# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-25-180283
**Filing Date:** 2025-7
**Character Count:** 218811
**Document Hash:** 6d2c8a94b9bc708ac256a5889a83d1cc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-180283.hdr.sgml**: 20250728

**ACCESSION NUMBER**: 0001752724-25-180283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250728

**DATE AS OF CHANGE**: 20250728

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610

**ORGANIZATION NAME:**
- **EIN:** 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:** 251154135

**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 SmallCap600 (Series ID: S000014259)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038818 | ProShares Ultra SmallCap600 | SAA             |

## 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 SmallCap600

- **b. EDGAR series identifier (if any):** S000014259

- **c. LEI of Series:** QOEPI3XUDE1M6I02XL90

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $31506086.40

**Total Liabilities:** $4436025.19

**Net Assets:** $27070061.21

**Cash Not Reported:** $2910968.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038818 | -12.76%              | -10.59%              | 9.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $144715.40               | $-1853567.33                               |
| Month 2  | $-1365048.06             | $114214.15                                 |
| Month 3  | $50648.40                | $893171.35                                 |

**Designated Index Information**

- **Index Name:** S&P SmallCap 600

- **Index Identifier:** SML

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                           | Radian Group, Inc.                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2520 | NS      | $86058.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       738 | NS      | $45387.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       226 | NS      | $95805.92     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1075 | NS      | $27896.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                      | Acushnet Holdings Corp.                                 | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       475 | NS      | $32414.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                           | PJT Partners, Inc., Class A                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       411 | NS      | $61921.26     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                               | Renasant Corp.                                          | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1596 | NS      | $55939.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1427 | NS      | $36730.98     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       473 | NS      | $4957.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1390 | NS      | $23713.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                  | Sabre Corp.                                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      6702 | NS      | $16889.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $97115.22     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                  | Sonos, Inc.                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2066 | NS      | $21238.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                   | Chesapeake Utilities Corp.                              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       396 | NS      | $48387.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2488 | NS      | $15400.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                    | GMS, Inc.                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       674 | NS      | $51042.02     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                              | BGC Group, Inc., Class A                                | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      6500 | NS      | $60320.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       624 | NS      | $19574.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                 | Viasat, Inc.                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1481 | NS      | $12929.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1435 | NS      | $34095.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       771 | NS      | $133097.73    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                           | Talos Energy, Inc.                                      | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      2156 | NS      | $17334.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                         | Addus HomeCare Corp.                                    | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       313 | NS      | $34714.83     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                                    | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2010 | NS      | $9828.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       257 | NS      | $13795.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                       | Koppers Holdings, Inc.                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       352 | NS      | $10813.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                  | TEGNA, Inc.                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2800 | NS      | $46816.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                           | Helen of Troy Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       396 | NS      | $10648.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5342 | NC      | $-1903097.53  | -7.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2552 | NS      | $52826.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                  | Ethan Allen Interiors, Inc.                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $10269.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health, Inc.                         | Astrana Health, Inc.                                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       721 | NS      | $17873.59     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                | John B Sanfilippo & Son, Inc.                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       157 | NS      | $9755.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       749 | NS      | $71851.57     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                | Balchem Corp.                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       565 | NS      | $94185.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                 | Two Harbors Investment Corp.                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1800 | NS      | $19062.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                 | Ligand Pharmaceuticals, Inc.                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       328 | NS      | $33518.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.      | Artisan Partners Asset Management, Inc., Class A        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1217 | NS      | $49045.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                         | Meritage Homes Corp.                                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1256 | NS      | $79894.16     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                          | Triumph Group, Inc.                                     | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1346 | NS      | $34713.34     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                              | SpartanNash Co.                                         | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       586 | NS      | $11403.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                               | OPENLANE, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1854 | NS      | $42512.22     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                           | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       294 | NS      | $10481.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1311 | NS      | $10002.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       431 | NS      | $46539.38     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                      | Brookline Bancorp, Inc.                                 | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1547 | NS      | $15980.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                            | ICU Medical, Inc.                                       | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       426 | NS      | $57450.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                       | Integer Holdings Corp.                                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       583 | NS      | $69237.08     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       565 | NS      | $31832.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                          | Crescent Energy Co., Class A                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3176 | NS      | $26646.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                             | TechTarget, Inc.                                        | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       471 | NS      | $3810.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                | Northwest Natural Holding Co.                           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       697 | NS      | $28556.09     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                   | Northwest Bancshares, Inc.                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2215 | NS      | $27200.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                  | Standex International Corp.                             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       207 | NS      | $31244.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                          | Bancorp, Inc. (The)                                     | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |       828 | NS      | $42310.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                | Semtech Corp.                                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1493 | NS      | $55733.69     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                        | Jack in the Box, Inc.                                   | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       327 | NS      | $6201.56      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       221 | NS      | $8775.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    833344 | PA      | $833343.68    | 3.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilltop Holdings, Inc.                       | Hilltop Holdings, Inc.                                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       800 | NS      | $23856.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc.            | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      2043 | NS      | $8968.77      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | Proto Labs, Inc.                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       426 | NS      | $15753.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                            | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $11335.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1041 | NS      | $31823.37     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       493 | NS      | $16727.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      1133 | NS      | $65136.17     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                | Premier, Inc., Class A                                  | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1586 | NS      | $36446.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                                | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       394 | NS      | $9207.78      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6700 | NC      | $-459679.76   | -1.70%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       359 | NS      | $10877.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                  | DiamondRock Hospitality Co.                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      3607 | NS      | $27557.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.           | Madison Square Garden Sports Corp.                      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $55257.99     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       978 | NS      | $68362.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                              | Trustmark Corp.                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1059 | NS      | $36493.14     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | Hawkins, Inc.                                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       330 | NS      | $44051.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       289 | NS      | $18423.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                | Lindsay Corp.                                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       188 | NS      | $26207.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                 | Grid Dynamics Holdings, Inc.                            | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |      1072 | NS      | $13432.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co.                               | WK Kellogg Co.                                          | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      1151 | NS      | $19474.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                          | PDF Solutions, Inc.                                     | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       539 | NS      | $9540.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                     | Banc of California, Inc.                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2392 | NS      | $32818.24     | 0.12%             |  |  |  | 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        |       386 | NS      | $22171.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc.                                   | WaFd, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1416 | NS      | $40242.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                     | Comstock Resources, Inc.                                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      1574 | NS      | $36674.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                       | World Acceptance Corp.                                  | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $8650.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $20928.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                 | Cactus, Inc., Class A                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1157 | NS      | $47437.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                               | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       832 | NS      | $6023.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                               | Freshpet, Inc.                                          | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       844 | NS      | $67655.04     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                 | Vishay Intertechnology, Inc.                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      1950 | NS      | $27436.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                 | Apple Hospitality REIT, Inc.                            | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3876 | NS      | $44922.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                                        | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      1603 | NS      | $31402.77     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                             | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1529 | NS      | $24555.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                | Navient Corp.                                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1288 | NS      | $17310.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                        | GEO Group, Inc. (The)                                   | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2363 | NS      | $64131.82     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                 | CorVel Corp.                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       473 | NS      | $52630.71     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       912 | NS      | $41450.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1013 | NS      | $96265.39     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                   | Phibro Animal Health Corp., Class A                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       353 | NS      | $8620.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                   | Cohu, Inc.                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       810 | NS      | $13826.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |     41667 | PA      | $41667.18     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                                   | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       221 | NS      | $18272.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                | SM Energy Co.                                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      1988 | NS      | $46558.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                     | Marcus & Millichap, Inc.                                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       417 | NS      | $12013.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       115 | NS      | $19630.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp.                              | NCR Voyix Corp.                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2535 | NS      | $28113.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                        | JetBlue Airways Corp.                                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5277 | NS      | $26648.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                         | Allegiant Travel Co.                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       252 | NS      | $14006.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                               | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       422 | NS      | $38499.06     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                 | Mueller Water Products, Inc., Class A                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2720 | NS      | $66721.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                 | Moelis & Co., Class A                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1227 | NS      | $70073.97     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                             | St Joe Co. (The)                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       659 | NS      | $29463.89     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                               | Innospec, Inc.                                          | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       433 | NS      | $36839.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories, Inc.                      | Core Laboratories, Inc.                                 | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $8750.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                                   | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1580 | NS      | $6620.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       360 | NS      | $18036.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                                      | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $7106.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                             | Cleanspark, Inc.                                        | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      4828 | NS      | $41665.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                   | Southside Bancshares, Inc.                              | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       495 | NS      | $13954.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc.                                       | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      1913 | NS      | $27241.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                    | Curbline Properties Corp.                               | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      1641 | NS      | $37234.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                               | Omnicell, Inc.                                          | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       805 | NS      | $24447.85     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                               | Teleflex, Inc.                                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       807 | NS      | $98671.89     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.          | Sun Country Airlines Holdings, Inc.                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       682 | NS      | $7897.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                              | Universal Corp.                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       429 | NS      | $28052.31     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                    | RXO, Inc.                                               | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      2456 | NS      | $38141.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                                   | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       557 | NS      | $38148.93     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co., Class A                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       879 | NS      | $28101.63     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                               | Cargurus, Inc., Class A                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1528 | NS      | $47887.52     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                       | SPX Technologies, Inc.                                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       806 | NS      | $122584.54    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                           | Steven Madden Ltd.                                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1253 | NS      | $30886.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                                   | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       829 | NS      | $70091.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                       | Amentum Holdings, Inc.                                  | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      2494 | NS      | $51526.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                        | Mercury General Corp.                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       462 | NS      | $29789.76     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       896 | NS      | $60936.96     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                           | TrustCo Bank Corp.                                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $10212.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                             | Scholastic Corp.                                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $7443.37      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    583341 | PA      | $583340.57    | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                       | Fortrea Holdings, Inc.                                  | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      1557 | NS      | $6695.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       192 | NS      | $5735.04      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                           | SITE Centers Corp.                                      | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       819 | NS      | $9762.48      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                       | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1238 | NS      | $53054.49     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                        | Viavi Solutions, Inc.                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      3858 | NS      | $35146.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      3261 | NS      | $105982.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2074 | NS      | $59606.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       666 | NS      | $57862.08     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                        | TG Therapeutics, Inc.                                   | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      2319 | NS      | $81420.09     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                      | Arlo Technologies, Inc.                                 | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1742 | NS      | $24945.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                    | Ellington Financial, Inc.                               | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1575 | NS      | $19797.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                      | Cytek Biosciences, Inc.                                 | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      1812 | NS      | $5019.24      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc., Class A                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1014 | NS      | $20371.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc., Class A                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2496 | NS      | $94398.72     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                    | National HealthCare Corp.                               | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |       215 | NS      | $22390.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.        | Concentra Group Holdings Parent, Inc.                   | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $40664.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                            | QuidelOrtho Corp.                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1145 | NS      | $35117.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes, Inc.                         | Champion Homes, Inc.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       915 | NS      | $59841.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia, Inc.                                 | Phinia, Inc.                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       710 | NS      | $30814.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc., Class A                          | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       602 | NS      | $17367.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1275 | NS      | $17977.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                            | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       259 | NS      | $21274.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                    | IAC, Inc.                                               | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1230 | NS      | $44230.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                  | Brady Corp., Class A                                    | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       768 | NS      | $53583.36     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                      | J & J Snack Foods Corp.                                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |       270 | NS      | $31095.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                | Griffon Corp.                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       686 | NS      | $47162.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                      | Cinemark Holdings, Inc.                                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1856 | NS      | $62677.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1031 | NS      | $48714.75     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                     | Advance Auto Parts, Inc.                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1030 | NS      | $49367.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                               | Gentherm, Inc.                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       539 | NS      | $14749.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.            | Shenandoah Telecommunications Co.                       | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       796 | NS      | $10013.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                          | Middlesex Water Co.                                     | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       311 | NS      | $18022.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                      | National Beverage Corp.                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       407 | NS      | $18408.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                       | Lincoln National Corp.                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      2959 | NS      | $98061.26     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                               | La-Z-Boy, Inc.                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       719 | NS      | $30118.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                               | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       474 | NS      | $61804.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                | ArcBest Corp.                                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       405 | NS      | $25389.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                                   | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       881 | NS      | $43389.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       417 | NS      | $11684.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                         | Verra Mobility Corp., Class A                           | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      2862 | NS      | $67686.30     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.             | Alpha & Omega Semiconductor Ltd.                        | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |       418 | NS      | $8869.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                               | Agilysys, Inc.                                          | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       388 | NS      | $41093.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp.                                 | Vestis Corp.                                            | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      1990 | NS      | $12258.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.  | Apollo Commercial Real Estate Finance, Inc.             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      2219 | NS      | $21812.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                           | Vital Energy, Inc.                                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       467 | NS      | $6948.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      2098 | NS      | $21063.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                  | H2O America                                             | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       526 | NS      | $27604.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                        | TreeHouse Foods, Inc.                                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       784 | NS      | $17608.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                   | CEVA, Inc.                                              | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       410 | NS      | $7691.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                | ARMOUR Residential REIT, Inc.                           | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1329 | NS      | $21543.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                    | HNI Corp.                                               | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       829 | NS      | $38573.37     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       470 | NS      | $61692.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                  | ePlus, Inc.                                             | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       457 | NS      | $32616.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                | Six Flags Entertainment Corp.                           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      1619 | NS      | $54333.64     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                              | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       783 | NS      | $15166.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                           | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1105 | NS      | $40034.15     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                          | Bristow Group, Inc., Class A                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       427 | NS      | $12494.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                      | ESCO Technologies, Inc.                                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       448 | NS      | $81195.52     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                  | Horace Mann Educators Corp.                             | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       709 | NS      | $30791.87     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                  | Tennant Co.                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       328 | NS      | $24409.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                          | Newell Brands, Inc.                                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      7227 | NS      | $38303.10     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                    | Goosehead Insurance, Inc., Class A                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       424 | NS      | $45902.24     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                            | NBT Bancorp, Inc.                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $37832.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                        | Mister Car Wash, Inc.                                   | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1621 | NS      | $11476.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                               | Celanese Corp., Class A                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1899 | NS      | $100324.17    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                | Berkshire Hills Bancorp, Inc.                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       792 | NS      | $19609.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                  | Monro, Inc.                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $7971.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Trust, Inc., Class A                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      2981 | NS      | $56311.09     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    250003 | PA      | $250003.10    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank Holdings Corp.                 | National Bank Holdings Corp., Class A                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $23859.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                   | Moog, Inc., Class A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       493 | NS      | $91357.83     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.              | Franklin BSP Realty Trust, Inc.                         | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      1444 | NS      | $15927.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System, Inc.             | Community Financial System, Inc.                        | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       915 | NS      | $51459.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       798 | NS      | $10030.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                               | Cars.com, Inc.                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1034 | NS      | $10598.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                          | Westamerica Bancorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $22295.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.           | First Commonwealth Financial Corp.                      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1762 | NS      | $27522.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                               | UniFirst Corp.                                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       261 | NS      | $49214.16     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                      | Element Solutions, Inc.                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      3870 | NS      | $82740.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                     | Heritage Financial Corp.                                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       591 | NS      | $13817.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                                    | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       941 | NS      | $65437.14     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                | Sandisk Corp.                                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $75417.69     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1102 | NS      | $18414.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                            | Uniti Group, Inc.                                       | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      4239 | NS      | $18227.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       648 | NS      | $85555.44     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      5137 | NS      | $44075.46     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      1770 | NS      | $21647.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida            | Seacoast Banking Corp. of Florida                       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1473 | NS      | $38047.59     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.              | Capitol Federal Financial, Inc.                         | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2122 | NS      | $12116.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                     | Pacira BioSciences, Inc.                                | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       802 | NS      | $20723.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                              | Tidewater, Inc.                                         | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       834 | NS      | $33118.14     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                   | XPEL, Inc.                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       394 | NS      | $14172.18     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| JBT Marel Corp.                              | JBT Marel Corp.                                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       802 | NS      | $92077.62     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                                | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       381 | NS      | $14725.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                 | Stride, Inc.                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       743 | NS      | $112482.77    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                             | NV5 Global, Inc.                                        | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $20000.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions, Inc.                 | Atlas Energy Solutions, Inc., Class A                   | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1247 | NS      | $15151.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                      | Jackson Financial, Inc., Class A                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1283 | NS      | $105090.53    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                   | Adient plc                                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      1458 | NS      | $22730.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                         | Federal Signal Corp.                                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1060 | NS      | $99714.20     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                | Fresh Del Monte Produce, Inc.                           | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       583 | NS      | $20591.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                  | Sensient Technologies Corp.                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       736 | NS      | $69574.08     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       307 | NS      | $5900.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                              | Wolfspeed, Inc.                                         | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      2702 | NS      | $3215.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings, Inc.               | National Vision Holdings, Inc.                          | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1368 | NS      | $27100.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                                     | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2300 | NS      | $12535.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                       | UFP Technologies, Inc.                                  | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       125 | NS      | $29275.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                 | Xencor, Inc.                                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1214 | NS      | $9712.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust           | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      1507 | NS      | $18505.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                                  | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       396 | NS      | $17665.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                               | Teradata Corp.                                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1663 | NS      | $36519.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                  | Simply Good Foods Co. (The)                             | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $55112.47     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems, Inc.               | Telephone and Data Systems, Inc.                        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $58205.84     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                     | Magnolia Oil & Gas Corp., Class A                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3319 | NS      | $71358.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3543 | NS      | $60904.17     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                      | American Woodmark Corp.                                 | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       262 | NS      | $14768.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       520 | NS      | $11918.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | Collegium Pharmaceutical, Inc.                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       561 | NS      | $16347.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                         | Peabody Energy Corp.                                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2111 | NS      | $27780.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management, Inc.               | Acadian Asset Management, Inc.                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       487 | NS      | $14663.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                           | FB Financial Corp.                                      | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       609 | NS      | $26582.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.          | KKR Real Estate Finance Trust, Inc.                     | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      1002 | NS      | $8947.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                  | DoubleVerify Holdings, Inc.                             | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2439 | NS      | $33511.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                 | Neogen Corp.                                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3429 | NS      | $20093.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       611 | NS      | $37521.51     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                      | Mesa Laboratories, Inc.                                 | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        94 | NS      | $9458.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                      | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       659 | NS      | $92760.84     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                            | Robert Half, Inc.                                       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1746 | NS      | $79949.34     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                 | Grocery Outlet Holding Corp.                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $22923.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.                       | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1736 | NS      | $47930.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus, Inc.                               | Metallus, Inc.                                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       649 | NS      | $8196.87      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       774 | NS      | $9535.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1026 | NS      | $10885.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                         | Signet Jewelers Ltd.                                    | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |       756 | NS      | $50326.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                           | Clear Secure, Inc., Class A                             | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1635 | NS      | $40466.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.         | Easterly Government Properties, Inc.                    | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       689 | NS      | $14971.97     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                          | Ichor Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |       588 | NS      | $9278.64      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                | SkyWest, Inc.                                           | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       701 | NS      | $71116.45     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       465 | NS      | $10932.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                 | Avista Corp.                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1376 | NS      | $52989.76     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       717 | NS      | $29662.29     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      3489 | NS      | $31261.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                        | Kaiser Aluminum Corp.                                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $19962.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                            | Hanesbrands, Inc.                                       | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      6134 | NS      | $30363.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi, Inc.                                   | Angi, Inc., Class A                                     | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       646 | NS      | $10109.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                 | Unitil Corp.                                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $15462.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    500006 | PA      | $500006.21    | 1.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                     | Lumen Technologies, Inc.                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     17630 | NS      | $69109.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.                     | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       535 | NS      | $11748.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    416672 | PA      | $416671.84    | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                                  | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2306 | NS      | $36135.02     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1434 | NS      | $6366.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                    | WD-40 Co.                                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       235 | NS      | $57253.05     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                          | Park National Corp.                                     | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |       252 | NS      | $40965.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                                  | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       461 | NS      | $79047.67     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                         | ADMA Biologics, Inc.                                    | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4106 | NS      | $81463.04     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                  | International Seaways, Inc.                             | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       701 | NS      | $25972.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                | Topgolf Callaway Brands Corp.                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      2458 | NS      | $15583.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                 | Enovis Corp.                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |       989 | NS      | $30955.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      2080 | NS      | $19094.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                             | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1025 | NS      | $47396.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                       | Veritex Holdings, Inc.                                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       947 | NS      | $22917.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                    | American States Water Co.                               | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       657 | NS      | $51817.59     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                                  | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $60269.71     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                        | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2177 | NS      | $39534.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                 | Azenta, Inc.                                            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       794 | NS      | $21215.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                   | Dana, Inc.                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2241 | NS      | $37267.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                    | Alexander & Baldwin, Inc.                               | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1262 | NS      | $22602.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2827 | NS      | $56483.46     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.           | Stewart Information Services Corp.                      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       482 | NS      | $29083.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                                | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       338 | NS      | $11836.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                     | U.S. Treasury Bills                                     | CUSIP: 912797PS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $998233.33    | 3.69%             | 2025-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rogers Corp.                                 | Rogers Corp.                                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       295 | NS      | $19638.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                               | Materion Corp.                                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       361 | NS      | $27952.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                   | Par Pacific Holdings, Inc.                              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       972 | NS      | $20985.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.              | CSG Systems International, Inc.                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       479 | NS      | $31642.74     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                      | Arcus Biosciences, Inc.                                 | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1166 | NS      | $10412.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                    | Century Communities, Inc.                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       473 | NS      | $24534.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                | Worthington Enterprises, Inc.                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       539 | NS      | $31752.49     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                       | Global Net Lease, Inc.                                  | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      3441 | NS      | $26702.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                 | ServisFirst Bancshares, Inc.                            | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $64902.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                        | CSW Industrials, Inc.                                   | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       292 | NS      | $89290.68     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                         | Outfront Media, Inc.                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2390 | NS      | $39482.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                        | StepStone Group, Inc., Class A                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1148 | NS      | $66411.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                       | Simulations Plus, Inc.                                  | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       282 | NS      | $8980.29      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc., Class A                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1083 | NS      | $53770.95     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.                          | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      1946 | NS      | $48572.16     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                          | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      2080 | NS      | $40060.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                       | Fulton Financial Corp.                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      3162 | NS      | $54544.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                 | ACADIA Pharmaceuticals, Inc.                            | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      2139 | NS      | $46138.23     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                 | Kadant, Inc.                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       204 | NS      | $64037.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                | Certara, Inc.                                           | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1902 | NS      | $21606.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                               | Sprinklr, Inc., Class A                                 | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      1940 | NS      | $16373.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                  | Hertz Global Holdings, Inc.                             | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      2130 | NS      | $13951.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                           | Shutterstock, Inc.                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       417 | NS      | $7693.65      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                             | MGE Energy, Inc.                                        | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $56901.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                | Sanmina Corp.                                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       942 | NS      | $79777.98     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc., Class A                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $35496.63     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                 | Kohl's Corp.                                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1934 | NS      | $15723.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                 | Deluxe Corp.                                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       769 | NS      | $10973.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                              | HCI Group, Inc.                                         | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       147 | NS      | $24809.19     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                     | Enerpac Tool Group Corp., Class A                       | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       944 | NS      | $40478.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc., Class B                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       816 | NS      | $18906.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The)                                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2596 | NS      | $26297.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1125 | NS      | $69153.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       524 | NS      | $9222.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       491 | NS      | $27113.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                | Pacific Premier Bancorp, Inc.                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1675 | NS      | $35510.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       659 | NS      | $13911.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                    | US Physical Therapy, Inc.                               | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       263 | NS      | $19722.37     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                             | CVR Energy, Inc.                                        | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       594 | NS      | $13893.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                         | WSFS Financial Corp.                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1019 | NS      | $53894.91     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                 | Enviri Corp.                                            | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1390 | NS      | $11328.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                         | Cohen & Steers, Inc.                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       465 | NS      | $35730.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1770 | NS      | $15416.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       411 | NS      | $15576.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                           | World Kinect Corp.                                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1008 | NS      | $27609.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       538 | NS      | $11540.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1279 | NS      | $22075.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                        | MGP Ingredients, Inc.                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       244 | NS      | $7178.48      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       584 | NS      | $50142.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.              | Arrowhead Pharmaceuticals, Inc.                         | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2190 | NS      | $35193.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                 | Banner Corp.                                            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $36990.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc., Class A                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       712 | NS      | $27853.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc., Class A                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1363 | NS      | $54138.36     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       404 | NS      | $64429.92     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                      | Sturm Ruger & Co., Inc.                                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       292 | NS      | $10570.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                  | Greenbrier Cos., Inc. (The)                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       545 | NS      | $24563.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       783 | NS      | $90514.80     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       742 | NS      | $24070.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                 | CONMED Corp.                                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       537 | NS      | $30474.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                        | SL Green Realty Corp.                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1217 | NS      | $69089.09     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                      | BioLife Solutions, Inc.                                 | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       629 | NS      | $13762.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                              | Frontdoor, Inc.                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1317 | NS      | $72448.17     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       473 | NS      | $50426.53     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                              | MYR Group, Inc.                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       279 | NS      | $43761.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       652 | NS      | $16762.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                    | Fox Factory Holding Corp.                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       723 | NS      | $18544.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.          | Integra LifeSciences Holdings Corp.                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1153 | NS      | $14596.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       389 | NS      | $13226.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                       | Hayward Holdings, Inc.                                  | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $34470.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       982 | NS      | $14995.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger, Inc.                                 | Tanger, Inc.                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1923 | NS      | $57305.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       340 | NS      | $77489.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                         | LTC Properties, Inc.                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       787 | NS      | $27851.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                     | U.S. Treasury Bills                                     | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1600000 | PA      | $1599433.87   | 5.91%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trupanion, Inc.                              | Trupanion, Inc.                                         | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       580 | NS      | $27370.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                            | Schrodinger, Inc.                                       | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |       963 | NS      | $20820.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.             | National Presto Industries, Inc.                        | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        89 | NS      | $7622.85      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    863594 | PA      | $863593.68    | 3.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Triumph Financial, Inc.                      | Triumph Financial, Inc.                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       381 | NS      | $22010.37     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                      | Vir Biotechnology, Inc.                                 | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $7918.82      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      4474 | NS      | $41250.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                   | California Resources Corp.                              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1238 | NS      | $54682.46     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                               | Artivion, Inc.                                          | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       657 | NS      | $19434.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                          | Ready Capital Corp.                                     | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      2927 | NS      | $13083.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                         | Corsair Gaming, Inc.                                    | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       781 | NS      | $6864.99      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      3001 | NS      | $12694.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                            | AdaptHealth Corp., Class A                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1844 | NS      | $16559.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                           | STAAR Surgical Co.                                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       856 | NS      | $15245.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       958 | NS      | $30368.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                     | Arbor Realty Trust, Inc.                                | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      3276 | NS      | $31384.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield plc                      | Cushman & Wakefield plc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      3987 | NS      | $39989.61     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                          | AeroVironment, Inc.                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       487 | NS      | $86700.61     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                              | B&G Foods, Inc.                                         | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1374 | NS      | $5784.54      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                        | Dorman Products, Inc.                                   | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       472 | NS      | $61034.32     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                 | Impinj, Inc.                                            | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       403 | NS      | $45978.27     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                        | Marten Transport Ltd.                                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1005 | NS      | $13105.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp.                      | WillScot Holdings Corp.                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      3209 | NS      | $86482.55     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       531 | NS      | $85124.61     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                 | Diodes, Inc.                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       805 | NS      | $35742.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc., Class A                         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       255 | NS      | $17832.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                | HB Fuller Co.                                           | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       950 | NS      | $53029.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                    | Millrose Properties, Inc.                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2089 | NS      | $58220.43     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                     | Digi International, Inc.                                | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       641 | NS      | $20774.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                               | Safehold, Inc.                                          | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       795 | NS      | $11980.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.              | Papa John's International, Inc.                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       567 | NS      | $25656.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                           | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       221 | NS      | $18506.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                     | Tompkins Financial Corp.                                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       219 | NS      | $13446.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                               | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       289 | NS      | $16970.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.               | Protagonist Therapeutics, Inc.                          | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $49178.92     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                                     | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1823 | NS      | $84331.98     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                     | Penn Entertainment, Inc.                                | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2599 | NS      | $38543.17     | 0.14%             |  |  |  | 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        |     53101 | NS      | $53101.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc., Class C                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1441 | NS      | $44339.57     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                         | ABM Industries, Inc.                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1080 | NS      | $56862.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                   | Corcept Therapeutics, Inc.                              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1618 | NS      | $125492.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc., Class A                      | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $9929.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                              | BlackLine, Inc.                                         | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       902 | NS      | $50448.86     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       656 | NS      | $75295.68     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1376 | NS      | $7430.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       720 | NS      | $20757.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                | Kennedy-Wilson Holdings, Inc.                           | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      2051 | NS      | $13064.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                  | Adeia, Inc.                                             | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1898 | NS      | $24370.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                         | Terreno Realty Corp.                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1732 | NS      | $97719.44     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                        | Payoneer Global, Inc.                                   | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      4460 | NS      | $30372.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                                          | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       213 | NS      | $17808.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                      | Progress Software Corp.                                 | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       754 | NS      | $46416.24     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.             | Zurn Elkay Water Solutions Corp.                        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2482 | NS      | $89823.58     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                 | SolarEdge Technologies, Inc.                            | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1006 | NS      | $17967.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       798 | NS      | $32829.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                   | Gates Industrial Corp. plc                              | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      3947 | NS      | $83479.05     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                             | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       682 | NS      | $58917.98     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                           | Macerich Co. (The)                                      | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      4317 | NS      | $69849.06     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                             | City Holding Co.                                        | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       256 | NS      | $30179.84     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                   | Edgewell Personal Care Co.                              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       837 | NS      | $23117.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                          | PC Connection, Inc.                                     | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       215 | NS      | $14061.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2676 | NS      | $35082.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                 | Matson, Inc.                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       576 | NS      | $65001.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.                        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       758 | NS      | $117967.54    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                           | DXC Technology Co.                                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3145 | NS      | $47804.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       355 | NS      | $29181.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       625 | NS      | $22825.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                          | Upbound Group, Inc.                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       886 | NS      | $20324.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                         | Bank of Hawaii Corp.                                    | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       690 | NS      | $45891.90     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                             | NCR Atleos Corp.                                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      1259 | NS      | $33376.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                                         | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1909 | NS      | $41921.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       511 | NS      | $126840.42    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1041 | NS      | $101091.51    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                             | Otter Tail Corp.                                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $56032.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                            | NeoGenomics, Inc.                                       | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2229 | NS      | $16227.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                | New York Mortgage Trust, Inc.                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      1574 | NS      | $10278.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                | Inspire Medical Systems, Inc.                           | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       516 | NS      | $71311.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                  | Minerals Technologies, Inc.                             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       554 | NS      | $31456.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       354 | NS      | $15455.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                  | DigitalOcean Holdings, Inc.                             | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      1106 | NS      | $31299.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                             | FormFactor, Inc.                                        | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1346 | NS      | $40178.10     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.           | Prestige Consumer Healthcare, Inc.                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $73676.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                | Select Medical Holdings Corp.                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1816 | NS      | $27766.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                | Knowles Corp.                                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1524 | NS      | $25008.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group, Inc.                    | Privia Health Group, Inc.                               | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1793 | NS      | $40808.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                           | Interparfums, Inc.                                      | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $42636.86     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       903 | NS      | $12145.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                   | Albany International Corp., Class A                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       545 | NS      | $36008.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.                         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1205 | NS      | $49296.55     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                         | Enact Holdings, Inc.                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       505 | NS      | $17877.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       375 | NS      | $15142.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       163 | NS      | $27643.17     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1246 | NS      | $28458.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                | Glaukos Corp.                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       958 | NS      | $90329.82     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       821 | NS      | $16370.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                      | Penguin Solutions, Inc.                                 | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |       926 | NS      | $16445.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       358 | NS      | $10213.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                                   | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       825 | NS      | $22209.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                     | Lakeland Financial Corp.                                | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $26522.41     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.                    | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $33551.14     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc., Class A                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      7412 | NS      | $52254.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas, Inc.                     | Northern Oil & Gas, Inc.                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1725 | NS      | $45850.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.             | Kulicke & Soffa Industries, Inc.                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       927 | NS      | $29803.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                                         | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       348 | NS      | $7377.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                     | Alarm.com Holdings, Inc.                                | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       858 | NS      | $49249.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality, Inc.    | Pursuit Attractions and Hospitality, Inc.               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       370 | NS      | $10319.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                 | Arcosa, Inc.                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       847 | NS      | $73070.69     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                        | Krystal Biotech, Inc.                                   | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       440 | NS      | $55422.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6646 | NC      | $-930132.34   | -3.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Stepan Co.                                   | Stepan Co.                                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       368 | NS      | $19978.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                               | Harmonic, Inc.                                          | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      2034 | NS      | $18346.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1953 | NS      | $108098.55    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.                         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1755 | NS      | $33467.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                             | Sealed Air Corp.                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2531 | NS      | $81498.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                   | Yelp, Inc., Class A                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1143 | NS      | $43628.31     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                                 | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1142 | NS      | $37206.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                                      | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       880 | NS      | $25748.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                | Sterling Infrastructure, Inc.                           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       532 | NS      | $100021.32    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                         | Douglas Emmett, Inc.                                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2910 | NS      | $41409.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                         | JBG SMITH Properties                                    | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $25102.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                   | Granite Construction, Inc.                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       755 | NS      | $67534.75     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       958 | NS      | $18748.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.                         | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       682 | NS      | $17500.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                                 | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $10526.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1383 | NS      | $9625.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                            | S&T Bancorp, Inc.                                       | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       664 | NS      | $24342.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                               | Ingevity Corp.                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       632 | NS      | $26145.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                     | Perdoceo Education Corp.                                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1073 | NS      | $36524.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.                         | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       468 | NS      | $12495.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1622 | NS      | $123304.44    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                        | Mr Cooper Group, Inc.                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1105 | NS      | $143130.65    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                            | Forward Air Corp.                                       | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $5839.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                             | WisdomTree, Inc.                                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      1988 | NS      | $18766.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                            | Shake Shack, Inc., Class A                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       696 | NS      | $90333.84     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                | Summit Hotel Properties, Inc.                           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      1884 | NS      | $8251.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                      | Veris Residential, Inc.                                 | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      1402 | NS      | $21310.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                | Sylvamo Corp.                                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       592 | NS      | $31358.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                          | MARA Holdings, Inc.                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      5890 | NS      | $83166.80     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group, Inc.              | Everus Construction Group, Inc.                         | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       885 | NS      | $51250.35     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                         | Century Aluminum Co.                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       903 | NS      | $13987.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1726 | NS      | $26321.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                    | CTS Corp.                                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       522 | NS      | $21240.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       415 | NS      | $32390.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                 | SiTime Corp.                                            | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $64899.17     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                                 | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       750 | NS      | $6712.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                      | Veeco Instruments, Inc.                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1006 | NS      | $19425.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       449 | NS      | $41608.83     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co.                                | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       160 | NS      | $5769.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1659 | NS      | $40081.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                            | OSI Systems, Inc.                                       | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       271 | NS      | $59378.81     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2279 | NS      | $42731.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                   | DNOW, Inc.                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1834 | NS      | $26446.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                  | Vicor Corp.                                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       402 | NS      | $17543.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.               | Medical Properties Trust, Inc.                          | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     10429 | NS      | $47660.53     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                             | Kennametal, Inc.                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1345 | NS      | $28957.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                            | Alamo Group, Inc.                                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       180 | NS      | $35647.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.               | Bread Financial Holdings, Inc.                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       854 | NS      | $43758.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       585 | NS      | $7868.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.          | Alpha Metallurgical Resources, Inc.                     | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $21287.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                   | Highwoods Properties, Inc.                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1868 | NS      | $55479.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                           | Pitney Bowes, Inc.                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      2743 | NS      | $28252.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                              | AMERISAFE, Inc.                                         | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       330 | NS      | $15665.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                                    | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       862 | NS      | $59133.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                  | Phillips Edison & Co., Inc.                             | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      2173 | NS      | $77054.58     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                 | Simmons First National Corp., Class A                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      2181 | NS      | $40915.56     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6108 | NS      | $33716.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                     | G-III Apparel Group Ltd.                                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       671 | NS      | $19492.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                 | Chefs' Warehouse, Inc. (The)                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       610 | NS      | $38905.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       396 | NS      | $15558.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                        | Quaker Chemical Corp.                                   | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       238 | NS      | $25808.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1772 | NS      | $52911.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      3037 | NS      | $33285.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                               | Archrock, Inc.                                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3042 | NS      | $75745.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.              | Atlantic Union Bankshares Corp.                         | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2263 | NS      | $67935.26     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6391 | NC      | $-1035328.45  | -3.82%            |  |  |  | No            |                  2 | On Loan: No      |
| eXp World Holdings, Inc.                     | eXp World Holdings, Inc.                                | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      1466 | NS      | $12490.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                              | BancFirst Corp.                                         | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       347 | NS      | $42925.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)               | Cheesecake Factory, Inc. (The)                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       815 | NS      | $44963.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                        | Leggett & Platt, Inc.                                   | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2334 | NS      | $21146.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                    | AZZ, Inc.                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       519 | NS      | $47068.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                             | BorgWarner, Inc.                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      3798 | NS      | $125675.82    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       462 | NS      | $25169.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel, Inc.                      | Worthington Steel, Inc.                                 | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       609 | NS      | $15164.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                | Vericel Corp.                                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       857 | NS      | $35389.82     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                    | FMC Corp.                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2167 | NS      | $87893.52     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                         | Liberty Energy, Inc., Class A                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2813 | NS      | $32602.67     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $22873.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                   | Green Brick Partners, Inc.                              | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       533 | NS      | $31153.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                         | First Hawaiian, Inc.                                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2196 | NS      | $52440.48     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                           | MP Materials Corp.                                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      2098 | NS      | $45715.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.               | Quanex Building Products Corp.                          | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       821 | NS      | $13735.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                | Progyny, Inc.                                           | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1286 | NS      | $27649.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.           | Provident Financial Services, Inc.                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2268 | NS      | $37875.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                 | Core Natural Resources, Inc.                            | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       881 | NS      | $61053.30     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro, Inc.                                  | Enpro, Inc.                                             | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       365 | NS      | $67576.10     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                              | PRA Group, Inc.                                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       686 | NS      | $9734.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.                  | Innovex International, Inc.                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       673 | NS      | $9287.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                      | TransMedics Group, Inc.                                 | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       584 | NS      | $74238.08     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                                         | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       632 | NS      | $13531.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                              | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $30871.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc., Class A                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1338 | NS      | $15239.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                           | Buckle, Inc. (The)                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       519 | NS      | $22114.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                                 | N-able, Inc.                                            | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1226 | NS      | $9550.54      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    291670 | PA      | $291670.28    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                           | StoneX Group, Inc.                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       743 | NS      | $62898.67     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                              | Cable One, Inc.                                         | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        80 | NS      | $11706.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                       | Tri Pointe Homes, Inc.                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $47934.48     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1141 | NS      | $26573.89     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1468 | NS      | $20772.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                         | Thryv Holdings, Inc.                                    | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       701 | NS      | $9323.30      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                       | Dycom Industries, Inc.                                  | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       507 | NS      | $116569.44    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp., Class A                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1800 | NS      | $103698.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                                   | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       558 | NS      | $19814.58     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       507 | NS      | $25836.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                   | Dynavax Technologies Corp.                              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      2124 | NS      | $20793.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.    | Kratos Defense & Security Solutions, Inc.               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      2656 | NS      | $97979.84     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      2824 | NS      | $86442.64     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1366 | NS      | $28972.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                           | Piper Sandler Cos.                                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       279 | NS      | $70154.55     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       442 | NS      | $38515.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                           | ProAssurance Corp.                                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       889 | NS      | $20615.91     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1464 | NS      | $11916.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                         | CareTrust REIT, Inc.                                    | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      3259 | NS      | $93728.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                           | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1009 | NS      | $10624.77     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.  | HA Sustainable Infrastructure Capital, Inc.             | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      2066 | NS      | $51753.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1299 | NS      | $44140.02     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                          | Owens & Minor, Inc.                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1283 | NS      | $8467.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      3898 | NS      | $29196.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                        | Virtu Financial, Inc., Class A                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1389 | NS      | $55823.91     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                                       | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1223 | NS      | $23897.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                            | Masterbrand, Inc.                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2208 | NS      | $22521.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                   | Tandem Diabetes Care, Inc.                              | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1141 | NS      | $22614.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                            | MillerKnoll, Inc.                                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1185 | NS      | $19990.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer