# EDGAR Filing Document

**Accession Number:** 0000778206
**File Stem:** 0002000324-25-004151
**Filing Date:** 2025-10
**Character Count:** 203723
**Document Hash:** b1390a9edbbe77a3f3a451a96bb5df15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002000324-25-004151.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0002000324-25-004151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SHELTON FUNDS
- **CENTRAL INDEX KEY:** 0000778206

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04417
- **FILM NUMBER:** 251435858

**BUSINESS ADDRESS:**
- **STREET 1:** 1875 LAWRENCE STREET
- **STREET 2:** SUITE 300
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202-1805
- **BUSINESS PHONE:** 4153982727

**MAIL ADDRESS:**
- **STREET 1:** 1875 LAWRENCE STREET
- **STREET 2:** SUITE 300
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202-1805

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALIFORNIA INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CALIFORNIA INVESTMENT TRUST I
- **DATE OF NAME CHANGE:** 19870115

## Series and Classes Contracts Data

### S&P SmallCap Index Fund (Series ID: S000016024)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000044033 | Investor Shares | SMCIX           |
| C000044034 | K Shares        | SMLKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SHELTON FUNDS

- **b. Investment Company Act file number:** 811-04417

- **c. CIK number of Registrant:** 0000778206

- **d. LEI of Registrant:** 254900S73SCF59AAL583

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

  - **Street Address 1:** 1125 17th Street, Ste. 2550

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202-1805

  - **Telephone number:** 800-955-9888

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

- **a. Name of Series:** S&P SmallCap Index Fund

- **b. EDGAR series identifier (if any):** S000016024

- **c. LEI of Series:** 2549002RI5FMDTBNMS81

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $51763596.25

**Total Liabilities:** $57480.44

**Net Assets:** $51706115.81

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000044033 | 6.96%                | 0.87%                | 4.01%                |
| Class ID C000044034 | 6.87%                | 0.86%                | 3.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-380976.66              | $3685879.08                                |
| Month 2  | $252417.10               | $168856.86                                 |
| Month 3  | $23134.79                | $1765107.56                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Telephone and Data Systems Inc.             | Telephone and Data Systems Inc. COM USD0.01               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3624 | NS      | $145286.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                          | Kontoor Brands Inc COM NPV                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1844 | NS      | $142449.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                  | Albany International Corp. CLASS'A'COM USD0.001           | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1134 | NS      | $72020.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                | Alkermes PLC COM USD0.01                                  | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      5945 | NS      | $172226.65    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                              | Trustmark Corp COM NPV                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2211 | NS      | $89036.97     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                          | Helen Of Troy Corp COM USD0.10                            | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       890 | NS      | $21849.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                         | TG Therapeutics Inc COM USD0.001                          | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      4837 | NS      | $141869.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                               | Unifirst Corp COM USD0.10                                 | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       548 | NS      | $97445.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                       | Teleflex Incorporated COM USD1                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |      1606 | NS      | $203014.46    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                  | Tennant Co COM USD0.375                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       738 | NS      | $60545.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                               | Teradata Corp COM STK USD0.01                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      3556 | NS      | $74604.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                  | Terreno Realty Corporation COM USD0.01                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3647 | NS      | $210687.19    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                    | Tompkins Financial Corp. COM USD0.10                      | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       472 | NS      | $33106.08     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                       | TreeHouse Foods, Inc. COM USD0.01                         | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1740 | NS      | $31911.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                    | Trinity Industries, Inc. COM USD0.01                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      3084 | NS      | $87647.28     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                             | Tripadvisor Inc COM USD0.001                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      4275 | NS      | $74470.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                       | UFP Technologies Inc. COM USD0.01                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       284 | NS      | $59685.44     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                     | US Physical Therapy Inc COM USD0.01                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       588 | NS      | $48739.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                    | Ultra Clean Holdings Inc COM USD0.001                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1855 | NS      | $44557.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.(South Carolina) | United Community Banks Inc.(South Carolina) COM CAP USD1  | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4411 | NS      | $147327.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                  | United Natural Foods, Inc. COM USD0.01                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2298 | NS      | $64987.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                    | Yelp Inc COM USD0.000001                                  | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2445 | NS      | $77310.90     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                       | Assured Guaranty Ltd. COM USD0.01                         | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1656 | NS      | $136123.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                | Fresh Del Monte Produce Inc. COM USD0.01                  | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      1267 | NS      | $45966.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.            | Alpha & Omega Semiconductor Ltd. COM USD0.002             | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       927 | NS      | $26669.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                     | Signet Jewelers Limited COM STK USD0.18                   | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1540 | NS      | $135597.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                       | Universal Corporation COM NPV                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       960 | NS      | $53712.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                       | Urban Outfitters Inc. COM USD0.0001                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2091 | NS      | $140264.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                      | Veeco Instruments Inc. COM USD0.01                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2331 | NS      | $57156.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                             | Dorian LPG Ltd. COM USD0.01                               | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      1330 | NS      | $42533.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                               | Trupanion Inc COM USD0.00001                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1300 | NS      | $60268.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                       | Triumph Financial Inc COM USD0.01                         | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       855 | NS      | $52573.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                       | Urban Edge Properties COM USD0.01                         | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4738 | NS      | $98029.22     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                   | Tegna Inc COM USD1                                        | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      5987 | NS      | $126924.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                  | International Seaways Inc. COM NPV                        | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       737 | NS      | $33474.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                          | Ichor Holdings Ltd COM USD0.0001                          | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1323 | NS      | $22292.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                  | Adient PLC COM USD0.001                                   | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      3042 | NS      | $75441.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc New                           | Tidewater Inc New COM USD0.001                            | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1654 | NS      | $99570.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                   | Gates Industrial Corp PLC COM USD0.01                     | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |      7814 | NS      | $199725.84    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                     | Cushman & Wakefield PLC COM USD0.01                       | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7831 | NS      | $123494.87    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                      | TransMedics Group Inc. COM NPV                            | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      1227 | NS      | $141055.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                             | SiriusPoint Ltd COM USD0.1                                | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      3428 | NS      | $64172.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                        | Trustco Bank Corp NY COM NEW                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $29524.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation      | Zurn Elkay Water Solutions Corporation COM                | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5076 | NS      | $230247.36    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                | Two Harbors Investment Corp. COM                          | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      3852 | NS      | $38520.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                 | E-mini Russell 2000 Index Futures,Sep-2025,ETH            | CUSIP: N/A<br>LEI: LCZ7XYGSLJUHFXXNXD88       | Long             | DE               | CORP              | US        |         4 | NC      | $473960.00    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bills                | B 0 09/18/25                                              | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499054.45    | 0.97%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc             | Installed Building Products Inc COM USD0.01               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       818 | NS      | $214168.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                      | Integer Holdings Corp. COM NPV                            | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1246 | NS      | $134406.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                              | Ameris Bancorp COM USD1                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2317 | NS      | $169789.76    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                          | Axos Financial Inc COM USD0.01                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1923 | NS      | $175396.83    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                | Artivion Inc COM USD0.01                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1472 | NS      | $64664.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                  | Xencor Inc COM USD0.01                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2742 | NS      | $22292.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                  | Xenia Hotels & Resorts Inc COM USD0.01                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3982 | NS      | $56265.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc.                                   | Xpel Inc. COM                                             | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       828 | NS      | $30768.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                      | Worthington Steel Inc. COM SHS                            | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      1357 | NS      | $45188.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                 | Worthington Enterprises Inc COM NPV                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1172 | NS      | $77117.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                    | World Kinect Corporation COM USD0.01                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2105 | NS      | $56435.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                  | Wolverine World Wide, Inc. COM USD1                       | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2980 | NS      | $95181.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                            | WisdomTree, Inc. COM USD0.01                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      4321 | NS      | $58808.81     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                   | Winnebago Industries Inc. COM USD0.50                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1130 | NS      | $40657.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corporation               | WillScot Holdings Corporation COM CL A                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      5777 | NS      | $140034.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                      | Wiley John & Sons Inc. CLASS'A'COM USD1                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      1609 | NS      | $65293.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                         | Westamerica Bancorp COM NPV                               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1042 | NS      | $52110.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                     | Werner Enterprises Inc. COM USD0.01                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2413 | NS      | $69615.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                            | Elme Communities SBI USD0.01                              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3350 | NS      | $57218.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                    | WaFd Inc COM USD1                                         | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2879 | NS      | $90544.55     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                        | Warrior Met Coal Inc COM USD0.01                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1887 | NS      | $115371.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc.                        | Walker & Dunlop Inc. COM USD0.01                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1172 | NS      | $99678.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                               | WK Kellogg Co COM SHS                                     | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      2583 | NS      | $59202.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                  | WSFS Financial Corporation COM USD0.01                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2039 | NS      | $118853.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                   | WD-40 Co. COM USD0.001                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       503 | NS      | $108668.12    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                | Vishay Intertechnology, Inc. COM USD0.10                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      4316 | NS      | $66725.36     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.             | Virtus Investment Partners Inc. COM USD0.01               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       259 | NS      | $52170.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                         | Virtu Financial Inc COM CL A USD0.00001                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      3002 | NS      | $125843.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                       | VIR Biotechnology Inc COM                                 | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3582 | NS      | $17695.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.              | Victory Capital Holdings, Inc. COM USD0.01 CL A           | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1713 | NS      | $122102.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                     | Victorias Secret and Co COMMON STOCK                      | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3057 | NS      | $70372.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                  | Vicor Corp COM USD0.01                                    | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       898 | NS      | $45896.78     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                         | Viavi Solutions Inc COM USD0.001                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      8051 | NS      | $90815.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                | ViaSat, Inc. COM USD0.0001                                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      3060 | NS      | $98929.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc     | Pursuit Attractions and Hospitality Inc COM USD1.5        | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       790 | NS      | $29467.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                  | Verra Mobility Corporation COM USD0.0001                  | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      5726 | NS      | $142291.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                         | Vericel Corporation COM NPV                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1914 | NS      | $69593.04     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Hldgs Inc                           | Veritex Hldgs Inc COM USD0.01                             | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      2123 | NS      | $72925.05     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                | Veracyte Inc COM USD0.001                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      2846 | NS      | $86347.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                 | Unitil Corp COM NPV                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       603 | NS      | $28316.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LLC                             | Uniti Group LLC COM SHS                                   | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      5748 | NS      | $36212.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                 | Tanger Inc. COM USD0.01                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4012 | NS      | $137130.16    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                    | Tandem Diabetes Care Inc COM USD0.001(POST REV SPLT)      | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      2401 | NS      | $30036.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                            | Talos Energy Inc COM USD0.01                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      4854 | NS      | $47957.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                        | TTM Technologies Inc COM NPV                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      3695 | NS      | $164686.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                        | Tri Pointe Homes Inc COM USD0.01                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3256 | NS      | $115034.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                               | Sylvamo Corp. COMMON STOCK                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1246 | NS      | $57477.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc               | Supernus Pharmaceuticals, Inc COM USD0.001                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2152 | NS      | $97098.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.               | Sunstone Hotel Investors Inc. COM USD0.01                 | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      7281 | NS      | $69023.88     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                 | Sunrun Inc. COM USD0.0001                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      8541 | NS      | $136399.77    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                        | SunCoke Energy, Inc. COM USD0.01                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3134 | NS      | $24194.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.               | Summit Hotel Properties, Inc. COM USD0.01                 | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      5009 | NS      | $27449.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc.                       | Sturm Ruger & Co Inc. COM USD1                            | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       623 | NS      | $21599.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                  | Stride Inc COM                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1541 | NS      | $251475.79    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                     | Strategic Education Inc COM USD0.01                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       889 | NS      | $72320.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                            | StoneX Group Inc COM                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1583 | NS      | $161735.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation    | Stewart Information Services Corporation COM USD1         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1080 | NS      | $78667.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                 | Sterling Infrastructure Inc COM USD0.01                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1092 | NS      | $304154.76    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                         | StepStone Group Inc COM CL A                              | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2167 | NS      | $134484.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                         | Stellar Bancorp Inc COM                                   | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1704 | NS      | $52687.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                   | Stepan Co COM USD1                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       805 | NS      | $40274.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                  | Standex International Corp COM USD1.50                    | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       462 | NS      | $94280.34     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.               | Standard Motor Products, Inc. COM USD2                    | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       766 | NS      | $29728.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                           | Staar Surgical Co COM USD0.01                             | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      1830 | NS      | $50068.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                | Sprinklr Inc CL A                                         | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      4052 | NS      | $35009.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co.                             | Spartannash Co. COM NPV                                   | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1254 | NS      | $33607.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                   | Southside Bancshares Inc. COM USD1.25                     | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1075 | NS      | $33583.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                   | Sonos Inc COM USD0.001                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      4735 | NS      | $65911.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                      | Sonic Automotive, Inc. COM USD0.01 CL'A'                  | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       556 | NS      | $45697.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                  | Solaredge Technologies Inc USD0.0001                      | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      2118 | NS      | $71630.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Skywest Inc                                 | Skywest Inc COM NPV                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1490 | NS      | $180886.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                         | Champion Homes Inc. COM USD0.0277                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1958 | NS      | $147750.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.               | Six Flags Entertainment Corp. COM                         | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      3446 | NS      | $78189.74     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                          | Sitime Corporation COM                                    | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       646 | NS      | $156118.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Centers Corp                           | Site Centers Corp COM                                     | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      1910 | NS      | $23454.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                   | Simply Good Foods Company COM USD0.01                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3498 | NS      | $100147.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                 | Simmons First National Corp CLASS'A'COM USD1              | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      4593 | NS      | $95442.54     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                           | Shoe Carnival Inc COM USD0.01                             | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $17556.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.           | Shenandoah Telecommunications Co. COM STK NPV             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1790 | NS      | $23717.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                             | Shake Shack Inc COM USD0.01 'A'                           | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1479 | NS      | $156774.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                | ServisFirst Bancshares, Inc. COM USD0.001                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1865 | NS      | $164399.75    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                  | Sensient Technologies Corp COM USD0.10                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1574 | NS      | $178586.04    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                         | Semtech Corporation COM STK USD0.01                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3113 | NS      | $180834.17    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation         | Select Medical Holdings Corporation COM USD0.001          | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4113 | NS      | $53510.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                            | Sealed Air Corp. COM USD0.10                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      5414 | NS      | $175792.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida     | Seacoast Banking Corporation Of Florida COM USD0.10       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      3224 | NS      | $100298.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                            | Schrodinger Inc. COM                                      | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      2104 | NS      | $41049.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                      | Scholastic Corporation COM USD0.01                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       975 | NS      | $25018.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                      | Schneider National Inc COM NPV CL B                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1836 | NS      | $45385.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                             | ScanSource Inc. COM NPV                                   | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       746 | NS      | $32562.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                | Sanmina Corp COM USD0.01                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1943 | NS      | $228341.36    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                          | Sanfilippo(John B) COM USD0.01                            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       404 | NS      | $26219.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corporation                         | Sandisk Corporation COM                                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4213 | NS      | $221056.11    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                  | Sally Beauty Holdings Inc. COM STK USD0.01                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4008 | NS      | $55550.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                 | St. Joe Co. COM NPV                                       | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1443 | NS      | $72813.78     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                 | Safety Insurance Group Inc. COM USD0.01                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       576 | NS      | $42629.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                               | Safehold Inc. COM                                         | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      1280 | NS      | $21068.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                      | SPX Technologies, Inc. COM                                | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $316964.34    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                            | SPS Commerce Inc COM USD0.001                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1402 | NS      | $154640.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                               | SM Energy Co. COM USD0.01                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      4242 | NS      | $121109.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                        | Sl Green Realty Corp COM                                  | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      2531 | NS      | $143988.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                 | H2O America COM USD1.042                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $58529.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                             | S&T Bancorp Inc COM USD2.50                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $59027.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc            | Ryman Hospitality Properties Inc COM USD0.01              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1873 | NS      | $185033.67    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                       | Rush Enterprises Inc. COM CLASS'A'USD0.01                 | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2278 | NS      | $130757.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                 | Rogers Corp CAP USD1                                      | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       646 | NS      | $50685.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                            | Robert Half Inc. COM USD0.001                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      3732 | NS      | $139278.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                 | Rex American Resources Corp COM USD0.01                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $35352.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                    | Resideo Technologies Inc COM USD0.001                     | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      5373 | NS      | $182950.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                           | Upbound Group Inc COM USD0.01                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1962 | NS      | $49854.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                              | Renasant Corp. COM USD5                                   | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2400 | NS      | $93912.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                           | Redwood Trust Inc COM STK USD0.01                         | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      5524 | NS      | $33806.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                         | Ready Capital Corp. COM USD0.0001                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      4920 | NS      | $20959.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp.                              | Ralliant Corp. COM                                        | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4094 | NS      | $171170.14    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                  | Radnet Inc COM STK USD0.01                                | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2361 | NS      | $169425.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                           | Radian Group Inc. COM USD0.001                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      4882 | NS      | $170284.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                    | RXO Inc. COMMON STOCK                                     | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      5000 | NS      | $81650.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                             | QuinStreet Inc. COM USD0.001                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      2158 | NS      | $33837.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.              | Quanex Building Products Corp. COM STK USD0.01            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      1564 | NS      | $33266.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                   | Qorvo Inc COM USD0.0001                                   | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      3385 | NS      | $307019.50    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                             | Quaker Houghton COM USD1                                  | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       488 | NS      | $70794.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.           | Provident Financial Services Inc. COM USD0.01             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      4968 | NS      | $98565.12     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                              | Proto Labs Inc COM USD0.001                               | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       949 | NS      | $47269.69     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                | Protagonist Therapeutics Inc COM USD0.00001               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2250 | NS      | $132862.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                      | ProPetro Holding Corp. COM USD0.001                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1584 | NS      | $8078.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                 | Progyny Inc COM                                           | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2753 | NS      | $65163.51     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                     | Progress Software Corp. COM USD0.01                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1571 | NS      | $72721.59     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                          | PROG Holdings Inc. COM NPV                                | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1449 | NS      | $51062.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                    | Privia Health Group Inc. COM                              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3773 | NS      | $86929.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                           | Proassurance Corp COM USD0.01                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      1867 | NS      | $44453.27     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                              | Pricesmart Inc COM USD0.0001                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       916 | NS      | $98250.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc            | Prestige Consumer Healthcare Inc COM USD0.01              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1840 | NS      | $125193.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                 | Premier Inc COM USD0.01 CL'A'                             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2957 | NS      | $76586.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                              | Preferred Bank COM STK NPV                                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       415 | NS      | $39176.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                      | Powell Industries Inc. COM USD0.01                        | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       338 | NS      | $89962.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                 | Plexus Corp COM USD0.01                                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1004 | NS      | $137558.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                           | Pitney Bowes Inc. COM USD1.00                             | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      6063 | NS      | $73483.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                     | Piper Sandler Companies COM USD0.01                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       588 | NS      | $196268.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                             | Photronics Inc. COM USD0.01                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2474 | NS      | $56085.58     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                 | Phinia Inc. COMMON STOCK                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      1492 | NS      | $87252.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                    | Phillips Edison & Co Inc COMMON STOCK                     | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      4576 | NS      | $161029.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                    | Perdoceo Education Corp. COM                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      2410 | NS      | $78903.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust          | PennyMac Mortgage Investment Trust COM USD0.01            | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3307 | NS      | $40709.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                      | PENN Entertainment Inc COM USD0.01                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5373 | NS      | $108695.79    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                       | Penguin Solutions Inc COM                                 | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |      1860 | NS      | $44881.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                     | Pebblebrook Hotel Trust COM USD0.01 SBI                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      3747 | NS      | $41741.58     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                        | Peabody Energy Corp. COM USD0.01                          | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      4440 | NS      | $77256.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                        | Payoneer Global Inc. COM                                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9883 | NS      | $68686.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                   | Patterson-UTI Energy Inc. COM USD0.01                     | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     12876 | NS      | $74809.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc.                     | Patrick Industries Inc. COM NPV                           | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1228 | NS      | $137351.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                          | Park National Corp COM NPV                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       553 | NS      | $94988.81     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                  | Par Pacific Holdings, Inc. COM USD0.01                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1852 | NS      | $64153.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.              | Papa John's International Inc. COM USD0.01                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1274 | NS      | $62056.54     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                        | Palomar Holdings Inc COM USD0.0001                        | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       969 | NS      | $119206.38    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                      | Pacira Biosciences Inc COM USD0.001                       | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      1566 | NS      | $41765.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                 | Pacific Premier Bancorp Inc COM USD0.01                   | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      3495 | NS      | $85592.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                              | PRA Group Inc. COM USD0.01                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1730 | NS      | $29565.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                           | PJT Partners Inc. COM USD0.01                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       866 | NS      | $155014.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                           | PDF Solutions Inc COM USD0.00015                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      1379 | NS      | $28200.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                          | PC Connection Inc. COM USD0.01                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       428 | NS      | $27481.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                     | Oxford Industries, Inc. COM USD1                          | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       559 | NS      | $24623.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                           | Owens & Minor Inc COM USD2                                | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      2885 | NS      | $14136.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc                          | OUTFRONT Media Inc COM NEW                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      4993 | NS      | $93269.24     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                      | Otter Tail Corporation COM USD5                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1529 | NS      | $128420.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                | Organon & Co COMMON STOCK                                 | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      9570 | NS      | $90149.40     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                 | OmniAb Inc. USD0.0001 A (USD15 VESTING)                   | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                 | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       401 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                | Omnicell Inc COM USD0.001                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1796 | NS      | $58531.64     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.             | Oceaneering International, Inc. COM USD0.25               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      3663 | NS      | $89377.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                             | OSI System Inc. COM NPV                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       566 | NS      | $130208.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                 | OFG Bancorp COM USD1                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1678 | NS      | $75090.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                               | O-I Glass Inc COM                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5632 | NS      | $73159.68     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                   | DNOW Inc. COM USD0.01                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      4029 | NS      | $64464.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company           | Northwest Natural Holding Company COM NPV                 | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1515 | NS      | $62917.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                    | Northwest Bancshares Inc COM USD0.01                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4974 | NS      | $62921.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil And Gas, Inc.                  | Northern Oil And Gas, Inc. COM                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3630 | NS      | $94960.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc              | Nexpoint Residential Trust Inc COM USD0.001 'WI'          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       954 | NS      | $32922.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                          | Newell Brands Inc. COM USD1                               | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     15586 | NS      | $92269.12     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                 | Atlas Energy Solutions Inc. COM NEW                       | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2364 | NS      | $27682.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NETSCOUT Systems Inc.                       | NETSCOUT Systems Inc. COM USD0.001                        | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2758 | NS      | $68646.62     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                             | Neogenomics Inc COM NPV                                   | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |      5020 | NS      | $44075.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                 | Neogen Corp COM USD0.16                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      7336 | NS      | $42182.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corporation                         | Navient Corporation COM USD0.01                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2615 | NS      | $35851.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                | National Vision Holdings Inc COM USD0.01                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      2998 | NS      | $68774.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Healthcare Corporation             | National Healthcare Corporation COM USD0.01               | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $54583.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                     | National Beverage Corp. COM STK USD0.01                   | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       883 | NS      | $37130.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                 | National Bank Holdings Corp COM USD0.01                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $55143.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                            | NCR Atleos Corp. COM SHS                                  | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      2638 | NS      | $104517.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                            | NMI Holdings Inc COM USD0.01 CL 'A'                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2915 | NS      | $114705.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                       | NCR Voyix Corporation COM STK USD0.01                     | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      5336 | NS      | $70328.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N-Able Inc.                                 | N-Able Inc. COMMON STOCK                                  | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2748 | NS      | $22148.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                             | NBT Bancorp Inc COM USD0.01                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $81545.34     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                        | Myriad Genetics Inc. COM USD0.01                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3903 | NS      | $24862.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                         | Mr Cooper Group Inc COM USD0.01                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2305 | NS      | $434561.65    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                | Mueller Water Products, Inc. COM STK USD0.01 SER 'A'      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      4316 | NS      | $113769.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                   | Moog Inc. CLASS'A'L/VTG COM USD1                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1016 | NS      | $198983.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                   | Monro Inc COM USD0.01                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1416 | NS      | $23477.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                 | Monarch Casino & Resort Inc COM USD0.01                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       483 | NS      | $50391.39     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                | Moelis & Co. COM USD0.01 CL'A'                            | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      2623 | NS      | $189144.53    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                         | Mister Car Wash Inc COM                                   | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3644 | NS      | $20807.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                  | Minerals Technologies Inc. COM USD0.10                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1223 | NS      | $80045.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                    | Millrose Properties Inc. COM CL A                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4469 | NS      | $157800.39    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                            | MillerKnoll Inc. COM USD0.20                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      2433 | NS      | $51360.63     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                         | Middlesex Water Co. COM NPV                               | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       674 | NS      | $36085.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                      | Pathward Financial Inc COM USD0.01                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       886 | NS      | $70410.42     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                      | Mesa Laboratories Inc. COM NPV                            | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       196 | NS      | $13279.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                         | Meritage Homes Corp COM USD0.01                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2645 | NS      | $205490.05    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                  | Merit Medical Systems Inc. COM NPV                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2130 | NS      | $192850.20    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                 | Mercury General Corporation COM NPV                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       954 | NS      | $73772.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                         | Mercury Systems Inc COM USD0.01                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      1838 | NS      | $124156.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                 | Pediatrix Medical Group Inc COM USD0.01                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $55381.78     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.               | Medical Properties Trust Inc. COM USD0.001                | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     22312 | NS      | $100404.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                               | Maxlinear Inc COM USD0.01                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      2880 | NS      | $45273.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                 | Matthews International Corp CLASS'A'COM USD1              | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1194 | NS      | $29336.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                  | Matson Inc COM NPV                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1203 | NS      | $125172.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                               | Materion Corp COM NPV                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       747 | NS      | $82767.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                             | MasterBrand Inc COMMON STOCK                              | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      4962 | NS      | $63067.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                       | Marten Transport Ltd. COM USD0.01                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2137 | NS      | $25302.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                               | Marinemax Inc COM STK USD0.001                            | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       678 | NS      | $17865.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                      | Marcus & Millichap Inc COM USD0.0001                      | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       879 | NS      | $28646.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                           | Mara Holdings Inc COM                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     11494 | NS      | $183674.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation              | Magnolia Oil & Gas Corporation COM USD0.0001 CLASS A      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6714 | NS      | $167044.32    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.          | Madison Square Garden Sports Corp. COM USD0.01 CLASS A    | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |       607 | NS      | $120088.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                          | Madden(Steven)Ltd. COM USD0.0001                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2616 | NS      | $75968.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                       | Veris Residential Inc COM STK USD0.01                     | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      3077 | NS      | $48401.21     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                        | The Macerich Company COM USD0.01                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      8435 | NS      | $155204.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                 | MYR Grp Inc COM USD0.01                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       589 | NS      | $110302.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                           | MP Materials Corp COM CL A                                | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      4488 | NS      | $319276.32    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                              | M/I Homes Inc. COM USD0.01                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       962 | NS      | $141664.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                        | MGP Ingredients Inc. COM NPV                              | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       549 | NS      | $16233.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc.                             | MGE Energy Inc. COM USD1                                  | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |      1345 | NS      | $114526.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                   | MDU Resources Group, Inc. COM USD1.00                     | CUSIP: 552690109<br>LEI: 549300MA0UV6AI6SNV27 | Long             | EC               | CORP              | US        |      7700 | NS      | $125433.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                      | Lumen Technologies Inc COM                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     36782 | NS      | $182806.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                       | Liveramp Holdings Inc COM USD0.10                         | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      2484 | NS      | $69353.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                | Lindsay Corp COM USD1                                     | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       425 | NS      | $58322.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                      | Lincoln National Corp. COM NPV                            | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      6227 | NS      | $267325.11    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated         | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       684 | NS      | $110609.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                          | Liberty Energy Inc COM USD0.01 CL A                       | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5869 | NS      | $66026.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                        | LXP Industrial Trust COM USD0.0001                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     11213 | NS      | $101814.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                      | Lemaitre Vascular Inc. COM STK USD0.01                    | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       798 | NS      | $76101.27     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                        | Leggett & Platt Inc. COM USD0.01                          | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      4913 | NS      | $47213.93     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                            | Vital Energy Inc COM                                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1053 | NS      | $18764.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                    | Lakeland Financial Corp. COM NPV                          | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $68176.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                | La-Z-Boy Inc COM USD1                                     | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1503 | NS      | $55565.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                          | LTC Properties Inc COM USD0.01                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1681 | NS      | $61356.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                              | LCI Industries COM USD0.01                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       922 | NS      | $97197.24     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                               | LGI Homes Inc COM USD0.01                                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       739 | NS      | $45751.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.          | Kulicke and Soffa Industries, Inc. COM NPV                | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1895 | NS      | $71062.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                         | Krystal Biotech Inc COM USD0.00001                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       940 | NS      | $138838.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.   | Kratos Defense & Security Solutions, Inc. COM USD0.001    | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      5539 | NS      | $364687.76    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                  | Korn Ferry COM USD0.01                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1916 | NS      | $142052.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                        | Koppers Holdings Inc COM STK USD0.01                      | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $23212.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                | Kohl's Corp. COM USD0.01                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      4034 | NS      | $60752.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corporation                         | Knowles Corporation COM USD1.0                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      3123 | NS      | $66676.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                 | Kennedy-Wilson Holdings Inc COM STK USD0.0001             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      4615 | NS      | $40612.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                              | Kennametal Inc CAP USD1.25                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      2738 | NS      | $58675.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                | Kaiser Aluminium Corporation COM USD0.01                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $47189.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                  | Kadant Inc COM USD0.01                                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       425 | NS      | $137394.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| KKR Real Estate Finance Trust Inc.          | KKR Real Estate Finance Trust Inc. COM USD0.01            | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      2207 | NS      | $21253.41     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                | OPENLANE Inc COM USD0.01                                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3872 | NS      | $111978.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                              | Ziff Davis Inc COM USD0.001                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1562 | NS      | $59684.02     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                             | JBT Marel Corp. COM USD0.01                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1688 | NS      | $241873.52    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                 | JetBlue Airways Corporation COM USD0.01                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     11648 | NS      | $62316.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                       | Jackson Financial Inc COM CL A                            | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2596 | NS      | $256484.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                        | J&J Snack Foods Corp COM NPV                              | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $67611.42     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                        | JBG SMITH Properties COM USD0.01                          | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |      2821 | NS      | $60482.24     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                 | Itron, Inc. COM NPV                                       | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1675 | NS      | $205924.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                          | InterDigital, Inc. COM STK USD0.01                        | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |       931 | NS      | $252962.01    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                             | Interface, Inc. COM USD0.10                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2276 | NS      | $60814.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                            | Interparfums Inc COM USD0.001                             | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $74711.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation   | Integra LifeSciences Holdings Corporation COM STK USD0.01 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      2605 | NS      | $39413.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc         | Innovative Industrial Propertes Inc COM USD0.001          | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1070 | NS      | $60626.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                | Innoviva Inc COM USD0.01                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      2079 | NS      | $42473.97     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                 | Inspire Medical Systems Inc COM USD0.001                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1096 | NS      | $102684.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                | Innospec Inc COM USD0.01                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       911 | NS      | $79794.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                    | Insight Enterprises Inc. COM USD0.01                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1029 | NS      | $133934.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                        | Ingevity Corporation COM USD0.01                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1383 | NS      | $80739.54     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                      | Independent Bank Corp. COM USD0.01                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1553 | NS      | $111055.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                  | Impinj Inc COM USD0.001                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       845 | NS      | $158412.15    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                         | Crescent Energy Co. CL A COM                              | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $57125.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                             | ICU Medical Inc COM USD0.10                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       854 | NS      | $109021.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                     | IAC Inc COM NEW                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2368 | NS      | $86716.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                               | HUB Group Inc CL'A' COM USD0.01                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $83072.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation           | Horace Mann Educators Corporation COM USD0.001            | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1592 | NS      | $73200.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                            | Hope Bancorp Inc COM USD0.001                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      4715 | NS      | $52477.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                        | Hilltop Holdings Inc COM STK USD0.01                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1801 | NS      | $63179.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                           | Hillenbrand, Inc. COM STK NPV                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      2742 | NS      | $69619.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                  | Highwoods Properties, Inc. COM USD0.01                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      3934 | NS      | $124039.02    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc.                  | Hertz Global Holdings Inc. COM NEW                        | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      4505 | NS      | $25813.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                    | Heritage Financial Corp. COM NPV                          | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $31772.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                       | Helmerich & Payne Inc COM USD0.10                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      3561 | NS      | $74389.29     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.          | Helix Energy Solutions Group, Inc. COM NPV                | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      5581 | NS      | $36778.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc      | Heidrick & Struggles International Inc COM USD0.01        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       770 | NS      | $39123.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                           | HealthStream Inc. COM NPV                                 | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       938 | NS      | $26339.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.              | Healthcare Services Group Inc. COM USD0.01                | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      2715 | NS      | $42381.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                        | Hayward Holdings Inc COM                                  | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5369 | NS      | $86333.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                 | Hawkins Inc COM USD0.05                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       679 | NS      | $113617.07    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                | Enviri Corp. COM USD1.25                                  | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      3023 | NS      | $34159.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Harmony Biosciences Holdings Inc            | Harmony Biosciences Holdings Inc COM                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $52014.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                | Harmonic Inc COM USD0.001                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      4401 | NS      | $42337.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc   | HA Sustainable Infrastructure Capital Inc COM USD0.01     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      4311 | NS      | $121742.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                       | Hanmi Financial Corp. COM USD0.001                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1174 | NS      | $29537.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                            | Hanesbrands Inc. COM USD0.01                              | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     12701 | NS      | $80143.31     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                    | HNI Corp COM USD1                                         | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1672 | NS      | $75139.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                             | HCI Group, Inc. COM NPV                                   | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       329 | NS      | $54847.59     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                    | Group 1 Automotive, Inc. COM USD0.01                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       455 | NS      | $211474.90    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                | Grocery Outlet Holding Corp. COM USD0.001                 | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3620 | NS      | $65558.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                | Griffon Corp COM USD0.25                                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1442 | NS      | $109822.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                 | Grid Dynamics Holdings Inc. CL A                          | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2423 | NS      | $20086.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.              | The Greenbrier Companies, Inc. COM USD0.001               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1215 | NS      | $56655.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                   | Green Brick Partners Inc. COM USD0.01                     | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1088 | NS      | $75985.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                    | Granite Construction Inc COM USD0.01                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1614 | NS      | $173908.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                     | Goosehead Insurance Inc COM USD0.01 CL A                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       884 | NS      | $74883.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                    | Golden Entertainment Inc COM USD0.01                      | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       829 | NS      | $20617.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                    | Gogo Inc COM USD0.0001                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2174 | NS      | $23870.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                        | Global Net Lease Inc COM USD0.01                          | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      5985 | NS      | $47101.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                               | Glaukos Corp. COM USD0.001                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2015 | NS      | $193077.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                  | Gibraltar Industries, Inc. COM USD0.01                    | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      1145 | NS      | $71665.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                           | Getty Realty Corp COM USD0.01                             | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      1834 | NS      | $52434.06     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                | Gentherm Inc COM NPV                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1122 | NS      | $41255.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                     | Genworth Financial Inc. COM USD0.001 CLASS A              | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     14886 | NS      | $127573.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                     | GMS Inc COM USD0.01                                       | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1419 | NS      | $155990.67    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                     | G III Apparel Group Ltd COM USD0.01                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1546 | NS      | $41742.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc                               | GEO Group Inc COM USD0.01 NEW                             | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5057 | NS      | $104882.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                | Fulton Financial Corporation COM USD2.50                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      6729 | NS      | $132292.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                          | H B Fuller Company COM USD1                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2020 | NS      | $123321.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                               | Frontdoor Inc COM USD0.01                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2643 | NS      | $160562.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                | Freshpet Inc COM USD0.001                                 | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      1803 | NS      | $100643.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                    | Franklin Electric Co Inc COM USD0.10                      | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1460 | NS      | $142875.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc               | Franklin Bsp Realty Trust Inc COMMON STOCK                | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      3116 | NS      | $35989.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation             | Fox Factory Holding Corporation COM USD0.001              | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      1574 | NS      | $45535.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.            | Four Corners Property Trust Inc. COM USD0.0001            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      3618 | NS      | $93670.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                           | Forward Air Corp. COM                                     | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       746 | NS      | $22402.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Formfactor Inc                              | Formfactor Inc COM USD0.001                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2911 | NS      | $84972.09     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                           | Foot Locker, Inc. COM USD0.01                             | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      2986 | NS      | $73754.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                         | First Hawaiian Inc. COM USD0.01                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      4698 | NS      | $121913.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                    | First Financial Bancorp. COM NPV                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3491 | NS      | $92441.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp  PA       | First Commonwealth Financial Corp  PA COM USD1            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      3985 | NS      | $70733.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                               | First Bancorp COM NPV                                     | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1487 | NS      | $81175.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                   | First Bancorp Puerto Rico COM USD1                        | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      6018 | NS      | $133780.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                        | Federal Signal Corp. COM USD1                             | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2214 | NS      | $272299.86    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                          | FB Financial Corp. COM USD1.00                            | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1366 | NS      | $73326.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                   | FMC Corp. COM USD0.10                                     | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      4639 | NS      | $181384.90    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                       | Extreme Networks Inc. COM USD0.001                        | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      4783 | NS      | $102260.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP World Holdings Inc                      | EXP World Holdings Inc COM USD0.00001                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      3302 | NS      | $35760.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Everus Construction Group Inc.              | Everus Construction Group Inc. COM                        | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $146133.72    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                 | Evertec Inc USD0.01                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2422 | NS      | $86416.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                    | Etsy Inc USD0.001                                         | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      3790 | NS      | $200907.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                  | Ethan Allen Interiors Inc. COM USD0.01                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $24670.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.      | Essential Properties Realty Trust Inc. USD0.01            | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6621 | NS      | $207369.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                      | ESCO Technologies Inc. COM USD0.01                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       927 | NS      | $186243.57    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                   | Eplus Inc COM USD0.01                                     | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       994 | NS      | $71935.78     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                    | Enova International Inc. COM USD0.00001                   | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       959 | NS      | $116326.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                   | Enpro Inc COM USD0.01                                     | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       775 | NS      | $169546.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                     | Enerpac Tool Group Corp CL A COM                          | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1988 | NS      | $84171.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                      | Energizer Holdings Inc COM USD0.01                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2551 | NS      | $70305.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                   | Encore Capital Group Inc. COM USD0.01                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       902 | NS      | $37739.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                          | Enact Holdings Inc COM                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      1038 | NS      | $39080.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                     | Employers Holdings Inc. COM STK USD0.01                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       969 | NS      | $41918.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                               | Embecta Corp. COMMON STOCK                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      2125 | NS      | $30770.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                     | Ellington Financial Inc COM NPV                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      3507 | NS      | $47835.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                       | Element Solutions Inc COM USD0.01                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      5788 | NS      | $148867.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                   | Edgewell Personal Care Co COM USD0.01                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1894 | NS      | $45493.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc          | Easterly Government Properties Inc COM SHS                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      1500 | NS      | $34335.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                           | Eagle Bancorp Inc COM USD0.01                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1094 | NS      | $21245.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                  | Dynavax Technologies Corp. COM USD0.001                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      4011 | NS      | $40591.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                      | Dycom Industries, Inc. COM USD0.333                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1033 | NS      | $260801.51    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                     | Dream Finders Homes Inc COM CL A                          | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1080 | NS      | $30013.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                          | Douglas Emmett Inc COM STK USD0.01                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6121 | NS      | $99221.41     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                   | DoubleVerify Holdings Inc COM                             | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5089 | NS      | $82798.03     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                        | Dorman Products Inc. COM USD0.01                          | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      1009 | NS      | $163246.11    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc           | Donnelley Financial Solutions Inc COM USD0.01             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       986 | NS      | $55975.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                         | Diodes Incorporated COM USD0.66 2/3                       | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1764 | NS      | $96023.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.              | Dime Community Bancshares Inc. COM                        | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1423 | NS      | $43771.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                   | DigitalOcean Holdings Inc COM                             | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      2256 | NS      | $73590.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                     | Digi International Inc. COM USD0.01                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1375 | NS      | $47740.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                 | DiamondRock Hospitality Co. COM USD0.01                   | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      8094 | NS      | $69284.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                          | Deluxe Corporation COM USD1                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1636 | NS      | $32163.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc           | Dave & Buster's Entertainment Inc COM USD0.01             | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1126 | NS      | $28904.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc.                                   | Dana Inc. COM STK USD0.01                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      3349 | NS      | $67515.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                      | DXC Technology Company COM USD0.01                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      6562 | NS      | $94820.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                        | DXP Enterprises Inc. COM USD0.01                          | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $62315.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                       | Cytek Biosciences Inc COM                                 | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      4159 | NS      | $17218.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                     | Customers Bancorp, Inc. COM USD1                          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1055 | NS      | $75632.95     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                   | Curbline Properties Corp. COM                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      3500 | NS      | $78855.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.       | Cracker Barrel Old Country Store Inc. COM USD0.01         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       828 | NS      | $49530.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvel Corp                                 | Corvel Corp COM USD0.0001                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1005 | NS      | $89495.25     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                            | QuidelOrtho Corp COM                                      | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2086 | NS      | $59847.34     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                 | Core Natural Resources Inc. COM SHS                       | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1839 | NS      | $136564.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                               | Corecivic Inc COM USD0.01                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      4016 | NS      | $81444.48     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                       | Core Laboratories Inc COM                                 | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2054 | NS      | $23641.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                   | Corcept Therapeutics Inc. COM STK USD0.00001              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3379 | NS      | $235583.88    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                          | Conmed Corporation COM USD0.01                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1202 | NS      | $65340.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc         | Concentra Group Holdings Parent Inc COMMON STOCK          | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3319 | NS      | $78992.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                    | Comstock Resources, Inc. COM USD0.50                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      3283 | NS      | $52954.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc              | Community Financial System Inc COM USD1                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1925 | NS      | $115288.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.               | Collegium Pharmaceutical Inc. COM USD0.001                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1258 | NS      | $48810.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                          | Enovis Corporation COM                                    | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2144 | NS      | $66249.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                    | Cohu Inc COM USD1                                         | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1950 | NS      | $38805.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                          | Cohen & Steers Inc COM USD0.01                            | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1012 | NS      | $74746.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.        | Cogent Communications Holdings, Inc. COM USD0.001         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $58491.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy Inc COM USD0.01 CLASS C                   | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3128 | NS      | $93245.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                         | Clearway Energy Inc COM USD0.01 CLASS A                   | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1351 | NS      | $38084.69     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                            | Clear Secure Inc COM CL A                                 | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3313 | NS      | $120295.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                             | CleanSpark Inc. COM NEW                                   | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     10331 | NS      | $97834.57     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co                             | City Holding Co COM USD2.50                               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $66809.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                      | Cinemark Holdings Inc. COM USD0.001                       | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      3625 | NS      | $93525.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corporation            | Chesapeake Utilities Corporation COM USD0.4867            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       832 | NS      | $102818.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                    | The Chemours Company LLC COM USD0.01 WI                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      5552 | NS      | $85500.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs Warehouse Inc.                        | Chefs Warehouse Inc. COM USD0.01                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1338 | NS      | $84481.32     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                      | Cheesecake Factory Inc COM USD0.01                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1656 | NS      | $101777.76    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                 | Certara Inc COM                                           | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4198 | NS      | $45506.32     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                     | Century Communities Inc COM USD0.01                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1049 | NS      | $69108.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                    | Century Aluminum Company COM USD0.01                      | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      2029 | NS      | $45307.57     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.             | Central Pacific Financial Corp. COM NEW                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       989 | NS      | $30975.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                | Central Garden & Pet Company COM STK CL 'A' USD0.01       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1773 | NS      | $58562.19     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                 | Centerspace COM                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       663 | NS      | $39448.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                        | Celanese Corporation COM USD0.0001                        | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      4057 | NS      | $193234.91    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries                            | Cavco Industries COM USD0.01                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $154903.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                      | Cathay General Bancorp COM USD0.01                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      2518 | NS      | $125673.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.               | Catalyst Pharmaceuticals Inc. COM STK USD0.001            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4268 | NS      | $87878.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Inc.                                | Carters Inc. COM USD0.01                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      1381 | NS      | $39441.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                | Cars.com Inc COM USD0.01                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      2248 | NS      | $29336.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                | Cargurus Inc COM USD0.001 CL A                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3039 | NS      | $105149.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                          | Caretrust Reit Inc COM USD0.01 WHEN ISSUED                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      6561 | NS      | $225764.01    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                          | Capitol Fed Fin In COM USD0.01                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4612 | NS      | $29885.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                | Topgolf Callaway Brands Corp COM USD0.01                  | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      5130 | NS      | $49042.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                  | Calix Inc. COM USD0.01                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2139 | NS      | $127163.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group              | California Water Service Group COM STK USD0.01            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2246 | NS      | $105404.78    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation            | California Resources Corporation COM STOCK                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2605 | NS      | $129416.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                 | Caleres Inc COM USD0.01                                   | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1555 | NS      | $23325.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                        | Cal-Maine Foods Inc. COM STK USD0.01                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1512 | NS      | $174847.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                  | Cactus Inc COM USD0.01 CL A                               | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      2436 | NS      | $102190.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                               | Cable One Inc COM USD0.01                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       191 | NS      | $30842.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                               | CVB Financial COM NPV                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4652 | NS      | $93644.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                             | CTS Corporation COM NPV                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1185 | NS      | $50350.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                        | CSW Industrials Inc. COM USD0.01                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       623 | NS      | $170415.42    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.              | CSG Systems International Inc. COM USD0.01                | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1009 | NS      | $64737.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                  | Buckle Inc COM USD0.01                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1123 | NS      | $63550.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                  | Azenta Inc COM USD0.01                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      1720 | NS      | $52528.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                     | Brookline Bancorp, Inc. COM USD0.01                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3392 | NS      | $37142.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                           | Bristow Group Inc COM                                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       892 | NS      | $34350.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                 | Brinker International, Inc. COM USD0.10                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1623 | NS      | $253155.54    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                | Acadian Asset Management Inc COM USD0.001                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1085 | NS      | $55302.45     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                     | Brandywine Realty Trust SBI USD0.01                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      6521 | NS      | $27779.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                  | Brady Corp CLASS'A'COM NON-VTG USD0.01                    | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1616 | NS      | $126177.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                    | Box Inc. COM USD0.0001 CL 'A'                             | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      5208 | NS      | $169937.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                             | BorgWarner Inc. COM USD0.01                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      7926 | NS      | $338915.76    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                      | Boot Barn Holdings Inc COM USD0.0001                      | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1130 | NS      | $200880.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                            | Boise Cascade Co COM USD0.01                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1351 | NS      | $117537.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                          | Bloomin Brands Inc COM USD0.01                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      2953 | NS      | $21704.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc              | Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A'         | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      6376 | NS      | $124714.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                               | Blackline Inc COM USD0.01                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      1896 | NS      | $103085.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJS Restaurants In                          | BJS Restaurants In COM NPV                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       847 | NS      | $28425.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Biolife Solutions Inc.                      | Biolife Solutions Inc. COM USD0.001                       | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1405 | NS      | $35195.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                               | BGC Group Inc CL A                                        | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     13984 | NS      | $137183.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.               | Berkshire Hills Bancorp, Inc. COM USD0.01                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1648 | NS      | $43062.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                 | Benchmark Electronics, Inc. COM USD0.10                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1410 | NS      | $57231.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                 | Banner Corp COM USD0.01                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1249 | NS      | $83720.47     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                             | BankUnited Inc. COM USD0.01                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      2732 | NS      | $107067.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                        | Bank of Hawaii Corp. COM USD0.01                          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      1513 | NS      | $103065.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc.                     | Banc Of California Inc. COM USD0.01                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      4597 | NS      | $77781.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                 | Bancorp Inc COM NPV                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1677 | NS      | $127854.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                             | BancFirst Corp. COM USD1                                  | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       707 | NS      | $94009.79     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                | Balchem Corp COM USD0.0666                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1188 | NS      | $192562.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                            | Badger Meter Inc COM USD1                                 | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1075 | NS      | $196639.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                   | Axcelis Technologies Inc. COM USD0.001                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1227 | NS      | $98209.08     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                          | Avista Corporation COM NPV                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      2926 | NS      | $106916.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                          | Avanos Medical Inc COM USD0.01                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      2108 | NS      | $25169.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp              | Atlantic Union Bankshares Corp COM USD1.33                | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3379 | NS      | $120731.67    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                       | Astec Industries Inc. COM USD0.20                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       833 | NS      | $38559.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.               | Asbury Automotive Group, Inc. COM USD0.01                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       716 | NS      | $180102.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.      | Artisan Partners Asset Management Inc. COM USD0.01 CL'A'  | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      2539 | NS      | $118799.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc               | Arrowhead Pharmaceuticals Inc COM USD0.001                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      4765 | NS      | $104972.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.            | Armstrong World Industries, Inc. COM STK USD0.01          | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      1559 | NS      | $305205.43    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.               | ARMOUR Residential REIT, Inc. COM SHS                     | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      2976 | NS      | $45562.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.              | Armada Hoffler Properties Inc. COM USD0.01                | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      3138 | NS      | $22844.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                       | Arlo Technologies Inc COM USD0.001                        | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      3668 | NS      | $63859.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                      | Arcus Biosciences Inc. COM USD0.0001                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $25235.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                  | Arcosa Inc COM USD0.01                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1812 | NS      | $179297.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                | Archrock Inc COM USD0.01                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      5711 | NS      | $141404.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                         | Arcbest Corporation COM USD0.01                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       822 | NS      | $60630.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                    | Arbor Realty Trust, Inc. COM USD0.01                      | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      7181 | NS      | $85741.14     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality Reit Inc                  | Apple Hospitality Reit Inc COM NPV                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      8157 | NS      | $106530.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                          | Astrana Health Inc COM USD0.001                           | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1622 | NS      | $51839.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc. | Apollo Commercial Real Estate Finance, Inc. COM USD0.01   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      4907 | NS      | $51965.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                     | Apogee Enterprises Inc. COM USD0.33 1/3                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       856 | NS      | $37642.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                           | The Andersons Inc COM NPV                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1254 | NS      | $51288.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc               | Amphastar Pharmaceuticals Inc COM USD0.0001               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1482 | NS      | $45378.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe Inc                               | Amerisafe Inc COM STK USD0.01                             | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       707 | NS      | $32649.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation               | American Woodmark Corporation COM NPV                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       608 | NS      | $39258.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                   | American States Water Co. COM NPV                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1381 | NS      | $102925.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.              | American Eagle Outfitters Inc. COM USD0.01                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      5730 | NS      | $74146.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc. | American Axle & Manufacturing Holdings Inc. COM USD0.01   | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4591 | NS      | $26719.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                  | American Assets Trust Inc. COM USD0.01                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1855 | NS      | $38769.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                      | Amentum Holdings, Inc. COM                                | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      4826 | NS      | $120408.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc           | Alpha Metallurgical Resources Inc COM                     | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $63554.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                | Bread Financial Holdings Inc COM USD0.01                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1671 | NS      | $110603.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                    | Allegiant Travel Company COM USD0.001                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       568 | NS      | $35590.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                     | Alexander & Baldwin Inc COM USD0.01                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2836 | NS      | $54848.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                     | Alarm.com Holdings Inc. COM USD0.01                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1807 | NS      | $105944.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                             | Alamo Group Inc COM USD0.10                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       375 | NS      | $79297.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                       | Air Lease Corporation COM USD0.01                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      3733 | NS      | $224763.93    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                | Agilysys Inc COM NPV                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       839 | NS      | $91551.68     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.            | Advanced Energy Industries, Inc. COM USD0.001             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1352 | NS      | $202367.36    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                | Advansix Inc COM USD0.01                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1043 | NS      | $22382.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                     | Advance Auto Parts Inc. COM USD0.0001                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2150 | NS      | $131128.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                | Adtalem Global Education Inc COM USD0.01                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1290 | NS      | $168925.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                  | Adeia Inc. COM                                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4253 | NS      | $63965.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                         | Addus Homecare Corp COM USD0.001                          | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       681 | NS      | $78430.77     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                     | AdaptHealth Corporation COMMON STOCK                      | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3607 | NS      | $34230.43     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                      | Acushnet Holdings Corp COM USD0.001                       | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       949 | NS      | $72740.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide Inc                           | ACI Worldwide Inc COM USD0.005                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      3893 | NS      | $192119.55    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                         | Acadia Realty Trust SBI USD0.001                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4113 | NS      | $82301.13     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                  | Acadia Pharmaceuticals Inc COM USD0.0001                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      4462 | NS      | $115967.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc             | Academy Sports and Outdoors Inc COM                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $127930.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                     | AZZ Inc COM USD1                                          | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1105 | NS      | $124743.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                            | A10 Networks Inc COM USD0.00001                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      2694 | NS      | $47710.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                    | Angi Inc CL A NEW                                         | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1449 | NS      | $25676.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                    | ANI Pharmaceuticals Inc. COM USD0.0001                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       626 | NS      | $58531.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                 | AMN Healthcare Services Inc COM USD0.01                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1437 | NS      | $29860.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc.                         | ABM Industries Inc. COM USD0.01                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2311 | NS      | $113631.87    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                   | AAR Corp. COM USD1                                        | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1316 | NS      | $99568.56     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adma Biologics Inc                          | Adma Biologics Inc COM USD0.0001                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8568 | NS      | $147883.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNT VERNON LIQUID ASSETS PORTFOLIO        | MOUNT VERNON LIQUID ASSETS PORTFOLIO                      | CUSIP: 990VR1110<br>LEI: 549300HR54NVNP038048 | Long             | STIV             | RF                | US        |    726346 | OU      | $726345.50    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** SHELTON FUNDS

**Signature:** /s/ Gregory Pusch

**Name of Signer:** Gregory Pusch

**Title:** General Counsel and CCO