# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011686
**Filing Date:** 2023-1
**Character Count:** 147822
**Document Hash:** 71cb0fd0603bf6dab691fbe81398ae40
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011686.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011686

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 23550691

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 240-497-6400

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XTRASHARES TRUST
- **DATE OF NAME CHANGE:** 20030409

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS ETF TRUST
- **DATE OF NAME CHANGE:** 20020531

## Series and Classes Contracts Data

### ProShares Ultra MidCap400 (Series ID: S000006825)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000018463 | ProShares Ultra MidCap400 | MVV             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProShares Trust

- **b. Investment Company Act file number:** 811-21114

- **c. CIK number of Registrant:** 0001174610

- **d. LEI of Registrant:** 5493005D9DS7C1P5AM59

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProShares Ultra MidCap400

- **b. EDGAR series identifier (if any):** S000006825

- **c. LEI of Series:** 549300G4JPUZKCEQBU98

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $164050778.73

**Total Liabilities:** $27153670.23

**Net Assets:** $136897108.50

**Cash Not Reported:** $25604505.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018463 | -18.37%              | 20.77%               | 11.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1624131.03             | $-7928998.91                               |
| Month 2  | $214951.36               | $8697839.86                                |
| Month 3  | $-24560.80               | $5942319.65                                |

**Designated Index Information**

- **Index Name:** S&P MidCap 400

- **Index Identifier:** MID

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Werner Enterprises, Inc.                   | Werner Enterprises, Inc.                                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2909 | NS      | $127937.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust          | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      5545 | NS      | $153984.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                | Crocs, Inc.                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      3038 | NS      | $306838.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2996 | NS      | $273924.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                | Sabre Corp.                                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     16183 | NS      | $98878.13     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                  | RLI Corp.                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1990 | NS      | $258839.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                             | Carter's, Inc.                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1922 | NS      | $140382.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                   | FirstCash Holdings, Inc.                                | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $176175.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      4227 | NS      | $231808.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                               | Viasat, Inc.                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      3727 | NS      | $127053.43    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4209 | NC      | $-2801216.54  | -2.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Foot Locker, Inc.                          | Foot Locker, Inc.                                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3962 | NS      | $157687.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                    | Louisiana-Pacific Corp.                                 | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      3642 | NS      | $232359.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                       | Xerox Holdings Corp.                                    | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      5525 | NS      | $90112.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                  | United Therapeutics Corp.                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2245 | NS      | $628353.05    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      3230 | NS      | $316443.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.            | Interactive Brokers Group, Inc., Class A                | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5072 | NS      | $407281.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                | TEGNA, Inc.                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     11002 | NS      | $217179.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                         | Helen of Troy Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1183 | NS      | $116572.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                 | Esab Corp.                                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2551 | NS      | $120764.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                           | OGE Energy Corp.                                        | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      9872 | NS      | $399421.12    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                      | Landstar System, Inc.                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1797 | NS      | $310845.06    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     10063 | NS      | $117837.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                              | Polaris, Inc.                                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2760 | NS      | $314805.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     11595 | NS      | $335095.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      4745 | NS      | $236063.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                        | Carlisle Cos., Inc.                                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      2551 | NS      | $671193.61    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                          | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      3699 | NS      | $153915.39    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                                     | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      9517 | NS      | $285985.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3295 | NS      | $250354.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                          | Haemonetics Corp.                                       | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2531 | NS      | $215919.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                | Jabil, Inc.                                             | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      6783 | NS      | $489664.77    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                        | Syneos Health, Inc.                                     | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |      5062 | NS      | $178587.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                         | nVent Electric plc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      8211 | NS      | $328522.11    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                          | ICU Medical, Inc.                                       | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       990 | NS      | $157637.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      6891 | NS      | $585735.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                | Lattice Semiconductor Corp.                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      6783 | NS      | $494005.89    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                                   | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5462 | NS      | $316249.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                              | Semtech Corp.                                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3131 | NS      | $96246.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1895 | NS      | $334751.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                   | Jazz Pharmaceuticals plc                                | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      3092 | NS      | $485165.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                   | Option Care Health, Inc.                                | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      7622 | NS      | $229498.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.         | BJ's Wholesale Club Holdings, Inc.                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      6666 | NS      | $501549.84    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                      | Deckers Outdoor Corp.                                   | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1308 | NS      | $521735.04    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      6559 | NS      | $309125.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                | Kinsale Capital Group, Inc.                             | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      1060 | NS      | $326702.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                     | Medpace Holdings, Inc.                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1239 | NS      | $260053.71    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                             | Repligen Corp.                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      2545 | NS      | $455147.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4717 | NS      | $599342.02    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      4745 | NS      | $421545.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                            | LHC Group, Inc.                                         | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1531 | NS      | $250180.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      5483 | NS      | $253040.45    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     14445 | NS      | $276043.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                         | Crane Holdings Co.                                      | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2352 | NS      | $249170.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1302 | NS      | $317154.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.                    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11084 | NS      | $285634.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.     | Cracker Barrel Old Country Store, Inc.                  | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1123 | NS      | $128920.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                   | Washington Federal, Inc.                                | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3221 | NS      | $113604.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                            | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      5809 | NS      | $151731.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.               | Vishay Intertechnology, Inc.                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      6445 | NS      | $148492.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                | Spirit Realty Capital, Inc.                             | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |      6724 | NS      | $278508.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                             | SunPower Corp.                                          | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      4205 | NS      | $101971.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                              | Navient Corp.                                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      5458 | NS      | $90439.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5275 | NS      | $252725.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      5233 | NS      | $336220.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                         | Life Storage, Inc.                                      | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |      4160 | NS      | $447158.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                           | Fair Isaac Corp.                                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      1245 | NS      | $771551.40    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                    | Lantheus Holdings, Inc.                                 | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      3359 | NS      | $208526.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.                       | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      1430 | NS      | $176204.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                     | Univar Solutions, Inc.                                  | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |      8224 | NS      | $272461.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                  | NCR Corp.                                               | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      6753 | NS      | $161194.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                  | UGI Corp.                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     10326 | NS      | $399099.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                             | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      4479 | NS      | $398899.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                      | JetBlue Airways Corp.                                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     15968 | NS      | $127105.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC Investment Corp.                                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     14963 | NS      | $205441.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                             | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      7008 | NS      | $235538.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3401 | NS      | $186850.94    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                          | TripAdvisor, Inc.                                       | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      5137 | NS      | $104743.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                    | Southwestern Energy Co.                                 | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     54945 | NS      | $380219.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                              | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2149 | NS      | $333610.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                             | Omnicell, Inc.                                          | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      2183 | NS      | $112664.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2656 | NS      | $382968.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp., Class A                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5604 | NS      | $170305.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2405 | NS      | $217484.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO, Inc.                                  | RXO, Inc.                                               | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      5672 | NS      | $107768.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                        | IPG Photonics Corp.                                     | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1634 | NS      | $148743.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1345 | NS      | $213115.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4167 | NS      | $130802.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp.                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     12218 | NS      | $352733.66    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      6808 | NS      | $390438.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9841 | NS      | $85813.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.           | New York Community Bancorp, Inc.                        | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     22986 | NS      | $214919.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLETE, Inc.                               | ALLETE, Inc.                                            | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      2816 | NS      | $186419.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.               | Grand Canyon Education, Inc.                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1576 | NS      | $178198.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2954 | NS      | $206159.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3670 | NS      | $170544.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1596 | NS      | $245911.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc.              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7923 | NS      | $439171.89    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                       | Steel Dynamics, Inc.                                    | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      8555 | NS      | $889121.15    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     11546 | NS      | $349612.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                               | Bruker Corp.                                            | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4968 | NS      | $334892.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      2330 | NS      | $139217.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      5310 | NS      | $212877.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                                       | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7164 | NS      | $446603.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      2628 | NS      | $406262.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                          | QuidelOrtho Corp.                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2675 | NS      | $234356.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                              | Visteon Corp.                                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1386 | NS      | $203464.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                       | Patterson Cos., Inc.                                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      4274 | NS      | $121552.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                    | Paylocity Holding Corp.                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      2017 | NS      | $439363.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1741 | NS      | $196297.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      2362 | NS      | $397217.54    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                           | Stericycle, Inc.                                        | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      4545 | NS      | $236930.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.                       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      3769 | NS      | $316181.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc.                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     15869 | NS      | $271042.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                   | Power Integrations, Inc.                                | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2820 | NS      | $226953.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3345 | NS      | $153568.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                         | HealthEquity, Inc.                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      4159 | NS      | $264013.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1313 | NS      | $92317.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      6636 | NS      | $284618.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     11471 | NC      | $-935709.33   | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                             | Coherent Corp.                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      6393 | NS      | $234431.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                       | Globus Medical, Inc., Class A                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      3798 | NS      | $280634.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.           | Old Republic International Corp.                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     14168 | NS      | $347116.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                      | Mercury Systems, Inc.                                   | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      2845 | NS      | $144582.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                          | First Solar, Inc.                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4890 | NS      | $843671.70    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                               | Genpact Ltd.                                            | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      8323 | NS      | $383773.53    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      3279 | NS      | $429909.69    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                        | Acuity Brands, Inc.                                     | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1613 | NS      | $303711.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                         | NorthWestern Corp.                                      | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2768 | NS      | $161678.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                                   | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2240 | NS      | $58598.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       341 | NS      | $107762.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                               | Qualys, Inc.                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1721 | NS      | $212233.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | Amkor Technology, Inc.                                  | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4952 | NS      | $138755.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                 | Lennox International, Inc.                              | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1592 | NS      | $414604.56    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                              | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      7644 | NS      | $466131.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                 | Builders FirstSource, Inc.                              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      7696 | NS      | $492005.28    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                  | Nu Skin Enterprises, Inc., Class A                      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2484 | NS      | $103607.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | Universal Display Corp.                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $241344.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp.                                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2145 | NS      | $183440.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                           | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      2457 | NS      | $274864.59    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2856 | NS      | $422345.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      5850 | NS      | $274131.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | Annaly Capital Management, Inc.                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     21257 | NS      | $460639.19    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | Mattel, Inc.                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     17419 | NS      | $317548.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      3668 | NS      | $272165.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                  | Darling Ingredients, Inc.                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      7917 | NS      | $568678.11    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     10366 | NC      | $-4255265.97  | -3.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      7468 | NS      | $197005.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      8551 | NS      | $425668.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                      | Axon Enterprise, Inc.                                   | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |      3330 | NS      | $612819.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.            | Simpson Manufacturing Co., Inc.                         | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2130 | NS      | $198196.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc.                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2525 | NS      | $236062.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | Royal Gold, Inc.                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      3237 | NS      | $363612.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                     | Chart Industries, Inc.                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1768 | NS      | $252806.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      9304 | NS      | $93040.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                               | Watsco, Inc.                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1638 | NS      | $440589.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Williams-Sonoma, Inc.                      | Williams-Sonoma, Inc.                                   | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      3391 | NS      | $396407.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                            | Envestnet, Inc.                                         | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      2722 | NS      | $160652.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                  | ExlService Holdings, Inc.                               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1621 | NS      | $303451.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2081 | NS      | $212886.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4919 | NS      | $287663.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   6408341 | PA      | $6408340.60   | 4.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                             | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4497 | NS      | $339838.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1746 | NS      | $156459.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                            | Valvoline, Inc.                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      8731 | NS      | $287948.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                  | Equitrans Midstream Corp.                               | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     21341 | NS      | $179050.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                               | R1 RCM, Inc.                                            | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6768 | NS      | $61250.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                 | Adient plc                                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      4673 | NS      | $181966.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                | Sensient Technologies Corp.                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      2073 | NS      | $154873.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                            | Insperity, Inc.                                         | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1763 | NS      | $209003.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                            | Wolfspeed, Inc.                                         | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      6097 | NS      | $554339.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                            | Dynatrace, Inc.                                         | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9918 | NS      | $384322.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                            | Gap, Inc. (The)                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     10523 | NS      | $153004.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                             | Teradata Corp.                                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5070 | NS      | $173140.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      5185 | NS      | $224095.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      5639 | NS      | $132403.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1220 | NS      | $300730.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                           | Five Below, Inc.                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2737 | NS      | $440273.82    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                  | MDU Resources Group, Inc.                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $315781.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5328 | NC      | $788234.61    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX, Inc.                                  | WEX, Inc.                                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2179 | NS      | $368556.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                           | Concentrix Corp.                                        | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2104 | NS      | $257487.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                               | Neogen Corp.                                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     10655 | NS      | $176446.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                  | IAA, Inc.                                               | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |      6595 | NS      | $246455.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                    | Avis Budget Group, Inc.                                 | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1424 | NS      | $318406.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                               | LivaNova plc                                            | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      2641 | NS      | $146232.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.         | Hawaiian Electric Industries, Inc.                      | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      5400 | NS      | $221832.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      4807 | NS      | $295005.59    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       734 | NS      | $381680.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                      | Associated Banc-Corp.                                   | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      7412 | NS      | $182335.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.               | Grocery Outlet Holding Corp.                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $131674.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | Clean Harbors, Inc.                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      2481 | NS      | $297720.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                           | Murphy Oil Corp.                                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7203 | NS      | $339981.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1939 | NS      | $288872.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      4175 | NS      | $158483.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.      | Ollie's Bargain Outlet Holdings, Inc.                   | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2866 | NS      | $174539.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                                       | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     17208 | NS      | $115637.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                          | Black Hills Corp.                                       | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3209 | NS      | $229860.67    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1281651 | PA      | $1281650.96   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     12463 | NS      | $326655.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Antero Resources Corp.                     | Antero Resources Corp.                                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     13853 | NS      | $506327.15    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                      | Eagle Materials, Inc.                                   | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1858 | NS      | $253319.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.              | Topgolf Callaway Brands Corp.                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      6833 | NS      | $143151.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                               | Enovis Corp.                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2349 | NS      | $127152.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      6481 | NS      | $107908.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8880 | NC      | $-3576753.63  | -2.61%            |  |  |  | No            |                  2 | On Loan: No      |
| Calix, Inc.                                | Calix, Inc.                                             | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2798 | NS      | $199497.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      5320 | NS      | $245677.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      7170 | NS      | $302072.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     13309 | NS      | $312761.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                               | Azenta, Inc.                                            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      3700 | NS      | $222777.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                                         | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      6638 | NS      | $213942.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      8998 | NS      | $259502.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                 | Dana, Inc.                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      6291 | NS      | $110784.51    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                     | Antero Midstream Corp.                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16514 | NS      | $187103.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                                   | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      6680 | NS      | $166398.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                       | Travel + Leisure Co.                                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      4134 | NS      | $160688.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                      | Matador Resources Co.                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      5535 | NS      | $367302.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     13946 | NS      | $156474.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                  | KBR, Inc.                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      6855 | NS      | $354197.85    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       227 | NS      | $111638.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      3223 | NS      | $342089.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      4250 | NS      | $190782.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                                  | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     25507 | NS      | $394848.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1838 | NS      | $446670.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.        | First Industrial Realty Trust, Inc.                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6508 | NS      | $328979.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                             | NuVasive, Inc.                                          | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      2566 | NS      | $99663.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries, Inc.               | Worthington Industries, Inc.                            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1489 | NS      | $84485.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3223 | NS      | $296741.61    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1688 | NS      | $245502.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                        | CNX Resources Corp.                                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      9341 | NS      | $162253.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1758 | NS      | $258953.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                     | Fulton Financial Corp.                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      8253 | NS      | $153423.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                       | Light & Wonder, Inc.                                    | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4654 | NS      | $301439.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                     | Aspen Technology, Inc.                                  | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      1428 | NS      | $329154.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                           | MSA Safety, Inc.                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1813 | NS      | $255651.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                             | Evercore, Inc., Class A                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1775 | NS      | $204444.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      7384 | NS      | $331984.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                  | NOV, Inc.                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     19369 | NS      | $435027.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      3054 | NS      | $405326.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2682 | NS      | $251062.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                                         | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1848 | NS      | $275407.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                               | Kohl's Corp.                                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      6336 | NS      | $203258.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                         | Chemours Co. (The)                                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      7652 | NS      | $237594.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     11391 | NS      | $147057.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1867 | NS      | $391155.17    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3094 | NS      | $389658.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      8436 | NS      | $466426.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                                         | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1954 | NS      | $207065.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.                          | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2610 | NS      | $137494.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources, Inc.                        | PNM Resources, Inc.                                     | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      4233 | NS      | $207417.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                    | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     11160 | NS      | $166618.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                             | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      2154 | NS      | $406912.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.                         | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     10938 | NS      | $198196.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                             | Wingstop, Inc.                                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1476 | NS      | $244292.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.            | Arrowhead Pharmaceuticals, Inc.                         | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      5221 | NS      | $168116.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                    | John Wiley & Sons, Inc., Class A                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2120 | NS      | $100509.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                    | RPM International, Inc.                                 | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      6360 | NS      | $659023.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                           | Ziff Davis, Inc.                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2326 | NS      | $214596.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                      | MKS Instruments, Inc.                                   | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2820 | NS      | $236485.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                              | Vontier Corp.                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      7789 | NS      | $152898.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      5940 | NS      | $292366.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                      | SL Green Realty Corp.                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      3169 | NS      | $132978.03    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      3163 | NS      | $458856.41    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.           | Tempur Sealy International, Inc.                        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      8492 | NS      | $269790.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.        | World Wrestling Entertainment, Inc., Class A            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      2133 | NS      | $170384.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      4452 | NS      | $326420.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.            | MSC Industrial Direct Co., Inc., Class A                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2335 | NS      | $200413.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     11087 | NS      | $142246.21    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                  | Fox Factory Holding Corp.                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      2086 | NS      | $221324.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.              | Reliance Steel & Aluminum Co.                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2974 | NS      | $628376.46    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.        | Integra LifeSciences Holdings Corp.                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      3583 | NS      | $196850.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      2383 | NS      | $345392.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                    | Shockwave Medical, Inc.                                 | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1771 | NS      | $449125.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                             | Westlake Corp.                                          | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1702 | NS      | $183220.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                                          | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5437 | NS      | $249503.93    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.                | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2744 | NS      | $302141.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                         | STAAR Surgical Co.                                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2367 | NS      | $135179.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.  | MACOM Technology Solutions Holdings, Inc.               | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2521 | NS      | $173167.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                  | Janus Henderson Group plc                               | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      6536 | NS      | $165295.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                      | Umpqua Holdings Corp.                                   | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     10704 | NS      | $216970.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      6658 | NS      | $379372.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                | Apartment Income REIT Corp.                             | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7603 | NS      | $289294.15    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Logistics, Inc.                        | XPO Logistics, Inc.                                     | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      5673 | NS      | $219091.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                | Spire, Inc.                                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2590 | NS      | $191919.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                                   | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2690 | NS      | $231716.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   6075026 | PA      | $6075025.53   | 4.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                            | Nordstrom, Inc.                                         | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      5544 | NS      | $116257.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.            | Papa John's International, Inc.                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1586 | NS      | $132050.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2929 | NS      | $422478.96    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                              | Novanta, Inc.                                           | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1758 | NS      | $277324.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      3386 | NC      | $-3283453.50  | -2.40%            |  |  |  | No            |                  2 | On Loan: No      |
| ACI Worldwide, Inc.                        | ACI Worldwide, Inc.                                     | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      5630 | NS      | $117667.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                   | Penn Entertainment, Inc.                                | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7819 | NS      | $275150.61    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5380 | NS      | $403069.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                            | ChampionX Corp.                                         | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     10009 | NS      | $308677.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                  | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    402458 | NS      | $402457.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.             | American Financial Group, Inc.                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      3444 | NS      | $489805.68    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                               | Belden, Inc.                                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2147 | NS      | $172704.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2805 | NS      | $335421.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.             | First American Financial Corp.                          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      5136 | NS      | $280682.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       469 | NS      | $180269.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                              | Hubbell, Inc.                                           | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2648 | NS      | $672750.88    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                    | Western Union Co. (The)                                 | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     19023 | NS      | $278877.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.                        | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      6399 | NS      | $236443.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| National Retail Properties, Inc.           | National Retail Properties, Inc.                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      8734 | NS      | $404908.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10806 | NS      | $246376.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $235924.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                         | Macerich Co. (The)                                      | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     10590 | NS      | $134493.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4058 | NC      | $-4214719.17  | -3.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Alcoa Corp.                                | Alcoa Corp.                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      8873 | NS      | $444803.49    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4666 | NS      | $210763.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                       | Bank of Hawaii Corp.                                    | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      1981 | NS      | $159807.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group, Inc.            | Selective Insurance Group, Inc.                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2975 | NS      | $285957.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                | Halozyme Therapeutics, Inc.                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      6794 | NS      | $389024.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      8340 | NS      | $583549.80    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                           | Murphy USA, Inc.                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      1058 | NS      | $312966.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1281651 | PA      | $1281650.96   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2552 | NS      | $223351.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4148 | NS      | $248672.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                        | First Horizon Corp.                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     26461 | NS      | $657555.85    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                                          | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      7221 | NS      | $259089.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                     | Celsius Holdings, Inc.                                  | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1977 | NS      | $220119.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1357 | NS      | $324743.67    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                  | ITT, Inc.                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      4079 | NS      | $344757.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2462 | NS      | $147695.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                        | Inari Medical, Inc.                                     | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2367 | NS      | $174163.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                              | Maximus, Inc.                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2987 | NS      | $209986.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                                       | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      4006 | NS      | $245687.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                        | SEI Investments Co.                                     | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      5079 | NS      | $316320.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9170 | NC      | $-7534370.25  | -5.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc.                           | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     18766 | NS      | $385265.98    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      9270 | NS      | $391008.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                          | Wendy's Co. (The)                                       | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      8396 | NS      | $189413.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                                 | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6948 | NS      | $487819.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                     | Lancaster Colony Corp.                                  | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       977 | NS      | $202375.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp.                 | National Instruments Corp.                              | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      6527 | NS      | $267737.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      3164 | NS      | $344053.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                  | United States Steel Corp.                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     11704 | NS      | $307698.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                       | Douglas Emmett, Inc.                                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8669 | NS      | $150147.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3304 | NS      | $477097.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                                    | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4908 | NS      | $101153.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                                         | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      2196 | NS      | $130156.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      6093 | NS      | $371185.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                             | Ingevity Corp.                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1764 | NS      | $138068.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1885 | NS      | $302391.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     17295 | NS      | $243859.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                           | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2493 | NS      | $275551.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                            | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3038 | NS      | $207981.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       986 | NS      | $282814.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      2004 | NS      | $151462.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     11760 | NS      | $567302.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                               | SiTime Corp.                                            | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       786 | NS      | $82891.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                   | CACI International, Inc., Class A                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |      1155 | NS      | $360706.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                    | CommVault Systems, Inc.                                 | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      2211 | NS      | $145926.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1636 | NS      | $363126.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      2322 | NS      | $215829.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      4828 | NS      | $318551.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      3540 | NS      | $197319.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                | Vicor Corp.                                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      1097 | NS      | $59227.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.             | Medical Properties Trust, Inc.                          | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     29537 | NS      | $387525.44    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                           | Kennametal, Inc.                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      4009 | NS      | $105917.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2475 | NS      | $224235.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                 | Highwoods Properties, Inc.                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      5186 | NS      | $154542.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      3302 | NS      | $221828.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | Cirrus Logic, Inc.                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2758 | NS      | $206050.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                      | Texas Roadhouse, Inc.                                   | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      3296 | NS      | $327358.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                             | Toro Co. (The)                                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      5157 | NS      | $572375.43    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.              | Portland General Electric Co.                           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4895 | NS      | $240980.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                           | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2669 | NS      | $232069.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                         | DT Midstream, Inc.                                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4770 | NS      | $287774.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P Midcap 400 E-Mini Index                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        38 | NC      | $669680.53    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      5299 | NS      | $181914.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                      | Leggett & Platt, Inc.                                   | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      6541 | NS      | $232925.01    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                      | Silgan Holdings, Inc.                                   | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      4131 | NS      | $218529.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                   | New York Times Co. (The), Class A                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8161 | NS      | $299100.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                        | STORE Capital Corp.                                     | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     13104 | NS      | $418017.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2819 | NS      | $256049.77    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp.                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      8670 | NS      | $471127.80    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                             | Amedisys, Inc.                                          | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      1599 | NS      | $145652.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2968 | NS      | $284334.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                         | MP Materials Corp.                                      | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4553 | NS      | $151387.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                              | Progyny, Inc.                                           | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3679 | NS      | $134761.77    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  12560179 | PA      | $12560179.37  | 9.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1993 | NS      | $111468.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                               | Avient Corp.                                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      4216 | NS      | $145915.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     20723 | NS      | $262353.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      6446 | NS      | $202146.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9405 | NS      | $239357.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     14779 | NS      | $342577.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                            | Cable One, Inc.                                         | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       239 | NS      | $173105.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                          | EMCOR Group, Inc.                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2433 | NS      | $376871.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                   | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      3268 | NS      | $111406.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                     | Dycom Industries, Inc.                                  | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1458 | NS      | $132882.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM Corp.                                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12399 | NS      | $216486.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                    | Victoria's Secret & Co.                                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      4098 | NS      | $188508.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4513 | NS      | $298895.99    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      4294 | NS      | $430001.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      6651 | NS      | $280472.67    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      8058 | NS      | $274938.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                       | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4209 | NS      | $167560.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       192 | NS      | $123586.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                            | H&R Block, Inc.                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7869 | NS      | $343953.99    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                | Service Corp. International                             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      7775 | NS      | $555523.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      1054 | NS      | $356947.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                           | PDC Energy, Inc.                                        | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      4750 | NS      | $353020.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                 | Coty, Inc., Class A                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     17792 | NS      | $140023.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.            | Jefferies Financial Group, Inc.                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      9170 | NS      | $348368.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                            | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      6260 | NS      | $332406.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                | Cabot Corp.                                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2777 | NS      | $204442.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                               | Kemper Corp.                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      3148 | NS      | $179184.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI Consulting, Inc.                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1705 | NS      | $294658.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3974 | NS      | $189917.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                               | Sunrun, Inc.                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     10460 | NS      | $340786.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                          | Sotera Health Co.                                       | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4882 | NS      | $40715.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                 | Tandem Diabetes Care, Inc.                              | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      3166 | NS      | $133130.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer