kimco Realty Corporation COM USD0.01                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |       393 | NS      | $8323.74      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc. COM USD0.01                                 | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       831 | NS      | $15024.48     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                          | Kinsale Capital Group Inc COM USD0.01                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        29 | NS      | $7584.08      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A   | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $14622.39     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                     | The Kroger Co. COM USD1.00                                      | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       307 | NS      | $13686.06     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                      | LHC Group Inc COM USD0.01                                       | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        74 | NS      | $11965.06     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.                        | LPL Financial Holdings Inc. COM USD0.001                        | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        33 | NS      | $7133.61      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                          | Lamar Advertising Company COM USD0.001 CL A                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        86 | NS      | $8118.40      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                               | Landstar System Inc. COM USD0.01                                | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        84 | NS      | $13683.60     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corporation                                 | Lennar Corporation COM USD0.10 CLASS A                          | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |       185 | NS      | $16742.50     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corporation                      | Liberty Broadband Corporation COM USD0.01 CLASS C               | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |       179 | NS      | $13652.33     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                                   | Life Storage Inc COM USD0.01                                    | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |        66 | NS      | $6501.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                       | Lincoln National Corporation COM NPV                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       161 | NS      | $4945.92      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                         | Lithia Motors Incorporated CL'A'COM NPV                         | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        61 | NS      | $12489.14     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corporation                                  | Loews Corporation COM USD0.01                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |       143 | NS      | $8341.19      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                           | Lyft Inc COM USD0.00001 CLASS A                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |       977 | NS      | $10766.54     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                               | M&T Bank Corporation COM USD0.50                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        40 | NS      | $5802.40      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU Resources Group, Inc. COM USD1.00                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $15018.30     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                  | MP Materials Corp COM CL A                                      | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $10464.68     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                            | MPLX LP COM UNIT REPSTG LTD PARTNER                             | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |       470 | NS      | $15434.80     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Magellan Midstream Partners LP                     | Magellan Midstream Partners LP COM NPV                          | CUSIP: 559080106<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | EC               | CORP              | US        |       293 | NS      | $14711.53     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corporation                           | Marathon Oil Corporation COM USD1.00                            | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       635 | NS      | $17189.45     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Company                         | Marathon Petroleum Company COM USD0.01                          | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       148 | NS      | $17225.72     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corporation                                 | Markel Corporation COM NPV                                      | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |         7 | NS      | $9222.43      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                      | Martin Marietta Materials Inc COM USD0.01                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        44 | NS      | $14870.68     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                       | Mastec, Inc. COM USD0.10                                        | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |       192 | NS      | $16383.36     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                          | Matador Resources Company COM USD0.01                           | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       297 | NS      | $17000.28     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.            | Mid-America Apartment Communities, Inc. COM USD0.01             | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        47 | NS      | $7378.53      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare, Inc.                            | Molina Healthcare, Inc. COM USD0.001                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        42 | NS      | $13869.24     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                                    | Murphy USA Inc. COM USD0.01                                     | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        51 | NS      | $14256.54     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                   | NRG Energy, Inc. COM USD0.01                                    | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |       313 | NS      | $9959.66      | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                            | NVR Inc COM USD0.01                                             | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |         3 | NS      | $13837.74     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                          | National Fuel Gas Company COM USD1                              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       219 | NS      | $13862.70     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.                   | National Retail Properties, Inc. COM USD0.01                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       175 | NS      | $8008.00      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                         | Neurocrine Biosciences Inc COM USD0.001                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       135 | NS      | $16124.40     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                            | Nexstar Media Group Inc COM USD0.01 CL'A'                       | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        80 | NS      | $14002.40     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextera Energy Inc                                 | Nextera Energy Inc COM USD0.01                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $14379.20     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                      | NiSource Inc. COM USD0.01                                       | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |       459 | NS      | $12585.78     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                       | Norfolk Southern Corporation COM USD1                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        64 | NS      | $15770.88     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                             | OGE Energy Corporation COM USD0.01                              | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       322 | NS      | $12735.10     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                           | O'Reilly Automotive Inc. USD0.01                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        20 | NS      | $16880.60     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Street Health Inc                              | Oak Street Health Inc COM                                       | CUSIP: 67181A107<br>LEI: 2549007CJE6GSEURLA30 | Long             | EC               | CORP              | US        |       531 | NS      | $11421.81     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                 | Chord Energy Corp. COM NEW                                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       109 | NS      | $14912.29     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.                     | Old Dominion Freight Line Inc. COM USD0.10                      | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        55 | NS      | $15607.90     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                               | Old National Bancorp COM NPV                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       333 | NS      | $5987.34      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation             | Old Republic International Corporation COM USD1                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       345 | NS      | $8331.75      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Oneok Inc.                                         | Oneok Inc. COM USD0.01                                          | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       265 | NS      | $17410.50     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                             | Option Care Health Inc COM NEW                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       403 | NS      | $12126.27     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                   | PDC Energy, Inc. COM USD0.01                                    | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       257 | NS      | $16314.36     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                   | PG&E Corporation COM NPV                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       986 | NS      | $16032.36     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc                   | PNC Financial Services Group Inc COM USD5                       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        58 | NS      | $9160.52      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                    | PPL Corporation COM USD0.01                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       456 | NS      | $13324.32     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                        | Paychex Inc COM USD0.01                                         | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       121 | NS      | $13982.76     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                                | Paycom Software Inc COM USD0.01                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        42 | NS      | $13033.02     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc.                                    | Paycor HCM Inc. COM                                             | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $10546.57     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation                      | Paylocity Holding Corporation COM USD0.001                      | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        58 | NS      | $11267.08     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Company                     | Performance Food Group Company COM USD0.01                      | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       308 | NS      | $17984.12     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                    | Pinnacle Financial Partners Inc COM USD1.00                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |        87 | NS      | $6385.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corporation                  | Pinnacle West Capital Corporation COM NPV                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       181 | NS      | $13763.24     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Company                  | Pioneer Natural Resources Company COM USD0.01                   | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        73 | NS      | $16672.47     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Incorporation                       | Planet Fitness Incorporation COM USD0.0001 A                    | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |       209 | NS      | $16469.20     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group                                 | Price T Rowe Group COM USD0.20                                  | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |        66 | NS      | $7197.96      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                        | The Progressive Corporation COM USD1.00                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        73 | NS      | $9468.83      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                                      | Prologis Inc. COM USD0.01                                       | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        68 | NS      | $7665.64      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                          | Prosperity Bancshares Inc COM USD1                              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $7631.40      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated       | Public Service Enterprise Group Incorporated COM NPV            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       207 | NS      | $12682.89     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                     | Public Storage COM USD0.10                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |        25 | NS      | $7004.75      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                    | Pulte Group Inc COM USD0.01                                     | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $16481.86     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                     | Quest Diagnostics Incorporated COM USD0.01                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       111 | NS      | $17364.84     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                 | RH COM USD0.0001                                                | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        55 | NS      | $14695.45     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                              | Range Resources Corp. COM USD0.01                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       572 | NS      | $14311.44     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                              | Regency Centers Corp. COM USD0.01                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       134 | NS      | $8375.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation                      | Regions Financial Corporation COM STK USD0.01                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       343 | NS      | $7395.08      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc. COM USD0.01                             | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        98 | NS      | $12641.02     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc.                     | Rexford Industrial Realty Inc. COM USD0.01                      | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       131 | NS      | $7157.84      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Prods Inc                        | Reynolds Consumer Prods Inc COM                                 | CUSIP: 76171L106<br>LEI: 549300DWNZYMOSR1X343 | Long             | EC               | CORP              | US        |       506 | NS      | $15169.88     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Robinhood Markets Inc                              | Robinhood Markets Inc COM CL A                                  | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       743 | NS      | $6048.02      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                           | Roku Inc COM USD0.0001 CLASS A                                  | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |       229 | NS      | $9320.30      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc.                                        | R1 RCM Inc. COM                                                 | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $8092.05      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                    | Ross Stores Inc COM USD0.01                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       164 | NS      | $19035.48     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                      | SM Energy Co. COM USD0.01                                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       349 | NS      | $12155.67     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                | SVB Financial Group COM USD0.001                                | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |        21 | NS      | $4832.94      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                           | Sarepta Therapeutics Inc COM USD0.0001                          | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |       126 | NS      | $16327.08     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                     | The Charles Schwab Corporation COM USD0.01                      | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       121 | NS      | $10074.46     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corporation New | Science Applications International Corporation New USD0.0001    | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       136 | NS      | $15086.48     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                                         | Seagen Inc COM                                                  | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $12851.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                     | Signature Bank COM USD0.01                                      | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |        47 | NS      | $5415.34      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Signify Health Inc                                 | Signify Health Inc CL A COM                                     | CUSIP: 82671G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $12065.86     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                           | Simon Property Group Inc COM USD0.0001                          | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        80 | NS      | $9398.40      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc                             | Sirius XM Holdings Inc COM USD0.001                             | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      2341 | NS      | $13671.44     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Siteone Landscape Supply Inc                       | Siteone Landscape Supply Inc COM USD0.01                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |       117 | NS      | $13726.44     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Technologies Inc                              | Sofi Technologies Inc COM                                       | CUSIP: 83406F102<br>LEI: 549300SW81JCMVZDDY09 | Long             | EC               | CORP              | US        |      1069 | NS      | $4928.09      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corporation                             | SouthState Corporation COM USD2.5                               | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |        91 | NS      | $6948.76      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                       | Southern Co. COM USD5                                           | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       194 | NS      | $13853.54     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                             | Southwest Airlines Co. COM USD1                                 | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       433 | NS      | $14579.11     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Company                        | Southwestern Energy Company COM USD0.10                         | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      2225 | NS      | $13016.25     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                          | Spirit Realty Capital Inc COM USD0.01(POST REV SPLIT)           | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       191 | NS      | $7626.63      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                          | Block Inc COM USD0.0000001 CL A                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       128 | NS      | $8043.52      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                              | STAG Industrial, Inc. COM USD0.01                               | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       193 | NS      | $6235.83      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc. COM STK USD0.01                            | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       194 | NS      | $18953.80     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                                | STORE Capital Corp. COM USD0.01                                 | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       226 | NS      | $7245.56      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                        | Sunrun Inc. COM USD0.0001                                       | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       403 | NS      | $9680.06      | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                            | Synovus Financial Corp. COM USD1.00                             | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       190 | NS      | $7134.50      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial COM USD0.001                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |       252 | NS      | $8280.72      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corporation                                 | Target Corporation COM STK USD0.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       102 | NS      | $15202.08     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Co                                 | Targa Resources Co COM USD0.001                                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       232 | NS      | $17052.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                       | Tenet Healthcare Corporation COM USD0.05                        | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       270 | NS      | $13173.30     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Pacific Land Corporation                     | Texas Pacific Land Corporation COM                              | CUSIP: 88262P102<br>LEI: 529900WTH0D1S7BB4S10 | Long             | EC               | CORP              | US        |         4 | NS      | $9376.92      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                | Texas Roadhouse Inc COM USD0.001                                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       159 | NS      | $14461.05     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The Trade Desk Inc                                 | The Trade Desk Inc COM USD0.000001 CL A                         | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       228 | NS      | $10221.24     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                                          | Toast Inc CL A                                                  | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |       767 | NS      | $13829.01     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                  | Tractor Supply Co COM USD0.008                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        73 | NS      | $16422.81     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                                 | Trex Company, Inc. COM USD0.01                                  | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |       280 | NS      | $11852.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corporation                       | Truist Financial Corporation COM                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       200 | NS      | $8606.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                            | UDR Inc COM USD0.01                                             | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |       174 | NS      | $6739.02      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                                      | U.S. Bancorp. COM USD0.01                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       211 | NS      | $9201.71      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                                    | Ulta Beauty Inc COM STK USD0.01                                 | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |        35 | NS      | $16417.45     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc                              | United Bankshares Inc COM USD2.50                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       153 | NS      | $6194.97      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                              | US Foods Holding Corp COM USD0.01                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       508 | NS      | $17282.16     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc.                            | UnitedHealth Group Inc. COM USD0.01                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        30 | NS      | $15905.40     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                            | Valley National Bancorp COM NPV                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       642 | NS      | $7261.02      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                        | Verizon Communications Inc. COM USD0.10                         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       390 | NS      | $15366.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                | Vici Properties Inc COM USD0.01                                 | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       232 | NS      | $7516.80      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Energy Corporation                          | Vistra Energy Corporation COM USD0.01                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       562 | NS      | $13038.40     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                               | Vornado Realty Trust COM SHS OF BEN INT USD0.04                 | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       241 | NS      | $5015.21      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                 | Voya Financial Inc COM USD0.01                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       120 | NS      | $7378.80      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                           | Vulcan Materials Company COM STK USD1                           | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        89 | NS      | $15584.79     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                              | WEC Energy Group Inc. COM USD0.01                               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       130 | NS      | $12188.80     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                             | Waste Management, Inc. COM USD0.01                              | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        93 | NS      | $14589.84     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                            | Webster Financial Corp. COM USD0.01                             | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       157 | NS      | $7432.38      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                              | Wells Fargo & Company COM USD1.666                              | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       217 | NS      | $8959.93      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorporation                    | Western Alliance Bancorporation COM USD0.0001                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       103 | NS      | $6134.68      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Partners LP                      | Western Midstream Partners LP COM UNITS REP LTD PTNR INTR       | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $15250.80     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| The Williams Companies, Inc.                       | The Williams Companies, Inc. COM USD1.00                        | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       476 | NS      | $15660.40     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation                     | Wintrust Financial Corporation COM NPV                          | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        68 | NS      | $5747.36      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                    | Xcel Energy Inc COM USD2.5                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       180 | NS      | $12619.80     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                                   | Zillow Group Inc COM USD0.0001 CLASS C                          | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       463 | NS      | $14913.23     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank         | Zions Bancorporation Natl Assn Global Bank COM USD0.001         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       133 | NS      | $6538.28      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                            | ADT Inc COM USD0.01                                             | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $13360.11     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                               | Agnc Investment Corp COM USD0.01                                | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |       764 | NS      | $7907.40      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | Acadia Healthcare Company, Inc. COM USD0.01                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       179 | NS      | $14735.28     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                | Affirm Holdings Inc COM CL A                                    | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       276 | NS      | $2668.92      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                  | Agree Realty Corp COM USD0.0001                                 | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $5745.33      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilon Health Inc                                  | Agilon Health Inc COM                                           | CUSIP: 00857U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       587 | NS      | $9474.18      | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc                           | Albertsons Companies Inc COMMON STOCK                           | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       550 | NS      | $11407.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc. COM USD0.01               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        52 | NS      | $7574.84      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                         | Alliant Energy Corporation COM USD0.01                          | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       217 | NS      | $11980.57     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                           | The Allstate Corporation COM USD0.01                            | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |        58 | NS      | $7864.80      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                                | Ally Financial Inc. COM USD0.01                                 | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |       249 | NS      | $6088.05      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc. COM USD0.333333                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       370 | NS      | $16912.70     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corporation                                 | Ameren Corporation COM USD0.01                                  | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |       145 | NS      | $12893.40     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                   | American Electric Power Co, Inc. COM USD6.50                    | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       132 | NS      | $12533.40     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc. COM NPV                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        59 | NS      | $8099.52      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                              | American Homes 4 Rent COM USD0.01 'A'                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       217 | NS      | $6540.38      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc. COM USD0.01                          | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        28 | NS      | $8718.36      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation                       | Antero Resources Corporation USD0.01                            | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       456 | NS      | $14131.44     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc.                               | Elevance Health Inc. COM USD0.01                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        34 | NS      | $17440.98     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income Reit Corp                         | Apartment Income Reit Corp COM                                  | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $6415.97      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                       | Apollo Global Management Inc COM                                | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $9249.55      | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                        | Ares Management Corporation COM USD0.01 CLASS A                 | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       111 | NS      | $7596.84      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corporation                           | Ares Capital Corporation COM STK USD0.001                       | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |       415 | NS      | $7665.05      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corporation                           | Atmos Energy Corporation COM NPV                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |       115 | NS      | $12888.05     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc. COM USD0.01                                    | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       128 | NS      | $13734.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc. COM USD0.01                         | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        39 | NS      | $6299.28      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avangrid Inc                                       | Avangrid Inc COM NPV                                            | CUSIP: 05351W103<br>LEI: 549300OX0Q38NLSKPB49 | Long             | EC               | CORP              | US        |       281 | NS      | $12077.38     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                     | BJ Wholesale Club Holdings Inc COM USD0.01                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       183 | NS      | $12107.28     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                 | BOK Financial Corp COM USD0.00006                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |        81 | NS      | $8406.99      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas                      | Bank OZK Little Rock Arkansas COM USD0.01                       | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       143 | NS      | $5728.58      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Com Holdings Inc                              | Bill Com Holdings Inc COM                                       | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       106 | NS      | $11549.76     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Knight Inc                                   | Black Knight Inc COM USD0.0001                                  | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |       109 | NS      | $6730.75      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                     | Blackstone Inc COM USD0.00001 CLASS A                           | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       104 | NS      | $7715.76      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                  | Booz Allen Hamilton Holding Corp. COM USD0.01 CLASS 'A'         | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |       148 | NS      | $15468.96     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties, Inc.                            | Boston Properties, Inc. COM USD0.01                             | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |        96 | NS      | $6487.68      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                            | Boyd Gaming Corporation COM USD0.01                             | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       254 | NS      | $13850.62     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                         | Brixmor Property Group Inc COM USD0.01                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       389 | NS      | $8818.63      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown & Brown Inc                                  | Brown & Brown Inc COM USD0.10                                   | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |       119 | NS      | $6779.43      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                         | Builders Firstsource, Inc. COM USD0.01                          | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       253 | NS      | $16414.64     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                             | Burlington Stores Inc. COM USD0.0001                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       118 | NS      | $23925.68     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                            | Cboe Global Markets Inc COM USD0.01                             | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        61 | NS      | $7653.67      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Holdings Inc             | CCC Intelligent Solutions Holdings Inc COM                      | CUSIP: 12510Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       644 | NS      | $5602.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Corporation                                  | Cigna Corporation COM USD0.01                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        55 | NS      | $18223.70     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                             | CMS Energy Corporation COM USD0.01                              | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       199 | NS      | $12602.67     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                    | CSX Corporation COM USD1                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       560 | NS      | $17348.80     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp COM USD0.01                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       156 | NS      | $14537.64     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                      | Cable One Inc COM USD0.01                                       | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        15 | NS      | $10677.90     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                 | Coterra Energy Inc COM USD0.10                                  | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       531 | NS      | $13046.67     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc.                            | CACI International Inc. CLASS'A'COM USD0.10                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        51 | NS      | $15330.09     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc New                      | Caesars Entertainment Inc New COM                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |       398 | NS      | $16556.80     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                              | Camden Property Trust SBI USD0.01                               | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        60 | NS      | $6712.80      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corporation                  | Capital One Financial Corporation COM USD0.01                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        77 | NS      | $7157.92      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc. COM NPV                                   | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       208 | NS      | $15988.96     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                         | Carmax Inc COM USD0.50                                          | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |       169 | NS      | $10290.41     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Caseys Gen Stores                                  | Caseys Gen Stores COM NPV                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        68 | NS      | $15255.80     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                | Centene Corporation COM USD0.001                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |       176 | NS      | $14433.76     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                             | Centerpoint Energy Inc COM STK USD0.01                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       413 | NS      | $12385.87     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                       | Charter Communications, Inc. COM USD0.001 CLASS A               | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        50 | NS      | $16955.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                 | Chemed Corporation CAP USD1                                     | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        31 | NS      | $15823.33     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Partners L P                       | Cheniere Energy Partners L P COMMON UNITS                       | CUSIP: 16411Q101<br>LEI: 5493005UEC8AZ34LDV29 | Long             | EC               | CORP              | US        |       259 | NS      | $14729.33     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corporation                      | Chesapeake Energy Corporation COM                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       149 | NS      | $14061.13     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                         | Chipotle Mexican Grill Inc COM USD0.01                          | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $12487.41     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.                  | Choice Hotels International, Inc. COM USD.01                    | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       128 | NS      | $14417.92     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                                | Churchill Downs Inc COM NPV                                     | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        75 | NS      | $15857.25     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corporation                   | Cincinnati Financial Corporation COM USD2.00                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |        79 | NS      | $8088.81      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                       | Citizens Financial Group Inc COM USD0.01                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |       213 | NS      | $8385.81      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                              | Civitas Resources Inc COM NEW                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       226 | NS      | $13092.18     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                              | Comerica Incorporated COM USD5                                  | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        98 | NS      | $6551.30      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                            | Commerce Bancshares Inc COM USD5                                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       110 | NS      | $7504.72      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                          | Consolidated Edison, Inc. COM USD0.10                           | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       135 | NS      | $12866.85     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc. COM USD0.01 CLASS A                  | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        59 | NS      | $13673.25     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp.                         | Constellation Energy Corp. COM                                  | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |       148 | NS      | $12759.08     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corporation of Michigan          | Credit Acceptance Corporation of Michigan COM USD0.01           | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        16 | NS      | $7590.40      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                                  | Crown Castle Inc. COM USD0.01                                   | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        58 | NS      | $7867.12      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart L.P.                                     | CubeSmart L.P. COM USD0.01                                      | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $7245.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                         | Cullen/Frost Bankers, Inc. COM USD0.01                          | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        52 | NS      | $6952.40      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream LP                                   | DCP Midstream LP COM UNITS LTD PARTNER INT                      | CUSIP: 23311P100<br>LEI: 52990024YYS3MLGW0E91 | Long             | EC               | CORP              | US        |       380 | NS      | $14740.20     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                  | D.R. Horton, Inc. COM USD0.01                                   | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |       201 | NS      | $17917.14     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Company                                 | DTE Energy Company COM NPV                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |       102 | NS      | $11988.06     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                   | DT Midstream Inc COMMON STOCK                                   | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $13041.36     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc. COM NPV                                | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       110 | NS      | $15216.30     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corporation                           | Devon Energy Corporation COM USD0.10                            | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       243 | NS      | $14946.93     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                             | Diamondback Energy Inc COM USD0.01                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       120 | NS      | $16413.60     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                        | Dick's Sporting Goods, Inc. COM USD0.01                         | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       126 | NS      | $15156.54     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                        | Discover Financial Services COM STK USD0.01                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |        78 | NS      | $7630.74      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                         | Dollar General Corporation COM USD0.875                         | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        64 | NS      | $15760.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy Inc COM STK NPV                                 | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       187 | NS      | $11466.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                       | DoorDash Inc CL A                                               | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       265 | NS      | $12937.30     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp COM USD0.001                                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       141 | NS      | $14521.59     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc. COM USD0.01                                 | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       144 | NS      | $18650.88     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                    | EQT Corporation COM NPV                                         | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       341 | NS      | $11536.03     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                              | East West Bancorp Inc COM USD0.001                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $6919.50      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.                         | Eastgroup Properties, Inc. COM USD0.0001                        | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        49 | NS      | $7254.94      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                               | Edison International COM NPV                                    | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       200 | NS      | $12724.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP COM UNITS REP LTD PTN INT                    | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |      1290 | NS      | $15312.30     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                | Entergy Corporation COM USD0.01                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       116 | NS      | $13050.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Products Partners L.P.                  | Enterprise Products Partners L.P. COM UNITS REP LIM PART INT    | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |       651 | NS      | $15702.12     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                             | Equitable Holdings Inc COM                                      | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       267 | NS      | $7662.90      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Lifestyle Properties Inc                    | Equity Lifestyle Properties Inc COM USD0.01                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       110 | NS      | $7106.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential Properties Trust                | Equity Residential Properties Trust SBI USD0.01                 | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       108 | NS      | $6372.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                  | Erie Indemnity Co CLASS'A' COM STK NPV                          | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |        33 | NS      | $8207.76      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                            | Essential Utilities Inc COM                                     | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       291 | NS      | $13889.43     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                         | Essex Property Trust, Inc. COM USD0.0001                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        30 | NS      | $6357.60      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                         | Evergy Inc COM NPV                                              | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       197 | NS      | $12397.21     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                  | Eversource Energy COM USD5                                      | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |       149 | NS      | $12492.16     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corporation                                 | Exelon Corporation COM NPV                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       310 | NS      | $13401.30     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc.                          | F&G Annuities & Life Inc. COMMON STOCK                          | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | USGSE             | US        |        13 | NS      | $260.13       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                           | Extra Space Storage Inc. COM USD0.01                            | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |        42 | NS      | $6181.56      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                                | FS KKR Capital Corp COM                                         | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       308 | NS      | $5390.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                    | Federal Realty Investment Trust SH BEN INT NEW                  | CUSIP: 313745101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $8184.24      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                  | Fidelity National Financial, Inc. FNF GROUP COM USD0.0001       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       203 | NS      | $7636.86      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp COM NPV                                     | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       221 | NS      | $7251.01      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                                | FIRST AMERN FDS INC TREAS OBLIGS X                              | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |     82375 | NS      | $82374.57     | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens Bancshares Inc (North Carolina)     | First Citizens Bancshares Inc (North Carolina) CLASS'A'COM USD1 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         9 | NS      | $6825.24      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                     | First Financial Bankshares Inc COM USD0.01                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       168 | NS      | $5779.20      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                          | First Horizon Corporation COM USD0.625                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       308 | NS      | $7546.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                | First Industrial Realty Trust, Inc. COM STK USD0.01             | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $7480.30      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank San Francisco                  | First Republic Bank San Francisco COM USD0.01                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |        53 | NS      | $6460.17      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                  | FirstEnergy Corp. COM USD0.10                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |       323 | NS      | $13546.62     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                     | Five Below Inc COM USD0.01                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       101 | NS      | $17863.87     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Incorporation              | Floor And Decor Holding Incorporation COM USD0.001 CL A         | CUSIP: 339750101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       192 | NS      | $13368.96     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                | Flowers Foods, Inc. COM USD0.01                                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |       481 | NS      | $13823.94     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                    | Fox Corporation COM USD0.01 CL A                                | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |       436 | NS      | $13241.32     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc                 | Frontier Communications Parent Inc COM                          | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $15823.08     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc                  | Gaming and Leisure Properties Inc COM USD0.01                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |       157 | NS      | $8178.13      | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                               | Glacier Bancorp Inc. COM USD0.01                                | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       140 | NS      | $6918.80      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                     | Globe Life Inc COM USD1.00                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |        72 | NS      | $8679.60      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                 | HCA Healthcare Inc COM USD0.01                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        82 | NS      | $19676.72     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Financial Services Group, Inc.        | The Hartford Financial Services Group, Inc. COM USD0.01         | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       116 | NS      | $8796.28      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthequity Inc                                   | Healthequity Inc COM USD0.0001                                  | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       192 | NS      | $11834.88     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HRTI LLC                                           | HRTI LLC CL A COM                                               | CUSIP: 42226K105<br>LEI: 549300CB86LH2IOKHH22 | Long             | EC               | CORP              | US        |       338 | NS      | $6513.26      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Listed Funds Trust

**Signature:** /s/Travis Babich

**Name of Signer:** Travis Babich

**Title:** Treasurer