# EDGAR Filing Document

**Accession Number:** 0001064046
**File Stem:** 0001752724-23-045058
**Filing Date:** 2023-2
**Character Count:** 148452
**Document Hash:** d50b26a2806914fe5b96937ad0a24da7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045058.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RYDEX VARIABLE TRUST
- **CENTRAL INDEX KEY:** 0001064046
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08821
- **FILM NUMBER:** 23680360

**BUSINESS ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850
- **BUSINESS PHONE:** 301-296-5100

**MAIL ADDRESS:**
- **STREET 1:** 702 KING FARM BOULEVARD
- **STREET 2:** SUITE 200
- **CITY:** ROCKVILLE
- **STATE:** MD
- **ZIP:** 20850

## Series and Classes Contracts Data

### Mid-Cap 1.5x Strategy Fund (Series ID: S000003727)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000010396 | Variable Annuity |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Rydex Variable Trust

- **b. Investment Company Act file number:** 811-08821

- **c. CIK number of Registrant:** 0001064046

- **d. LEI of Registrant:** 549300LJH0YR8RY3N305

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

  - **Street Address 1:** 702 King Farm Blvd., Suite 200

  - **City:** Rockville

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20850

  - **Telephone number:** 301-296-5100

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

- **a. Name of Series:** Mid-Cap 1.5x Strategy Fund

- **b. EDGAR series identifier (if any):** S000003727

- **c. LEI of Series:** 549300FY166SAJP5HI71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4602776.58

**Total Liabilities:** $69626.18

**Net Assets:** $4533150.40

**Cash Not Reported:** $54.83

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000010396 | 15.58%               | 8.75%                | -8.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10808.26                | $318586.85                                 |
| Month 2  | $-22405.83               | $218007.62                                 |
| Month 3  | $32870.24                | $-232302.17                                |

**Designated Index Information**

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

- **Index Identifier:** SNP400

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fair Isaac Corp                               | Fair Isaac Corp.                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |        40 | NS      | $23943.20     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                    | Azenta, Inc.                                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       120 | NS      | $6986.40      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                  | MSC Industrial Direct Company, Inc.                        | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        76 | NS      | $6209.20      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                          | National Fuel Gas Co.                                      | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |       146 | NS      | $9241.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol                | MACOM Technology Solutions Holdings, Inc.                  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        82 | NS      | $5164.36      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                          | Range Resources Corp.                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |       387 | NS      | $9682.74      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                              | Under Armour, Inc.                                         | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       315 | NS      | $2809.80      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                                | Five Below, Inc.                                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |        89 | NS      | $15741.43     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                         | East West Bancorp, Inc.                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       225 | NS      | $14827.50     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                 | Cable One, Inc.                                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |         8 | NS      | $5694.88      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                    | Adient plc                                                 | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |       152 | NS      | $5272.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                              | Skechers USA, Inc.                                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       215 | NS      | $9019.25      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                        | Universal Display Corp.                                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $7562.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                         | New York Times Co.                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       263 | NS      | $8536.98      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                         | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |       160 | NS      | $9569.60      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                           | BellRing Brands, Inc.                                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |       217 | NS      | $5563.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                    | Sabra Health Care REIT, Inc.                               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       369 | NS      | $4586.67      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Ultra Short Duration Fund - Institutional Class | CUSIP: 40169J523<br>LEI: N/A                  | Long             | EC               | RF                | US        |     15965 | NS      | $153904.05    | 3.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                                   | Ashland, Inc.                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |        80 | NS      | $8602.40      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                                 | Primerica, Inc.                                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        59 | NS      | $8367.38      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                   | Kohl's Corp.                                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |       187 | NS      | $4721.75      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                    | Lattice Semiconductor Corp.                                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       219 | NS      | $14208.72     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                       | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |       672 | NS      | $7600.32      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc                 | Lincoln Electric Holdings, Inc.                            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        92 | NS      | $13293.08     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                                | PDC Energy, Inc.                                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |       147 | NS      | $9331.56      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                 | Affiliated Managers Group, Inc.                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |        60 | NS      | $9505.80      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                     | Dick's Sporting Goods, Inc.                                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        89 | NS      | $10705.81     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                   | Healthcare Realty Trust, Inc.                              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       609 | NS      | $11735.43     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                    | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       227 | NS      | $7867.82      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp.                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |       137 | NS      | $6629.43      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                           | Travel + Leisure Co.                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       130 | NS      | $4732.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                          | Lamar Advertising Co.                                      | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |       140 | NS      | $13216.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp.                                          | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       104 | NS      | $7315.36      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                    | Macy's, Inc.                                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       433 | NS      | $8941.45      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                             | ACI Worldwide, Inc.                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       180 | NS      | $4140.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                   | Polaris, Inc.                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |        87 | NS      | $8787.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                          | JetBlue Airways Corp.                                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |       518 | NS      | $3356.64      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                      | Manhattan Associates, Inc.                                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |       100 | NS      | $12140.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I                | Hawaiian Electric Industries, Inc.                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       175 | NS      | $7323.75      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                           | MKS Instruments, Inc.                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |        91 | NS      | $7710.43      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                         | Antero Midstream Corp.                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       536 | NS      | $5783.44      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                    | Mattel, Inc.                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       567 | NS      | $10115.28     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                      | Tandem Diabetes Care, Inc.                                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |       103 | NS      | $4629.85      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                          | Deckers Outdoor Corp.                                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        42 | NS      | $16764.72     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                        | Werner Enterprises, Inc.                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |        94 | NS      | $3784.44      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                                | TD SYNNEX Corp.                                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        67 | NS      | $6345.57      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                            | Capri Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | US        |       206 | NS      | $11807.92     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |       299 | NS      | $12267.97     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                        | Columbia Sportswear Co.                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        57 | NS      | $4992.06      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                   | IDACORP, Inc.                                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |        81 | NS      | $8735.85      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                             | Crane Holdings Co.                                         | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |        76 | NS      | $7634.20      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp                                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |       469 | NS      | $8432.62      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                           | Silgan Holdings, Inc.                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       134 | NS      | $6946.56      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                        | Power Integrations, Inc.                                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |        91 | NS      | $6526.52      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                   | SiTime Corp.                                               | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        26 | NS      | $2642.12      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                             | NorthWestern Corp.                                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |        92 | NS      | $5459.28      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif, Inc.                                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        41 | NS      | $2749.46      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                 | Coherent Corp.                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |       222 | NS      | $7792.20      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                           | Churchill Downs, Inc.                                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |        53 | NS      | $11205.79     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                 | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |       293 | NS      | $10044.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                         | CommVault Systems, Inc.                                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |        71 | NS      | $4461.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                      | Cullen/Frost Bankers, Inc.                                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |       103 | NS      | $13771.10     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                            | nVent Electric plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       266 | NS      | $10233.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                | Ziff Davis, Inc.                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |        75 | NS      | $5932.50      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                       | CNO Financial Group, Inc.                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |       183 | NS      | $4181.55      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                | PBF Energy, Inc.                                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       183 | NS      | $7462.74      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage Inc                              | Life Storage, Inc.                                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |       136 | NS      | $13396.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                             | YETI Holdings, Inc.                                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       138 | NS      | $5700.78      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons, Inc.                                    | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |        69 | NS      | $2764.14      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                      | Dana, Inc.                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |       204 | NS      | $3086.52      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS CAPITAL INC.                         | Barclays Capital, Inc.                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    212042 | PA      | $212042.07    | 4.68%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust                 | First Industrial Realty Trust, Inc.                        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       211 | NS      | $10182.86     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                 | Selective Insurance Group, Inc.                            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |        96 | NS      | $8506.56      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                           | Mercury Systems, Inc.                                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |        93 | NS      | $4160.82      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                   | Maximus, Inc.                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |        97 | NS      | $7113.01      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                      | PVH Corp.                                                  | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |       104 | NS      | $7341.36      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                            | Sonoco Products Co.                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |       156 | NS      | $9470.76      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                             | Patterson Companies, Inc.                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |       139 | NS      | $3896.17      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY BILL                                 | U.S. Treasury Bills                                        | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199826.37    | 4.41%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                         | AECOM                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |       223 | NS      | $18939.39     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                              | Carlisle Companies, Inc.                                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        83 | NS      | $19558.95     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                               | ICU Medical, Inc.                                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |        32 | NS      | $5039.36      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                             | Lithia Motors, Inc.                                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |        44 | NS      | $9008.56      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                     | Olin Corp.                                                 | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       204 | NS      | $10799.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                   | Gap, Inc.                                                  | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |       337 | NS      | $3801.36      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                   | ONE Gas, Inc.                                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |        87 | NS      | $6587.64      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |        65 | NS      | $4799.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                        | CACI International, Inc.                                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        38 | NS      | $11422.42     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                 | Repligen Corp.                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |        83 | NS      | $14052.73     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                            | Douglas Emmett, Inc.                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $4406.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                                    | Alcoa Corp.                                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       283 | NS      | $12868.01     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN, Inc.                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |        80 | NS      | $6518.40      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc                         | Lumentum Holdings, Inc.                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |       109 | NS      | $5686.53      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                | Stericycle, Inc.                                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |       147 | NS      | $7333.83      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                  | Vontier Corp.                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |       253 | NS      | $4890.49      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                         | Fulton Financial Corp.                                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |       268 | NS      | $4510.44      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                  | Medical Properties Trust, Inc.                             | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |       957 | NS      | $10660.98     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                       | Essential Utilities, Inc.                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |       382 | NS      | $18232.86     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                | Tetra Tech, Inc.                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |        85 | NS      | $12341.15     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                                | Perrigo Company plc                                        | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | US        |       215 | NS      | $7329.35      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                          | Pilgrim's Pride Corp.                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |        72 | NS      | $1708.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                | Cracker Barrel Old Country Store, Inc.                     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |        35 | NS      | $3315.90      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                         | Tenet Healthcare Corp.                                     | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       173 | NS      | $8440.67      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                   | FNB Corp.                                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |       561 | NS      | $7321.05      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                     | GATX Corp.                                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |        56 | NS      | $5955.04      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                    | ALLETE, Inc.                                               | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |        91 | NS      | $5870.41      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                         | Lancaster Colony Corp.                                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |        32 | NS      | $6313.60      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                      | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |        73 | NS      | $20300.57     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                        | Victoria's Secret & Co.                                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       130 | NS      | $4651.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                              | DT Midstream, Inc.                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $8565.30      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                        | Valmont Industries, Inc.                                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |        34 | NS      | $11242.78     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                         | Avis Budget Group, Inc.                                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |        40 | NS      | $6557.20      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                      | SLM Corp.                                                  | CUSIP: 78442P106<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | EC               | CORP              | US        |       400 | NS      | $6640.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                        | Southwestern Energy Co.                                    | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |      1765 | NS      | $10325.25     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                 | H&R Block, Inc.                                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |       249 | NS      | $9090.99      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                     | Jabil, Inc.                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |       215 | NS      | $14663.00     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                        | Option Care Health, Inc.                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |       247 | NS      | $7432.23      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                           | Xerox Holdings Corp.                                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |       179 | NS      | $2613.40      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                | EPR Properties                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       120 | NS      | $4526.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                          | Medpace Holdings, Inc.                                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |        40 | NS      | $8496.40      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                     | Halozyme Therapeutics, Inc.                                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |       216 | NS      | $12290.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                     | Kinsale Capital Group, Inc.                                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |        34 | NS      | $8891.68      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                                   | Bruker Corp.                                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |       160 | NS      | $10936.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                           | Landstar System, Inc.                                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |        57 | NS      | $9285.30      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                             | ManpowerGroup, Inc.                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |        81 | NS      | $6740.01      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                     | Scotts Miracle-Gro Co.                                     | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |        65 | NS      | $3158.35      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                      | Jazz Pharmaceuticals plc                                   | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | US        |       101 | NS      | $16090.31     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                     | Brighthouse Financial, Inc.                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       111 | NS      | $5690.97      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO                    | Commerce Bancshares, Inc.                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       183 | NS      | $12436.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                                      | NCR Corp.                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       220 | NS      | $5150.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                 | Synaptics, Inc.                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |        64 | NS      | $6090.24      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                | AptarGroup, Inc.                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       104 | NS      | $11437.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                          | Amkor Technology, Inc.                                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       161 | NS      | $3860.78      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                    | Casey's General Stores, Inc.                               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        60 | NS      | $13461.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                 | Ingevity Corp.                                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        56 | NS      | $3944.64      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                             | PNM Resources, Inc.                                        | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       137 | NS      | $6684.23      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                       | XPO, Inc.                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |       184 | NS      | $6125.36      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati                | Science Applications International Corp.                   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |        88 | NS      | $9761.84      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                 | Papa John's International, Inc.                            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |        51 | NS      | $4197.81      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                             | Flowers Foods, Inc.                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |       307 | NS      | $8823.18      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                | New York Community Bancorp, Inc.                           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      1088 | NS      | $9356.80      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                        | Energizer Holdings, Inc.                                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |       106 | NS      | $3556.30      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                             | Syneos Health, Inc.                                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |       165 | NS      | $6052.20      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                          | MGIC Investment Corp.                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       475 | NS      | $6175.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                      | United Bankshares, Inc.                                    | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       215 | NS      | $8705.35      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                  | Wyndham Hotels & Resorts, Inc.                             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |       141 | NS      | $10054.71     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                     | Janus Henderson Group plc                                  | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | US        |       212 | NS      | $4986.24      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                    | Coca-Cola Consolidated, Inc.                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |         7 | NS      | $3586.52      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                      | Builders FirstSource, Inc.                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |       235 | NS      | $15246.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                | Littelfuse, Inc.                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |        40 | NS      | $8808.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                              | Cirrus Logic, Inc.                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        88 | NS      | $6554.24      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                        | Ormat Technologies, Inc.                                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        78 | NS      | $6745.44      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                      | Saia, Inc.                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        42 | NS      | $8806.56      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                     | Performance Food Group Co.                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       249 | NS      | $14539.11     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                     | Spire, Inc.                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |        84 | NS      | $5784.24      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                  | Evercore, Inc.                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |        57 | NS      | $6217.56      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                        | Paylocity Holding Corp.                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        66 | NS      | $12821.16     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       119 | NS      | $4854.01      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                 | Independence Realty Trust, Inc.                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       358 | NS      | $6035.88      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                     | Graco, Inc.                                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |       270 | NS      | $18160.20     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                             | STAAR Surgical Co.                                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |        77 | NS      | $3737.58      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                           | World Wrestling Entertainment, Inc.                        | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |        69 | NS      | $4727.88      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                                   | Trex Company, Inc.                                         | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $7450.08      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                                | Royal Gold, Inc.                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |       105 | NS      | $11835.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                            | Globus Medical, Inc.                                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |       124 | NS      | $9209.48      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                           | PotlatchDeltic Corp.                                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |       129 | NS      | $5674.71      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                 | Insperity, Inc.                                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |        57 | NS      | $6475.20      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide C                | Marriott Vacations Worldwide Corp.                         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |        61 | NS      | $8209.99      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                            | Regal Rexnord Corp.                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |       106 | NS      | $12717.88     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                          | Kyndryl Holdings, Inc.                                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |       326 | NS      | $3625.12      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                               | EMCOR Group, Inc.                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |        76 | NS      | $11256.36     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp                      | United States Steel Corp.                                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |       375 | NS      | $9393.75      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                    | Cabot Corp.                                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |        90 | NS      | $6015.60      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                           | Axon Enterprise, Inc.                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       108 | NS      | $17920.44     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                             | Middleby Corp.                                             | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        86 | NS      | $11515.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                        | Synovus Financial Corp.                                    | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       233 | NS      | $8749.15      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                   | Neogen Corp.                                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |       346 | NS      | $5269.58      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                           | Leggett & Platt, Inc.                                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       212 | NS      | $6832.76      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                       | Wintrust Financial Corp.                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |        97 | NS      | $8198.44      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |       149 | NS      | $12709.70     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                        | Home BancShares, Inc.                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $6905.37      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                       | MDU Resources Group, Inc.                                  | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Long             | EC               | CORP              | US        |       325 | NS      | $9860.50      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International In                | Choice Hotels International, Inc.                          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |        44 | NS      | $4956.16      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                 | Goodyear Tire & Rubber Co.                                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |       452 | NS      | $4587.80      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                | ChampionX Corp.                                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       319 | NS      | $9247.81      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                             | MP Materials Corp.                                         | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $3593.44      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                      | Coty, Inc.                                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |       585 | NS      | $5007.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                   | Novanta, Inc.                                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $7744.59      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US                 | Service Corporation International                          | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       246 | NS      | $17008.44     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Ho                | Knight-Swift Transportation Holdings, Inc.                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $13469.37     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                       | WEX, Inc.                                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        70 | NS      | $11455.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr                | Corporate Office Properties Trust                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       180 | NS      | $4669.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                            | FTI Consulting, Inc.                                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |        55 | NS      | $8734.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                           | Harley-Davidson, Inc.                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |       213 | NS      | $8860.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                   | Grocery Outlet Holding Corp.                               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $4144.98      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                             | Acuity Brands, Inc.                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $8446.11      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                                 | GameStop Corp.                                             | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |       404 | NS      | $7457.84      | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                                  | Navient Corp.                                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |       169 | NS      | $2780.05      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                   | Progyny, Inc.                                              | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $3738.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                             | Clean Harbors, Inc.                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        80 | NS      | $9129.60      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                                  | Exelixis, Inc.                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       516 | NS      | $8276.64      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                    | Viasat, Inc.                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |       121 | NS      | $3829.65      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                  | LivaNova plc                                               | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | US        |        86 | NS      | $4776.44      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                          | Celsius Holdings, Inc.                                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        65 | NS      | $6762.60      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc                 | Rexford Industrial Realty, Inc.                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |       294 | NS      | $16064.16     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                             | Inari Medical, Inc.                                        | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        77 | NS      | $4894.12      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                    | Vicor Corp.                                                | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |        36 | NS      | $1935.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                       | RXO, Inc.                                                  | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |       184 | NS      | $3164.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc                | Omega Healthcare Investors, Inc.                           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |       375 | NS      | $10481.25     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                  | Reliance Steel & Aluminum Co.                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        94 | NS      | $19029.36     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                              | Boyd Gaming Corp.                                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       127 | NS      | $6925.31      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                      | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       177 | NS      | $7090.62      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                     | AGCO Corp.                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        99 | NS      | $13730.31     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                           | Texas Roadhouse, Inc.                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |       107 | NS      | $9731.65      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                    | Belden, Inc.                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        68 | NS      | $4889.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc                | Tempur Sealy International, Inc.                           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       274 | NS      | $9406.42      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                         | Shockwave Medical, Inc.                                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        58 | NS      | $11925.38     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                                | Flowserve Corp.                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |       209 | NS      | $6412.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                      | UGI Corp.                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |       335 | NS      | $12418.45     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                               | PacWest Bancorp                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |       188 | NS      | $4314.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                    | Sunrun, Inc.                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |       341 | NS      | $8190.82      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                        | Cousins Properties, Inc.                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |       242 | NS      | $6120.18      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I                | Reinsurance Group of America, Inc.                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       107 | NS      | $15203.63     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                       | IAA, Inc.                                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       214 | NS      | $8560.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                  | Texas Capital Bancshares, Inc.                             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |        80 | NS      | $4824.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                          | Matador Resources Co.                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |       180 | NS      | $10303.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                 | Annaly Capital Management, Inc.                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       748 | NS      | $15767.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                    | RenaissanceRe Holdings Ltd.                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | US        |        70 | NS      | $12896.10     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                         | Envista Holdings Corp.                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |       261 | NS      | $8787.87      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                | Old Republic International Corp.                           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       453 | NS      | $10939.95     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                    | Vishay Intertechnology, Inc.                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |       207 | NS      | $4464.99      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                            | IPG Photonics Corp.                                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |        51 | NS      | $4828.17      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                | Brink's Co.                                                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |        74 | NS      | $3974.54      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                  | Topgolf Callaway Brands Corp.                              | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       222 | NS      | $4384.50      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                               | Foot Locker, Inc.                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |       127 | NS      | $4799.33      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       292 | NS      | $7200.72      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                       | ExlService Holdings, Inc.                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        53 | NS      | $8979.79      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                                   | Masimo Corp.                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |        77 | NS      | $11392.15     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                          | SL Green Realty Corp.                                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       103 | NS      | $3473.16      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I                | BJ's Wholesale Club Holdings, Inc.                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |       216 | NS      | $14290.56     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc                | Fortune Brands Innovations, Inc.                           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |       205 | NS      | $11707.55     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                           | Glacier Bancorp, Inc.                                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       177 | NS      | $8747.34      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                              | HF Sinclair Corp.                                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $11156.35     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                  | Visteon Corp.                                              | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |        45 | NS      | $5887.35      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc                 | Interactive Brokers Group, Inc.                            | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |       165 | NS      | $11937.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                  | Watts Water Technologies, Inc.                             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |        44 | NS      | $6434.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                      | Silicon Laboratories, Inc.                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        53 | NS      | $7190.51      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co.                                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |       344 | NS      | $3873.44      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                     | Calix, Inc.                                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |        91 | NS      | $6227.13      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                          | Umpqua Holdings Corp.                                      | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |       347 | NS      | $6193.95      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology Inc                          | Aspen Technology, Inc.                                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |        46 | NS      | $9448.40      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                    | Southwest Gas Holdings, Inc.                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $6126.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                | Pinnacle Financial Partners, Inc.                          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |       122 | NS      | $8954.80      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                | American Financial Group, Inc.                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       112 | NS      | $15375.36     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                | MSA Safety, Inc.                                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |        59 | NS      | $8507.21      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                     | New Jersey Resources Corp.                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       154 | NS      | $7641.48      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                              | Under Armour, Inc.                                         | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |       302 | NS      | $3068.32      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr                | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       135 | NS      | $4876.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                     | Avnet, Inc.                                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       146 | NS      | $6070.68      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                                 | Nordstrom, Inc.                                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |       178 | NS      | $2872.92      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                       | KBR, Inc.                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |       219 | NS      | $11563.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                 | Blackbaud, Inc.                                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |        71 | NS      | $4179.06      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                     | Esab Corp.                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |        83 | NS      | $3894.36      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       358 | NS      | $14409.50     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                      | Fox Factory Holding Corp.                                  | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |        68 | NS      | $6203.64      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                 | Envestnet, Inc.                                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |        88 | NS      | $5429.60      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                         | Antero Resources Corp.                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       442 | NS      | $13697.58     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                              | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |       172 | NS      | $6687.36      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc                           | Williams-Sonoma, Inc.                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |       107 | NS      | $12296.44     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                        | Penn Entertainment, Inc.                                   | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $7365.60      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                      | Equitrans Midstream Corp.                                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |       692 | NS      | $4636.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc                      | Lennox International, Inc.                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |        52 | NS      | $12439.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                                  | Oshkosh Corp.                                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       105 | NS      | $9259.95      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                    | Sensient Technologies Corp.                                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |        67 | NS      | $4885.64      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                          | Associated Banc-Corp.                                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |       241 | NS      | $5564.69      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                         | RPM International, Inc.                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |       207 | NS      | $20172.15     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA SECURITIES, INC.                         | BofA Securities, Inc.                                      | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |    212701 | PA      | $212700.82    | 4.69%             |  |  |  | No            |                  2 | On Loan: No      |
| LHC Group Inc                                 | LHC Group, Inc.                                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |        50 | NS      | $8084.50      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                            | Voya Financial, Inc.                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |       155 | NS      | $9530.95      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                                   | Kemper Corp.                                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       102 | NS      | $5018.40      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                          | Federated Hermes, Inc.                                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       135 | NS      | $4901.85      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                    | Brixmor Property Group, Inc.                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |       480 | NS      | $10881.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Funds                          | First American Government Obligations Fund - Class X       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |      5717 | NS      | $5716.90      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                 | International Bancshares Corp.                             | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |        84 | NS      | $3843.84      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                 | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |       163 | NS      | $5486.58      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                    | Worthington Industries, Inc.                               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |        49 | NS      | $2435.79      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                                  | Amedisys, Inc.                                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |        52 | NS      | $4344.08      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                               | Chemours Co.                                               | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       241 | NS      | $7379.42      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                                   | Hexcel Corp.                                               | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |       135 | NS      | $7944.75      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                              | QuidelOrtho Corp.                                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |        86 | NS      | $7367.62      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                 | First American Financial Corp.                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |       166 | NS      | $8688.44      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                | First Financial Bankshares, Inc.                           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |       208 | NS      | $7155.20      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                               | Hanesbrands, Inc.                                          | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |       558 | NS      | $3548.88      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                              | Sotera Health Co.                                          | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $1316.14      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                           | Thor Industries, Inc.                                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |        86 | NS      | $6492.14      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                                | Wendy's Co.                                                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       273 | NS      | $6177.99      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                   | Cognex Corp.                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |       277 | NS      | $13049.47     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                                 | Westlake Corp.                                             | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |        55 | NS      | $5639.70      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                    | Watsco, Inc.                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |        53 | NS      | $13218.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                          | Cleveland-Cliffs, Inc.                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |       824 | NS      | $13274.64     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                         | Stifel Financial Corp.                                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       170 | NS      | $9922.90      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                               | Murphy Oil Corp.                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |       234 | NS      | $10064.34     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                                 | Timken Co.                                                 | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       106 | NS      | $7491.02      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                       | NOV, Inc.                                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       628 | NS      | $13118.92     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed Inc                                 | Wolfspeed, Inc.                                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |       199 | NS      | $13738.96     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                            | RH                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |        31 | NS      | $8282.89      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                    | Ciena Corp.                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       237 | NS      | $12082.26     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                        | Jones Lang LaSalle, Inc.                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        76 | NS      | $12112.12     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                    | J.P. Morgan Securities LLC                                 | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    553022 | PA      | $553022.09    | 12.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                       | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       210 | NS      | $2811.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                 | TopBuild Corp.                                             | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        51 | NS      | $7980.99      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                     | Park Hotels & Resorts, Inc.                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       360 | NS      | $4244.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                | Frontier Communications Parent, Inc.                       | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $9096.36      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                  | Wingstop, Inc.                                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        48 | NS      | $6605.76      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                | NewMarket Corp.                                            | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        11 | NS      | $3422.21      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                             | GXO Logistics, Inc.                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       190 | NS      | $8111.10      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                      | Highwoods Properties, Inc.                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       168 | NS      | $4700.64      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                        | Louisiana-Pacific Corp.                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       115 | NS      | $6808.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                  | Portland General Electric Co.                              | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       143 | NS      | $7007.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                             | Brunswick Corp.                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       116 | NS      | $8361.28      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                       | Nexstar Media Group, Inc.                                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |        60 | NS      | $10501.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                  | Simpson Manufacturing Company, Inc.                        | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        68 | NS      | $6028.88      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal, Inc.                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |       129 | NS      | $3103.74      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                              | Haemonetics Corp.                                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |        81 | NS      | $6370.65      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                               | Concentrix Corp.                                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        68 | NS      | $9054.88      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                                   | Genpact Ltd.                                               | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | US        |       270 | NS      | $12506.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                     | TEGNA, Inc.                                                | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       357 | NS      | $7564.83      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                | Hanover Insurance Group, Inc.                              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        57 | NS      | $7702.41      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp                    | Apartment Income REIT Corp.                                | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $8234.40      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties Inc                | National Retail Properties, Inc.                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |       286 | NS      | $13087.36     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                    | Iridium Communications, Inc.                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       201 | NS      | $10331.40     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                   | Avient Corp.                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       137 | NS      | $4625.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                          | Dycom Industries, Inc.                                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |        47 | NS      | $4399.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                       | Physicians Realty Trust                                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |       365 | NS      | $5281.55      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                        | Webster Financial Corp.                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       278 | NS      | $13160.52     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                            | Kilroy Realty Corp.                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       168 | NS      | $6496.56      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                  | Rayonier, Inc.                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       234 | NS      | $7712.64      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                             | Toll Brothers, Inc.                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |       169 | NS      | $8436.48      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                              | Ryder System, Inc.                                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        80 | NS      | $6685.60      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                      | Acadia Healthcare Company, Inc.                            | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |       146 | NS      | $12018.72     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                          | JBG SMITH Properties                                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       158 | NS      | $2998.84      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                      | Allegro MicroSystems, Inc.                                 | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $3122.08      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                 | Arrowhead Pharmaceuticals, Inc.                            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |       169 | NS      | $6854.64      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                    | Grand Canyon Education, Inc.                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        49 | NS      | $5177.34      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                           | Eagle Materials, Inc.                                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        59 | NS      | $7838.15      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                                  | Woodward, Inc.                                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |        96 | NS      | $9274.56      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                             | Helen of Troy Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        38 | NS      | $4214.58      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                            | First Horizon Corp.                                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       858 | NS      | $21021.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                                   | Chemed Corp.                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |        24 | NS      | $12250.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                         | Lantheus Holdings, Inc.                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       110 | NS      | $5605.60      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                    | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |       154 | NS      | $18393.76     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank plc                             | S&P MidCap 400 Index                                       | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | N/A              | DE               |  | US        |       465 | NC      | $-52603.74    | -1.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FirstCash Holdings Inc                        | FirstCash Holdings, Inc.                                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $5214.60      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                    | Terex Corp.                                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       108 | NS      | $4613.76      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                       | ITT, Inc.                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       132 | NS      | $10705.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                 | SunPower Corp.                                             | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |       137 | NS      | $2470.11      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                 | Integra LifeSciences Holdings Corp.                        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |       116 | NS      | $6504.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                | Murphy USA, Inc.                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        33 | NS      | $9224.82      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                            | CNX Resources Corp.                                        | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |       289 | NS      | $4866.76      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                               | OGE Energy Corp.                                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       320 | NS      | $12656.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                                | AutoNation, Inc.                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $5901.50      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guggenheim Partners Investment Management LLC | Guggenheim Strategy Fund II                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | RF                | US        |      3259 | NS      | $78334.84     | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                      | RLI Corp.                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |        65 | NS      | $8532.55      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                              | Donaldson Company, Inc.                                    | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |       196 | NS      | $11538.52     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                   | Hubbell, Inc.                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        86 | NS      | $20182.48     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                    | Kirby Corp.                                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        96 | NS      | $6177.60      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                     | Prosperity Bancshares, Inc.                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $10611.28     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                        | Boston Beer Company, Inc.                                  | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |        15 | NS      | $4942.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                                  | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        61 | NS      | $13570.06     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                            | Graham Holdings Co.                                        | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |         6 | NS      | $3625.26      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                 | Valvoline, Inc.                                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |       283 | NS      | $9239.95      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |       133 | NS      | $4236.05      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                         | Arrow Electronics, Inc.                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        98 | NS      | $10247.86     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                            | SEI Investments Co.                                        | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |       164 | NS      | $9561.20      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                          | Chart Industries, Inc.                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        67 | NS      | $7720.41      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                               | TripAdvisor, Inc.                                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       168 | NS      | $3020.64      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital Inc                     | Spirit Realty Capital, Inc.                                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |       223 | NS      | $8904.39      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                  | Carter's, Inc.                                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |        61 | NS      | $4551.21      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                    | R1 RCM, Inc.                                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       220 | NS      | $2409.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp                            | STORE Capital Corp.                                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       425 | NS      | $13625.50     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas                                   | S&P MidCap 400 Index                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DE               |  | US        |        58 | NC      | $-4459.44     | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Gentex Corp                                   | Gentex Corp.                                               | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       375 | NS      | $10226.25     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                        | Washington Federal, Inc.                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $3522.75      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                            | Light & Wonder, Inc.                                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |       150 | NS      | $8790.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                         | Euronet Worldwide, Inc.                                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |        75 | NS      | $7078.50      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                     | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       173 | NS      | $5250.55      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                   | Enovis Corp.                                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |        76 | NS      | $4067.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                                   | Toro Co.                                                   | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       167 | NS      | $18904.40     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                              | HealthEquity, Inc.                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |       135 | NS      | $8321.40      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                          | Commercial Metals Co.                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       188 | NS      | $9080.40      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                    | Qualys, Inc.                                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |        55 | NS      | $6172.65      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                     | Crocs, Inc.                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |        99 | NS      | $10734.57     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                             | Post Holdings, Inc.                                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        87 | NS      | $7852.62      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                      | EastGroup Properties, Inc.                                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        70 | NS      | $10364.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                      | Super Micro Computer, Inc.                                 | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |        74 | NS      | $6075.40      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                 | Dynatrace, Inc.                                            | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       322 | NS      | $12332.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                       | Darling Ingredients, Inc.                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |       256 | NS      | $16023.04     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell, Inc.                                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |        71 | NS      | $3579.82      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                    | MasTec, Inc.                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        94 | NS      | $8021.02      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                 | Ingredion, Inc.                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       105 | NS      | $10282.65     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                   | S&P MidCap 400 Index                                       | CUSIP: N/A<br>LEI: W22LROWP2IHZNBB6K528       | N/A              | DE               |  | US        |       908 | NC      | $-46810.00    | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp                           | Curtiss-Wright Corp.                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |        61 | NS      | $10186.39     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                    | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       169 | NS      | $5470.53      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                          | Univar Solutions, Inc.                                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |       261 | NS      | $8299.80      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                          | Western Union Co.                                          | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |       618 | NS      | $8509.86      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                            | UMB Financial Corp.                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |        70 | NS      | $5846.40      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holding                | Ollie's Bargain Outlet Holdings, Inc.                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |        93 | NS      | $4356.12      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                     | Lear Corp.                                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |        95 | NS      | $11781.90     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $7367.50      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Instruments Corp                     | National Instruments Corp.                                 | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |       209 | NS      | $7712.10      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                           | Bank of Hawaii Corp.                                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |        64 | NS      | $4963.84      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Rydex Variable Trust

**Signature:** Jim Howley

**Name of Signer:** Jim Howley

**Title:** CFO