# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0002071691-25-004027
**Filing Date:** 2025-10
**Character Count:** 147856
**Document Hash:** 1abfc0265647cc45d0d058ed242363b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004027.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004027

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 251427583

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $157559783.85

**Total Liabilities:** $7230043.37

**Net Assets:** $150329740.48

**Cash Not Reported:** $22910113.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018463 | 6.57%                | 2.55%                | 6.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $423089.30               | $3187865.49                                |
| Month 2  | $514343.92               | $1206872.29                                |
| Month 3  | $1865990.56              | $1751719.67                                |

**Designated Index Information**

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

- **Index Identifier:** MID

### Schedule of Portfolio Investments

| Name                                       | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Agree Realty Corp.                         | Agree Realty Corp.                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4198 | NS      | $305362.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                    | COPT Defense Properties                                 | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      4306 | NS      | $123926.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                | Crocs, Inc.                                             | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2143 | NS      | $186869.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris, Inc.                             | Entegris, Inc.                                          | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      5788 | NS      | $484687.12    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                   | Wintrust Financial Corp.                                | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2558 | NS      | $351187.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                  | RLI Corp.                                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      3192 | NS      | $216194.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories, Inc.                   | Dolby Laboratories, Inc., Class A                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |      2347 | NS      | $168232.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                   | FirstCash Holdings, Inc.                                | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $217223.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                      | Hancock Whitney Corp.                                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3273 | NS      | $205937.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8131 | NC      | $632773.34    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp.                    | Louisiana-Pacific Corp.                                 | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2367 | NS      | $225125.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                  | United Therapeutics Corp.                               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1724 | NS      | $525406.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                  | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8714 | NS      | $356576.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                        | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5641 | NS      | $327234.41    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2459 | NS      | $318538.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                              | Autoliv, Inc.                                           | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      2718 | NS      | $337222.26    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                 | Esab Corp.                                              | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      2179 | NS      | $251391.23    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                           | OGE Energy Corp.                                        | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      7696 | NS      | $343703.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                      | Landstar System, Inc.                                   | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1335 | NS      | $176660.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                    | Permian Resources Corp., Class A                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     24378 | NS      | $348361.62    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp.                   | Warner Music Group Corp., Class A                       | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5577 | NS      | $185992.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                     | Kyndryl Holdings, Inc.                                  | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      8895 | NS      | $282772.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                              | Polaris, Inc.                                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2019 | NS      | $114235.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                            | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      8593 | NS      | $240689.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.              | BioMarin Pharmaceutical, Inc.                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      7331 | NS      | $427177.37    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                              | Ovintiv, Inc.                                           | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      9938 | NS      | $418588.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.          | Equity LifeStyle Properties, Inc.                       | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      7309 | NS      | $440659.61    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                 | New Jersey Resources Corp.                              | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      3836 | NS      | $181404.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                        | Carlisle Cos., Inc.                                     | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1650 | NS      | $636718.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                          | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      2908 | NS      | $157759.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                                     | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      7506 | NS      | $112890.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                           | Timken Co. (The)                                        | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      2433 | NS      | $187900.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                          | Haemonetics Corp.                                       | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      1921 | NS      | $104771.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                         | nVent Electric plc                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      6293 | NS      | $568824.27    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                                   | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      5057 | NS      | $631568.73    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                | Lattice Semiconductor Corp.                             | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      5256 | NS      | $348893.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                      | Glacier Bancorp, Inc.                                   | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4525 | NS      | $222403.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                             | Doximity, Inc., Class A                                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5103 | NS      | $346697.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                                    | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1441 | NS      | $689014.15    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                   | Jazz Pharmaceuticals plc                                | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |      2353 | NS      | $300595.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                   | Option Care Health, Inc.                                | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      6260 | NS      | $179536.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.         | BJ's Wholesale Club Holdings, Inc.                      | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5048 | NS      | $493088.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                      | Harley-Davidson, Inc.                                   | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      4179 | NS      | $121692.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                | Kinsale Capital Group, Inc.                             | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       846 | NS      | $387002.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.               | Floor & Decor Holdings, Inc., Class A                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4113 | NS      | $336936.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                     | Medpace Holdings, Inc.                                  | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       901 | NS      | $428434.51    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                             | Repligen Corp.                                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      1997 | NS      | $244273.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.               | Neurocrine Biosciences, Inc.                            | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3783 | NS      | $528106.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                  | ATI, Inc.                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5392 | NS      | $418095.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      3251 | NS      | $488202.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                                | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      4038 | NS      | $211873.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp                                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     12444 | NS      | $284843.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                        | Hamilton Lane, Inc., Class A                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1657 | NS      | $255741.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                             | WP Carey, Inc.                                          | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      8370 | NS      | $561627.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                    | Abercrombie & Fitch Co., Class A                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1821 | NS      | $170318.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.          | Fidelity National Financial, Inc.                       | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      9973 | NS      | $597083.51    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co.                              | Crane NXT Co.                                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1886 | NS      | $112650.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                 | Saia, Inc.                                              | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1018 | NS      | $301796.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.       | Frontier Communications Parent, Inc.                    | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8513 | NS      | $315662.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.        | Gaming and Leisure Properties, Inc.                     | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     10506 | NS      | $504393.06    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc.                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      3801 | NS      | $528339.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                     | Stifel Financial Corp.                                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      3927 | NS      | $452743.83    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                              | Dropbox, Inc., Class A                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      7500 | NS      | $217950.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                    | Lantheus Holdings, Inc.                                 | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2644 | NS      | $145155.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc.                       | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       845 | NS      | $101045.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Starwood Property Trust, Inc.              | Starwood Property Trust, Inc.                           | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |     13253 | NS      | $268638.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                      | Albertsons Cos., Inc., Class A                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     15406 | NS      | $299800.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                  | UGI Corp.                                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      8197 | NS      | $283944.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                | Acadia Healthcare Co., Inc.                             | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3521 | NS      | $80842.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy, Inc.                         | Viper Energy, Inc., Class A                             | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6449 | NS      | $256960.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                           | NEXTracker, Inc., Class A                               | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5493 | NS      | $369459.18    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                      | MGIC Investment Corp.                                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      9076 | NS      | $252585.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                | Fluor Corp.                                             | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6294 | NS      | $258179.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                      | American Homes 4 Rent, Class A                          | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     12148 | NS      | $435141.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                   | Equitable Holdings, Inc.                                | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |     11616 | NS      | $618668.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                    | Lumentum Holdings, Inc.                                 | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      2652 | NS      | $352212.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                       | Ally Financial, Inc.                                    | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     10568 | NS      | $433816.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                 | EastGroup Properties, Inc.                              | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      2005 | NS      | $339967.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                                    | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2045 | NS      | $279858.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                 | Taylor Morrison Home Corp., Class A                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3836 | NS      | $258431.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2203 | NS      | $202433.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp.                        | IPG Photonics Corp.                                     | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      1008 | NS      | $82474.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                   | Hims & Hers Health, Inc.                                | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |      7494 | NS      | $317370.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                   | Mueller Industries, Inc.                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4229 | NS      | $405730.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1048 | NS      | $290191.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2742 | NS      | $174254.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp.                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      9135 | NS      | $313056.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                        | Capri Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |      4507 | NS      | $92799.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class C                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4896 | NS      | $24088.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                         | RBC Bearings, Inc.                                      | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $467172.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                               | ALLETE, Inc.                                            | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      2213 | NS      | $141963.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.               | Grand Canyon Education, Inc.                            | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      1069 | NS      | $215478.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      1370 | NS      | $453867.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                | Kirby Corp.                                             | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      2144 | NS      | $208396.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                             | TopBuild Corp.                                          | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1087 | NS      | $457366.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                          | Morningstar, Inc.                                       | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      1018 | NS      | $267143.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc. | Knight-Swift Transportation Holdings, Inc., Class A     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6195 | NS      | $271960.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.           | Omega Healthcare Investors, Inc.                        | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     11062 | NS      | $470909.34    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                     | US Foods Holding Corp.                                  | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |      8843 | NS      | $686216.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | Chord Energy Corp.                                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2208 | NS      | $242637.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                    | Aramark                                                 | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |     10018 | NS      | $391803.98    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                               | Bruker Corp.                                            | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |      4227 | NS      | $143633.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd.                      | Roivant Sciences Ltd.                                   | CUSIP: N/A<br>LEI: 549300DL466NY5J6U724       | Long             | EC               | CORP              | BM        |     16093 | NS      | $191989.49    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                          | Brink's Co. (The)                                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1605 | NS      | $179824.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                          | Pegasystems, Inc.                                       | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      3402 | NS      | $184422.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                          | Essent Group Ltd.                                       | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      3876 | NS      | $243180.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp.                                       | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      6122 | NS      | $311487.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                      | Shift4 Payments, Inc., Class A                          | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2578 | NS      | $233128.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech, Inc.                           | Tetra Tech, Inc.                                        | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     10073 | NS      | $366858.66    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                         | Cytokinetics, Inc.                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      4565 | NS      | $161281.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings, Inc.                        | BILL Holdings, Inc.                                     | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      3623 | NS      | $168179.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                  | Nexstar Media Group, Inc., Class A                      | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1084 | NS      | $221710.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                              | Visteon Corp.                                           | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1042 | NS      | $129166.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                    | Paylocity Holding Corp.                                 | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      1647 | NS      | $295191.81    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1365 | NS      | $229743.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp.                         | Talen Energy Corp.                                      | CUSIP: 87422Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1746 | NS      | $661594.32    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                   | Jones Lang LaSalle, Inc.                                | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |      1814 | NS      | $554303.98    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                             | Illumina, Inc.                                          | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      6052 | NS      | $604957.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp.                              | Parsons Corp.                                           | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1798 | NS      | $144019.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                             | Comerica, Inc.                                          | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      5024 | NS      | $354593.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.          | Pinnacle Financial Partners, Inc.                       | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      2939 | NS      | $285729.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc.                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     10425 | NS      | $390103.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                   | Power Integrations, Inc.                                | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2152 | NS      | $97055.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                | Terex Corp.                                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2507 | NS      | $125199.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                         | HealthEquity, Inc.                                      | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3312 | NS      | $295860.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       997 | NS      | $65114.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                    | United Bankshares, Inc.                                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5417 | NS      | $207687.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6075 | NC      | $-691929.54   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp.                             | Coherent Corp.                                          | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      5944 | NS      | $537753.68    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                            | Maplebear, Inc.                                         | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6279 | NS      | $272320.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                      | DENTSPLY SIRONA, Inc.                                   | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      7618 | NS      | $108937.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                       | Globus Medical, Inc., Class A                           | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4317 | NS      | $264502.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.           | Old Republic International Corp.                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      8692 | NS      | $347419.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                               | Genpact Ltd.                                            | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |      6150 | NS      | $278841.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                        | Regal Rexnord Corp.                                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      2536 | NS      | $378700.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                               | Acuity, Inc.                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1170 | NS      | $381969.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.            | Northwestern Energy Group, Inc.                         | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      2347 | NS      | $134975.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                      | Pilgrim's Pride Corp.                                   | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      1541 | NS      | $68497.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       288 | NS      | $238164.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                             | Exponent, Inc.                                          | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1940 | NS      | $138477.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                               | Qualys, Inc.                                            | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1388 | NS      | $188504.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                   | Ensign Group, Inc. (The)                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2182 | NS      | $374823.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                     | Amkor Technology, Inc.                                  | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4344 | NS      | $105081.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies, Inc.                | ZoomInfo Technologies, Inc., Class A                    | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      9933 | NS      | $108269.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                 | Performance Food Group Co.                              | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      5966 | NS      | $604952.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                 | Bio-Rad Laboratories, Inc., Class A                     | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       711 | NS      | $211792.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | Universal Display Corp.                                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1689 | NS      | $234078.51    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp.                                     | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2727 | NS      | $332421.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                           | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1746 | NS      | $98037.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.                         | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      2134 | NS      | $517772.42    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.            | Advanced Drainage Systems, Inc.                         | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |      2699 | NS      | $388575.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                        | GXO Logistics, Inc.                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      4373 | NS      | $230238.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.            | Annaly Capital Management, Inc.                         | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     23130 | NS      | $490124.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                               | Mattel, Inc.                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12343 | NS      | $225876.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      2510 | NS      | $159610.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                       | UFP Industries, Inc.                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2308 | NS      | $233038.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                  | Darling Ingredients, Inc.                               | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      6045 | NS      | $205288.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      9462 | NC      | $-3581076.35  | -2.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Cousins Properties, Inc.                   | Cousins Properties, Inc.                                | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      6419 | NS      | $189296.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                               | Cognex Corp.                                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      6417 | NS      | $281962.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.            | Simpson Manufacturing Co., Inc.                         | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1599 | NS      | $305600.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc.                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1580 | NS      | $296281.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                           | Royal Gold, Inc.                                        | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2515 | NS      | $451643.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                     | Chart Industries, Inc.                                  | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1718 | NS      | $342500.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                         | Under Armour, Inc., Class A                             | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      7217 | NS      | $36085.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                               | Watsco, Inc.                                            | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1333 | NS      | $536372.54    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                  | ExlService Holdings, Inc.                               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      6219 | NS      | $272267.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                            | TD SYNNEX Corp.                                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      2856 | NS      | $422887.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                     | Encompass Health Corp.                                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3853 | NS      | $469141.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                 | AAON, Inc.                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2581 | NS      | $214093.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                | Prosperity Bancshares, Inc.                             | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3643 | NS      | $251840.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                    | Columbia Sportswear Co.                                 | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1172 | NS      | $65303.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                            | Valvoline, Inc.                                         | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      4859 | NS      | $188432.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                            | Insperity, Inc.                                         | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1367 | NS      | $75485.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                            | Dynatrace, Inc.                                         | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |     11461 | NS      | $579926.60    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                            | Gap, Inc. (The)                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      8494 | NS      | $186952.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                 | Sarepta Therapeutics, Inc.                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3758 | NS      | $68395.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                        | Kilroy Realty Corp.                                     | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      4069 | NS      | $169229.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                  | CNO Financial Group, Inc.                               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      3790 | NS      | $149591.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                                        | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       945 | NS      | $245539.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp.                            | Whirlpool Corp.                                         | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2126 | NS      | $198036.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group, Inc.                     | Alaska Air Group, Inc.                                  | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4640 | NS      | $291299.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                           | Five Below, Inc.                                        | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      2103 | NS      | $305145.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                     | BWX Technologies, Inc.                                  | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      3494 | NS      | $566167.76    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co.              | Graphic Packaging Holding Co.                           | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11535 | NS      | $256884.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                           | elf Beauty, Inc.                                        | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2154 | NS      | $269250.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                  | WEX, Inc.                                               | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1309 | NS      | $224297.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                           | Concentrix Corp.                                        | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1758 | NS      | $92752.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                           | Cava Group, Inc.                                        | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3139 | NS      | $212039.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                   | VF Corp.                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |     12658 | NS      | $191515.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                    | Avis Budget Group, Inc.                                 | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       645 | NS      | $102058.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                               | LivaNova plc                                            | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |      2084 | NS      | $117475.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta, Inc.                                 | Okta, Inc., Class A                                     | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |      6389 | NS      | $592707.53    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |      3771 | NS      | $178179.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       559 | NS      | $255994.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                      | Associated Banc-Corp.                                   | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      6243 | NS      | $168373.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                        | Clean Harbors, Inc.                                     | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |      1925 | NS      | $466254.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                           | Murphy Oil Corp.                                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      5128 | NS      | $127482.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.         | Marriott Vacations Worldwide Corp.                      | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1215 | NS      | $94952.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      2885 | NS      | $153193.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.      | Ollie's Bargain Outlet Holdings, Inc.                   | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      2347 | NS      | $297693.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                           | SouthState Corp.                                        | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3763 | NS      | $384051.78    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp.                          | Knife River Corp.                                       | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2165 | NS      | $175365.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                          | Black Hills Corp.                                       | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      2772 | NS      | $165793.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                             | GameStop Corp., Class A                                 | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     15559 | NS      | $348677.19    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P Midcap 400 E-Mini Index                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        48 | NC      | $962581.54    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                     | Antero Resources Corp.                                  | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     11157 | NS      | $356131.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                            | RB Global, Inc.                                         | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |      7079 | NS      | $810828.66    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                      | Eagle Materials, Inc.                                   | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      1272 | NS      | $293704.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6902 | NC      | $-825700.61   | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp.                            | API Group Corp.                                         | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     13969 | NS      | $498413.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                     | Tenet Healthcare Corp.                                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      3550 | NS      | $654371.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      5314 | NS      | $274255.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc.                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     10649 | NS      | $140886.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co. plc                            | Perrigo Co. plc                                         | CUSIP: N/A<br>LEI: 549300IFOQS6R1QLY196       | Long             | EC               | CORP              | IE        |      5255 | NS      | $124753.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      7124 | NS      | $268147.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                     | Antero Midstream Corp.                                  | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12822 | NS      | $228103.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                                   | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      4854 | NS      | $199256.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                       | Travel + Leisure Co.                                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      2539 | NS      | $160490.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                      | Matador Resources Co.                                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4451 | NS      | $224152.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)           | Goodyear Tire & Rubber Co. (The)                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     10921 | NS      | $92610.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                  | KBR, Inc.                                               | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      4959 | NS      | $250231.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.               | Coca-Cola Consolidated, Inc.                            | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2240 | NS      | $262617.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                           | AptarGroup, Inc.                                        | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2525 | NS      | $351656.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                        | YETI Holdings, Inc.                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      3166 | NS      | $111316.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                     | Cleveland-Cliffs, Inc.                                  | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     18530 | NS      | $199197.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                            | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1419 | NS      | $701723.88    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.        | First Industrial Realty Trust, Inc.                     | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5061 | NS      | $266208.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                              | Oshkosh Corp.                                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2461 | NS      | $342989.57    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                 | Silicon Laboratories, Inc.                              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1245 | NS      | $167265.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                        | CNX Resources Corp.                                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      5532 | NS      | $161534.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)        | Hanover Insurance Group, Inc. (The)                     | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1373 | NS      | $238188.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                       | Light & Wonder, Inc.                                    | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      3226 | NS      | $298308.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                           | MSA Safety, Inc.                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |      1503 | NS      | $256411.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                             | Evercore, Inc., Class A                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1374 | NS      | $441809.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                | Axalta Coating Systems Ltd.                             | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |      8355 | NS      | $261177.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                | Ciena Corp.                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      5434 | NS      | $510632.98    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                  | NOV, Inc.                                               | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     14363 | NS      | $190884.27    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                 | AGCO Corp.                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2366 | NS      | $255977.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                        | Post Holdings, Inc.                                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1725 | NS      | $195183.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                            | Primerica, Inc.                                         | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1256 | NS      | $338291.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                   | Flagstar Financial, Inc.                                | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     11584 | NS      | $148506.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1216277 | PA      | $1216277.29   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT, Inc.               | Sabra Health Care REIT, Inc.                            | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      9096 | NS      | $173824.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                             | Penumbra, Inc.                                          | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      1480 | NS      | $403507.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                 | Manhattan Associates, Inc.                              | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      2321 | NS      | $500036.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.            | Rexford Industrial Realty, Inc.                         | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      9026 | NS      | $373766.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                            | Synaptics, Inc.                                         | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1473 | NS      | $102903.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp.             | International Bancshares Corp.                          | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2043 | NS      | $146156.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                 | Allegro MicroSystems, Inc.                              | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4997 | NS      | $154157.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                             | Appfolio, Inc., Class A                                 | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       881 | NS      | $244371.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy, Inc.                          | TXNM Energy, Inc.                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      3542 | NS      | $200618.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                | RenaissanceRe Holdings Ltd.                             | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |      1860 | NS      | $451961.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                       | Planet Fitness, Inc., Class A                           | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |      3205 | NS      | $335884.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.            | Independence Realty Trust, Inc.                         | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      8921 | NS      | $161559.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                             | Wingstop, Inc.                                          | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1066 | NS      | $349775.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.              | American Airlines Group, Inc.                           | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |     25210 | NS      | $337057.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio, Inc.                               | Twilio, Inc., Class A                                   | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      5836 | NS      | $616339.96    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                    | RPM International, Inc.                                 | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      4909 | NS      | $615146.79    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                       | Houlihan Lokey, Inc., Class A                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2056 | NS      | $409658.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                  | MKS, Inc.                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2564 | NS      | $264963.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                              | Vontier Corp.                                           | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      5654 | NS      | $242613.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                      | Commercial Metals Co.                                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4319 | NS      | $249076.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                  | Flex Ltd.                                               | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     14644 | NS      | $785211.28    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                          | Core & Main, Inc., Class A                              | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7240 | NS      | $468572.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc.                              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      2458 | NS      | $317155.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                         | Pure Storage, Inc., Class A                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     11880 | NS      | $922006.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.             | Somnigroup International, Inc.                          | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      7893 | NS      | $662617.35    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.             | Wyndham Hotels & Resorts, Inc.                          | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      2944 | NS      | $254979.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4166 | NS      | $373065.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.            | MSC Industrial Direct Co., Inc., Class A                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      1704 | NS      | $153751.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                | Park Hotels & Resorts, Inc.                             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      7641 | NS      | $89858.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                             | Reliance, Inc.                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      2010 | NS      | $594276.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1720 | NS      | $240301.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Westlake Corp.                             | Westlake Corp.                                          | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      1274 | NS      | $111882.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                             | Duolingo, Inc., Class A                                 | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1501 | NS      | $447087.86    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   5011767 | PA      | $5011766.82   | 3.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Guidewire Software, Inc.                   | Guidewire Software, Inc.                                | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3206 | NS      | $695766.12    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                             | Trex Co., Inc.                                          | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $252559.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.   | Science Applications International Corp.                | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      1803 | NS      | $212213.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                        | AeroVironment, Inc.                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1217 | NS      | $293722.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.  | MACOM Technology Solutions Holdings, Inc.               | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2275 | NS      | $291541.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                  | Janus Henderson Group plc                               | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |      4818 | NS      | $213533.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      4401 | NS      | $104127.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                  | XPO, Inc.                                               | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      4503 | NS      | $584039.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc.                           | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       708 | NS      | $130562.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                | Spire, Inc.                                             | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2257 | NS      | $172886.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                                   | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      2033 | NS      | $222816.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                 | Lear Corp.                                              | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2044 | NS      | $224840.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta, Inc.                              | Novanta, Inc.                                           | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1375 | NS      | $160063.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7708 | NC      | $1554391.45   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EchoStar Corp.                             | EchoStar Corp., Class A                                 | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      5129 | NS      | $316920.91    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                      | Onto Innovation, Inc.                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1868 | NS      | $198008.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                  | Commerce Bancshares, Inc.                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4641 | NS      | $287463.54    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                  | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    635092 | NS      | $635092.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                           | PBF Energy, Inc., Class A                               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      3757 | NS      | $102641.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.             | American Financial Group, Inc.                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2746 | NS      | $373071.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                               | Belden, Inc.                                            | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1510 | NS      | $196602.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc.                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      2159 | NS      | $459435.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.             | First American Financial Corp.                          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3933 | NS      | $259578.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings, Inc.              | Ryan Specialty Holdings, Inc., Class A                  | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4113 | NS      | $232507.89    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                                       | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |     33432 | NS      | $382796.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A                    | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |       315 | NS      | $69643.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co. (The)                    | Western Union Co. (The)                                 | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     12635 | NS      | $109545.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.           | First Financial Bankshares, Inc.                        | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      4921 | NS      | $182913.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                             | NNN REIT, Inc.                                          | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      7185 | NS      | $308308.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                    | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8403 | NS      | $191756.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       951 | NS      | $208345.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                  | Comfort Systems USA, Inc.                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1345 | NS      | $946046.10    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6224 | NC      | $-688173.62   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Banking System, Inc.              | Columbia Banking System, Inc.                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8035 | NS      | $215096.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                | Alcoa Corp.                                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      9896 | NS      | $318552.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                | Avnet, Inc.                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      3205 | NS      | $174896.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.            | Selective Insurance Group, Inc.                         | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2323 | NS      | $181728.29    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                | Halozyme Therapeutics, Inc.                             | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      4710 | NS      | $344536.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor, Inc.                              | Avantor, Inc.                                           | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26048 | NS      | $350866.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                             | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      6388 | NS      | $545471.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                           | Murphy USA, Inc.                                        | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       687 | NS      | $258655.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.               | Hilton Grand Vacations, Inc.                            | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      2428 | NS      | $115378.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                        | ManpowerGroup, Inc.                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1770 | NS      | $75048.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                               | Hexcel Corp.                                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      3073 | NS      | $194059.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                        | First Horizon Corp.                                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     19389 | NS      | $438191.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                             | Rayonier, Inc.                                          | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      5360 | NS      | $140860.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                     | Celsius Holdings, Inc.                                  | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6008 | NS      | $377783.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                        | Lithia Motors, Inc., Class A                            | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       995 | NS      | $334996.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                  | ITT, Inc.                                               | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      3009 | NS      | $512282.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc.                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1754 | NS      | $151843.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                              | Maximus, Inc.                                           | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2154 | NS      | $189379.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                                       | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2334 | NS      | $200397.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co.                        | SEI Investments Co.                                     | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      3616 | NS      | $319220.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6301 | NC      | $-639650.23   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust, Inc.              | Healthcare Realty Trust, Inc., Class A                  | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     13433 | NS      | $233465.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6132 | NS      | $428381.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                          | Wendy's Co. (The)                                       | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      6171 | NS      | $65474.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                    | East West Bancorp, Inc.                                 | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      5268 | NS      | $553877.52    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Co. (The)                         | Marzetti Co. (The)                                      | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       738 | NS      | $134758.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust                                    | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6383 | NS      | $242745.49    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                    | Arrow Electronics, Inc.                                 | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1983 | NS      | $250512.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.         | Reinsurance Group of America, Inc.                      | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      2527 | NS      | $492234.33    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                            | Blackbaud, Inc.                                         | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      1441 | NS      | $96129.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                                     | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4569 | NS      | $364012.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                  | WESCO International, Inc.                               | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1698 | NS      | $373288.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.            | Affiliated Managers Group, Inc.                         | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1087 | NS      | $244379.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     13754 | NS      | $229554.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                              | IDACORP, Inc.                                           | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2066 | NS      | $258456.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                            | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      2309 | NS      | $184442.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                      | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |       579 | NS      | $130662.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                             | Docusign, Inc., Class A                                 | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      7741 | NS      | $593425.06    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1507 | NS      | $154693.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                 | Carpenter Technology Corp.                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1903 | NS      | $458394.64    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                  | Essential Utilities, Inc.                               | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |      9859 | NS      | $389529.09    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                   | CACI International, Inc., Class A                       | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       840 | NS      | $402964.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems, Inc.                    | Commvault Systems, Inc.                                 | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1686 | NS      | $314683.47    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                                   | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      2761 | NS      | $286398.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                    | Euronet Worldwide, Inc.                                 | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      1553 | NS      | $144724.07    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                       | Voya Financial, Inc.                                    | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      3681 | NS      | $276406.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                | Brighthouse Financial, Inc.                             | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2195 | NS      | $103735.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                       | Crown Holdings, Inc.                                    | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4399 | NS      | $437172.62    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                 | ASGN, Inc.                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      1674 | NS      | $90814.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                      | STAG Industrial, Inc.                                   | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7133 | NS      | $262851.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    760173 | PA      | $760173.31    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| PVH Corp.                                  | PVH Corp.                                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1835 | NS      | $154727.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                         | Cirrus Logic, Inc.                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      2030 | NS      | $231805.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                      | Texas Roadhouse, Inc., Class A                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2536 | NS      | $437586.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc              | Weatherford International plc                           | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      2773 | NS      | $176653.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                             | Toro Co. (The)                                          | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      3815 | NS      | $309243.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.              | Portland General Electric Co.                           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4187 | NS      | $179119.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                           | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2291 | NS      | $175261.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                         | DT Midstream, Inc.                                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3885 | NS      | $404739.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                  | Crane Co.                                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      1868 | NS      | $346140.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                    | Bath & Body Works, Inc.                                 | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      8142 | NS      | $237827.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.               | Sprouts Farmers Market, Inc.                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3741 | NS      | $525760.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                      | Silgan Holdings, Inc.                                   | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3108 | NS      | $145827.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                         | Hyatt Hotels Corp., Class A                             | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |      1603 | NS      | $231280.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                  | Carlyle Group, Inc. (The)                               | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      8145 | NS      | $525841.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                   | New York Times Co. (The), Class A                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      6202 | NS      | $371127.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                    | Civitas Resources, Inc.                                 | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3256 | NS      | $119755.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                               | MasTec, Inc.                                            | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2344 | NS      | $425881.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp.                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      6431 | NS      | $400136.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    304069 | PA      | $304069.32    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                                          | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2275 | NS      | $561515.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.                        | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4597 | NS      | $269016.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                               | Rambus, Inc.                                            | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4105 | NS      | $302825.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                            | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      1655 | NS      | $101319.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                               | Avient Corp.                                            | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3499 | NS      | $130862.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     18206 | NS      | $190434.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1672381 | PA      | $1672381.28   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                                         | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      4997 | NS      | $268139.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                      | Home BancShares, Inc.                                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7020 | NS      | $208915.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                         | Vail Resorts, Inc.                                      | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      1428 | NS      | $233906.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.               | Brixmor Property Group, Inc.                            | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     11699 | NS      | $327455.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                    | Burlington Stores, Inc.                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      2408 | NS      | $699957.44    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                          | EMCOR Group, Inc.                                       | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1711 | NS      | $1060820.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                  | SLM Corp.                                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8022 | NS      | $250928.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                | Chewy, Inc., Class A                                    | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      8389 | NS      | $343613.44    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3455 | NS      | $299686.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding plc           | Sensata Technologies Holding plc                        | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | GB        |      5592 | NS      | $181963.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                      | Lamar Advertising Co., Class A                          | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      3363 | NS      | $427941.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA, Inc.                         | Skechers USA, Inc., Class A                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      4980 | NS      | $314138.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                     | Envista Holdings Corp.                                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      6479 | NS      | $137225.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust          | National Storage Affiliates Trust                       | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      2689 | NS      | $86666.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                        | Graham Holdings Co., Class B                            | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       130 | NS      | $141186.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                               | Valaris Ltd.                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2499 | NS      | $124125.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                            | H&R Block, Inc.                                         | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      5118 | NS      | $257691.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                | Service Corp. International                             | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      5442 | NS      | $431278.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       767 | NS      | $281581.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                 | Coty, Inc., Class A                                     | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     14005 | NS      | $59941.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.            | Jefferies Financial Group, Inc.                         | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      6228 | NS      | $403885.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                            | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      4135 | NS      | $102920.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                | Cabot Corp.                                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2054 | NS      | $167524.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                               | Kemper Corp.                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      2299 | NS      | $123341.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                       | FTI Consulting, Inc.                                    | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      1288 | NS      | $217208.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                       | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   3800867 | PA      | $3800866.53   | 2.53%             |  |  |  | No            |                  2 | On Loan: No      |
| PotlatchDeltic Corp.                       | PotlatchDeltic Corp.                                    | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      2734 | NS      | $114910.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.      | Applied Industrial Technologies, Inc.                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1456 | NS      | $383772.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co.                          | Sotera Health Co.                                       | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5859 | NS      | $95911.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer