# EDGAR Filing Document

**Accession Number:** 0001424958
**File Stem:** 0001145549-25-044705
**Filing Date:** 2025-6
**Character Count:** 149976
**Document Hash:** 936438fedd065093298bec9215644c8a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-044705.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-044705

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Direxion Shares ETF Trust
- **CENTRAL INDEX KEY:** 0001424958

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22201
- **FILM NUMBER:** 251087656

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS (6TH AVENUE)
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 646-572-3390

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS (6TH AVENUE)
- **STREET 2:** 28TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Direxion ETF Trust
- **DATE OF NAME CHANGE:** 20080124

## Series and Classes Contracts Data

### Direxion Daily Mid Cap Bull 3X Shares (Series ID: S000022778)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000065906 | Direxion Daily Mid Cap Bull 3X Shares | MIDU            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Direxion Shares ETF Trust

- **b. Investment Company Act file number:** 811-22201

- **c. CIK number of Registrant:** 0001424958

- **d. LEI of Registrant:** 549300M501IVJM50FG12

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

  - **Street Address 1:** 1301 Avenue of the Americas (6th Avenue)

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 646-572-3390

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

- **a. Name of Series:** Direxion Daily Mid Cap Bull 3X Shares

- **b. EDGAR series identifier (if any):** S000022778

- **c. LEI of Series:** B15Q6MX3OEO111P4BX96

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $66775031.36

**Total Liabilities:** $251267.47

**Net Assets:** $66523763.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000065906 | -13.78%              | -17.38%              | -12.99%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-552164.78              | $-2507832.59                               |
| Month 2  | $-444996.89              | $-3089483.58                               |
| Month 3  | $-1328979.62             | $28660.48                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON INC                                   | AAON INC                                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1164 | NS      | $106238.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| AGCO CORP                                  | AGCO CORP                                                           | CUSIP: 001084102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $90598.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INC                                   | ASGN INC                                                            | CUSIP: 00191U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       763 | NS      | $38439.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co CL'A'COM USD0.01                             | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       870 | NS      | $60395.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                   | ACADIA HEALTHCARE CO INC                                            | CUSIP: 00404A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1603 | NS      | $37510.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACUITY BRANDS INC                          | ACUITY BRANDS INC                                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $128626.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                      | AECOM                                                               | CUSIP: 00766T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2288 | NS      | $225711.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS IN               | ADVANCED DRAINAGE SYSTEMS IN                                        | CUSIP: 00790R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1218 | NS      | $138230.82    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP                  | AFFILIATED MANAGERS GROUP                                           | CUSIP: 008252108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       505 | NS      | $83643.15     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORP                          | AGREE REALTY CORP                                                   | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1846 | NS      | $143268.06    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group Inc.                      | Alaska Air Group Incorporation COM USD0.01                          | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      2122 | NS      | $93940.94     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                  | Albertsons Companies Inc COMMON STOCK                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |      6994 | NS      | $153728.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCOA CORP                                 | ALCOA CORP                                                          | CUSIP: 013872106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4456 | NS      | $109305.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGHENY TECHNOLOGIES                     | ATI INC                                                             | CUSIP: 01741R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2460 | NS      | $133774.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                   | ALLEGRO MICROSYSTEMS INC                                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2254 | NS      | $42983.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE INC                                 | ALLETE INC                                                          | CUSIP: 018522300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       999 | NS      | $65424.51     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                         | ALLY FINANCIAL INC                                                  | CUSIP: 02005N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4740 | NS      | $154808.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEDISYS INC                               | AMEDISYS INC                                                        | CUSIP: 023436108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $53618.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc                | American Airlines Group Inc COM USD0.01                             | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11342 | NS      | $112852.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC               | AMERICAN FINANCIAL GROUP INC                                        | CUSIP: 025932104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $157691.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT- A                   | AMERICAN HOMES 4 RENT- A                                            | CUSIP: 02665T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5471 | NS      | $204560.69    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY INC                       | AMKOR TECHNOLOGY INC                                                | CUSIP: 031652100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1957 | NS      | $34149.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT IN               | ANNALY CAPITAL MANAGEMENT IN                                        | CUSIP: 035710839<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9975 | NS      | $195510.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corporation               | Antero Resources Corporation USD0.01                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      5045 | NS      | $175717.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                      | ANTERO MIDSTREAM CORP                                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5779 | NS      | $95642.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                              | Appfolio Incorporation COM USD0.0001 CL A                           | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       400 | NS      | $82608.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| APPLIED INDUSTRIAL TECH INC                | APPLIED INDUSTRIAL TECH INC                                         | CUSIP: 03820C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $160808.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                             | APTARGROUP INC                                                      | CUSIP: 038336103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1147 | NS      | $171992.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                    | ARAMARK                                                             | CUSIP: 03852U106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4573 | NS      | $152875.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS INC                      | ARROW ELECTRONICS INC                                               | CUSIP: 042735100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $100112.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHLAND GLOBAL HOLDINGS INC                | ASHLAND INC                                                         | CUSIP: 044186104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       813 | NS      | $44219.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp COM USD0.01                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2828 | NS      | $62385.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC.                               | AUTOLIV INC                                                         | CUSIP: 052800109<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      1233 | NS      | $114952.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc. COM USD0.01                                        | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $77322.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR INC                                | AVANTOR INC                                                         | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11744 | NS      | $152554.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIENT CORP                                | AVIENT CORP                                                         | CUSIP: 05368V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1576 | NS      | $52496.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc.                     | Avis Budget Group, Inc. COM STK USD0.01                             | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |       290 | NS      | $26862.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AVNET INC                                  | AVNET INC                                                           | CUSIP: 053807103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $70156.07     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc             | BJ Wholesale Club Holdings Inc COM USD0.01                          | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      2279 | NS      | $267919.24    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                       | BWX Technologies Inc COM USD0.01                                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1578 | NS      | $172191.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK Little Rock Arkansas              | Bank OZK Little Rock Arkansas COM USD0.01                           | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1820 | NS      | $77532.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc COM                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      3736 | NS      | $113985.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC                                 | BELDEN INC                                                          | CUSIP: 077454106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $71558.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BELLRING BRANDS INC                        | BELLRING BRANDS INC                                                 | CUSIP: 07831C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2213 | NS      | $170710.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL GROUP INC                     | BERRY GLOBAL GROUP INC                                              | CUSIP: 08579W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                          | Bill Com Holdings Inc COM                                           | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |      1618 | NS      | $73732.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES-A                     | BIO-RAD LABORATORIES-A                                              | CUSIP: 090572207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $81034.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.               | Biomarin Pharmaceutical Inc. COM USD0.001                           | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      3287 | NS      | $209349.03    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                           | BLACK HILLS CORP                                                    | CUSIP: 092113109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $75272.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                              | Blackbaud Inc COM USD0.001                                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       656 | NS      | $39714.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R BLOCK INC                              | H&R BLOCK INC                                                       | CUSIP: 093671105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2308 | NS      | $139333.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON BEER COMPANY INC-A                  | BOSTON BEER COMPANY INC-A                                           | CUSIP: 100557107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       148 | NS      | $36378.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                    | Boyd Gaming Corporation COM USD0.01                                 | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      1144 | NS      | $79096.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                  | BRIGHTHOUSE FINANCIAL INC                                           | CUSIP: 10922N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1012 | NS      | $58918.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINK'S CO/THE                             | BRINK'S CO/THE                                                      | CUSIP: 109696104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $67108.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                 | BRIXMOR PROPERTY GROUP INC                                          | CUSIP: 11120U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5276 | NS      | $131425.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                | BRUKER CORP                                                         | CUSIP: 116794108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1908 | NS      | $76434.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP                             | BRUNSWICK CORP                                                      | CUSIP: 117043109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1138 | NS      | $52404.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc.                     | Burlington Stores Inc. COM USD0.0001                                | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1083 | NS      | $243718.32    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO FINANCIAL GROUP INC                                             | CUSIP: 12621E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1753 | NS      | $66508.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corporation                  | CNX Resources Corporation COM USD0.01                               | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2567 | NS      | $75546.81     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CABOT CORP                                 | CABOT CORP                                                          | CUSIP: 127055101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $73434.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC -CL A               | CACI INTERNATIONAL INC -CL A                                        | CUSIP: 127190304<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       387 | NS      | $177195.69    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank COM                                                    | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      3166 | NS      | $92637.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                           | CARLISLE COS INC                                                    | CUSIP: 142339100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $291061.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GROUP INC/THE                      | CARLYLE GROUP INC/THE                                               | CUSIP: 14316J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3640 | NS      | $140649.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY                       | CARPENTER TECHNOLOGY                                                | CUSIP: 144285103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $168615.82    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                | Caseys Gen Stores COM NPV                                           | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       640 | NS      | $296057.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVA GROUP INC                             | CAVA GROUP INC                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1399 | NS      | $129309.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                       | CELSIUS HOLDINGS INC                                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2715 | NS      | $94916.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONX CORP                             | CHAMPIONX CORP                                                      | CUSIP: 15872M104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3291 | NS      | $79411.83     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                       | CHART INDUSTRIES INC                                                | CUSIP: 16115Q308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       725 | NS      | $97860.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                | CHEMED CORP                                                         | CUSIP: 16359R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $150029.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                  | Chewy Inc COM USD0.01 CL A                                          | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |      2858 | NS      | $107175.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International, Inc.          | Choice Hotels International, Inc. COM USD.01                        | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |       385 | NS      | $48552.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Churchill Downs Inc                        | Churchill Downs Inc COM NPV                                         | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      1267 | NS      | $114549.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corporation                          | Ciena Corporation COM STK USD0.01                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      2451 | NS      | $164609.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                           | CIRRUS LOGIC INC                                                    | CUSIP: 172755100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $88068.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc COM NEW                                       | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1532 | NS      | $41747.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                          | CLEAN HARBORS INC                                                   | CUSIP: 184496107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       873 | NS      | $186769.62    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                       | CLEVELAND-CLIFFS INC                                                | CUSIP: 185899101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8350 | NS      | $68804.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| COCA-COLA BOTTLING CO CONSOL               | COCA-COLA CONSOLIDATED INC                                          | CUSIP: 191098102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       102 | NS      | $138292.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                | COGNEX CORP                                                         | CUSIP: 192422103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $79961.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERENT CORP                              | COHERENT CORP                                                       | CUSIP: 19247G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2672 | NS      | $171863.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.               | Columbia Banking System Incorporation COM NPV                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3615 | NS      | $81048.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA SPORTSWEAR CO                     | COLUMBIA SPORTSWEAR CO                                              | CUSIP: 198516106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       553 | NS      | $34380.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                                             | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $243300.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| COMERICA INC                               | COMERICA INC                                                        | CUSIP: 200340107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $121797.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                    | Commerce Bancshares Inc COM USD5                                    | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2106 | NS      | $127918.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS CO                       | COMMERCIAL METALS CO                                                | CUSIP: 201723103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $87298.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                      | COMMVAULT SYSTEMS INC                                               | CUSIP: 204166102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $126851.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORP                            | CONCENTRIX CORP                                                     | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $40796.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CORE & MAIN INC-CLASS A                    | CORE & MAIN INC-CLASS A                                             | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $172790.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CORPORATE OFFICE PROPERTIES                | COPT DEFENSE PROPERTIES                                             | CUSIP: 22002T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1940 | NS      | $50653.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC-CL A                              | COTY INC-CL A                                                       | CUSIP: 222070203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6316 | NS      | $31895.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INC                     | COUSINS PROPERTIES INC                                              | CUSIP: 222795502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2892 | NS      | $79645.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE CO                                   | CRANE CO                                                            | CUSIP: 224408104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $135062.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE NXT CO                               | CRANE NXT CO                                                        | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $39788.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS INC                                  | CROCS INC                                                           | CUSIP: 227046109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       966 | NS      | $93141.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS INC                         | CROWN HOLDINGS INC                                                  | CUSIP: 228368106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2019 | NS      | $194490.27    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                  | CUBESMART                                                           | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3901 | NS      | $158653.67    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                 | Cullen/Frost Bankers, Inc. COM USD0.01                              | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      1108 | NS      | $129048.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp. COM USD1                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |       650 | NS      | $224178.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc COM USD0.001                                       | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2036 | NS      | $87222.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| DT MIDSTREAM INC                           | DT MIDSTREAM INC                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1747 | NS      | $169808.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DARLING INGREDIENTS INC                    | DARLING INGREDIENTS INC                                             | CUSIP: 237266101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2743 | NS      | $88297.17     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                        | DENTSPLY SIRONA INC                                                 | CUSIP: 24906P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3429 | NS      | $47663.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                | Dick's Sporting Goods, Inc. COM USD0.01                             | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |       999 | NS      | $187552.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                               | Docusign Inc COM USD0.0001                                          | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      3486 | NS      | $284980.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC-CL A                | DOLBY LABORATORIES INC-CL A                                         | CUSIP: 25659T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $81167.03     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON CO INC                           | DONALDSON CO INC                                                    | CUSIP: 257651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2059 | NS      | $135338.07    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                | Dropbox Inc COM USD0.00001 CL A                                     | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |      3732 | NS      | $106548.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOLINGO                                   | DUOLINGO                                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $254719.92    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| DOXIMITY INC-CLASS A                       | DOXIMITY INC-CLASS A                                                | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2303 | NS      | $130994.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNATRACE INC                              | DYNATRACE INC                                                       | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5163 | NS      | $242506.11    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                                      | CUSIP: 26856L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $60199.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| EPR PROPERTIES                             | EPR PROPERTIES                                                      | CUSIP: 26884U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1306 | NS      | $64633.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                       | Eagle Materials Inc. COM USD0.01                                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       573 | NS      | $129721.47    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc COM USD0.001                                  | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $204550.05    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTGROUP PROPERTIES INC                   | EASTGROUP PROPERTIES INC                                            | CUSIP: 277276101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $146260.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP-A                            | ECHOSTAR CORP-A                                                     | CUSIP: 278768106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $46848.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR GROUP INC                            | EMCOR GROUP INC                                                     | CUSIP: 29084Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $318155.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                      | ENCOMPASS HEALTH CORP                                               | CUSIP: 29261A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1738 | NS      | $203328.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                    | ENERSYS                                                             | CUSIP: 29275Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $58888.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                       | ENSIGN GROUP INC/THE                                                | CUSIP: 29358P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       983 | NS      | $126797.17    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                               | Entegris Inc COM USD0.01                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |      2607 | NS      | $206265.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                      | ENVISTA HOLDINGS CORP                                               | CUSIP: 29415F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2970 | NS      | $47757.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| EQUITABLE HOLDINGS INC                     | EQUITABLE HOLDINGS INC                                              | CUSIP: 29452E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5345 | NS      | $264310.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES                | EQUITY LIFESTYLE PROPERTIES                                         | CUSIP: 29472R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3295 | NS      | $213450.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                  | ESAB CORP                                                           | CUSIP: 29605J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $117717.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | ESSENTIAL UTILITIES INC                                             | CUSIP: 29670G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4357 | NS      | $179203.41    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EURONET WORLDWIDE INC                      | EURONET WORLDWIDE INC                                               | CUSIP: 298736109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $70559.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC - A                           | EVERCORE INC - A                                                    | CUSIP: 29977A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       610 | NS      | $125226.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                             | Exelixis, Inc. COM USD0.001                                         | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |      4827 | NS      | $188977.05    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                   | EXLSERVICE HOLDINGS INC                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      2775 | NS      | $134532.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                               | EXPONENT INC                                                        | CUSIP: 30214U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       876 | NS      | $68923.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F N B Corp (Pennsylvania)                  | F N B Corp (Pennsylvania) COM USD0.01                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      6203 | NS      | $81197.27     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI CONSULTING INC                         | FTI CONSULTING INC                                                  | CUSIP: 302941109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $101264.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED INVESTORS INC-CL B               | FEDERATED HERMES INC                                                | CUSIP: 314211103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $54579.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNFV GROUP                                 | FIDELITY NATIONAL FINANCIAL                                         | CUSIP: 31620R303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4485 | NS      | $287264.25    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | FIRST AMERICAN FINANCIAL                                            | CUSIP: 31847R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1777 | NS      | $108059.37    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc             | First Financial Bankshares Inc COM USD0.01                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      2219 | NS      | $74358.69     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                  | First Horizon Corporation COM USD0.625                              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      9039 | NS      | $163425.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TR                 | FIRST INDUSTRIAL REALTY TR                                          | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $108625.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                     | FIRSTCASH HOLDINGS INC                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       672 | NS      | $90021.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                             | Five Below Inc COM USD0.01                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |       949 | NS      | $72019.61     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor And Decor Holding Inc.               | Floor And Decor Holding Incorporation COM USD0.001 CL A             | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      1849 | NS      | $132092.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                 | FLUOR CORP                                                          | CUSIP: 343412102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2958 | NS      | $103204.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                          | FLOWERS FOODS INC                                                   | CUSIP: 343498101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3379 | NS      | $59436.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                             | FLOWSERVE CORP                                                      | CUSIP: 34354P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2265 | NS      | $102445.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc USD0.01                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2143 | NS      | $115336.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARE               | FRONTIER COMMUNICATIONS PARE                                        | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3823 | NS      | $138583.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                  | GATX CORP                                                           | CUSIP: 361448103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $89473.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc.                         | GXO Logistics Inc. COMMON STOCK                                     | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |      2062 | NS      | $74726.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc          | Gaming and Leisure Properties Inc COM USD0.01                       | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4733 | NS      | $226521.38    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                              | GAMESTOP CORP                                                       | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |      7013 | NS      | $195382.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| The Gap Inc.                               | GAP INC/THE                                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      3839 | NS      | $84074.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp COM USD0.06                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      3923 | NS      | $85442.94     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                       | Glacier Bancorp Inc. COM USD0.01                                    | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      1956 | NS      | $79726.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL INC - A                     | GLOBUS MEDICAL INC - A                                              | CUSIP: 379577208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $140740.97    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                     | GOODYEAR TIRE & RUBBER CO                                           | CUSIP: 382550101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4916 | NS      | $53486.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                  | GRACO INC                                                           | CUSIP: 384109104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2912 | NS      | $237648.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS CO-CLASS B                 | GRAHAM HOLDINGS CO-CLASS B                                          | CUSIP: 384637104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        59 | NS      | $54282.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                 | GRAND CANYON EDUCATION INC                                          | CUSIP: 38526M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       496 | NS      | $88471.52     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAPHIC PACKAGING HOLDING CO               | GRAPHIC PACKAGING HOLDING CO                                        | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5179 | NS      | $131080.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GREIF INC                                  | GREIF INC-CL A                                                      | CUSIP: 397624107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       446 | NS      | $23406.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                     | GUIDEWIRE SOFTWARE INC                                              | CUSIP: 40171V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1440 | NS      | $294868.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                          | HF Sinclair Corp. COM                                               | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      2759 | NS      | $82963.13     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP/MASS                      | HAEMONETICS CORP/MASS                                               | CUSIP: 405024100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $54575.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                  | Halozyme Therapeutics Inc COM USD0.001                              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2194 | NS      | $134755.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INC-CLASS A                  | HAMILTON LANE INC-CLASS A                                           | CUSIP: 407497106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       747 | NS      | $115404.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                | Hancock Whitney Corporation COM USD3.33                             | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1484 | NS      | $77301.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HANOVER INSURANCE GROUP INC/               | HANOVER INSURANCE GROUP INC/                                        | CUSIP: 410867105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $103148.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON INC                        | HARLEY-DAVIDSON INC                                                 | CUSIP: 412822108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1976 | NS      | $44301.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY INC                           | HEALTHEQUITY INC                                                    | CUSIP: 42226A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1495 | NS      | $128151.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INC                | HEALTHCARE REALTY TRUST INC                                         | CUSIP: 42226K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6114 | NS      | $94950.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                         | Hexcel Corporation COM USD0.01                                      | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      1398 | NS      | $67761.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                 | Hilton Grand Vacations Inc COM USD0.01                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      1070 | NS      | $35984.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH INC                     | HIMS & HERS HEALTH INC                                              | CUSIP: 433000106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3298 | NS      | $109163.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc.                       | Home BancShares Inc. COM USD0.01                                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3189 | NS      | $88494.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HOULIHAN LOKEY INC                         | HOULIHAN LOKEY INC                                                  | CUSIP: 441593100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $151058.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corporation                   | Hyatt Hotels Corporation COM USD0.01 CLASS 'A'                      | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |       735 | NS      | $82819.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG PHOTONICS CORP                         | IPG PHOTONICS CORP                                                  | CUSIP: 44980X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       455 | NS      | $27249.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                    | ITT INC                                                             | CUSIP: 45073V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1405 | NS      | $192513.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                | IDACORP INC                                                         | CUSIP: 451107106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       918 | NS      | $108406.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                               | Illumina Inc COM USD0.01                                            | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      2732 | NS      | $212003.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENCE REALTY TRUST IN               | INDEPENDENCE REALTY TRUST IN                                        | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      3975 | NS      | $77234.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                              | INGREDION INC                                                       | CUSIP: 457187102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $147695.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INSPERITY INC                              | INSPERITY INC                                                       | CUSIP: 45778Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $39591.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc              | INTERACTIVE BROKERS GRO-CL A                                        | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      1879 | NS      | $322906.15    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | International Bancshares Corp COM USD1                              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |       923 | NS      | $56339.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC                 | IRIDIUM COMMUNICATIONS INC                                          | CUSIP: 46269C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1877 | NS      | $45292.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP IN               | JEFFERIES FINANCIAL GROUP IN                                        | CUSIP: 47233W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2808 | NS      | $131217.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INC                     | JONES LANG LASALLE INC                                              | CUSIP: 48020Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       819 | NS      | $186248.79    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR INC                                    | KBR INC                                                             | CUSIP: 48242W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2298 | NS      | $121357.38    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home COM STK USD1                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1197 | NS      | $64673.91     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP                                | KEMPER CORP                                                         | CUSIP: 488401100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $61248.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORP                         | KILROY REALTY CORP                                                  | CUSIP: 49427F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1833 | NS      | $57757.83     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP INC                  | KINSALE CAPITAL GROUP INC                                           | CUSIP: 49714P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       382 | NS      | $166269.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp COM USD0.10                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |       990 | NS      | $95406.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                    | KITE REALTY GROUP TRUST                                             | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3789 | NS      | $82031.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KNIFE RIVER CORP                           | KNIFE RIVER CORP                                                    | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $91232.26     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Knight-Swift Transportation Holdings Inc.  | Knight-Swift Transportation Holdings Inc. COM USD0.01 CLASS A       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2793 | NS      | $109401.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | KYNDRYL HOLDINGS INC                                                | CUSIP: 50155Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4014 | NS      | $130133.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING CO-A                     | LAMAR ADVERTISING CO-A                                              | CUSIP: 512816109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1517 | NS      | $172649.77    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER COLONY CORP                      | LANCASTER COLONY CORP                                               | CUSIP: 513847103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       333 | NS      | $54205.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc.                       | Landstar System Inc. COM USD0.01                                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |       609 | NS      | $81697.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS INC                      | LANTHEUS HOLDINGS INC                                               | CUSIP: 516544103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $125208.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corporation          | Lattice Semiconductor Corporation COM USD0.01                       | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      2380 | NS      | $116453.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORP                                  | LEAR CORP                                                           | CUSIP: 521865204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $79404.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS                  | LINCOLN ELECTRIC HOLDINGS                                           | CUSIP: 533900106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $171442.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Incorporated                 | Lithia Motors Incorporated CL'A'COM NPV                             | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       459 | NS      | $134376.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE INC                             | LITTELFUSE INC                                                      | CUSIP: 537008104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       429 | NS      | $78210.99     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                     | LOUISIANA-PACIFIC CORP                                              | CUSIP: 546347105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1079 | NS      | $93128.49     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                      | LUMENTUM HOLDINGS INC                                               | CUSIP: 55024U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1193 | NS      | $70434.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MGIC INVESTMENT CORP                       | MGIC INVESTMENT CORP                                                | CUSIP: 552848103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4285 | NS      | $106739.35    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                       | MKS Instruments Inc. COM NPV                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1160 | NS      | $81362.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA SAFETY INC                             | MSA SAFETY INC                                                      | CUSIP: 553498106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       677 | NS      | $106573.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO-A                 | MSC INDUSTRIAL DIRECT CO-A                                          | CUSIP: 553530106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $59042.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS H               | MACOM TECHNOLOGY SOLUTIONS H                                        | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $106447.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                               | Macy's, Inc. COM USD0.01                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      4789 | NS      | $54690.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSOCIATED INC                   | MANHATTAN ASSOCIATES INC                                            | CUSIP: 562750109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1054 | NS      | $186969.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC                          | MANPOWERGROUP INC                                                   | CUSIP: 56418H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       809 | NS      | $34843.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc.                             | MAPLEBEAR INC                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2792 | NS      | $111372.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp          | Marriott Vacations Worldwide Corp COM USD0.01                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |       554 | NS      | $30364.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORP                                | MASIMO CORP                                                         | CUSIP: 574795100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       767 | NS      | $123456.32    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC INC                                 | MASTEC INC                                                          | CUSIP: 576323109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1061 | NS      | $135086.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company                  | Matador Resources Company COM USD0.01                               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      2001 | NS      | $79119.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL INC                                 | MATTEL INC                                                          | CUSIP: 577081102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5811 | NS      | $92336.79     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS INC                                | MAXIMUS INC                                                         | CUSIP: 577933104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       976 | NS      | $65352.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS INC                       | MEDPACE HOLDINGS INC                                                | CUSIP: 58506Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $132607.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLEBY CORP                              | MIDDLEBY CORP                                                       | CUSIP: 596278101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       928 | NS      | $123748.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR INC                            | MORNINGSTAR INC                                                     | CUSIP: 617700109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $132679.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                                              | CUSIP: 624756102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1961 | NS      | $144251.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                     | Murphy Oil Corporation COM USD1.00                                  | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      2364 | NS      | $48532.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc.                            | Murphy USA Inc. COM USD0.01                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       314 | NS      | $156550.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC                                    | NOV INC                                                             | CUSIP: 62955J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6569 | NS      | $76266.09     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                       | NATIONAL FUEL GAS CO                                                | CUSIP: 636180101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1562 | NS      | $119930.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES                 | NNN REIT INC                                                        | CUSIP: 637417106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3235 | NS      | $132990.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES                | NATIONAL STORAGE AFFILIATES                                         | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1210 | NS      | $45012.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Neurocrine Biosciences Inc                 | Neurocrine Biosciences Inc COM USD0.001                             | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1720 | NS      | $185226.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW JERSEY RESOURCES CORP                  | NEW JERSEY RESOURCES CORP                                           | CUSIP: 646025106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1730 | NS      | $84666.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Financial, Inc.                   | NEW YORK COMMUNITY BANCORP                                          | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      5227 | NS      | $61208.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES CO-A                        | NEW YORK TIMES CO-A                                                 | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2815 | NS      | $146548.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                             | NEWMARKET CORP                                                      | CUSIP: 651587107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       132 | NS      | $81219.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTRACKER INC-CL A                        | NEXTRACKER INC-CL A                                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2478 | NS      | $100631.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC-CL A               | NEXSTAR MEDIA GROUP INC                                             | CUSIP: 65336K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $75278.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                            | Nordstrom, Inc. COM NPV                                             | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      1680 | NS      | $40555.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORP                          | NORTHWESTERN ENERGY GROUP IN                                        | CUSIP: 668074305<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1058 | NS      | $61607.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC                                | NOVANTA INC                                                         | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       620 | NS      | $73693.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                            | OGE ENERGY CORP                                                     | CUSIP: 670837103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3466 | NS      | $157287.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                         | Chord Energy Corp. COM NEW                                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1054 | NS      | $95102.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                       | Old National Bancorp COM NPV                                        | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5502 | NS      | $113286.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | OLD REPUBLIC INTL CORP                                              | CUSIP: 680223104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4023 | NS      | $151264.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OLIN CORP                                  | OLIN CORP                                                           | CUSIP: 680665205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1996 | NS      | $43153.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollies Bargain Outlet Holdings Inc.        | Ollies Bargain Outlet Holdings Incorporation COM USD0.001           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      1057 | NS      | $112158.27    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS                 | OMEGA HEALTHCARE INVESTORS                                          | CUSIP: 681936100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4862 | NS      | $189861.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                | ONE GAS INC                                                         | CUSIP: 68235P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $76704.27     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc.                       | ONTO INNOVATION INC                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       851 | NS      | $103796.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH INC                     | OPTION CARE HEALTH INC                                              | CUSIP: 68404L201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2935 | NS      | $94829.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                     | ORMAT TECHNOLOGIES INC                                              | CUSIP: 686688102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       992 | NS      | $72019.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORP                               | OSHKOSH CORP                                                        | CUSIP: 688239201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1123 | NS      | $94062.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                | Ovintiv Inc COM                                                     | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      4491 | NS      | $150807.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                              | Owens Corning COM USD0.01                                           | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      1479 | NS      | $215061.39    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy Inc COM USD0.001                                         | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      1691 | NS      | $29051.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM RESOURCES INC                          | PNM RESOURCES INC                                                   | CUSIP: 69349H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1557 | NS      | $82832.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP                                   | PVH CORP                                                            | CUSIP: 693656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       959 | NS      | $66151.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc.                 | Park Hotels & Resorts Inc. COM USD0.01                              | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3560 | NS      | $35386.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                               | PARSONS CORP                                                        | CUSIP: 70202L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $53889.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corporation              | Paylocity Holding Corporation COM USD0.001                          | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |       753 | NS      | $144651.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc. COM STK USD0.0001                     | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       323 | NS      | $50281.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENUMBRA INC                               | PENUMBRA INC                                                        | CUSIP: 70975L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       661 | NS      | $193567.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP CO                  | PERFORMANCE FOOD GROUP CO                                           | CUSIP: 71377A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2694 | NS      | $217298.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                     | Permian Resources Corp CLASS A COM                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     11034 | NS      | $130201.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | PILGRIM'S PRIDE CORP                                                | CUSIP: 72147K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $37933.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc.           | Pinnacle Financial Partners Inc COM USD1.00                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1320 | NS      | $132316.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS INC - CL A                  | PLANET FITNESS INC - CL A                                           | CUSIP: 72703H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1452 | NS      | $137344.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| POLARIS INDUSTRIES INC                     | POLARIS INC                                                         | CUSIP: 731068102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $30699.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC CO               | PORTLAND GENERAL ELECTRIC CO                                        | CUSIP: 736508847<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $79480.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                          | POST HOLDINGS INC                                                   | CUSIP: 737446104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       789 | NS      | $89291.13     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| POTLATCH CORP                              | POTLATCHDELTIC CORP                                                 | CUSIP: 737630103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $47488.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS INC                     | POWER INTEGRATIONS INC                                              | CUSIP: 739276103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $48235.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA INC                              | PRIMERICA INC                                                       | CUSIP: 74164M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $151214.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                  | Prosperity Bancshares Inc COM USD1                                  | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1644 | NS      | $111627.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC - CLASS A                 | PURE STORAGE INC - CLASS A                                          | CUSIP: 74624M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5346 | NS      | $242494.56    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                 | Qualys Inc COM USD0.001                                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |       631 | NS      | $79323.01     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL INC                              | RB GLOBAL INC                                                       | CUSIP: 74935Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3182 | NS      | $320427.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI CORP                                   | RLI CORP                                                            | CUSIP: 749607107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1438 | NS      | $106426.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                         | RH                                                                  | CUSIP: 74967X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $47847.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                      | RPM INTERNATIONAL INC                                               | CUSIP: 749685103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2217 | NS      | $236664.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                 | RAMBUS INC                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1838 | NS      | $89676.02     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                      | Range Resources Corp. COM USD0.01                                   | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |      4162 | NS      | $141216.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER INC                               | RAYONIER INC                                                        | CUSIP: 754907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2423 | NS      | $59266.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INC                           | RBC BEARINGS INC                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $177099.23    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL BELOIT CORP                          | REGAL REXNORD CORP                                                  | CUSIP: 758750103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1143 | NS      | $120975.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA               | REINSURANCE GROUP OF AMERICA                                        | CUSIP: 759351604<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $212784.16    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM                  | RELIANCE INC                                                        | CUSIP: 759509102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $268918.59    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                              | REPLIGEN CORP                                                       | CUSIP: 759916109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       899 | NS      | $124053.01    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY IN               | REXFORD INDUSTRIAL REALTY IN                                        | CUSIP: 76169C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3924 | NS      | $129884.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD INC                             | ROYAL GOLD INC                                                      | CUSIP: 780287108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $207193.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS INC                | RYAN SPECIALTY HOLDINGS INC                                         | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1835 | NS      | $120210.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                         | Ryder System, Inc. COM USD0.50                                      | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       726 | NS      | $99948.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI INVESTMENTS COMPANY                    | SEI INVESTMENTS COMPANY                                             | CUSIP: 784117103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $130196.27    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP                                   | SLM CORP                                                            | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3629 | NS      | $104914.39    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                 | SABRA HEALTH CARE REIT INC                                          | CUSIP: 78573L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4081 | NS      | $72845.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                   | Saia Inc COM USD0.001                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       459 | NS      | $111996.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                   | Sarepta Therapeutics Inc COM USD0.0001                              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      1648 | NS      | $102835.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTE                  | SCIENCE APPLICATIONS INTE                                           | CUSIP: 808625107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $102028.29    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES CORP-A                    | LIGHT & WONDER INC                                                  | CUSIP: 80874P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $130033.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                      | SCOTTS MIRACLE-GRO CO                                               | CUSIP: 810186106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       744 | NS      | $37482.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECTIVE INSURANCE GROUP                  | SELECTIVE INSURANCE GROUP                                           | CUSIP: 816300107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1049 | NS      | $91504.27     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                          | SERVICE CORP INTERNATIONAL                                          | CUSIP: 817565104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2488 | NS      | $198791.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                        | SHIFT4 PAYMENTS INC-CLASS A                                         | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $96933.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| SILICON LABORATORIES INC                   | SILICON LABORATORIES INC                                            | CUSIP: 826919102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       561 | NS      | $57087.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC                        | SILGAN HOLDINGS INC                                                 | CUSIP: 827048109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $72310.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.              | Simpson Manufacturing Co Inc. COM USD0.01                           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |       726 | NS      | $111578.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SKETCHERS USA INC                          | SKECHERS USA INC-CL A                                               | CUSIP: 830566105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2269 | NS      | $108957.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                         | SONOCO PRODUCTS CO                                                  | CUSIP: 835495102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $69454.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH CO                           | SOTERA HEALTH CO                                                    | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2638 | NS      | $30337.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                           | SouthState Corporation COM USD2.5                                   | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      1693 | NS      | $146918.54    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                 | SOUTHWEST GAS HOLDINGS INC                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1039 | NS      | $75026.19     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIRE INC                                  | SPIRE INC                                                           | CUSIP: 84857L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1006 | NS      | $76999.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                | Sprouts Farmers Markets Inc COM USD0.001                            | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1725 | NS      | $294975.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                        | STAG INDUSTRIAL INC                                                 | CUSIP: 85254J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $106290.54    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                | STARWOOD PROPERTY TRUST INC                                         | CUSIP: 85571B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5524 | NS      | $106005.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| STIFEL FINANCIAL CORP                      | STIFEL FINANCIAL CORP                                               | CUSIP: 860630102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $150985.78    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                              | SYNAPTICS INC                                                       | CUSIP: 87157D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       676 | NS      | $37626.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp. COM USD1.00                                 | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      2434 | NS      | $105440.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Synnex Corp                             | TD SYNNEX CORP                                                      | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      1300 | NS      | $144040.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp COM USD0.00001                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      1785 | NS      | $102369.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUR SEALY INTL INC                      | TEMPUR SEALY INTERNATIONAL I                                        | CUSIP: 88023U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3298 | NS      | $201375.88    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| TENET HEALTHCARE CORP                      | TENET HEALTHCARE CORP                                               | CUSIP: 88033G407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1641 | NS      | $234580.95    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORP                                 | TEREX CORP                                                          | CUSIP: 880779103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1146 | NS      | $40339.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH INC                             | TETRA TECH INC                                                      | CUSIP: 88162G103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4623 | NS      | $144191.37    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.             | Texas Capital Bancshares, Inc. COM USD0.01                          | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       794 | NS      | $54111.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                        | TEXAS ROADHOUSE INC                                                 | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1151 | NS      | $191019.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| THOR INDUSTRIES INC                        | THOR INDUSTRIES INC                                                 | CUSIP: 885160101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $66409.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKEN CO                                  | TIMKEN CO                                                           | CUSIP: 887389104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1101 | NS      | $70739.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                        | Toll Brothers, Inc. COM USD0.01                                     | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      1722 | NS      | $173698.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Topbuild Corporation                       | Topbuild Corporation COM USD0.01 'WI'                               | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |       505 | NS      | $149358.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TORO CO                                    | TORO CO                                                             | CUSIP: 891092108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1736 | NS      | $118534.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel Plus Leisure Co                     | Travel Plus Leisure Co COM                                          | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1180 | NS      | $51837.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Company, Inc.                         | Trex Company, Inc. COM USD0.01                                      | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1849 | NS      | $106909.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| UGI CORP                                   | UGI CORP                                                            | CUSIP: 902681105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3706 | NS      | $121519.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                        | UMB Financial Corp. COM USD1                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1174 | NS      | $111025.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc COM                                              | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1047 | NS      | $103495.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                           | UNDER ARMOUR INC-CLASS A                                            | CUSIP: 904311107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3256 | NS      | $18624.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| UNDER ARMOUR INC                           | UNDER ARMOUR INC-CLASS C                                            | CUSIP: 904311206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $12016.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United Bankshares Inc                      | United Bankshares Inc COM USD2.50                                   | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      2462 | NS      | $84421.98     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                      | US FOODS HOLDING CORP                                               | CUSIP: 912008109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3973 | NS      | $260867.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP                   | UNITED STATES STEEL CORP                                            | CUSIP: 912909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3883 | NS      | $169725.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation            | United Therapeutics Corporation COM USD0.01                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |       770 | NS      | $233379.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                    | UNIVERSAL DISPLAY CORP                                              | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $95604.43     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                 | UNUM GROUP                                                          | CUSIP: 91529Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2834 | NS      | $220088.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                    | VF CORP                                                             | CUSIP: 918204108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5711 | NS      | $67846.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                         | Vail Resorts, Inc. COM STK USD0.01                                  | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       646 | NS      | $89923.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                   | Valley National Bancorp COM NPV                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      8193 | NS      | $70459.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES                         | VALMONT INDUSTRIES                                                  | CUSIP: 920253101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $101454.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                              | VALVOLINE INC                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      2192 | NS      | $75097.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc.                          | VIPER ENERGY INC                                                    | CUSIP: 927959106<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      2265 | NS      | $91347.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORP                               | VISTEON CORP                                                        | CUSIP: 92839U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $37773.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORP                               | VONTIER CORP                                                        | CUSIP: 928881101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2565 | NS      | $81592.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                       | VORNADO REALTY TRUST                                                | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $101006.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL INC                         | VOYA FINANCIAL INC                                                  | CUSIP: 929089100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1659 | NS      | $98212.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                               | WP CAREY INC                                                        | CUSIP: 92936U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3775 | NS      | $235711.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                    | WARNER MUSIC GROUP CORP-CL A                                        | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $76125.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                 | WATSCO INC                                                          | CUSIP: 942622200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $276363.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES-A                 | WATTS WATER TECHNOLOGIES-A                                          | CUSIP: 942749102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $98058.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp. COM USD0.01                                 | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      2956 | NS      | $139818.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WENDY'S CO/THE                             | WENDY'S CO/THE                                                      | CUSIP: 95058W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2953 | NS      | $36912.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| WESCO INTERNATIONAL INC                    | WESCO INTERNATIONAL INC                                             | CUSIP: 95082P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $124827.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorporation COM USD0.0001                       | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1882 | NS      | $131194.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN UNION CO                           | WESTERN UNION CO                                                    | CUSIP: 959802109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5828 | NS      | $57755.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                     | WESTLAKE CORP                                                       | CUSIP: 960413102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       577 | NS      | $53332.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                    | WEX INC                                                             | CUSIP: 96208T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       607 | NS      | $79134.59     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                             | WHIRLPOOL CORP                                                      | CUSIP: 963320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $72847.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WINGSTOP INC                               | WINGSTOP INC                                                        | CUSIP: 974155103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $133000.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation             | Wintrust Financial Corporation COM NPV                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      1147 | NS      | $127511.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                              | Woodward Governor COM USD0.00875                                    | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      1023 | NS      | $191884.11    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc               | Wyndham Hotels & Resorts Inc COM USD0.01                            | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |      1341 | NS      | $114387.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                    | XPO Inc COM USD0.001                                                | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      2022 | NS      | $214574.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS INC                          | YETI HOLDINGS INC                                                   | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1463 | NS      | $41768.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank | Zions Bancorporation Natl Assn Global Bank COM USD0.001             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      2551 | NS      | $114718.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                  | Zoominfo Technologies Inc COMMON STOCK                              | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |      4680 | NS      | $40060.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                  | AMCOR PLC                                                           | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | US        |     14478 | NS      | $133197.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD                 | AXALTA COATING SYSTEMS LTD                                          | CUSIP: G0750C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3762 | NS      | $122265.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPRI HOLDINGS LTD                         | CAPRI HOLDINGS LTD                                                  | CUSIP: G1890L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2034 | NS      | $30591.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ESSENT GROUP LTD                           | ESSENT GROUP LTD                                                    | CUSIP: G3198U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1811 | NS      | $103100.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                   | FABRINET                                                            | CUSIP: G3323L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $127342.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LTD                                | GENPACT LTD                                                         | CUSIP: G3922B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2772 | NS      | $139320.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                  | JANUS HENDERSON GROUP PLC                                           | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2194 | NS      | $72862.74     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEATHERFORD INTERNATIONAL PL               | WEATHERFORD INTERNATIONAL PL                                        | CUSIP: G48833118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1256 | NS      | $51998.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC COM USD0.0001                              | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | US        |      1042 | NS      | $121872.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                               | LIVANOVA PLC                                                        | CUSIP: G5509L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       936 | NS      | $34632.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                         | NVENT ELECTRIC PLC                                                  | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2843 | NS      | $156109.13    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                 | RENAISSANCERE HOLDINGS LTD                                          | CUSIP: G7496G103<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       849 | NS      | $205398.57    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                       | ROIVANT SCIENCES LTD                                                | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | US        |      7263 | NS      | $84396.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| SENSATA TECHNOLOGIES HOLDING               | SENSATA TECHNOLOGIES HOLDING                                        | CUSIP: G8060N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2580 | NS      | $55212.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                | VALARIS LTD                                                         | CUSIP: G9460G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $36477.99     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Perrigo Company PLC                        | Perrigo Company PLC COM EUR0.001                                    | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | US        |      2352 | NS      | $60493.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-996142.28   | -1.50%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-3914271.68  | -5.88%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $264004.22    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | S&P MID CAP 400 INDEX SWAP                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-515311.39   | -0.77%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                          | CNH INDUSTRIAL NV                                                   | CUSIP: N20944109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15080 | NS      | $174475.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE             | DREYFUS GOV'T CASH MGMT -INSTITUTIONAL CUSIP 262006208 DGCXX (#289) | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  11585621 | PA      | $11585621.42  | 17.42%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN FINANCIAL                          | GOLDMAN FINL SQ TRSRY INST 506                                      | CUSIP: N/A<br>LEI: 549300DAH6N80PM31E83       | Long             | STIV             | RF                | US        |  16063254 | PA      | $16063254.26  | 24.15%            |  |  |  | No            |                  1 | On Loan: No      |
| FLEXTRONICS INTL. LTD.                     | FLEX LTD                                                            | CUSIP: Y2573F102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6608 | NS      | $226918.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-27

**Name of Applicant:** Direxion Shares ETF Trust

**Signature:** Patrick Rudnick

**Name of Signer:** Patrick Rudnick

**Title:** Principal Executive Officer