# EDGAR Filing Document

**Accession Number:** 0001503123
**File Stem:** 0001752724-23-015835
**Filing Date:** 2023-1
**Character Count:** 191031
**Document Hash:** 35f09b44e761436fa23bc289442950b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015835.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001752724-23-015835

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DBX ETF TRUST
- **CENTRAL INDEX KEY:** 0001503123
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22487
- **FILM NUMBER:** 23560409

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DBX ETF Trust
- **DATE OF NAME CHANGE:** 20101008

## Series and Classes Contracts Data

### Xtrackers S&P SmallCap 600 ESG ETF (Series ID: S000070349)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000223769 | Xtrackers S&P SmallCap 600 ESG ETF | SMLE            |

## Nport-Ex

**DBX ETF Trust** 

**SCHEDULE OF INVESTMENTS** 

**Xtrackers S&P SmallCap 600 ESG ETF** 

**November 30, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
|  | **Number of**<br>**Shares** | **Value** |
| **COMMON STOCKS - 99.6%** |  |  |
| **Communication Services - 1.2%** |  |  |
| Cars.com, Inc.\* | 1142 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16879 |
| Cinemark Holdings, Inc.\* | 1866 | 25396 |
| Consolidated Communications Holdings, Inc.\* | 1267 | 5853 |
| EW Scripps Co., Class A\* | 1009 | 15115 |
| QuinStreet, Inc.\* | 888 | 12636 |
| Scholastic Corp. | 524 | 21547 |
| TechTarget, Inc.\* | 477 | 21780 |
| Thryv Holdings, Inc.\* | 531 | 10185 |
| (Cost $148,859) |  | 129391 |
| **Consumer Discretionary - 11.9%** |  |  |
| Aaron's Co., Inc. | 505 | 6156 |
| Abercrombie & Fitch Co., Class A\* | 886 | 21246 |
| Adtalem Global Education, Inc.\* | 808 | 33613 |
| American Axle & Manufacturing Holdings, Inc.\* | 1992 | 20737 |
| America's Car-Mart, Inc.\* | 100 | 7276 |
| Asbury Automotive Group, Inc.\* | 390 | 73172 |
| Bed Bath & Beyond, Inc.\* | 1209 | 4111 |
| Big Lots, Inc. | 500 | 9750 |
| BJ's Restaurants, Inc.\* | 414 | 13281 |
| Bloomin' Brands, Inc. | 1600 | 36032 |
| Boot Barn Holdings, Inc.\* | 531 | 35763 |
| Brinker International, Inc.\* | 774 | 25890 |
| Buckle, Inc. | 517 | 22722 |
| Caleres, Inc. | 661 | 15970 |
| Cavco Industries, Inc.\* | 146 | 33526 |
| Century Communities, Inc. | 506 | 24369 |
| Cheesecake Factory, Inc.(a) | 860 | 30134 |
| Chico's FAS, Inc.\* | 2225 | 13061 |
| Children's Place, Inc.\* | 223 | 7917 |
| Dine Brands Global, Inc.(a) | 271 | 20214 |
| Ethan Allen Interiors, Inc. | 398 | 11323 |
| Gentherm, Inc.\* | 591 | 42310 |
| Group 1 Automotive, Inc. | 280 | 54135 |
| Guess?, Inc.(a) | 575 | 11937 |
| Hibbett, Inc. | 228 | 15198 |
| Installed Building Products, Inc. | 416 | 35331 |
| iRobot Corp.\* | 483 | 25159 |
| Jack in the Box, Inc. | 372 | 26896 |
| Kontoor Brands, Inc.(a) | 882 | 38323 |
| La-Z-Boy, Inc. | 760 | 20695 |
| LCI Industries | 452 | 44685 |
| LGI Homes, Inc.\*(a) | 359 | 35663 |
| Liquidity Services, Inc.\* | 476 | 7944 |
| MarineMax, Inc.\* | 380 | 12551 |
| MDC Holdings, Inc. | 1017 | 32981 |
| Monro, Inc. | 580 | 26373 |
| Motorcar Parts of America, Inc.\* | 316 | 3561 |
| Movado Group, Inc. | 269 | 8659 |
| ODP Corp.\* | 755 | 36338 |
| Patrick Industries, Inc. | 384 | 21477 |
| PetMed Express, Inc.(a) | 385 | 7623 |
| Rent-A-Center, Inc. | 935 | 22524 |
| Ruth's Hospitality Group, Inc. | 519 | 9088 |
| Sally Beauty Holdings, Inc.\* | 1943 | 22850 |
| Shake Shack, Inc., Class A\* | 668 | 35137 |
| Signet Jewelers Ltd.(a) | 825 | 53625 |
| Sleep Number Corp.\* | 389 | 11378 |
| Sonos, Inc.\* | 2228 | 39057 |
| Standard Motor Products, Inc. | 332 | 12752 |
| Steven Madden Ltd. | 1310 | 45247 |
| Strategic Education, Inc. | 399 | 32638 |
| Tupperware Brands Corp.\* | 671 | 3107 |
| Universal Electronics, Inc.\* | 210 | 4593 |
| Winnebago Industries, Inc. | 566 | 33162 |
| Wolverine World Wide, Inc. | 1396 | 15635 |
| WW International, Inc.\* | 960 | 3965 |
| (Cost $1,562,538) |  | 1318860 |
| **Consumer Staples - 5.0%** |  |  |
| Calavo Growers, Inc. | 314 | 10977 |
| Cal-Maine Foods, Inc.(a) | 671 | 39106 |
| Edgewell Personal Care Co. | 914 | 39494 |
| elf Beauty, Inc.\* | 887 | 48749 |
| Fresh Del Monte Produce, Inc. | 531 | 14698 |
| Hostess Brands, Inc.\* | 2406 | 63518 |
| J & J Snack Foods Corp. | 266 | 43629 |
| John B Sanfilippo & Son, Inc. | 161 | 13635 |
| Medifast, Inc. | 191 | 24076 |
| MGP Ingredients, Inc. | 269 | 33641 |
| PriceSmart, Inc. | 451 | 32039 |
| Seneca Foods Corp., Class A\* | 99 | 6364 |
| Simply Good Foods Co.\* | 1509 | 60209 |
| SpartanNash Co. | 656 | 21550 |
| TreeHouse Foods, Inc.\* | 897 | 44339 |
| United Natural Foods, Inc.\* | 1039 | 49540 |
| USANA Health Sciences, Inc.\* | 204 | 11228 |
| (Cost $484,947) |  | 556792 |
| **Energy - 4.4%** |  |  |
| Archrock, Inc. | 2473 | 21540 |
| Bristow Group, Inc.\* | 415 | 10790 |
| Core Laboratories NV | 806 | 17474 |
| DMC Global, Inc.\* | 349 | 6418 |
| Green Plains, Inc.\* | 1037 | 35839 |
| Helix Energy Solutions Group, Inc.\* | 2494 | 15912 |
| Helmerich & Payne, Inc. | 1877 | 95877 |
| Laredo Petroleum, Inc.\* | 298 | 19021 |
| Nabors Industries Ltd.\* | 155 | 24541 |
| Par Pacific Holdings, Inc.\* | 967 | 22657 |

---

------

---

| | | |
|:---|:---|:---|
| Patterson-UTI Energy, Inc. | 3847 | 69054 |
| SM Energy Co. | 2163.0 | 93247 |
| Talos Energy, Inc.\* | 1137.0 | 22342 |
| World Fuel Services Corp. | 1103.0 | 31380 |
| (Cost $379,419) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486092 |
| **Financials - 20.0%** |  |  |
| Ambac Financial Group, Inc.\* | 817.0 | 13284 |
| American Equity Investment Life Holding Co. | 1261.0 | 51083 |
| Ameris Bancorp | 1147.0 | 60653 |
| AMERISAFE, Inc. | 336.0 | 19948 |
| Assured Guaranty Ltd. | 1096.0 | 72961 |
| Banc of California, Inc. | 996.0 | 16902 |
| Bancorp, Inc.\* | 1021.0 | 30599 |
| BankUnited, Inc. | 1383.0 | 50784 |
| Banner Corp. | 612.0 | 43219 |
| Berkshire Hills Bancorp, Inc. | 818.0 | 25505 |
| Blucora, Inc.\* | 829.0 | 20766 |
| Brightsphere Investment Group, Inc. | 572.0 | 11646 |
| Central Pacific Financial Corp. | 488.0 | 10341 |
| City Holding Co. | 261.0 | 26601 |
| Community Bank System, Inc. | 947.0 | 61688 |
| Customers Bancorp, Inc.\* | 555.0 | 17910 |
| Donnelley Financial Solutions, Inc.\* | 446.0 | 17028 |
| Eagle Bancorp, Inc. | 563.0 | 26551 |
| Ellington Financial, Inc. REIT | 1027.0 | 14008 |
| Encore Capital Group, Inc.\* | 420.0 | 21168 |
| Enova International, Inc.\* | 558.0 | 22510 |
| FB Financial Corp. | 629.0 | 26928 |
| First BanCorp | 3343.0 | 51415 |
| First Financial Bancorp | 1678.0 | 44350 |
| First Hawaiian, Inc. | 2269.0 | 60242 |
| Franklin BSP Realty Trust, Inc. REIT(a) | 1467.0 | 21418 |
| Genworth Financial, Inc., Class A\* | 8850.0 | 44516 |
| Green Dot Corp., Class A\* | 830.0 | 16915 |
| Hanmi Financial Corp. | 544.0 | 14715 |
| Heritage Financial Corp. | 614.0 | 20201 |
| Hilltop Holdings, Inc. | 796.0 | 23721 |
| HomeStreet, Inc. | 330.0 | 9009 |
| Hope Bancorp, Inc. | 2093.0 | 28507 |
| Horace Mann Educators Corp. | 727.0 | 28055 |
| Independent Bank Corp. | 811.0 | 73412 |
| Independent Bank Group, Inc. | 630.0 | 41542 |
| Invesco Mortgage Capital, Inc. REIT | 581.0 | 7629 |
| Lakeland Financial Corp. | 443.0 | 34979 |
| Mr Cooper Group, Inc.\* | 1272.0 | 57444 |
| National Bank Holdings Corp., Class A | 542.0 | 25208 |
| NBT Bancorp, Inc. | 751.0 | 34666 |
| New York Mortgage Trust, Inc. REIT | 6575.0 | 18476 |
| Northfield Bancorp, Inc. | 755.0 | 12042 |
| Northwest Bancshares, Inc. | 2266.0 | 34647 |
| OFG Bancorp | 852.0 | 24682 |
| Pacific Premier Bancorp, Inc. | 1682.0 | 62150 |
| Park National Corp.(a) | 260.0 | 39346 |
| Pathward Financial, Inc. | 514.0 | 22374 |
| PennyMac Mortgage Investment Trust REIT(a) | 1608.0 | 24554 |
| Piper Sandler Cos. | 248.0 | 35628 |
| PRA Group, Inc.\* | 689.0 | 23688 |
| ProAssurance Corp. | 978.0 | 19550 |
| Provident Financial Services, Inc. | 1337.0 | 30123 |
| Redwood Trust, Inc. REIT | 2103.0 | 16614 |
| S&T Bancorp, Inc. | 681.0 | 25483 |
| Seacoast Banking Corp. of Florida | 1087.0 | 37371 |
| ServisFirst Bancshares, Inc. | 861.0 | 65281 |
| Simmons First National Corp., Class A | 2258.0 | 52408 |
| Southside Bancshares, Inc. | 529.0 | 19224 |
| Stewart Information Services Corp. | 474.0 | 20979 |
| StoneX Group, Inc.\* | 308.0 | 31253 |
| Tompkins Financial Corp. | 223.0 | 18629 |
| Triumph Bancorp, Inc.\* | 412.0 | 24621 |
| Trupanion, Inc.\*(a) | 617.0 | 32251 |
| Trustmark Corp. | 1090.0 | 39872 |
| Two Harbors Investment Corp. REIT | 1486.0 | 24370 |
| United Fire Group, Inc. | 384.0 | 11731 |
| Veritex Holdings, Inc. | 941.0 | 30733 |
| Virtus Investment Partners, Inc. | 124.0 | 24049 |
| Westamerica BanCorp | 480.0 | 29640 |
| WisdomTree, Inc. | 1954.0 | 10884 |
| World Acceptance Corp.\* | 69.0 | 4893 |
| WSFS Financial Corp. | 1116.0 | 54137 |
| (Cost $2,139,024) |  | 2221710 |
| **Health Care - 10.4%** |  |  |
| Addus HomeCare Corp.\* | 281.0 | 30989 |
| Allscripts Healthcare Solutions, Inc.\* | 1998.0 | 37842 |
| AMN Healthcare Services, Inc.\* | 772.0 | 95496 |
| Amphastar Pharmaceuticals, Inc.\* | 691.0 | 20378 |
| AngioDynamics, Inc.\* | 686.0 | 8884 |
| Anika Therapeutics, Inc.\* | 268.0 | 8453 |
| Avanos Medical, Inc.\* | 825.0 | 22192 |
| Avid Bioservices, Inc.\*(a) | 1113.0 | 17430 |
| Cara Therapeutics, Inc.\* | 845.0 | 9971 |
| Coherus Biosciences, Inc.\* | 1141.0 | 7827 |
| Collegium Pharmaceutical, Inc.\* | 603.0 | 13188 |
| Community Health Systems, Inc.\* | 2283.0 | 7831 |
| Computer Programs and Systems, Inc.\* | 267.0 | 7903 |
| CONMED Corp. | 544.0 | 45070 |
| CorVel Corp.\* | 161.0 | 24628 |
| Cross Country Healthcare, Inc.\*(a) | 655.0 | 23436 |
| Cytokinetics, Inc.\* | 1659.0 | 70508 |
| Eagle Pharmaceuticals, Inc.\* | 187.0 | 6792 |
| Emergent BioSolutions, Inc.\* | 781.0 | 9606 |

---

------

---

| | | |
|:---|:---|:---|
| Enanta Pharmaceuticals, Inc.\* | 339.0 | 14845 |
| Ensign Group, Inc. | 974.0 | 92530 |
| Fulgent Genetics, Inc.\* | 370.0 | 13420 |
| Glaukos Corp.\* | 853.0 | 39724 |
| Innoviva, Inc.\* | 1076.0 | 14128 |
| Inogen, Inc.\* | 404.0 | 9017 |
| iTeos Therapeutics, Inc.\* | 428.0 | 8624 |
| Ligand Pharmaceuticals, Inc.\* | 279.0 | 20339 |
| Merit Medical Systems, Inc.\* | 1007.0 | 72504 |
| ModivCare, Inc.\* | 221.0 | 17017 |
| Myriad Genetics, Inc.\* | 1401.0 | 28384 |
| Nektar Therapeutics\* | 3271.0 | 9159 |
| NextGen Healthcare, Inc.\*(a) | 977.0 | 20322 |
| OraSure Technologies, Inc.\* | 1383.0 | 6970 |
| Organogenesis Holdings, Inc.\* | 1322.0 | 3622 |
| Orthofix Medical, Inc.\* | 350.0 | 6297 |
| Owens & Minor, Inc. | 1359.0 | 28009 |
| Pediatrix Medical Group, Inc.\* | 1489.0 | 23794 |
| Phibro Animal Health Corp., Class A | 409.0 | 5035 |
| Prestige Consumer Healthcare, Inc.\* | 872.0 | 53593 |
| RadNet, Inc.\* | 877.0 | 17338 |
| REGENXBIO, Inc.\* | 657.0 | 15702 |
| Select Medical Holdings Corp. | 1842.0 | 45276 |
| Surmodics, Inc.\* | 263.0 | 9502 |
| uniQure NV\* | 716.0 | 18945 |
| US Physical Therapy, Inc.(a) | 226.0 | 19529 |
| Vanda Pharmaceuticals, Inc.\* | 1005.0 | 10965 |
| Varex Imaging Corp.\* | 686.0 | 14571 |
| Vericel Corp.\* | 851.0 | 19428 |
| Xencor, Inc.\*(a) | 1073.0 | 31890 |
| (Cost $1,209,152) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1158903 |
| **Industrials - 16.6%** |  |  |
| AAON, Inc. | 743.0 | 58890 |
| ABM Industries, Inc. | 1185.0 | 55908 |
| Alamo Group, Inc. | 180.0 | 27090 |
| Allegiant Travel Co.\* | 281.0 | 23213 |
| Applied Industrial Technologies, Inc. | 676.0 | 89563 |
| ArcBest Corp. | 435.0 | 36005 |
| Astec Industries, Inc. | 398.0 | 17608 |
| Atlas Air Worldwide Holdings, Inc.\* | 452.0 | 45548 |
| AZZ, Inc. | 429.0 | 17859 |
| Boise Cascade Co. | 700.0 | 51828 |
| Brady Corp., Class A | 834.0 | 39949 |
| Comfort Systems USA, Inc. | 632.0 | 80112 |
| CoreCivic, Inc.\* | 2117.0 | 28114 |
| Deluxe Corp. | 744.0 | 14389 |
| Encore Wire Corp. | 340.0 | 49677 |
| Enerpac Tool Group Corp. | 1041.0 | 26067 |
| EnPro Industries, Inc. | 370.0 | 43956 |
| Federal Signal Corp. | 1076.0 | 52283 |
| Forrester Research, Inc.\* | 210.0 | 7388 |
| Forward Air Corp. | 475.0 | 53376 |
| Franklin Electric Co., Inc. | 689.0 | 57394 |
| GEO Group, Inc.\* | 2195.0 | 25945 |
| Granite Construction, Inc. | 784.0 | 28240 |
| Greenbrier Cos., Inc. | 559.0 | 21460 |
| Harsco Corp.\* | 1420.0 | 10622 |
| Healthcare Services Group, Inc. | 1331.0 | 18567 |
| Heartland Express, Inc. | 820.0 | 13727 |
| Heidrick & Struggles International, Inc. | 352.0 | 10454 |
| Hillenbrand, Inc. | 1230.0 | 61500 |
| HNI Corp. | 735.0 | 21315 |
| Interface, Inc. | 1049.0 | 11361 |
| John Bean Technologies Corp. | 565.0 | 51901 |
| KAR Auction Services, Inc.\* | 2079.0 | 28566 |
| Kelly Services, Inc., Class A | 589.0 | 10007 |
| Korn Ferry | 976.0 | 55661 |
| Lindsay Corp. | 192.0 | 33886 |
| Matson, Inc. | 694.0 | 44249 |
| Matthews International Corp., Class A | 556.0 | 17603 |
| MYR Group, Inc.\* | 297.0 | 28372 |
| NOW, Inc.\* | 1996.0 | 24910 |
| NV5 Global, Inc.\* | 217.0 | 31359 |
| PGT Innovations, Inc.\* | 1053.0 | 20839 |
| Pitney Bowes, Inc.(a) | 2705.0 | 10333 |
| Powell Industries, Inc. | 173.0 | 4553 |
| Proto Labs, Inc.\* | 494.0 | 13101 |
| Quanex Building Products Corp. | 590.0 | 14024 |
| Resideo Technologies, Inc.\* | 2580.0 | 41796 |
| SkyWest, Inc.\* | 917.0 | 16919 |
| SPX Technologies, Inc.\* | 798.0 | 53386 |
| Standex International Corp. | 210.0 | 22061 |
| Tennant Co. | 321.0 | 20393 |
| Titan International, Inc.\* | 905.0 | 12969 |
| Triumph Group, Inc.\* | 1134.0 | 12984 |
| TrueBlue, Inc.\* | 589.0 | 12711 |
| UFP Industries, Inc. | 1098.0 | 89882 |
| Veritiv Corp. | 250.0 | 33635 |
| Viad Corp.\* | 362.0 | 10719 |
| Wabash National Corp. | 877.0 | 21986 |
| (Cost $1,722,704) |  | 1838213 |
| **Information Technology - 13.7%** |  |  |
| 8x8, Inc.\*(a) | 2125.0 | 9095 |
| ADTRAN Holdings, Inc. | 1263.0 | 25601 |
| Agilysys, Inc.\* | 343.0 | 22775 |
| Alarm.com Holdings, Inc.\* | 880.0 | 43912 |
| Arlo Technologies, Inc.\* | 1533.0 | 5856 |
| Axcelis Technologies, Inc.\* | 589.0 | 47038 |
| Badger Meter, Inc. | 518.0 | 59995 |
| Cerence, Inc.\* | 689.0 | 14131 |
| CEVA, Inc.\* | 405.0 | 11004 |
| Cohu, Inc.\* | 870.0 | 31163 |

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| | | |
|:---|:---|:---|
| CTS Corp. | 557.0 | 23673 |
| Digi International, Inc.\* | 611.0 | 25949 |
| Diodes, Inc.\* | 801.0 | 73876 |
| Ebix, Inc. | 429.0 | 8147 |
| EVERTEC, Inc. | 1157.0 | 39072 |
| Extreme Networks, Inc.\* | 2274.0 | 47686 |
| Fabrinet\* | 650.0 | 86717 |
| FARO Technologies, Inc.\* | 325.0 | 9724 |
| FormFactor, Inc.\* | 1360.0 | 31375 |
| Harmonic, Inc.\* | 1838.0 | 28195 |
| Ichor Holdings Ltd.\* | 504.0 | 15009 |
| Insight Enterprises, Inc.\* | 542.0 | 56319 |
| InterDigital, Inc. | 533.0 | 26741 |
| Itron, Inc.\* | 801.0 | 42597 |
| Knowles Corp.\* | 1602.0 | 24991 |
| Kulicke & Soffa Industries, Inc. | 1028.0 | 49293 |
| LivePerson, Inc.\*(a) | 1184.0 | 13900 |
| Methode Electronics, Inc. | 665.0 | 30377 |
| NETGEAR, Inc.\* | 514.0 | 10141 |
| NetScout Systems, Inc.\* | 1211.0 | 45146 |
| OneSpan, Inc.\* | 672.0 | 8447 |
| Onto Innovation, Inc.\* | 873.0 | 69796 |
| OSI Systems, Inc.\* | 277.0 | 24509 |
| PDF Solutions, Inc.\* | 522.0 | 16375 |
| Perficient, Inc.\* | 612.0 | 43483 |
| Plexus Corp.\* | 492.0 | 54228 |
| Progress Software Corp. | 765.0 | 40790 |
| Rambus, Inc.\* | 1960.0 | 75225 |
| Rogers Corp.\* | 331.0 | 36092 |
| ScanSource, Inc.\* | 446.0 | 13318 |
| SPS Commerce, Inc.\* | 635.0 | 90335 |
| TTEC Holdings, Inc. | 334.0 | 16015 |
| Unisys Corp.\* | 1184.0 | 5091 |
| Veeco Instruments, Inc.\* | 929.0 | 18469 |
| Viavi Solutions, Inc.\* | 4028.0 | 45637 |
| (Cost $1,560,295) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517308 |
| **Materials - 5.9%** |  |  |
| AdvanSix, Inc. | 510.0 | 20991 |
| American Vanguard Corp. | 532.0 | 12236 |
| Arconic Corp.\* | 1832.0 | 43656 |
| Balchem Corp. | 566.0 | 79693 |
| Century Aluminum Co.\* | 913.0 | 8226 |
| Clearwater Paper Corp.\* | 297.0 | 11592 |
| Compass Minerals International, Inc. | 602.0 | 26699 |
| Hawkins, Inc. | 331.0 | 13770 |
| Haynes International, Inc. | 232.0 | 11591 |
| HB Fuller Co. | 940.0 | 75491 |
| Innospec, Inc. | 444.0 | 49235 |
| Kaiser Aluminum Corp. | 287.0 | 25945 |
| Koppers Holdings, Inc. | 349.0 | 10397 |
| Livent Corp.\*(a) | 3189.0 | 89260 |
| Olympic Steel, Inc. | 152.0 | 5334 |
| Quaker Chemical Corp.(a) | 239.0 | 47033 |
| Stepan Co. | 377.0 | 42062 |
| SunCoke Energy, Inc. | 1503.0 | 12715 |
| TimkenSteel Corp.\* | 734.0 | 13726 |
| Trinseo PLC | 628.0 | 15480 |
| Warrior Met Coal, Inc. | 929.0 | 34206 |
| (Cost $591,380) |  | 649338 |
| **Real Estate - 7.9%** |  |  |
| Acadia Realty Trust REIT | 1652.0 | 25408 |
| Agree Realty Corp. REIT | 1423.0 | 99539 |
| American Assets Trust, Inc. REIT | 924.0 | 27064 |
| Anywhere Real Estate, Inc.\* | 2009.0 | 15168 |
| Armada Hoffler Properties, Inc. REIT | 1180.0 | 14337 |
| Brandywine Realty Trust REIT | 2999.0 | 20723 |
| CareTrust REIT, Inc. REIT | 1748.0 | 34610 |
| Centerspace REIT | 270.0 | 17415 |
| Chatham Lodging Trust REIT\* | 908.0 | 12140 |
| Community Healthcare Trust, Inc. REIT | 413.0 | 14562 |
| DiamondRock Hospitality Co. REIT | 3750.0 | 35287 |
| Diversified Healthcare Trust REIT | 4410.0 | 4366 |
| Easterly Government Properties, Inc. REIT | 1624.0 | 25724 |
| Elme Communities REIT | 1560.0 | 30826 |
| Essential Properties Realty Trust, Inc. REIT | 2507.0 | 58187 |
| Getty Realty Corp. REIT | 745.0 | 24600 |
| Hersha Hospitality Trust, Class A REIT | 558.0 | 5373 |
| Innovative Industrial Properties, Inc. REIT | 499.0 | 60484 |
| iStar, Inc. REIT | 1536.0 | 12334 |
| LTC Properties, Inc. REIT | 704.0 | 27660 |
| Office Properties Income Trust REIT | 842.0 | 12874 |
| Retail Opportunity Investments Corp. REIT | 2227.0 | 33962 |
| RPT Realty REIT | 1479.0 | 16565 |
| Safehold, Inc. REIT | 118.0 | 3471 |
| Safehold, Inc. REIT | 302.0 | 8915 |
| SITE Centers Corp. REIT | 3342.0 | 45418 |
| Summit Hotel Properties, Inc. REIT | 1881.0 | 16083 |
| Tanger Factory Outlet Centers, Inc. REIT | 1818.0 | 35360 |
| Uniti Group, Inc. REIT | 4216.0 | 32126 |
| Universal Health Realty Income Trust REIT | 227.0 | 11915 |
| Urban Edge Properties REIT | 2112.0 | 33222 |
| Veris Residential, Inc. REIT\* | 1365.0 | 21922 |
| Whitestone REIT | 823.0 | 8008 |
| Xenia Hotels & Resorts, Inc. REIT | 2050.0 | 31611 |
| (Cost $977,199) |  | 877259 |

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| | | |
|:---|:---|:---|
| **Utilities - 2.6%** |  |  |
| American States Water Co. | 655 | 64183 |
| Avista Corp. | 1285 | 53045 |
| California Water Service Group | 970 | 62982 |
| Northwest Natural Holding Co. | 614 | 30768 |
| South Jersey Industries, Inc. | 2155 | 74778 |
| (Cost $250,837) |  | 285756 |
| **TOTAL COMMON STOCKS**<br> (Cost $11,026,354) |  | 11039622 |
| **OTHER INVESTMENTS - 0.0%** |  |  |
| **Health Care - 0.0%** |  |  |
| Omniab, Inc.\*(b)(c) | 105 | 0 |
| Omniab, Inc.\*(b)(c) | 105 | 0 |
| (Cost $0) |  | 0 |
| **TOTAL OTHER INVESTMENTS**<br> (Cost $0) |  | 0 |
| **EXCHANGE-TRADED FUNDS - 0.3%** |  |  |
| SPDR Portfolio S&P 600 Small Cap ETF |  |  |
| (Cost $34,616) | 918 | 36527 |
| **SECURITIES LENDING COLLATERAL - 0.2%** | **SECURITIES LENDING COLLATERAL - 0.2%** |  |
| DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) |  |  |
| (Cost $22,361) | 22361 | 22361 |
| **CASH EQUIVALENTS - 0.1%** |  |  |
| DWS Government Money Market Series "Institutional Shares", 3.74%(d) |  |  |
| (Cost $5,824) | 5824 | 5824 |
| TOTAL INVESTMENTS - 100.2%<br> (Cost $11,089,155) |  | $11104334 |
| Other assets and liabilities, net - (0.2%) |  | (19209) |
| NET ASSETS - 100.0% |  | $11085125 |

---

For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.

------

A summary of the Fund's transactions with affiliated investments during the period ended November 30, 2022 is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Value ($) at <br>8/31/2022** | **Purchases Cost**<br> **($)** | **Sales**<br>**Proceeds**<br>**($)** | **Net Realized<br>Gain/(Loss)**<br> **($)** | **Net Change in<br>Unrealized<br>Appreciation<br>(Depreciation)<br>($)** | **Income**<br> **($)** | **Capital Gain<br>Distributions**<br> **($)** | **Number of<br>Shares at<br>11/30/2022** | **Value ($) at<br>11/30/2022** |
|  SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% | SECURITIES LENDING COLLATERAL **—** 0.2% |
|  DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) | DWS Government & Agency Securities Portfolio "DWS Government Cash Institutional Shares", 3.69%(d)(e) |
| 22525 |  | (164) (f) |  |  | 108 |  | 22361 | 22361 |
|  CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% | CASH EQUIVALENTS **—** 0.1% |
|  DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) | DWS Government Money Market Series "Institutional Shares", 3.74% (d) |
| 33982 | 128692 | (156850) |  |  | 54 |  | 5824 | 5824 |
| 56507 | 128692 | (157014) |  |  | 162 |  | 28185 | 28185 |

---

\* Non-income producing security.

(a) All or a portion of these securities were on loan. In addition, "Other assets and liabilities, net"
may include pending sales that are also on loan. The value of securities loaned at November 30, 2022 amounted to $560,562, which is 5.1% of net assets.

(b) Investment was valued using significant unobservable inputs.

(c) Earnout Shares: Will vest based upon the achievement of certain volume-weighted average trading prices (VWAP)
for shares of OmniAb Inc. Earnout Shares are not transferrable until the vesting condition for the applicable tranche of Earnout Shares has been achieved.

(d) Affiliated fund managed by DWS Investment Management Americas, Inc. The rate shown is the annualized seven-day yield at period end.

(e) Represents cash collateral held in connection with securities lending. Income earned by the Fund is net of
borrower rebates. In addition, the Fund held non-cash U.S. Treasury securities collateral having a value of $535,580.

(f) Represents the net increase (purchase cost) or decrease (sales proceeds) in the amount invested in cash
collateral for the period ended November 30, 2022.

REIT: Real Estate Investment Trust

------

**Fair Value Measurements** 

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels. Level 1 includes quoted prices in active markets for identical securities. Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds and credit risk). Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments). The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities.

The following is a summary of the inputs used as of November 30, 2022 in valuing the Fund's investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Assets** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Common Stocks(a) | $11039622 | $– $|  | $11039622 |
| Other Investments |  | – | 0 | 0 |
| Exchange-Traded Funds | 36527 | – |  | 36527 |
| Short-Term Investments(a) | 28185 | – |  | 28185 |
| TOTAL | $11104334 | $– $| 0 | $11104334 |

---

(a) See Schedule of Investments for additional detailed categorizations.

**OBTAIN A FUND PROSPECTUS** 

**To obtain a summary prospectus, or prospectus, download one from www.Xtrackers.com, talk to your financial representative or call (855) 329-3837. Investing involves risk, including the possible loss of principal. We advise you to carefully consider the product's objectives, risks, charges and expenses before investing. The summary prospectus and prospectus contain this and other important information about the investment product. Please read the prospectus carefully before you invest. Xtrackers ETFs ("ETFs") are managed by DBX Advisors LLC (the "Adviser"), and distributed by ALPS Distributors, Inc. ("ALPS"). The Adviser is a subsidiary of DWS Group GmbH & Co. KGaA, and is not affiliated with ALPS. Shares are not individually redeemable, and owners of Shares may acquire those Shares from the Fund, or tender such Shares for redemption to the Fund, in Creation Units only.** 

The brand DWS represents DWS Group GmbH & Co. KGaA and any of its subsidiaries such as DWS Distributors, Inc. which offers investment products or DWS Investment Management Americas Inc. and RREEF America L.L.C. which offer advisory services.

NO BANK GUARANTEE \| NOT FDIC INSURED \| MAY LOSE VALUE

SMLE-PH1

R-089711-1 (5/24) DBX005195 (5/24)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DBX ETF Trust

- **b. Investment Company Act file number:** 811-22487

- **c. CIK number of Registrant:** 0001503123

- **d. LEI of Registrant:** DNLQXYGHEZ10Q9SIK386

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** Xtrackers S&P SmallCap 600 ESG ETF

- **b. EDGAR series identifier (if any):** S000070349

- **c. LEI of Series:** 549300B4QBM88MLC8W59

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

- **a. Date of fiscal year-end:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11115741.95

**Total Liabilities:** $30617.00

**Net Assets:** $11085124.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000223769 | -9.74%               | 12.41%               | 3.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-48440.69               | $-880783.19                                |
| Month 2  | $21993.73                | $1100098.52                                |
| Month 3  | $-7874.24                | $390311.71                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Safehold Inc                                                                          | Safehold Inc                                                                          | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       118 | NS      | $3470.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                                             | American Assets Trust Inc                                                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       924 | NS      | $27063.96     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                                      | Pitney Bowes Inc                                                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      2705 | NS      | $10333.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                                                                     | Owens & Minor Inc                                                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1359 | NS      | $28008.99     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                                                | Dine Brands Global Inc                                                                | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       271 | NS      | $20213.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Healthcare Trust Inc                                                        | Community Healthcare Trust Inc                                                        | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       413 | NS      | $14562.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                                                        | Omniab Inc/old                                                                        | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Acadia Realty Trust                                                                   | Acadia Realty Trust                                                                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1652 | NS      | $25407.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                                             | Sonos Inc                                                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2228 | NS      | $39056.84     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                                                  | Cavco Industries Inc                                                                  | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $33525.98     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                                                 | Cara Therapeutics Inc                                                                 | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |       845 | NS      | $9971.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                                               | Tompkins Financial Corp                                                               | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       223 | NS      | $18629.42     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                                                | American Vanguard Corp                                                                | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       532 | NS      | $12236.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                                                         | American Axle & Manufacturing Holdings Inc                                            | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1992 | NS      | $20736.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Ho                                                        | Consolidated Communications Holdings Inc                                              | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      1267 | NS      | $5853.54      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                                                  | Extreme Networks Inc                                                                  | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2274 | NS      | $47685.78     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                                                     | EW Scripps Co/The                                                                     | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1009 | NS      | $15114.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                                     | PDF Solutions Inc                                                                     | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       522 | NS      | $16375.14     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                                                         | Quanex Building Products Corp                                                         | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       590 | NS      | $14024.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                                               | Methode Electronics Inc                                                               | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       665 | NS      | $30377.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                                            | uniQure NV                                                                            | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |       716 | NS      | $18945.36     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                                                          | Vericel Corp                                                                          | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       851 | NS      | $19428.33     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                                                  | Rent-A-Center Inc/TX                                                                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       935 | NS      | $22524.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                                                        | Helix Energy Solutions Group Inc                                                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2494 | NS      | $15911.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                                            | Inogen Inc                                                                            | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       404 | NS      | $9017.28      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                                                 | Bed Bath & Beyond Inc                                                                 | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      1209 | NS      | $4110.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Children's Place Inc/The                                                              | Children's Place Inc/The                                                              | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       223 | NS      | $7916.50      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                                                             | America's Car-Mart Inc/TX                                                             | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $7276.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                                    | Avanos Medical Inc                                                                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       825 | NS      | $22192.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                                 | Chatham Lodging Trust                                                                 | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       908 | NS      | $12139.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                                                    | Kelly Services Inc                                                                    | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $10007.11     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                                     | Agree Realty Corp                                                                     | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1423 | NS      | $99538.85     | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                            | Korn Ferry                                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       976 | NS      | $55661.28     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income                                                        | Universal Health Realty Income Trust                                                  | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       227 | NS      | $11915.23     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                                                        | SpartanNash Co                                                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       656 | NS      | $21549.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solution                                                        | Allscripts Healthcare Solutions Inc                                                   | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      1998 | NS      | $37842.12     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                                              | Resideo Technologies Inc                                                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2580 | NS      | $41796.00     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                                          | Lindsay Corp                                                                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       192 | NS      | $33886.08     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                                              | Southside Bancshares Inc                                                              | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       529 | NS      | $19223.86     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                                            | Matson Inc                                                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       694 | NS      | $44249.44     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                                                          | ArcBest Corp                                                                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       435 | NS      | $36004.95     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                                      | Boise Cascade Co                                                                      | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       700 | NS      | $51828.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                                                  | SPX Technologies Inc                                                                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       798 | NS      | $53386.20     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                                                 | Arlo Technologies Inc                                                                 | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1533 | NS      | $5856.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                                                       | Chico's FAS Inc                                                                       | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      2225 | NS      | $13060.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                                       | Alamo Group Inc                                                                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       180 | NS      | $27090.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                                                | J & J Snack Foods Corp                                                                | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       266 | NS      | $43629.32     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                                                   | Federal Signal Corp                                                                   | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1076 | NS      | $52282.84     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                                            | Diodes Inc                                                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       801 | NS      | $73876.23     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                                                    | CareTrust REIT Inc                                                                    | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1748 | NS      | $34610.40     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                                            | Enanta Pharmaceuticals Inc                                                            | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       339 | NS      | $14844.81     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I                                                        | Atlas Air Worldwide Holdings Inc                                                      | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       452 | NS      | $45548.04     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                                              | HNI Corp                                                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       735 | NS      | $21315.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                                                      | Encore Wire Corp                                                                      | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       340 | NS      | $49677.40     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                                                           | John Bean Technologies Corp                                                           | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       565 | NS      | $51900.90     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                                              | Patterson-UTI Energy Inc                                                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      3847 | NS      | $69053.65     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                                                | Northfield Bancorp Inc                                                                | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $12042.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                                           | Hawkins Inc                                                                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       331 | NS      | $13769.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                                          | Gentherm Inc                                                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       591 | NS      | $42309.69     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                                                | Progress Software Corp                                                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       765 | NS      | $40789.80     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                                                    | Aaron's Co Inc/The                                                                    | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $6155.95      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                                              | Haynes International Inc                                                              | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       232 | NS      | $11590.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                                          | Knowles Corp                                                                          | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1602 | NS      | $24991.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                                                          | Medifast Inc                                                                          | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       191 | NS      | $24075.55     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                                               | Enova International Inc                                                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       558 | NS      | $22509.72     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                                           | AMN Healthcare Services Inc                                                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       772 | NS      | $95496.40     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                                                        | Stewart Information Services Corp                                                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       474 | NS      | $20979.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                                       | Bancorp Inc/The                                                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1021 | NS      | $30599.37     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                                                          | La-Z-Boy Inc                                                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       760 | NS      | $20694.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                                                        | Provident Financial Services Inc                                                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      1337 | NS      | $30122.61     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                                           | New York Mortgage Trust Inc                                                           | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      6575 | NS      | $18475.75     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                                     | Piper Sandler Cos                                                                     | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       248 | NS      | $35627.68     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                                                | iTeos Therapeutics Inc                                                                | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       428 | NS      | $8624.20      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                                         | AMERISAFE Inc                                                                         | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       336 | NS      | $19948.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                                             | Itron Inc                                                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       801 | NS      | $42597.18     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                                           | Matthews International Corp                                                           | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       556 | NS      | $17602.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                                                  | NetScout Systems Inc                                                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1211 | NS      | $45146.08     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                                                  | Quaker Chemical Corp                                                                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       239 | NS      | $47032.81     | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| MYR Group Inc                                                                         | MYR Group Inc                                                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       297 | NS      | $28372.41     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                                               | Lakeland Financial Corp                                                               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443 | NS      | $34979.28     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                                           | Berkshire Hills Bancorp Inc                                                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       818 | NS      | $25505.24     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                                                   | Addus HomeCare Corp                                                                   | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       281 | NS      | $30988.68     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                                        | Ameris Bancorp                                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1147 | NS      | $60653.36     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                                          | Adtalem Global Education Inc                                                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       808 | NS      | $33612.80     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                                                          | ODP Corp/The                                                                          | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $36338.15     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                                                | Genworth Financial Inc                                                                | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      8850 | NS      | $44515.50     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                                         | CoreCivic Inc                                                                         | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      2117 | NS      | $28113.76     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                                                             | Community Bank System Inc                                                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       947 | NS      | $61687.58     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                                      | Elme Communities                                                                      | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1560 | NS      | $30825.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                                                          | Eagle Pharmaceuticals Inc/DE                                                          | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       187 | NS      | $6791.84      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                                              | Anywhere Real Estate Inc                                                              | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      2009 | NS      | $15167.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                                              | CTS Corp                                                                              | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       557 | NS      | $23672.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                                                          | Select Medical Holdings Corp                                                          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $45276.36     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                                                   | WSFS Financial Corp                                                                   | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1116 | NS      | $54137.16     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                                              | Hersha Hospitality Trust                                                              | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       558 | NS      | $5373.54      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                                           | Centerspace                                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       270 | NS      | $17415.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                                                             | Emergent BioSolutions Inc                                                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       781 | NS      | $9606.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                                          | Agilysys Inc                                                                          | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       343 | NS      | $22775.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                                    | Park National Corp                                                                    | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       260 | NS      | $39345.80     | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics Inc                                                                   | Myriad Genetics Inc                                                                   | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1401 | NS      | $28384.26     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                                           | Asbury Automotive Group Inc                                                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       390 | NS      | $73171.80     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                                                                  | Avid Bioservices Inc                                                                  | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1113 | NS      | $17429.58     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| First BanCorp/Puerto Rico                                                             | First BanCorp/Puerto Rico                                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      3343 | NS      | $51415.34     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                                                      | Movado Group Inc                                                                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       269 | NS      | $8659.11      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                                                        | WisdomTree Inc                                                                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      1954 | NS      | $10883.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                                                | Liquidity Services Inc                                                                | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       476 | NS      | $7944.44      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                                                  | BJ's Restaurants Inc                                                                  | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       414 | NS      | $13281.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                                                             | Universal Electronics Inc                                                             | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       210 | NS      | $4592.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                                                             | Vanda Pharmaceuticals Inc                                                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      1005 | NS      | $10964.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                                                  | Kaiser Aluminum Corp                                                                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       287 | NS      | $25944.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                                            | ServisFirst Bancshares Inc                                                            | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $65281.02     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                                                | Forrester Research Inc                                                                | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       210 | NS      | $7387.80      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                                                           | Blucora Inc                                                                           | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       829 | NS      | $20766.45     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                                        | Proto Labs Inc                                                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       494 | NS      | $13100.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                                                      | MDC Holdings Inc                                                                      | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      1017 | NS      | $32981.31     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                                    | UFP Industries Inc                                                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1098 | NS      | $89882.28     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                                                        | Office Properties Income Trust                                                        | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $12874.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                                                          | Cross Country Healthcare Inc                                                          | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       655 | NS      | $23435.90     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties Inc                                                         | Armada Hoffler Properties Inc                                                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1180 | NS      | $14337.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                                              | Fabrinet                                                                              | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |       650 | NS      | $86716.50     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                                              | Encore Capital Group Inc                                                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       420 | NS      | $21168.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                                                  | Orthofix Medical Inc                                                                  | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $6296.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                                                         | REGENXBIO Inc                                                                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       657 | NS      | $15702.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                                            | Standex International Corp                                                            | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       210 | NS      | $22060.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                                                   | Onto Innovation Inc                                                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       873 | NS      | $69796.35     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif                                                        | American Equity Investment Life Holding Co                                            | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1261 | NS      | $51083.11     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                                            | RadNet Inc                                                                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |       877 | NS      | $17338.29     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                                                        | Essential Properties Realty Trust Inc                                                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      2507 | NS      | $58187.47     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                                                   | Signet Jewelers Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |       825 | NS      | $53625.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerence Inc                                                                           | Cerence Inc                                                                           | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |       689 | NS      | $14131.39     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                                          | Collegium Pharmaceutical Inc                                                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       603 | NS      | $13187.61     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                                                        | PennyMac Mortgage Investment Trust                                                    | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      1608 | NS      | $24554.16     | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| World Acceptance Corp                                                                 | World Acceptance Corp                                                                 | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        69 | NS      | $4892.79      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                                           | Simmons First National Corp                                                           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      2258 | NS      | $52408.18     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                                                   | Mr Cooper Group Inc                                                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1272 | NS      | $57443.52     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                                                   | Cal-Maine Foods Inc                                                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       671 | NS      | $39105.88     | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                                                                        | ScanSource Inc                                                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       446 | NS      | $13317.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                                     | FB Financial Corp                                                                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       629 | NS      | $26927.49     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                                           | EVERTEC Inc                                                                           | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1157 | NS      | $39071.89     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                                             | Monro Inc                                                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       580 | NS      | $26372.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                                           | John B Sanfilippo & Son Inc                                                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       161 | NS      | $13635.09     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                                            | DiamondRock Hospitality Co                                                            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      3750 | NS      | $35287.50     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                                        | QuinStreet Inc                                                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       888 | NS      | $12636.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                                                 | Independent Bank Corp                                                                 | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       811 | NS      | $73411.72     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                                 | Urban Edge Properties                                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2112 | NS      | $33221.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                                     | Bristow Group Inc                                                                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       415 | NS      | $10790.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                                            | Tennant Co                                                                            | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       321 | NS      | $20393.13     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                                                 | Veeco Instruments Inc                                                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |       929 | NS      | $18468.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                                              | Granite Construction Inc                                                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       784 | NS      | $28239.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                                             | Edgewell Personal Care Co                                                             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       914 | NS      | $39493.94     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                                     | Steven Madden Ltd                                                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1310 | NS      | $45247.40     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                                               | Enerpac Tool Group Corp                                                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1041 | NS      | $26066.64     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                                                | NextGen Healthcare Inc                                                                | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $20321.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp                                                        | Central Pacific Financial Corp                                                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       488 | NS      | $10340.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                                              | Franklin Electric Co Inc                                                              | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       689 | NS      | $57393.70     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                                                  | Wabash National Corp                                                                  | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       877 | NS      | $21986.39     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                                                           | Unisys Corp                                                                           | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      1184 | NS      | $5091.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                                                          | Safehold Inc                                                                          | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       302 | NS      | $8915.04      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                                                   | MGP Ingredients Inc                                                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       269 | NS      | $33641.14     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                                                  | Astec Industries Inc                                                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       398 | NS      | $17607.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                                          | Innospec Inc                                                                          | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       444 | NS      | $49235.16     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                                        | LCI Industries                                                                        | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       452 | NS      | $44684.72     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                                                  | Ensign Group Inc/The                                                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       974 | NS      | $92530.00     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                                           | Pediatrix Medical Group Inc                                                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $23794.22     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                                                    | ABM Industries Inc                                                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1185 | NS      | $55908.30     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                                                        | Buckle Inc/The                                                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       517 | NS      | $22722.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                                                        | Perficient Inc                                                                        | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       612 | NS      | $43482.60     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments                                                        | Retail Opportunity Investments Corp                                                   | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2227 | NS      | $33961.75     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                                                  | Assured Guaranty Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1096 | NS      | $72960.72     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                                                    | Hostess Brands Inc                                                                    | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2406 | NS      | $63518.40     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                                                        | TechTarget Inc                                                                        | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       477 | NS      | $21779.82     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                                              | World Fuel Services Corp                                                              | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1103 | NS      | $31380.35     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                                                  | EnPro Industries Inc                                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       370 | NS      | $43956.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                                              | CEVA Inc                                                                              | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       405 | NS      | $11003.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                                           | CorVel Corp                                                                           | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $24628.17     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                                                              | Ebix Inc                                                                              | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       429 | NS      | $8146.71      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                                                          | Glaukos Corp                                                                          | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       853 | NS      | $39724.21     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                                                  | Koppers Holdings Inc                                                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       349 | NS      | $10396.71     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                                                   | Bloomin' Brands Inc                                                                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1600 | NS      | $36032.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                                            | Organogenesis Holdings Inc                                                            | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      1322 | NS      | $3622.28      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                                               | 8x8 Inc                                                                               | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2125 | NS      | $9095.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Calavo Growers Inc                                                                    | Calavo Growers Inc                                                                    | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       314 | NS      | $10977.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                                           | Caleres Inc                                                                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       661 | NS      | $15969.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                                                           | Fresh Del Monte Produce Inc                                                           | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |       531 | NS      | $14698.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                                                           | Trinseo PLC                                                                           | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |       628 | NS      | $15480.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                                              | Winnebago Industries Inc                                                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       566 | NS      | $33161.94     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                                        | FormFactor Inc                                                                        | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1360 | NS      | $31375.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                                                    | SunCoke Energy Inc                                                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1503 | NS      | $12715.38     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                                                          | Community Health Systems Inc                                                          | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $7830.69      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                                          | Cars.com Inc                                                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1142 | NS      | $16878.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                                               | Comfort Systems USA Inc                                                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       632 | NS      | $80112.32     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                                                   | Allegiant Travel Co                                                                   | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       281 | NS      | $23213.41     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                                           | OFG Bancorp                                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       852 | NS      | $24682.44     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                                              | Wolverine World Wide Inc                                                              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1396 | NS      | $15635.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                                         | PRA Group Inc                                                                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       689 | NS      | $23687.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                                                         | Surmodics Inc                                                                         | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       263 | NS      | $9502.19      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                                      | Badger Meter Inc                                                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       518 | NS      | $59994.76     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                                                          | Veritiv Corp                                                                          | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       250 | NS      | $33635.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                                             | Stepan Co                                                                             | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       377 | NS      | $42061.89     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                                             | Brinker International Inc                                                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       774 | NS      | $25890.30     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                                           | Deluxe Corp                                                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       744 | NS      | $14388.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                                              | American States Water Co                                                              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       655 | NS      | $64183.45     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                                                  | Hilltop Holdings Inc                                                                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       796 | NS      | $23720.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                                          | SM Energy Co                                                                          | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2163 | NS      | $93246.93     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                                                | Greenbrier Cos Inc/The                                                                | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       559 | NS      | $21460.01     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                                            | Horace Mann Educators Corp                                                            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       727 | NS      | $28054.93     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS GOVERNMENT & AGENCY SECURITIES PORTFOLIO DWS GOVERNMENT CASH INSTITUTIONAL SHARES | DWS GOVERNMENT & AGENCY SECURITIES PORTFOLIO DWS GOVERNMENT CASH INSTITUTIONAL SHARES | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     22360 | NS      | $22360.46     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                                                          | AdvanSix Inc                                                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       510 | NS      | $20991.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                                                             | Ambac Financial Group Inc                                                             | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       817 | NS      | $13284.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                                                           | Livent Corp                                                                           | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      3189 | NS      | $89260.11     | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                                                              | Northwest Bancshares Inc                                                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $34647.14     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                                                            | Guess? Inc                                                                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       575 | NS      | $11937.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co                                                                          | HB Fuller Co                                                                          | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       940 | NS      | $75491.40     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                                            | Xencor Inc                                                                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1073 | NS      | $31889.56     | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences Inc                                                             | USANA Health Sciences Inc                                                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       204 | NS      | $11228.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                                      | Cytokinetics Inc                                                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      1659 | NS      | $70507.50     | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                                                          | Ruth's Hospitality Group Inc                                                          | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       519 | NS      | $9087.69      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                                              | KAR Auction Services Inc                                                              | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2079 | NS      | $28565.46     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                                                        | Seacoast Banking Corp of Florida                                                      | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1087 | NS      | $37371.06     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                                                   | Westamerica BanCorp                                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $29640.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                                                     | SITE Centers Corp                                                                     | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3342 | NS      | $45417.78     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                                              | Axcelis Technologies Inc                                                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       589 | NS      | $47037.54     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                                                    | Varex Imaging Corp                                                                    | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |       686 | NS      | $14570.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                                                 | FARO Technologies Inc                                                                 | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       325 | NS      | $9724.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                                       | City Holding Co                                                                       | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $26601.12     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                                             | Ethan Allen Interiors Inc                                                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       398 | NS      | $11323.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                                        | BankUnited Inc                                                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1383 | NS      | $50783.76     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                                             | Sally Beauty Holdings Inc                                                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1943 | NS      | $22849.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                                                          | Diversified Healthcare Trust                                                          | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4410 | NS      | $4365.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                                                | Boot Barn Holdings Inc                                                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       531 | NS      | $35762.85     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                                                        | NV5 Global Inc                                                                        | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $31358.67     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                                       | NBT Bancorp Inc                                                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $34666.16     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                                                         | MarineMax Inc                                                                         | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       380 | NS      | $12551.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                                      | SPS Commerce Inc                                                                      | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       635 | NS      | $90335.10     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                                                         | Franklin BSP Realty Trust Inc                                                         | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      1467 | NS      | $21418.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| United Fire Group Inc                                                                 | United Fire Group Inc                                                                 | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       384 | NS      | $11731.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                                               | Insight Enterprises Inc                                                               | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       542 | NS      | $56319.22     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                                                     | GEO Group Inc/The                                                                     | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2195 | NS      | $25944.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                                            | Heritage Financial Corp/WA                                                            | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $20200.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                                                     | Seneca Foods Corp                                                                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        99 | NS      | $6363.72      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                                                          | Invesco Mortgage Capital Inc                                                          | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       581 | NS      | $7628.53      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                                                           | South Jersey Industries Inc                                                           | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      2155 | NS      | $74778.50     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                                                      | Talos Energy Inc                                                                      | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1137 | NS      | $22342.05     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                                                       | S&T Bancorp Inc                                                                       | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       681 | NS      | $25483.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                                       | Whitestone REIT                                                                       | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $8007.79      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International                                                        | Compass Minerals International Inc                                                    | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       602 | NS      | $26698.70     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                                                               | Coherus Biosciences Inc                                                               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1141 | NS      | $7827.26      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                                                 | Cinemark Holdings Inc                                                                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1866 | NS      | $25396.26     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                                                        | LivePerson Inc                                                                        | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1184 | NS      | $13900.16     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Digi International Inc                                                                | Digi International Inc                                                                | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       611 | NS      | $25949.17     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                                           | Standard Motor Products Inc                                                           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       332 | NS      | $12752.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                                         | LGI Homes Inc                                                                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       359 | NS      | $35663.06     | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett Inc                                                                           | Hibbett Inc                                                                           | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       228 | NS      | $15198.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers                                                         | Tanger Factory Outlet Centers Inc                                                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      1818 | NS      | $35360.10     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                                                     | Olympic Steel Inc                                                                     | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       152 | NS      | $5333.68      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                                                | Banc of California Inc                                                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       996 | NS      | $16902.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                                             | Merit Medical Systems Inc                                                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1007 | NS      | $72504.00     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                                                   | Viavi Solutions Inc                                                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      4028 | NS      | $45637.24     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                                                        | DMC Global Inc                                                                        | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       349 | NS      | $6418.11      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                                                | Tupperware Brands Corp                                                                | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       671 | NS      | $3106.73      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio S&P 600 Small Cap ETF                                                  | SPDR Portfolio S&P 600 Small Cap ETF                                                  | CUSIP: 78468R853<br>LEI: 549300NYZX301TBLUJ08 | Long             | EC               | RF                | US        |       918 | NS      | $36527.22     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                                                        | Heidrick & Struggles International Inc                                                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       352 | NS      | $10454.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                                     | Redwood Trust Inc                                                                     | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2103 | NS      | $16613.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                                                     | Eagle Bancorp Inc                                                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       563 | NS      | $26551.08     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                                           | Banner Corp                                                                           | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $43219.44     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp Inc                                                                   | Triumph Bancorp Inc                                                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       412 | NS      | $24621.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                                                           | NETGEAR Inc                                                                           | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       514 | NS      | $10141.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                                                     | Getty Realty Corp                                                                     | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       745 | NS      | $24599.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                                                  | Veritex Holdings Inc                                                                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       941 | NS      | $30733.06     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                            | Xenia Hotels & Resorts Inc                                                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      2050 | NS      | $31611.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                                                         | Donnelley Financial Solutions Inc                                                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       446 | NS      | $17028.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                                       | OSI Systems Inc                                                                       | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       277 | NS      | $24508.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                                                                  | Laredo Petroleum Inc                                                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       298 | NS      | $19021.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                                              | United Natural Foods Inc                                                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1039 | NS      | $49539.52     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                                                        | HomeStreet Inc                                                                        | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       330 | NS      | $9009.00      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                                      | InterDigital Inc                                                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $26740.61     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                                                        | Prestige Consumer Healthcare Inc                                                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       872 | NS      | $53593.12     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                                               | AZZ Inc                                                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       429 | NS      | $17859.27     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                                                   | Jack in the Box Inc                                                                   | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       372 | NS      | $26895.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                                               | Strategic Education Inc                                                               | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       399 | NS      | $32638.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                                                      | Forward Air Corp                                                                      | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $53375.75     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                                                         | ModivCare Inc                                                                         | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       221 | NS      | $17017.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                                         | Amphastar Pharmaceuticals Inc                                                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       691 | NS      | $20377.59     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                                                 | Veris Residential Inc                                                                 | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1365 | NS      | $21921.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                                           | Rogers Corp                                                                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       331 | NS      | $36092.24     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                                                 | Nabors Industries Ltd                                                                 | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |       155 | NS      | $24541.15     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                                                 | Clearwater Paper Corp                                                                 | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       297 | NS      | $11591.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                                                          | Big Lots Inc                                                                          | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $9750.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologie                                                        | Applied Industrial Technologies Inc                                                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       676 | NS      | $89563.24     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE GOV MM SER INST                                                              | DEUTSCHE GOV MM SER INST                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      5824 | NS      | $5824.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                                      | StoneX Group Inc                                                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       308 | NS      | $31252.76     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                                          | Innoviva Inc                                                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1076 | NS      | $14127.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                                                   | TreeHouse Foods Inc                                                                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       897 | NS      | $44338.71     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                                               | Titan International Inc                                                               | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       905 | NS      | $12968.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                                        | PriceSmart Inc                                                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       451 | NS      | $32039.04     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                                      | Hope Bancorp Inc                                                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      2093 | NS      | $28506.66     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                                               | First Financial Bancorp                                                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1678 | NS      | $44349.54     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                                                            | Rambus Inc                                                                            | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1960 | NS      | $75224.80     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                                                    | Thryv Holdings Inc                                                                    | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       531 | NS      | $10184.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                                             | iStar Inc                                                                             | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      1536 | NS      | $12334.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                                                    | PetMed Express Inc                                                                    | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       385 | NS      | $7623.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties                                                        | Easterly Government Properties Inc                                                    | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      1624 | NS      | $25724.16     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                                               | Century Communities Inc                                                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       506 | NS      | $24368.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                                       | Uniti Group Inc                                                                       | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      4216 | NS      | $32125.92     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                                        | California Water Service Group                                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       970 | NS      | $62982.10     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                                                         | Motorcar Parts of America Inc                                                         | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       316 | NS      | $3561.32      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                                                        | Green Dot Corp                                                                        | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       830 | NS      | $16915.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                                                       | Hillenbrand Inc                                                                       | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1230 | NS      | $61500.00     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                                                           | OneSpan Inc                                                                           | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       672 | NS      | $8447.04      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                                                          | Arconic Corp                                                                          | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1832 | NS      | $43656.56     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                                    | Kontoor Brands Inc                                                                    | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       882 | NS      | $38322.90     | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics Inc                                                                  | Fulgent Genetics Inc                                                                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       370 | NS      | $13419.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                                               | US Physical Therapy Inc                                                               | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       226 | NS      | $19528.66     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Express Inc                                                                 | Heartland Express Inc                                                                 | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       820 | NS      | $13726.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                                                          | TrueBlue Inc                                                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $12710.62     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                                                         | Healthcare Services Group Inc                                                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1331 | NS      | $18567.45     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                                              | OraSure Technologies Inc                                                              | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      1383 | NS      | $6970.32      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                                                | Anika Therapeutics Inc                                                                | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       268 | NS      | $8452.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                                                | Group 1 Automotive Inc                                                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       280 | NS      | $54135.20     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                                                   | ADTRAN Holdings Inc                                                                   | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1263 | NS      | $25601.01     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                                               | Ellington Financial Inc                                                               | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1027 | NS      | $14008.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                                                  | WW International Inc                                                                  | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       960 | NS      | $3964.80      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                                          | Harmonic Inc                                                                          | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      1838 | NS      | $28194.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                                          | Northwest Natural Holding Co                                                          | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       614 | NS      | $30767.54     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                                           | Summit Hotel Properties Inc                                                           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      1881 | NS      | $16082.55     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                                           | Plexus Corp                                                                           | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       492 | NS      | $54228.24     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                                     | ProAssurance Corp                                                                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       978 | NS      | $19550.22     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                                               | NOW Inc                                                                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1996 | NS      | $24910.08     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                                                  | Warrior Met Coal Inc                                                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       929 | NS      | $34205.78     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                                                            | Independent Bank Group Inc                                                            | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $41542.20     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                                                  | Hanmi Financial Corp                                                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       544 | NS      | $14715.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                               | Brandywine Realty Trust                                                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      2999 | NS      | $20723.09     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                                                           | SkyWest Inc                                                                           | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       917 | NS      | $16918.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                                    | Ichor Holdings Ltd                                                                    | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |       504 | NS      | $15009.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                                         | Interface Inc                                                                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1049 | NS      | $11360.67     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                                                        | Innovative Industrial Properties Inc                                                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       499 | NS      | $60483.79     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                                           | National Bank Holdings Corp                                                           | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       542 | NS      | $25208.42     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                                                       | Scholastic Corp                                                                       | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       524 | NS      | $21546.88     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                                                 | Customers Bancorp Inc                                                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       555 | NS      | $17909.85     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                                                           | CONMED Corp                                                                           | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       544 | NS      | $45070.40     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                                    | LTC Properties Inc                                                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       704 | NS      | $27660.16     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                                              | Cohu Inc                                                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       870 | NS      | $31163.40     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                                                 | Powell Industries Inc                                                                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       173 | NS      | $4553.36      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                                                     | TTEC Holdings Inc                                                                     | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       334 | NS      | $16015.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                                                        | Omniab Inc/old                                                                        | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       105 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| elf Beauty Inc                                                                        | elf Beauty Inc                                                                        | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       887 | NS      | $48749.52     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                                                      | Green Plains Inc                                                                      | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      1037 | NS      | $35838.72     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                                              | Par Pacific Holdings Inc                                                              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       967 | NS      | $22656.81     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                                       | Shake Shack Inc                                                                       | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       668 | NS      | $35136.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                                                           | iRobot Corp                                                                           | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       483 | NS      | $25159.47     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                                            | Brady Corp                                                                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       834 | NS      | $39948.60     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                                            | RPT Realty                                                                            | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      1479 | NS      | $16564.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                                                | Patrick Industries Inc                                                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       384 | NS      | $21477.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                                            | Cheesecake Factory Inc/The                                                            | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       860 | NS      | $30134.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp                                                                          | Balchem Corp                                                                          | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       566 | NS      | $79692.80     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                                                    | First Hawaiian Inc                                                                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2269 | NS      | $60241.95     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                                                   | Nektar Therapeutics                                                                   | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      3271 | NS      | $9158.80      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                                                | Abercrombie & Fitch Co                                                                | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       886 | NS      | $21246.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                                                                  | Core Laboratories NV                                                                  | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |       806 | NS      | $17474.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                                                   | Century Aluminum Co                                                                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       913 | NS      | $8226.13      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                                        | Trustmark Corp                                                                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1090 | NS      | $39872.20     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                                                | Alarm.com Holdings Inc                                                                | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       880 | NS      | $43912.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems                                                         | Computer Programs and Systems Inc                                                     | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       267 | NS      | $7903.20      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                                                             | Viad Corp                                                                             | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       362 | NS      | $10718.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                                                        | Installed Building Products Inc                                                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       416 | NS      | $35330.88     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                                                      | TimkenSteel Corp                                                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       734 | NS      | $13725.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group                                                         | Brightsphere Investment Group Inc                                                     | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       572 | NS      | $11645.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                                              | AAON Inc                                                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       743 | NS      | $58890.18     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                                                   | PGT Innovations Inc                                                                   | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      1053 | NS      | $20838.87     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                                          | Archrock Inc                                                                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2473 | NS      | $21539.83     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                                                     | Sleep Number Corp                                                                     | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       389 | NS      | $11378.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                                                     | Triumph Group Inc                                                                     | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1134 | NS      | $12984.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                                           | Avista Corp                                                                           | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1285 | NS      | $53044.80     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                                        | Kulicke & Soffa Industries Inc                                                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |      1028 | NS      | $49292.60     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                                             | Phibro Animal Health Corp                                                             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       409 | NS      | $5034.79      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                                         | Trupanion Inc                                                                         | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       617 | NS      | $32250.59     | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Premier Bancorp Inc                                                           | Pacific Premier Bancorp Inc                                                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1682 | NS      | $62149.90     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                                            | Ligand Pharmaceuticals Inc                                                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       279 | NS      | $20339.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                                                           | Two Harbors Investment Corp                                                           | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1486 | NS      | $24370.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                                                | Pathward Financial Inc                                                                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       514 | NS      | $22374.42     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                                        | Virtus Investment Partners Inc                                                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       124 | NS      | $24048.56     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                                                     | AngioDynamics Inc                                                                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |       686 | NS      | $8883.70      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                                              | Simply Good Foods Co/The                                                              | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1509 | NS      | $60209.10     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                                                 | Helmerich & Payne Inc                                                                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1877 | NS      | $95877.16     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                                                           | Harsco Corp                                                                           | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1420 | NS      | $10621.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** DBX ETF Trust

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer