# EDGAR Filing Document

**Accession Number:** 0001424958
**File Stem:** 0001193125-26-287377
**Filing Date:** 2026-6
**Character Count:** 148391
**Document Hash:** b4cedf00ebc310c4d37fc1bf8432c4cb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-287377.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001193125-26-287377

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22201
- **FILM NUMBER:** 261132109

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $93782977.64

**Total Liabilities:** $10153022.85

**Net Assets:** $83629954.79

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065906 | 11.36%               | -17.14%              | 23.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1361728.23              | $905336.64                                 |
| Month 2  | $601694.48               | $-3670326.45                               |
| Month 3  | $195165.78               | $3564612.28                                |

### Schedule of Portfolio Investments

| Name                                     | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON INC                                 | AAON INC                                                            | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |      1120 | NS      | $104507.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                | AGCO CORP                                                           | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       995 | NS      | $120414.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                           | API GROUP CORP                                                      | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      6354 | NS      | $290504.88    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH COMPANY              | Abercrombie & Fitch Co CL'A'COM USD0.01                             | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       760 | NS      | $64866.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                        | ACUITY BRANDS INC                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $146044.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                                               | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2141 | NS      | $180058.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN             | ADVANCED DRAINAGE SYSTEMS IN                                        | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      1188 | NS      | $177309.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES               | ADVANCED ENERGY INDUSTRIES                                          | CUSIP: 007973100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       626 | NS      | $240327.66    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                      | AeroVironment, Inc. COM USD0.0001                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       526 | NS      | $102580.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| AFFILIATED MANAGERS GROUP                | AFFILIATED MANAGERS GROUP                                           | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       466 | NS      | $137316.22    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                        | AGREE REALTY CORP                                                   | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      1985 | NS      | $153063.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group Inc.                    | Alaska Air Group Incorporation COM USD0.01                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      1899 | NS      | $74269.89     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES INC                 | Albertsons Companies Inc COMMON STOCK                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      6128 | NS      | $103256.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                               | ALCOA CORP                                                          | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      4289 | NS      | $273595.31    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                  | ATI INC                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2250 | NS      | $349785.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                 | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2056 | NS      | $99716.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      4650 | NS      | $206413.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP INC              | American Airlines Group Inc COM USD0.01                             | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     10935 | NS      | $128048.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC             | AMERICAN FINANCIAL GROUP INC                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1147 | NS      | $152860.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT- A                 | AMERICAN HOMES 4 RENT- A                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      5399 | NS      | $171904.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                     | AMKOR TECHNOLOGY INC                                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      1884 | NS      | $131409.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN             | ANNALY CAPITAL MANAGEMENT IN                                        | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     11898 | NS      | $272464.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO RESOURCES CORP                    | Antero Resources Corporation USD0.01                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4855 | NS      | $190607.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                    | ANTERO MIDSTREAM CORP                                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5484 | NS      | $119880.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC - A                         | Appfolio Incorporation COM USD0.0001 CL A                           | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       404 | NS      | $67504.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECH INC              | APPLIED INDUSTRIAL TECH INC                                         | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       617 | NS      | $188647.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                           | APTARGROUP INC                                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      1066 | NS      | $131842.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                  | ARAMARK                                                             | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      4354 | NS      | $198934.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                    | ARROW ELECTRONICS INC                                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |       846 | NS      | $158904.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC            | Arrowhead Pharmaceuticals Inc COM USD0.001                          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2319 | NS      | $170400.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ASHLAND GLOBAL HOLDINGS INC              | ASHLAND INC                                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       759 | NS      | $40424.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp COM USD0.01                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2709 | NS      | $76285.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC.                             | AUTOLIV INC                                                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | SE        |      1138 | NS      | $131928.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                         | AutoNation, Inc. COM USD0.01                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $91535.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                              | AVANTOR INC                                                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11295 | NS      | $91489.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| AVIENT CORP                              | AVIENT CORP                                                         | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      1516 | NS      | $56213.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                   | Avis Budget Group, Inc. COM STK USD0.01                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       280 | NS      | $50587.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| AVNET INC                                | AVNET INC                                                           | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1356 | NS      | $111883.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC         | BJ Wholesale Club Holdings Inc COM USD0.01                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2166 | NS      | $203365.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| BWX Technologies Inc.                    | BWX Technologies Inc COM USD0.01                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1514 | NS      | $327614.46    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK Little Rock Arkansas COM USD0.01                           | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1718 | NS      | $82738.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc COM                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3391 | NS      | $65921.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                               | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       651 | NS      | $73224.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                      | BELLRING BRANDS INC                                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      1942 | NS      | $34567.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC-CLASS B              | BENTLEY SYSTEMS INC-CLASS B                                         | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |      2466 | NS      | $80440.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BILL HOLDINGS INC                        | Bill Com Holdings Inc COM                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1459 | NS      | $55442.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES-A                   | BIO-RAD LABORATORIES-A                                              | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       301 | NS      | $84316.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Biomarin Pharmaceutical Inc.             | Biomarin Pharmaceutical Inc. COM USD0.001                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3182 | NS      | $171541.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                         | BLACK HILLS CORP                                                    | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1250 | NS      | $94112.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD INC                            | Blackbaud Inc COM USD0.001                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       593 | NS      | $22041.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                            | H&R BLOCK INC                                                       | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      2100 | NS      | $66633.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BOOZ ALLEN HAMILTON HOLDINGS             | BOOZ ALLEN HAMILTON HOLDINGS                                        | CUSIP: 099502106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1997 | NS      | $155306.69    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC                           | BORGWARNER INC                                                      | CUSIP: 099724106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3429 | NS      | $195350.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC-A                | BOSTON BEER COMPANY INC-A                                           | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       127 | NS      | $30104.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                         | Boyd Gaming Corporation COM USD0.01                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       957 | NS      | $83211.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                | BRIGHTHOUSE FINANCIAL INC                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       948 | NS      | $59022.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                           | BRINK'S CO/THE                                                      | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       688 | NS      | $73444.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC               | BRIXMOR PROPERTY GROUP INC                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      5078 | NS      | $152797.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                              | BRUKER CORP                                                         | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      1837 | NS      | $67436.27     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                           | BRUNSWICK CORP                                                      | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      1077 | NS      | $85567.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                   | Burlington Stores Inc. COM USD0.0001                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1030 | NS      | $329610.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                  | CNO FINANCIAL GROUP INC                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1565 | NS      | $69564.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                       | CNX Resources Corporation COM USD0.01                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2359 | NS      | $91788.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORP                               | CABOT CORP                                                          | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       865 | NS      | $66570.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI INTERNATIONAL INC -CL A             | CACI INTERNATIONAL INC -CL A                                        | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       366 | NS      | $190151.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                       | CARETRUST REIT INC                                                  | CUSIP: 14174T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $145965.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                         | CARLISLE COS INC                                                    | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       676 | NS      | $240155.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| CARLYLE GROUP INC/THE                    | CARLYLE GROUP INC/THE                                               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      4297 | NS      | $215150.79    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                | CARPENTER TECHNOLOGY                                                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       825 | NS      | $353265.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                           | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $154313.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| CELSIUS HOLDINGS INC                     | CELSIUS HOLDINGS INC                                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2646 | NS      | $88826.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                     | CHART INDUSTRIES INC                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       744 | NS      | $154677.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                              | CHEMED CORP                                                         | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       235 | NS      | $99870.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY INC                                | Chewy Inc COM USD0.01 CL A                                          | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      3950 | NS      | $100409.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CHOICE HOTELS INTL INC                   | Choice Hotels International, Inc. COM USD.01                        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       342 | NS      | $33885.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CHURCHILL DOWNS INC                      | Churchill Downs Inc COM NPV                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1097 | NS      | $110786.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                         | CIRRUS LOGIC INC                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       845 | NS      | $137802.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                        | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |       833 | NS      | $260462.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                     | CLEVELAND-CLIFFS INC                                                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |      9446 | NS      | $96349.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA BOTTLING CO CONSOL             | COCA-COLA CONSOLIDATED INC                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       937 | NS      | $192150.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                              | COGNEX CORP                                                         | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      2744 | NS      | $152319.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.             | Columbia Banking System Incorporation COM NPV                       | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |      4893 | NS      | $144832.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                   | COLUMBIA SPORTSWEAR CO                                              | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       420 | NS      | $25586.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCE BANCSHARES INC (MO)             | Commerce Bancshares Inc COM USD5                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2269 | NS      | $118056.07    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                     | COMMERCIAL METALS CO                                                | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      1837 | NS      | $126679.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| COMMVAULT SYSTEMS INC                    | COMMVAULT SYSTEMS INC                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |       728 | NS      | $71984.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                          | CONCENTRIX CORP                                                     | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |       724 | NS      | $17245.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | COREBRIDGE FINANCIAL INC                                            | CUSIP: 21871X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4228 | NS      | $116439.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE & MAIN INC-CLASS A                  | CORE & MAIN INC-CLASS A                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3127 | NS      | $157506.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES              | COPT DEFENSE PROPERTIES                                             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      1870 | NS      | $58437.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC-CL A                            | COTY INC-CL A                                                       | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |      6120 | NS      | $15055.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                   | COUSINS PROPERTIES INC                                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      2781 | NS      | $71221.41     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                 | CRANE CO                                                            | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |       812 | NS      | $144316.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                             | CRANE NXT CO                                                        | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |       818 | NS      | $36548.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CROCS INC                                | CROCS INC                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |       833 | NS      | $84949.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                       | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1857 | NS      | $182561.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3776 | NS      | $152852.48    | 0.18%             |  |  |  | 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        |      1046 | NS      | $151596.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                     | Curtiss-Wright Corp. COM USD1                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       610 | NS      | $439322.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                         | Cytokinetics Inc COM USD0.001                                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2025 | NS      | $129539.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                         | DT MIDSTREAM INC                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1683 | NS      | $249067.17    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                  | DARLING INGREDIENTS INC                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2620 | NS      | $168282.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                      | DENTSPLY SIRONA INC                                                 | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3304 | NS      | $38822.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DICKS SPORTING GOODS INC                 | Dick's Sporting Goods, Inc. COM USD0.01                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      1099 | NS      | $249385.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                | DIGITALOCEAN HOLDINGS INC                                           | CUSIP: 25402D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $126901.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Docusign Inc                             | Docusign Inc COM USD0.0001                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      3316 | NS      | $152502.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC-CL A              | DOLBY LABORATORIES INC-CL A                                         | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      1009 | NS      | $64717.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                         | DONALDSON CO INC                                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      1911 | NS      | $168492.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX INC                              | Dropbox Inc COM USD0.00001 CL A                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      2888 | NS      | $70149.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO INC                             | DUOLINGO                                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $72996.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| DOXIMITY INC-CLASS A                     | DOXIMITY INC-CLASS A                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $54159.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DUTCH BROS INC-CLASS A                   | DUTCH BROS INC-CLASS A                                              | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2103 | NS      | $120943.53    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| DYCOM INDUSTRIES INC                     | DYCOM INDUSTRIES INC                                                | CUSIP: 267475101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $205807.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                            | DYNATRACE INC                                                       | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |      4939 | NS      | $178841.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                           | ELF BEAUTY INC                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       979 | NS      | $62626.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR PROPERTIES                           | EPR PROPERTIES                                                      | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      1262 | NS      | $70432.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                     | Eagle Materials Inc. COM USD0.01                                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       521 | NS      | $109467.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc COM USD0.001                                  | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      2278 | NS      | $288098.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                 | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       881 | NS      | $177257.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                 | Elanco Animal Health Inc COM NPV                                    | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      8229 | NS      | $184082.73    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCOMPASS HEALTH CORP                    | ENCOMPASS HEALTH CORP                                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      1665 | NS      | $166500.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                  | ENERSYS                                                             | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       610 | NS      | $130088.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                     | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       954 | NS      | $178102.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                             | Entegris Inc COM USD0.01                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2517 | NS      | $355853.46    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                    | ENVISTA HOLDINGS CORP                                               | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      2714 | NS      | $70401.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                   | EQUITABLE HOLDINGS INC                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |      4692 | NS      | $198002.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES              | EQUITY LIFESTYLE PROPERTIES                                         | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      3210 | NS      | $203160.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |       945 | NS      | $92865.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSENTIAL UTILITIES INC                  | ESSENTIAL UTILITIES INC                                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      4687 | NS      | $179043.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                    | EURONET WORLDWIDE INC                                               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       648 | NS      | $46902.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERCORE INC - A                         | EVERCORE INC - A                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       640 | NS      | $205625.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                             | Exelixis, Inc. COM USD0.001                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4301 | NS      | $191222.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                  | EXLSERVICE HOLDINGS INC                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2603 | NS      | $82983.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                             | EXPONENT INC                                                        | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       826 | NS      | $55251.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORP (PENNSYLVANIA)               | F N B Corp (Pennsylvania) COM USD0.01                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      5917 | NS      | $105618.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                       | FTI CONSULTING INC                                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |       501 | NS      | $89829.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED INVESTORS INC-CL B             | FEDERATED HERMES INC                                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      1224 | NS      | $71102.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FNFV GROUP                               | FIDELITY NATIONAL FINANCIAL                                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      4224 | NS      | $220915.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                 | FIRST AMERICAN FINANCIAL                                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      1688 | NS      | $118379.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES INC (TEXAS)   | First Financial Bankshares Inc COM USD0.01                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2159 | NS      | $69670.93     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST HORIZON CORP                       | First Horizon Corporation COM USD0.625                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      8032 | NS      | $200478.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TR               | FIRST INDUSTRIAL REALTY TR                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2195 | NS      | $136111.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                   | FIRSTCASH HOLDINGS INC                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       640 | NS      | $139660.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| FIVE BELOW INC                           | Five Below Inc COM USD0.01                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       913 | NS      | $215157.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOOR & DECOR HOLDINGS INC               | Floor And Decor Holding Incorporation COM USD0.001 CL A             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1785 | NS      | $86394.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                               | FLUOR CORP                                                          | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      2670 | NS      | $142444.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                        | FLOWERS FOODS INC                                                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      3498 | NS      | $31691.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| FLOWSERVE CORP                           | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2103 | NS      | $154864.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC           | Fortune Brands Innovations Inc USD0.01                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      1989 | NS      | $80634.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                | GATX CORP                                                           | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |       592 | NS      | $115984.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                       | GXO Logistics Inc. COMMON STOCK                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      1897 | NS      | $108375.61    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMING AND LEISURE PROPERTIE             | Gaming and Leisure Properties Inc COM USD0.01                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4688 | NS      | $227180.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                            | GAMESTOP CORP                                                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      6825 | NS      | $170283.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| GAP INC (THE)                            | GAP INC/THE                                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3758 | NS      | $92409.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                              | Gentex Corp COM USD0.06                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3626 | NS      | $83796.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                     | Glacier Bancorp Inc. COM USD0.01                                    | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2131 | NS      | $104525.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| GLOBUS MEDICAL INC - A                   | GLOBUS MEDICAL INC - A                                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      1845 | NS      | $166382.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                   | GOODYEAR TIRE & RUBBER CO                                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      4740 | NS      | $33559.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                | GRACO INC                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      2745 | NS      | $220341.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO-CLASS B               | GRAHAM HOLDINGS CO-CLASS B                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        56 | NS      | $62860.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC               | GRAND CANYON EDUCATION INC                                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       458 | NS      | $77434.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO             | GRAPHIC PACKAGING HOLDING CO                                        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4887 | NS      | $46573.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                | GREIF INC-CL A                                                      | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       410 | NS      | $26748.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc.            | AMERICAN HEALTHCARE REIT INC                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      2938 | NS      | $149191.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                   | GUIDEWIRE SOFTWARE INC                                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1409 | NS      | $194991.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                         | HF Sinclair Corp. COM                                               | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2590 | NS      | $174073.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP/MASS                    | HAEMONETICS CORP/MASS                                               | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |       770 | NS      | $46269.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc COM USD0.001                              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      1948 | NS      | $124009.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                | HAMILTON LANE INC-CLASS A                                           | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |       677 | NS      | $62277.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORP                     | Hancock Whitney Corporation COM USD3.33                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1362 | NS      | $91948.62     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/             | HANOVER INSURANCE GROUP INC/                                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |       586 | NS      | $109986.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                      | HARLEY-DAVIDSON INC                                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1956 | NS      | $46728.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HEALTHEQUITY INC                         | HEALTHEQUITY INC                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      1415 | NS      | $116072.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC              | HEALTHCARE REALTY TRUST INC                                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      5777 | NS      | $108029.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| HECLA MINING CO                          | HECLA MINING CO                                                     | CUSIP: 422704106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11098 | NS      | $199985.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                       | Hexcel Corporation COM USD0.01                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1256 | NS      | $117900.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| HILTON GRAND VACATIONS INC               | Hilton Grand Vacations Inc COM USD0.01                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       992 | NS      | $46594.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HIMS & HERS HEALTH INC                   | HIMS & HERS HEALTH INC                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      3449 | NS      | $93709.33     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                     | Home BancShares Inc. COM USD0.01                                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3030 | NS      | $81416.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                       | HOULIHAN LOKEY INC                                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |       900 | NS      | $139275.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP - CL A                 | Hyatt Hotels Corporation COM USD0.01 CLASS 'A'                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       685 | NS      | $114785.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| IPG PHOTONICS CORP                       | IPG PHOTONICS CORP                                                  | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       418 | NS      | $49708.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ITT INC                                  | ITT INC                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      1423 | NS      | $305005.82    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                              | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       895 | NS      | $132227.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ILLUMINA INC                             | Illumina Inc COM USD0.01                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2532 | NS      | $320905.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN             | INDEPENDENCE REALTY TRUST IN                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      3921 | NS      | $63951.51     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                            | INGREDION INC                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1043 | NS      | $116544.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                         | INTERDIGITAL INC                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $126334.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORP            | International Bancshares Corp COM USD1                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       896 | NS      | $64279.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP IN             | JEFFERIES FINANCIAL GROUP IN                                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      2738 | NS      | $132026.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                   | JONES LANG LASALLE INC                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       782 | NS      | $248777.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                  | KBR INC                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      2103 | NS      | $78841.47     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home COM STK USD1                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1046 | NS      | $55427.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| KILROY REALTY CORP                       | KILROY REALTY CORP                                                  | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      1806 | NS      | $60067.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                | KINSALE CAPITAL GROUP INC                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       366 | NS      | $118441.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Kirby Corp                               | Kirby Corp COM USD0.10                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       898 | NS      | $135184.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                  | KITE REALTY GROUP TRUST                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3585 | NS      | $93783.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| KNIFE RIVER CORP                         | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $86811.90     | 0.10%             |  |  |  | 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        |      2688 | NS      | $174451.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KRATOS DEFENSE & SECURITY SOLUTIONS INC  | Kratos Defense & Security Solutions, Inc. COM USD0.001              | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      3058 | NS      | $192806.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                     | KYNDRYL HOLDINGS INC                                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      3785 | NS      | $52308.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO-A                   | LAMAR ADVERTISING CO-A                                              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      1439 | NS      | $198351.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| LANCASTER COLONY CORP                    | LANCASTER COLONY CORP                                               | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       336 | NS      | $43774.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                     | Landstar System Inc. COM USD0.01                                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       564 | NS      | $103815.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                    | LANTHEUS HOLDINGS INC                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      1098 | NS      | $92912.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| LATTICE SEMICONDUCTOR CORP               | Lattice Semiconductor Corporation COM USD0.01                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2266 | NS      | $277086.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                | LEAR CORP                                                           | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |       840 | NS      | $106789.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS                | LINCOLN ELECTRIC HOLDINGS                                           | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |       911 | NS      | $241415.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                        | Lithia Motors Incorporated CL'A'COM NPV                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       402 | NS      | $116628.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                           | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       412 | NS      | $166518.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                   | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      1049 | NS      | $75727.31     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORP                     | MGIC INVESTMENT CORP                                                | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      3633 | NS      | $96201.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS INSTRUMENTS INC                      | MKS Instruments Inc. COM NPV                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1112 | NS      | $315530.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                        | MP MATERIALS CORP                                                   | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      2231 | NS      | $147335.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA SAFETY INC                           | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |       603 | NS      | $100333.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO-A               | MSC INDUSTRIAL DIRECT CO-A                                          | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |       759 | NS      | $77622.93     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MACOM TECHNOLOGY SOLUTIONS H                                        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $300759.48    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                             | Macy's, Inc. COM USD0.01                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      4402 | NS      | $86059.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATED INC                 | MANHATTAN ASSOCIATES INC                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       991 | NS      | $136648.99    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                           | MAPLEBEAR INC                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3043 | NS      | $128871.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                              | MASIMO CORP                                                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       756 | NS      | $134893.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                               | MASTEC INC                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      1016 | NS      | $400354.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                | Matador Resources Company COM USD0.01                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      1935 | NS      | $122756.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                               | MATTEL INC                                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      5147 | NS      | $77616.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                              | MAXIMUS INC                                                         | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       902 | NS      | $59189.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                     | MEDPACE HOLDINGS INC                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       372 | NS      | $155741.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                            | MIDDLEBY CORP                                                       | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       767 | NS      | $107656.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                 | Moog Inc. CLASS'A'L/VTG COM USD1                                    | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       470 | NS      | $141615.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                          | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |       379 | NS      | $63941.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                   | MUELLER INDUSTRIES INC                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1839 | NS      | $249055.77    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORP                          | Murphy Oil Corporation COM USD1.00                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2222 | NS      | $92790.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                          | Murphy USA Inc. COM USD0.01                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       280 | NS      | $164640.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                  | NOV INC                                                             | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |      5968 | NS      | $122105.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                     | NATIONAL FUEL GAS CO                                                | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      1575 | NS      | $132898.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES               | NNN REIT INC                                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      3146 | NS      | $137763.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES              | NATIONAL STORAGE AFFILIATES                                         | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      1172 | NS      | $49880.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC               | Neurocrine Biosciences Inc COM USD0.001                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1662 | NS      | $218835.54    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY INC                         | VIPER ENERGY INC-CL A                                               | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3078 | NS      | $151991.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                | NEW JERSEY RESOURCES CORP                                           | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      1671 | NS      | $94094.01     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK NA                         | NEW YORK COMMUNITY BANCORP                                          | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |      4960 | NS      | $69291.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NEW YORK TIMES CO-A                      | NEW YORK TIMES CO-A                                                 | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      2676 | NS      | $211484.28    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                           | NEWMARKET CORP                                                      | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       129 | NS      | $87154.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC-CL A                       | NEXTRACKER INC-CL A                                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $292940.67    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXSTAR MEDIA GROUP INC-CL A             | NEXSTAR MEDIA GROUP INC                                             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       472 | NS      | $98242.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| NORTHWESTERN CORP                        | NORTHWESTERN ENERGY GROUP IN                                        | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1018 | NS      | $73642.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                              | NOVANTA INC                                                         | CUSIP: 67000B104<br>LEI: 549300NBPHPTUPTS8070 | Long             | EC               | CORP              | US        |       593 | NS      | $76811.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                              | Nutanix Inc COM USD0.000025 CL A                                    | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      4478 | NS      | $183105.42    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                          | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      3403 | NS      | $166066.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                        | Chord Energy Corp. COM NEW                                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       942 | NS      | $137155.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc.                                | Okta Incorporation COM USD0.0001 CL A                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      2807 | NS      | $206735.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp                     | Old National Bancorp COM NPV                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5743 | NS      | $137659.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                   | OLD REPUBLIC INTL CORP                                              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      3770 | NS      | $150611.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                | OLIN CORP                                                           | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      1881 | NS      | $53570.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS INC      | Ollies Bargain Outlet Holdings Incorporation COM USD0.001           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1016 | NS      | $87894.16     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS               | OMEGA HEALTHCARE INVESTORS                                          | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      4896 | NS      | $229965.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                              | ONE GAS INC                                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       993 | NS      | $88595.46     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                      | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       822 | NS      | $242539.32    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                   | OPTION CARE HEALTH INC                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2629 | NS      | $53447.57     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                   | ORMAT TECHNOLOGIES INC                                              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1006 | NS      | $115589.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| OSHKOSH CORP                             | OSHKOSH CORP                                                        | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1047 | NS      | $163646.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                              | Ovintiv Inc COM                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      4598 | NS      | $283006.90    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning COM USD0.01                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1361 | NS      | $167865.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF ENERGY INC                           | PBF Energy Inc COM USD0.001                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1375 | NS      | $59620.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM RESOURCES INC                        | PNM RESOURCES INC                                                   | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      1623 | NS      | $95854.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PVH CORP                                 | PVH CORP                                                            | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       759 | NS      | $69402.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PARK HOTELS & RESORTS INC                | Park Hotels & Resorts Inc. COM USD0.01                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3311 | NS      | $37977.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PARSONS CORP                             | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |       876 | NS      | $44159.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| PAYLOCITY HOLDING CORP                   | Paylocity Holding Corporation COM USD0.001                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       723 | NS      | $76269.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC                          | Pegasystems Inc COM USD0.01                                         | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      1512 | NS      | $55263.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC              | Penske Automotive Group, Inc. COM STK USD0.0001                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       305 | NS      | $52313.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| PENUMBRA INC                             | PENUMBRA INC                                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       650 | NS      | $212212.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| PERFORMANCE FOOD GROUP CO                | PERFORMANCE FOOD GROUP CO                                           | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2602 | NS      | $235637.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORP                   | Permian Resources Corp CLASS A COM                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     12261 | NS      | $265082.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                     | PILGRIM'S PRIDE CORP                                                | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |       708 | NS      | $23434.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC          | PINNACLE FINANCIAL PARTNERS                                         | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2494 | NS      | $246756.36    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PINTEREST INC- CLASS A                   | PINTEREST INC- CLASS A                                              | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9695 | NS      | $190603.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                | PLANET FITNESS INC - CL A                                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      1375 | NS      | $91671.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INDUSTRIES INC                   | POLARIS INC                                                         | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |       886 | NS      | $58715.22     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO             | PORTLAND GENERAL ELECTRIC CO                                        | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1863 | NS      | $96745.59     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                        | POST HOLDINGS INC                                                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       698 | NS      | $73115.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                            | PRIMERICA INC                                                       | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |       529 | NS      | $148791.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc COM USD1                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1673 | NS      | $116524.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC - CLASS A               | PURE STORAGE INC - CLASS A                                          | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |      5194 | NS      | $371111.30    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALYS INC                               | Qualys Inc COM USD0.001                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       594 | NS      | $51636.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL INC                            | RB GLOBAL INC                                                       | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      3075 | NS      | $320722.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                 | RLI CORP                                                            | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1522 | NS      | $78793.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                                                  | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       255 | NS      | $33649.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| RPM INTERNATIONAL INC                    | RPM INTERNATIONAL INC                                               | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2121 | NS      | $216108.69    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                              | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1783 | NS      | $205241.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGE RESOURCES CORP                     | Range Resources Corp. COM USD0.01                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      3925 | NS      | $170737.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                             | RAYONIER INC                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      4606 | NS      | $97693.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                         | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       523 | NS      | $313324.07    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL BELOIT CORP                        | REGAL REXNORD CORP                                                  | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1099 | NS      | $236317.97    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA             | REINSURANCE GROUP OF AMERICA                                        | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1088 | NS      | $230068.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM                | RELIANCE INC                                                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       867 | NS      | $314287.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                            | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       876 | NS      | $103639.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| REXFORD INDUSTRIAL REALTY IN             | REXFORD INDUSTRIAL REALTY IN                                        | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      3813 | NS      | $136848.57    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ROYAL GOLD INC                           | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      1341 | NS      | $312962.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS INC              | RYAN SPECIALTY HOLDINGS INC                                         | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1889 | NS      | $65680.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                       | Ryder System, Inc. COM USD0.50                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       652 | NS      | $165458.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                  | SEI INVESTMENTS COMPANY                                             | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      1539 | NS      | $139556.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                 | SLM CORP                                                            | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $76140.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                     | SPX TECHNOLOGIES INC                                                | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $180600.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC               | SABRA HEALTH CARE REIT INC                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      4176 | NS      | $86276.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Saia Inc                                 | Saia Inc COM USD0.001                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       441 | NS      | $197929.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTE                | SCIENCE APPLICATIONS INTE                                           | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |       748 | NS      | $72383.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                    | SCOTTS MIRACLE-GRO CO                                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |       741 | NS      | $46460.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP                | SELECTIVE INSURANCE GROUP                                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       994 | NS      | $83446.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                        | SERVICE CORP INTERNATIONAL                                          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      2306 | NS      | $186855.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| SHIFT4 PAYMENTS INC-CLASS A              | SHIFT4 PAYMENTS INC-CLASS A                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1119 | NS      | $49549.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SILICON LABORATORIES INC                 | SILICON LABORATORIES INC                                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       545 | NS      | $118646.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                      | SILGAN HOLDINGS INC                                                 | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      1452 | NS      | $58878.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co Inc.            | Simpson Manufacturing Co Inc. COM USD0.01                           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       687 | NS      | $131031.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                              | SITIME CORP                                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $205746.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLSTICE ADV MATERIALS INC               | SOLSTICE ADV MATERIALS INC                                          | CUSIP: 83443Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2629 | NS      | $215446.55    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                       | SONOCO PRODUCTS CO                                                  | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      1633 | NS      | $81584.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SOTERA HEALTH CO                         | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3858 | NS      | $60030.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southstate Bank Corp.                    | SOUTHSTATE BANK CORP                                                | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1642 | NS      | $160374.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC               | SOUTHWEST GAS HOLDINGS INC                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      1064 | NS      | $100069.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                | SPIRE INC                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       979 | NS      | $89265.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc              | Sprouts Farmers Markets Inc COM USD0.001                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1613 | NS      | $132024.05    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| STAG INDUSTRIAL INC                      | STAG INDUSTRIAL INC                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      3164 | NS      | $122067.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc.                        | STANDARDAERO INC                                                    | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3142 | NS      | $78110.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC              | STARWOOD PROPERTY TRUST INC                                         | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |      5765 | NS      | $105845.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| STERLING CONSTRUCTION CO                 | STERLING INFRASTRUCTURE INC                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       509 | NS      | $262450.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| STIFEL FINANCIAL CORP                    | STIFEL FINANCIAL CORP                                               | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2526 | NS      | $199074.06    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                            | SYNAPTICS INC                                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       641 | NS      | $59991.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| SYNNEX CORPORATION                       | TD SYNNEX CORP                                                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1242 | NS      | $283399.56    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES                         | TTM TECHNOLOGIES                                                    | CUSIP: 87305R109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1712 | NS      | $270872.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY CORP                        | TALEN ENERGY CORP                                                   | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $281921.94    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORP                | Taylor Morrison Home Corp COM USD0.00001                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1619 | NS      | $98338.06     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                    | TEMPUR SEALY INTERNATIONAL I                                        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      3477 | NS      | $263765.22    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                    | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1455 | NS      | $257709.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                               | TEREX CORP                                                          | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      1883 | NS      | $117122.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                           | TETRA TECH INC                                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      4319 | NS      | $139590.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.           | Texas Capital Bancshares, Inc. COM USD0.01                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       731 | NS      | $73611.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                      | TEXAS ROADHOUSE INC                                                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      1096 | NS      | $176445.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                      | THOR INDUSTRIES INC                                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       875 | NS      | $69160.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKEN CO                                | TIMKEN CO                                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      1049 | NS      | $116323.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                      | Toll Brothers, Inc. COM USD0.01                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1569 | NS      | $223017.66    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                     | Topbuild Corporation COM USD0.01 'WI'                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       462 | NS      | $204527.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| TORO CO                                  | TORO CO                                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      1615 | NS      | $153699.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                               | TRANSUNION                                                          | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      3186 | NS      | $226206.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                      | Travel Plus Leisure Co COM                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1065 | NS      | $68862.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                       | Trex Company, Inc. COM USD0.01                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $69619.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TWILIO INC - A                           | TWILIO INC - A                                                      | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      2511 | NS      | $371778.66    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                                 | UGI CORP                                                            | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      3555 | NS      | $128299.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                      | UMB Financial Corp. COM USD1                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1182 | NS      | $149132.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                       | UFP Industries Inc COM                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       965 | NS      | $86357.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH INC - CLASS A                     | UIPATH INC - CLASS A                                                | CUSIP: 90364P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7092 | NS      | $73047.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| UL SOLUTIONS INC - CLASS A               | UL SOLUTIONS INC - CLASS A                                          | CUSIP: 903731107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1279 | NS      | $115736.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares Inc                    | United Bankshares Inc COM USD2.50                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2311 | NS      | $101244.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| US FOODS HOLDING CORP                    | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      3653 | NS      | $341518.97    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation          | United Therapeutics Corporation COM USD0.01                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       713 | NS      | $407372.55    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORP                   | UNIVERSAL DISPLAY CORP                                              | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       732 | NS      | $63749.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                               | UNUM GROUP                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      2524 | NS      | $202879.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                  | VF CORP                                                             | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      5443 | NS      | $103035.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                         | Vail Resorts, Inc. COM STK USD0.01                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       593 | NS      | $75417.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Valley National Bancorp.                 | Valley National Bancorp COM NPV                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      7927 | NS      | $107569.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES                       | VALMONT INDUSTRIES                                                  | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       327 | NS      | $166129.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | VALVOLINE INC                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2108 | NS      | $70048.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| VICOR CORP                               | VICOR CORP                                                          | CUSIP: 925815102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       376 | NS      | $101245.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                             | VISTEON CORP                                                        | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       451 | NS      | $50381.21     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| VONTIER CORP                             | VONTIER CORP                                                        | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2345 | NS      | $84138.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                     | VORNADO REALTY TRUST                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2652 | NS      | $79268.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                       | VOYA FINANCIAL INC                                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      1557 | NS      | $127611.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                             | WP CAREY INC                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      3629 | NS      | $264662.97    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                  | WARNER MUSIC GROUP CORP-CL A                                        | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2434 | NS      | $68809.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                               | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       578 | NS      | $253071.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| WATTS WATER TECHNOLOGIES-A               | WATTS WATER TECHNOLOGIES-A                                          | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |       453 | NS      | $135972.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                  | Webster Financial Corp. COM USD0.01                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2670 | NS      | $193201.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL INC                  | WESCO INTERNATIONAL INC                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       805 | NS      | $281041.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorporation COM USD0.0001                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1701 | NS      | $138699.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                   | WESTLAKE CORP                                                       | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |       553 | NS      | $63749.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                  | WEX INC                                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |       567 | NS      | $85237.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| WHIRLPOOL CORP                           | WHIRLPOOL CORP                                                      | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      1050 | NS      | $58863.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| WINGSTOP INC                             | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |       460 | NS      | $75467.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation           | Wintrust Financial Corporation COM NPV                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1108 | NS      | $166831.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                            | Woodward Governor COM USD0.00875                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |       988 | NS      | $358634.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS INC             | Wyndham Hotels & Resorts Inc COM USD0.01                            | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1251 | NS      | $101806.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                  | XPO Inc COM USD0.001                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      1940 | NS      | $427052.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                        | YETI HOLDINGS INC                                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      1288 | NS      | $50824.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ZIONS BANCORP NA                         | Zions Bancorporation Natl Assn Global Bank COM USD0.001             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2445 | NS      | $155061.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD               | AXALTA COATING SYSTEMS LTD                                          | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | US        |      3534 | NS      | $100506.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                       | CAPRI HOLDINGS LTD                                                  | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |      1974 | NS      | $38512.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                         | ESSENT GROUP LTD                                                    | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      1581 | NS      | $95682.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                 | FABRINET                                                            | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |       594 | NS      | $405981.18    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                              | GENPACT LTD                                                         | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | US        |      2624 | NS      | $91184.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                | JANUS HENDERSON GROUP PLC                                           | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | US        |      2041 | NS      | $105336.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL             | WEATHERFORD INTERNATIONAL PL                                        | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | US        |      1188 | NS      | $131095.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                 | Jazz Pharmaceuticals PLC COM USD0.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |      1006 | NS      | $204238.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                             | LIVANOVA PLC                                                        | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | US        |       905 | NS      | $54390.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                       | NVENT ELECTRIC PLC                                                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2672 | NS      | $381828.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD               | RENAISSANCERE HOLDINGS LTD                                          | CUSIP: G7496G103<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |       721 | NS      | $221325.37    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                     | ROIVANT SCIENCES LTD                                                | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |      7468 | NS      | $213062.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING             | SENSATA TECHNOLOGIES HOLDING                                        | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | US        |      2412 | NS      | $100435.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                           | TECHNIPFMC PLC                                                      | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      6698 | NS      | $506167.86    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                              | VALARIS LTD                                                         | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1066 | NS      | $108710.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                      | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2154335.93   | 2.58%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $2828173.20   | 3.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $1516797.27   | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                      | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $3752316.89   | 4.49%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                        | CNH INDUSTRIAL NV                                                   | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | US        |     14656 | NS      | $156965.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE           | DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7111368 | PA      | $7111367.60   | 8.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN FINANCIAL                        | GOLDMAN FINL SQ TRSRY INST 506                                      | CUSIP: N/A<br>LEI: 549300DAH6N80PM31E83       | Long             | STIV             | RF                | US        |  17040989 | PA      | $17040988.96  | 20.38%            |  |  |  | No            |                  1 | On Loan: No      |
| FLEXTRONICS INTL. LTD.                   | FLEX LTD                                                            | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | US        |      6089 | NS      | $557447.95    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

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

**Signature:** Patrick Rudnick

**Name of Signer:** Patrick Rudnick

**Title:** Principal Executive Officer