# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0002071691-25-004049
**Filing Date:** 2025-10
**Character Count:** 217321
**Document Hash:** 62d964e4e068b50b2c00e1302aea36d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004049.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004049

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 251427617

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

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

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

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

## Series and Classes Contracts Data

### ProShares Ultra SmallCap600 (Series ID: S000014259)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038818 | ProShares Ultra SmallCap600 | SAA             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

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

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

- **a. Name of Series:** ProShares Ultra SmallCap600

- **b. EDGAR series identifier (if any):** S000014259

- **c. LEI of Series:** QOEPI3XUDE1M6I02XL90

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $34971194.18

**Total Liabilities:** $1597549.58

**Net Assets:** $33373644.60

**Cash Not Reported:** $2553704.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038818 | 7.48%                | 1.07%                | 13.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21499.81               | $871589.64                                 |
| Month 2  | $86183.25                | $111772.04                                 |
| Month 3  | $42531.12                | $1649195.25                                |

**Designated Index Information**

- **Index Name:** S&P SmallCap 600

- **Index Identifier:** SML

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                           | Radian Group, Inc.                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2453 | NS      | $85560.64     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       886 | NS      | $63357.86     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       232 | NS      | $107828.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                                | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1127 | NS      | $32513.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                      | Acushnet Holdings Corp.                                 | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |       483 | NS      | $37021.95     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                           | PJT Partners, Inc., Class A                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       446 | NS      | $79834.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                               | Renasant Corp.                                          | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1683 | NS      | $65855.79     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1491 | NS      | $42374.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       503 | NS      | $8455.43      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      1481 | NS      | $47303.14     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                  | Sabre Corp.                                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      7082 | NS      | $12676.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       465 | NS      | $126345.15    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                  | Sonos, Inc.                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      2192 | NS      | $30512.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                   | Chesapeake Utilities Corp.                              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       426 | NS      | $52645.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2601 | NS      | $17140.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                    | GMS, Inc.                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       701 | NS      | $77060.93     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                              | BGC Group, Inc., Class A                                | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |      6916 | NS      | $67845.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       666 | NS      | $19020.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                 | Viasat, Inc.                                            | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      1556 | NS      | $50305.48     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                                       | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      1519 | NS      | $37519.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International, Inc.                  | Brinker International, Inc.                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       811 | NS      | $126499.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                           | Talos Energy, Inc.                                      | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      2249 | NS      | $22220.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                         | Addus HomeCare Corp.                                    | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       333 | NS      | $38351.61     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                                    | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      2137 | NS      | $8505.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       256 | NS      | $11276.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                       | Koppers Holdings, Inc.                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       366 | NS      | $10606.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                  | TEGNA, Inc.                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      2935 | NS      | $62222.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                           | Helen of Troy Ltd.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       419 | NS      | $10286.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7636 | NC      | $-1125576.65  | -3.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      2712 | NS      | $92343.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                  | Ethan Allen Interiors, Inc.                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       413 | NS      | $12187.63     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health, Inc.                         | Astrana Health, Inc.                                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       758 | NS      | $24225.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                | John B Sanfilippo & Son, Inc.                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       167 | NS      | $10838.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       788 | NS      | $91124.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                | Balchem Corp.                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       595 | NS      | $96443.55     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                 | Two Harbors Investment Corp.                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      1900 | NS      | $19000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                 | Ligand Pharmaceuticals, Inc.                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       353 | NS      | $57083.63     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.      | Artisan Partners Asset Management, Inc., Class A        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      1286 | NS      | $60171.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                         | Meritage Homes Corp.                                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1312 | NS      | $101929.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                              | SpartanNash Co.                                         | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       618 | NS      | $16562.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                               | OPENLANE, Inc.                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      1961 | NS      | $56712.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                           | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       306 | NS      | $12304.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1383 | NS      | $10165.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       455 | NS      | $48803.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                      | Brookline Bancorp, Inc.                                 | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1628 | NS      | $17826.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                            | ICU Medical, Inc.                                       | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       450 | NS      | $57447.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                       | Integer Holdings Corp.                                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       637 | NS      | $68713.19     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       586 | NS      | $46903.44     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                          | Crescent Energy Co., Class A                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3356 | NS      | $32016.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                             | TechTarget, Inc.                                        | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       496 | NS      | $2926.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                | Northwest Natural Holding Co.                           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       736 | NS      | $30566.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                   | Northwest Bancshares, Inc.                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2638 | NS      | $33370.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                  | Standex International Corp.                             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       221 | NS      | $45099.47     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                          | Bancorp, Inc. (The)                                     | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |       853 | NS      | $65032.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                | Semtech Corp.                                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1583 | NS      | $91956.47     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                        | Jack in the Box, Inc.                                   | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       345 | NS      | $6658.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       233 | NS      | $9457.47      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                       | Hilltop Holdings, Inc.                                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       832 | NS      | $29186.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc.            | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |      2161 | NS      | $12577.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | Proto Labs, Inc.                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       434 | NS      | $21617.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                            | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       267 | NS      | $16706.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1105 | NS      | $31249.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       512 | NS      | $18421.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      1235 | NS      | $88623.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                | Premier, Inc., Class A                                  | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1504 | NS      | $38953.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                                | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       416 | NS      | $11061.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6205 | NC      | $505882.91    | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       381 | NS      | $14786.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                  | DiamondRock Hospitality Co.                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      3767 | NS      | $32245.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.           | Madison Square Garden Sports Corp.                      | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $60539.04     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1032 | NS      | $69226.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                              | Trustmark Corp.                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1104 | NS      | $44458.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | Hawkins, Inc.                                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       346 | NS      | $57896.18     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       306 | NS      | $18207.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                | Lindsay Corp.                                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       198 | NS      | $27171.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.                 | Grid Dynamics Holdings, Inc.                            | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |      1142 | NS      | $9467.18      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co.                               | WK Kellogg Co.                                          | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      1213 | NS      | $27801.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                          | PDF Solutions, Inc.                                     | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       572 | NS      | $11697.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                     | Banc of California, Inc.                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2338 | NS      | $39558.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services, Inc.                    | Kodiak Gas Services, Inc.                               | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       720 | NS      | $25768.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.       | Cracker Barrel Old Country Store, Inc.                  | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       406 | NS      | $24286.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc.                                   | WaFd, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1464 | NS      | $46042.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                     | Comstock Resources, Inc.                                | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      1658 | NS      | $26743.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                       | World Acceptance Corp.                                  | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $9771.51      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       439 | NS      | $18991.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                 | Cactus, Inc., Class A                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1250 | NS      | $52437.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                               | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       885 | NS      | $7805.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                               | Freshpet, Inc.                                          | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |       891 | NS      | $49735.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                 | Vishay Intertechnology, Inc.                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      2051 | NS      | $31708.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                 | Apple Hospitality REIT, Inc.                            | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      4036 | NS      | $52710.16     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                                        | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      1682 | NS      | $31487.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                             | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      1610 | NS      | $27498.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                | Navient Corp.                                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      1329 | NS      | $18220.59     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                        | GEO Group, Inc. (The)                                   | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      2530 | NS      | $52472.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                 | CorVel Corp.                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $44257.85     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       960 | NS      | $58694.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1080 | NS      | $97783.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                   | Phibro Animal Health Corp., Class A                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       371 | NS      | $13752.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                   | Cohu, Inc.                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       849 | NS      | $16895.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                                   | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       232 | NS      | $28972.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                | SM Energy Co.                                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      2090 | NS      | $59669.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                     | Marcus & Millichap, Inc.                                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       441 | NS      | $14372.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       119 | NS      | $23970.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp.                              | NCR Voyix Corp.                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      2515 | NS      | $33147.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                        | JetBlue Airways Corp.                                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      5565 | NS      | $29772.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                         | Allegiant Travel Co.                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       264 | NS      | $16542.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                               | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       437 | NS      | $35549.95     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                 | Mueller Water Products, Inc., Class A                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2861 | NS      | $75415.96     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                 | Moelis & Co., Class A                                   | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1355 | NS      | $97709.05     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                             | St Joe Co. (The)                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       691 | NS      | $34867.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                               | Innospec, Inc.                                          | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       456 | NS      | $39941.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories, Inc.                      | Core Laboratories, Inc.                                 | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $9852.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                                   | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      1683 | NS      | $10720.71     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       376 | NS      | $23278.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                                      | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       221 | NS      | $7551.57      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                             | Cleanspark, Inc.                                        | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      5079 | NS      | $48098.13     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                   | Southside Bancshares, Inc.                              | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       519 | NS      | $16213.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc.                                       | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      2156 | NS      | $37557.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                    | Curbline Properties Corp.                               | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      1730 | NS      | $38976.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                               | Omnicell, Inc.                                          | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |       856 | NS      | $27897.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                               | Teleflex, Inc.                                          | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       807 | NS      | $102012.87    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.          | Sun Country Airlines Holdings, Inc.                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       719 | NS      | $9526.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                              | Universal Corp.                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       452 | NS      | $25289.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                    | RXO, Inc.                                               | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |      2604 | NS      | $42523.32     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                                   | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $50094.45     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co., Class A                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       902 | NS      | $29793.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                               | Cargurus, Inc., Class A                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      1545 | NS      | $53457.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                       | SPX Technologies, Inc.                                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       900 | NS      | $168399.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                           | Steven Madden Ltd.                                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1326 | NS      | $38507.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                                   | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       842 | NS      | $69212.40     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                       | Amentum Holdings, Inc.                                  | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      2755 | NS      | $68737.25     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                        | Mercury General Corp.                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       485 | NS      | $37505.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       943 | NS      | $69914.02     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                           | TrustCo Bank Corp.                                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $13846.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                             | Scholastic Corp.                                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $11033.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings, Inc.                       | Fortrea Holdings, Inc.                                  | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      1652 | NS      | $16272.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       197 | NS      | $6286.27      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                           | SITE Centers Corp.                                      | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |       862 | NS      | $10585.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                       | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1280 | NS      | $63884.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                        | Viavi Solutions, Inc.                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      4076 | NS      | $45977.28     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      3607 | NS      | $112971.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2219 | NS      | $74114.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       687 | NS      | $59769.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                        | TG Therapeutics, Inc.                                   | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      2476 | NS      | $72621.08     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                      | Arlo Technologies, Inc.                                 | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1888 | NS      | $32870.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                    | Ellington Financial, Inc.                               | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1726 | NS      | $23542.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                      | Cytek Biosciences, Inc.                                 | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      1873 | NS      | $7754.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc., Class A                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1071 | NS      | $28617.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                    | Box, Inc., Class A                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      2645 | NS      | $86306.35     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                    | National HealthCare Corp.                               | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |       226 | NS      | $25646.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent, Inc.        | Concentra Group Holdings Parent, Inc.                   | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $47362.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                            | QuidelOrtho Corp.                                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      1210 | NS      | $34714.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes, Inc.                         | Champion Homes, Inc.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $72592.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia, Inc.                                 | Phinia, Inc.                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |       727 | NS      | $42514.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc., Class A                          | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       638 | NS      | $17985.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1331 | NS      | $20776.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                            | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       272 | NS      | $20130.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                    | IAC, Inc.                                               | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1190 | NS      | $43577.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                  | Brady Corp., Class A                                    | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       799 | NS      | $62385.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                      | J & J Snack Foods Corp.                                 | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |       284 | NS      | $31685.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                | Griffon Corp.                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       713 | NS      | $54302.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                      | Cinemark Holdings, Inc.                                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      1843 | NS      | $47549.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1088 | NS      | $51059.84     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                     | Advance Auto Parts, Inc.                                | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      1093 | NS      | $66662.07     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                               | Gentherm, Inc.                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       564 | NS      | $20738.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.            | Shenandoah Telecommunications Co.                       | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |       841 | NS      | $11143.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                          | Middlesex Water Co.                                     | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       327 | NS      | $17507.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                      | National Beverage Corp.                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       427 | NS      | $17955.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                       | Lincoln National Corp.                                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      3118 | NS      | $133855.74    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                               | La-Z-Boy, Inc.                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       754 | NS      | $27875.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                               | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       501 | NS      | $65210.16     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                | ArcBest Corp.                                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       418 | NS      | $30831.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.               | Victory Capital Holdings, Inc., Class A                 | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       860 | NS      | $61300.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems, Inc.                        | Mercury Systems, Inc.                                   | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       927 | NS      | $62618.85     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       441 | NS      | $12383.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp.                         | Verra Mobility Corp., Class A                           | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      2911 | NS      | $72338.35     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.             | Alpha & Omega Semiconductor Ltd.                        | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |       446 | NS      | $12831.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                               | Agilysys, Inc.                                          | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       410 | NS      | $44739.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp.                                 | Vestis Corp.                                            | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |      2094 | NS      | $9799.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.  | Apollo Commercial Real Estate Finance, Inc.             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      2335 | NS      | $24727.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                           | Vital Energy, Inc.                                      | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       496 | NS      | $8838.72      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      2314 | NS      | $25754.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                  | H2O America                                             | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $28610.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                        | TreeHouse Foods, Inc.                                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       830 | NS      | $15222.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                   | CEVA, Inc.                                              | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       437 | NS      | $9710.14      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                | ARMOUR Residential REIT, Inc.                           | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      1490 | NS      | $22811.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp.                                    | HNI Corp.                                               | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       850 | NS      | $38199.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       494 | NS      | $67682.94     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                  | ePlus, Inc.                                             | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       481 | NS      | $34809.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                | Six Flags Entertainment Corp.                           | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      1717 | NS      | $38958.73     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                              | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       824 | NS      | $19792.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                           | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1162 | NS      | $41460.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                          | Bristow Group, Inc., Class A                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       452 | NS      | $17406.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                      | ESCO Technologies, Inc.                                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       472 | NS      | $94829.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                  | Horace Mann Educators Corp.                             | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       745 | NS      | $34255.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                  | Tennant Co.                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       341 | NS      | $27975.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                          | Newell Brands, Inc.                                     | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      7627 | NS      | $45151.84     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance, Inc.                    | Goosehead Insurance, Inc., Class A                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       458 | NS      | $38797.18     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                            | NBT Bancorp, Inc.                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       956 | NS      | $42322.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                        | Mister Car Wash, Inc.                                   | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1721 | NS      | $9826.91      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                               | Celanese Corp., Class A                                 | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      1998 | NS      | $95164.74     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                | Berkshire Hills Bancorp, Inc.                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       833 | NS      | $21766.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                  | Monro, Inc.                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       547 | NS      | $9069.26      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.              | Blackstone Mortgage Trust, Inc., Class A                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      3090 | NS      | $60440.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                 | National Bank Holdings Corp., Class A                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $27257.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                   | Moog, Inc., Class A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       517 | NS      | $101254.45    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.              | Franklin BSP Realty Trust, Inc.                         | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      1502 | NS      | $17348.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System, Inc.             | Community Financial System, Inc.                        | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       965 | NS      | $57793.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       845 | NS      | $10089.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                               | Cars.com, Inc.                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1057 | NS      | $13793.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                          | Westamerica Bancorp                                     | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |       478 | NS      | $23904.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.           | First Commonwealth Financial Corp.                      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1910 | NS      | $33902.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                               | UniFirst Corp.                                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       274 | NS      | $48722.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                      | Element Solutions, Inc.                                 | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      4073 | NS      | $104757.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                     | Heritage Financial Corp.                                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       623 | NS      | $15226.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                                    | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       978 | NS      | $89203.38     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                | Sandisk Corp.                                           | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $129495.96    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1161 | NS      | $26319.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       656 | NS      | $85903.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      5401 | NS      | $49041.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      1803 | NS      | $25476.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida            | Seacoast Banking Corp. of Florida                       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1553 | NS      | $48313.83     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.              | Capitol Federal Financial, Inc.                         | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2231 | NS      | $14456.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                     | Pacira BioSciences, Inc.                                | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $22562.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater, Inc.                              | Tidewater, Inc.                                         | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       831 | NS      | $50026.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                   | XPEL, Inc.                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       414 | NS      | $15384.24     | 0.05%             |  |  |  | Yes           |                  1 | On Loan: No      |
| JBT Marel Corp.                              | JBT Marel Corp.                                         | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       845 | NS      | $121080.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                                | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       394 | NS      | $17326.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                 | Stride, Inc.                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       784 | NS      | $127940.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions, Inc.                 | Atlas Energy Solutions, Inc., Class A                   | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1332 | NS      | $15597.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial, Inc.                      | Jackson Financial, Inc., Class A                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      1305 | NS      | $128934.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                   | Adient plc                                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |      1533 | NS      | $38018.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                         | Federal Signal Corp.                                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1113 | NS      | $136887.87    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                | Fresh Del Monte Produce, Inc.                           | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       612 | NS      | $22203.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                  | Sensient Technologies Corp.                             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       776 | NS      | $88044.96     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $6792.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.               | National Vision Holdings, Inc.                          | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1443 | NS      | $33102.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                                     | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      2431 | NS      | $14877.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                       | UFP Technologies, Inc.                                  | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       134 | NS      | $28161.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                 | Xencor, Inc.                                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1300 | NS      | $10569.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust           | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      1589 | NS      | $19560.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                                  | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       404 | NS      | $13558.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                               | Teradata Corp.                                          | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      1745 | NS      | $36610.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                  | Simply Good Foods Co. (The)                             | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1679 | NS      | $48069.77     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems, Inc.               | Telephone and Data Systems, Inc.                        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1801 | NS      | $72202.09     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                     | Magnolia Oil & Gas Corp., Class A                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3415 | NS      | $84965.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3731 | NS      | $60777.99     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                      | American Woodmark Corp.                                 | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       270 | NS      | $17433.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       547 | NS      | $13762.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | Collegium Pharmaceutical, Inc.                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       587 | NS      | $22775.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                         | Peabody Energy Corp.                                    | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2221 | NS      | $38645.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management, Inc.               | Acadian Asset Management, Inc.                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       490 | NS      | $24975.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                           | FB Financial Corp.                                      | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       738 | NS      | $39615.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.          | KKR Real Estate Finance Trust, Inc.                     | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      1040 | NS      | $10015.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                  | DoubleVerify Holdings, Inc.                             | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $40089.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                 | Neogen Corp.                                            | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3607 | NS      | $20740.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       648 | NS      | $49027.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories, Inc.                      | Mesa Laboratories, Inc.                                 | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        99 | NS      | $6707.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                      | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       693 | NS      | $76437.90     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half, Inc.                            | Robert Half, Inc.                                       | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      1834 | NS      | $68444.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                 | Grocery Outlet Holding Corp.                            | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1790 | NS      | $32416.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.                       | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1835 | NS      | $47508.15     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus, Inc.                               | Metallus, Inc.                                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       676 | NS      | $11106.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $10764.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1093 | NS      | $12001.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                         | Signet Jewelers Ltd.                                    | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |       784 | NS      | $69031.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                           | Clear Secure, Inc., Class A                             | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1686 | NS      | $61218.66     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.         | Easterly Government Properties, Inc., Class A           | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       771 | NS      | $17648.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                          | Ichor Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |       623 | NS      | $10497.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                | SkyWest, Inc.                                           | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       739 | NS      | $89714.60     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       489 | NS      | $10493.94     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                 | Avista Corp.                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      1471 | NS      | $53750.34     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $41324.63     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      3631 | NS      | $34421.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                        | Kaiser Aluminum Corp.                                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       292 | NS      | $22738.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                            | Hanesbrands, Inc.                                       | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      6458 | NS      | $40749.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi, Inc.                                   | Angi, Inc., Class A                                     | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |       771 | NS      | $13662.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                 | Unitil Corp.                                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $13947.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                     | Lumen Technologies, Inc.                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     18735 | NS      | $93112.95     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.                     | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       505 | NS      | $12963.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                                  | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2432 | NS      | $51996.16     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1544 | NS      | $7364.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                    | WD-40 Co.                                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       248 | NS      | $53577.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                          | Park National Corp.                                     | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |       266 | NS      | $45690.82     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                                  | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       488 | NS      | $60033.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics, Inc.                         | ADMA Biologics, Inc.                                    | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4359 | NS      | $75236.34     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                  | International Seaways, Inc.                             | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |       739 | NS      | $33565.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                | Topgolf Callaway Brands Corp.                           | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      2582 | NS      | $24683.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp.                                 | Enovis Corp.                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1043 | NS      | $32228.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      2166 | NS      | $24129.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                             | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1054 | NS      | $62660.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                       | Veritex Holdings, Inc.                                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       992 | NS      | $34075.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                    | American States Water Co.                               | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       703 | NS      | $52394.59     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                                  | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $77982.03     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                        | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2296 | NS      | $47504.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                 | Azenta, Inc.                                            | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       836 | NS      | $25531.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                   | Dana, Inc.                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      2368 | NS      | $47738.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                    | Alexander & Baldwin, Inc.                               | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1327 | NS      | $25664.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2930 | NS      | $65133.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.           | Stewart Information Services Corp.                      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       510 | NS      | $37148.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                                | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       355 | NS      | $13624.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                 | Rogers Corp.                                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       308 | NS      | $24165.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                               | Materion Corp.                                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       380 | NS      | $42104.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                   | Par Pacific Holdings, Inc.                              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       942 | NS      | $32630.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.              | CSG Systems International, Inc.                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       504 | NS      | $32336.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                      | Arcus Biosciences, Inc.                                 | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1237 | NS      | $13099.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                    | Century Communities, Inc.                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       490 | NS      | $32281.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises, Inc.                | Worthington Enterprises, Inc.                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       566 | NS      | $37242.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                       | Global Net Lease, Inc.                                  | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      3501 | NS      | $27552.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                 | ServisFirst Bancshares, Inc.                            | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       917 | NS      | $80833.55     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                        | CSW Industrials, Inc.                                   | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       306 | NS      | $83703.24     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                         | Outfront Media, Inc.                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2532 | NS      | $47297.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                        | StepStone Group, Inc., Class A                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1206 | NS      | $74844.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                       | Simulations Plus, Inc.                                  | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $4208.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc., Class A                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1117 | NS      | $64115.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.                          | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2094 | NS      | $43115.46     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                          | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      2391 | NS      | $47843.91     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp.                       | Fulton Financial Corp.                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      3319 | NS      | $65251.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                 | ACADIA Pharmaceuticals, Inc.                            | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      2261 | NS      | $58763.39     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                 | Kadant, Inc.                                            | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       215 | NS      | $69505.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                | Certara, Inc.                                           | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2015 | NS      | $21842.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr, Inc.                               | Sprinklr, Inc., Class A                                 | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |      2096 | NS      | $18109.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                  | Hertz Global Holdings, Inc.                             | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |      2259 | NS      | $12944.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                           | Shutterstock, Inc.                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       444 | NS      | $9292.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy, Inc.                             | MGE Energy, Inc.                                        | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       668 | NS      | $56880.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                | Sanmina Corp.                                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       977 | NS      | $114817.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2185371 | PA      | $2185370.64   | 6.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc., Class A                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $41423.94     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                 | Kohl's Corp.                                            | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2033 | NS      | $30616.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                 | Deluxe Corp.                                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       817 | NS      | $16062.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                              | HCI Group, Inc.                                         | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       170 | NS      | $28340.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                     | Enerpac Tool Group Corp., Class A                       | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       988 | NS      | $41831.92     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc., Class B                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |       859 | NS      | $21234.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The)                                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      2731 | NS      | $42057.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1179 | NS      | $86397.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       555 | NS      | $10778.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    530355 | PA      | $530355.22    | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       511 | NS      | $28953.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                | Pacific Premier Bancorp, Inc.                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      1772 | NS      | $43396.28     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       699 | NS      | $14525.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                    | US Physical Therapy, Inc.                               | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       277 | NS      | $22960.53     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                             | CVR Energy, Inc.                                        | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |       624 | NS      | $19025.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                         | WSFS Financial Corp.                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1037 | NS      | $60446.73     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                 | Enviri Corp.                                            | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      1470 | NS      | $16611.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                         | Cohen & Steers, Inc.                                    | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |       493 | NS      | $36412.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1843 | NS      | $25543.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       426 | NS      | $17823.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                           | World Kinect Corp.                                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1034 | NS      | $27721.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       567 | NS      | $13931.19     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1316 | NS      | $23306.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                        | MGP Ingredients, Inc.                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       249 | NS      | $7362.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       610 | NS      | $68228.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.              | Arrowhead Pharmaceuticals, Inc.                         | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      2295 | NS      | $50558.85     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                            | Uniti Group, Inc.                                       | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      2702 | NS      | $17022.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                 | Banner Corp.                                            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       631 | NS      | $42295.93     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc., Class A                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       746 | NS      | $30272.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc., Class A                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1426 | NS      | $56113.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       416 | NS      | $108917.12    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                      | Sturm Ruger & Co., Inc.                                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       302 | NS      | $10470.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                  | Greenbrier Cos., Inc. (The)                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       574 | NS      | $26765.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       832 | NS      | $102286.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |       769 | NS      | $29383.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                 | CONMED Corp.                                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       565 | NS      | $30713.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                        | SL Green Realty Corp.                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      1297 | NS      | $73786.33     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                      | BioLife Solutions, Inc.                                 | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       678 | NS      | $16983.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                              | Frontdoor, Inc.                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1344 | NS      | $81648.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       489 | NS      | $72010.14     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                              | MYR Group, Inc.                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       283 | NS      | $52997.41     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       672 | NS      | $20576.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                    | Fox Factory Holding Corp.                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       762 | NS      | $22044.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.          | Integra LifeSciences Holdings Corp.                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      1220 | NS      | $18458.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       402 | NS      | $13873.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                       | Hayward Holdings, Inc.                                  | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2607 | NS      | $41920.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1040 | NS      | $16307.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger, Inc.                                 | Tanger, Inc.                                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2066 | NS      | $70615.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       359 | NS      | $90302.86     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                         | LTC Properties, Inc.                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       839 | NS      | $30623.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                              | Trupanion, Inc.                                         | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       617 | NS      | $28604.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                            | Schrodinger, Inc.                                       | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      1020 | NS      | $19900.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.             | National Presto Industries, Inc.                        | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        94 | NS      | $9853.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                      | Triumph Financial, Inc.                                 | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       405 | NS      | $24903.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                      | Vir Biotechnology, Inc.                                 | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $8353.54      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                | Organon & Co.                                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |      4747 | NS      | $44716.74     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                   | California Resources Corp.                              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1271 | NS      | $63143.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                               | Artivion, Inc.                                          | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       702 | NS      | $30838.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                          | Ready Capital Corp.                                     | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      3113 | NS      | $13261.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                         | Corsair Gaming, Inc.                                    | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       831 | NS      | $7420.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      3158 | NS      | $13453.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                            | AdaptHealth Corp., Class A                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1928 | NS      | $18296.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                           | STAAR Surgical Co.                                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       904 | NS      | $24733.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1022 | NS      | $46112.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                     | Arbor Realty Trust, Inc.                                | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      3510 | NS      | $41909.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield plc                      | Cushman & Wakefield plc                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      4224 | NS      | $66612.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                              | B&G Foods, Inc.                                         | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1457 | NS      | $6571.07      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products, Inc.                        | Dorman Products, Inc.                                   | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |       496 | NS      | $80247.84     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                 | Impinj, Inc.                                            | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       429 | NS      | $80424.63     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                        | Marten Transport Ltd.                                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $12514.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp.                      | WillScot Holdings Corp.                                 | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      3330 | NS      | $80719.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       559 | NS      | $99373.43     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                 | Diodes, Inc.                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       847 | NS      | $46106.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc., Class A                         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       264 | NS      | $21698.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                | HB Fuller Co.                                           | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       990 | NS      | $60439.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                    | Millrose Properties, Inc.                               | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2196 | NS      | $77540.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                     | Digi International, Inc.                                | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       677 | NS      | $23505.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                               | Safehold, Inc.                                          | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |       838 | NS      | $13793.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.              | Papa John's International, Inc.                         | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |       598 | NS      | $29128.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                           | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       233 | NS      | $24308.89     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                     | Tompkins Financial Corp.                                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       230 | NS      | $16132.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                               | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       311 | NS      | $29078.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.               | Protagonist Therapeutics, Inc.                          | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1130 | NS      | $66726.50     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                                     | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1916 | NS      | $94554.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                     | Penn Entertainment, Inc.                                | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2657 | NS      | $53751.11     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                    | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    167864 | NS      | $167864.50    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                        | Clearway Energy, Inc., Class C                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1521 | NS      | $45341.01     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                         | ABM Industries, Inc.                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1136 | NS      | $55857.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                   | Corcept Therapeutics, Inc.                              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1725 | NS      | $120267.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc., Class A                      | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       523 | NS      | $14534.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                              | BlackLine, Inc.                                         | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       945 | NS      | $51379.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                      | Penguin Solutions, Inc.                                 | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |       964 | NS      | $23261.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       687 | NS      | $102830.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $7451.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       737 | NS      | $25971.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                | Kennedy-Wilson Holdings, Inc.                           | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      2172 | NS      | $19113.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                  | Adeia, Inc.                                             | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $29794.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                         | Terreno Realty Corp.                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1887 | NS      | $109011.99    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                        | Payoneer Global, Inc.                                   | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |      4756 | NS      | $33054.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                                          | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       211 | NS      | $19918.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                      | Progress Software Corp.                                 | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       786 | NS      | $36383.94     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp.             | Zurn Elkay Water Solutions Corp.                        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      2580 | NS      | $117028.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies, Inc.                 | SolarEdge Technologies, Inc.                            | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1078 | NS      | $36457.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       820 | NS      | $36695.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp. plc                   | Gates Industrial Corp. plc                              | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |      4189 | NS      | $107070.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp.                               | Ralliant Corp.                                          | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2068 | NS      | $86463.08     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                             | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       716 | NS      | $70067.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                           | Macerich Co. (The)                                      | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      4614 | NS      | $84897.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                             | City Holding Co.                                        | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       264 | NS      | $33918.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                   | Edgewell Personal Care Co.                              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       859 | NS      | $20633.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                          | PC Connection, Inc.                                     | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       218 | NS      | $13997.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2825 | NS      | $36696.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                 | Matson, Inc.                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       596 | NS      | $62013.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.             | Armstrong World Industries, Inc.                        | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |       793 | NS      | $155245.61    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                           | DXC Technology Co.                                      | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      3310 | NS      | $47829.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       375 | NS      | $35761.88     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       659 | NS      | $26748.81     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group, Inc.                          | Upbound Group, Inc.                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       940 | NS      | $23885.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                         | Bank of Hawaii Corp.                                    | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |       726 | NS      | $49455.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                             | NCR Atleos Corp.                                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |      1341 | NS      | $53130.42     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                                         | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1993 | NS      | $40418.04     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       538 | NS      | $98410.96     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.           | Ryman Hospitality Properties, Inc.                      | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1096 | NS      | $108273.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                             | Otter Tail Corp.                                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       766 | NS      | $64336.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                            | NeoGenomics, Inc.                                       | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $20641.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                | New York Mortgage Trust, Inc.                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      1649 | NS      | $11905.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                | Inspire Medical Systems, Inc.                           | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |       539 | NS      | $50498.91     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                  | Minerals Technologies, Inc.                             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       579 | NS      | $37895.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       376 | NS      | $19104.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                  | DigitalOcean Holdings, Inc.                             | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      1147 | NS      | $37415.14     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                             | FormFactor, Inc.                                        | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      1408 | NS      | $41099.52     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.           | Prestige Consumer Healthcare, Inc.                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       902 | NS      | $61372.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                | Select Medical Holdings Corp.                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1901 | NS      | $24732.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                | Knowles Corp.                                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      1589 | NS      | $33925.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group, Inc.                    | Privia Health Group, Inc.                               | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1915 | NS      | $44121.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums, Inc.                           | Interparfums, Inc.                                      | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       329 | NS      | $37815.26     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |       950 | NS      | $15836.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                   | Albany International Corp., Class A                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       552 | NS      | $35057.52     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.                         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1214 | NS      | $65009.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                         | Enact Holdings, Inc.                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |       521 | NS      | $19615.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       379 | NS      | $16543.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       172 | NS      | $45779.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1303 | NS      | $32431.67     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                | Glaukos Corp.                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1043 | NS      | $99940.26     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $18015.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       363 | NS      | $9027.81      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                                   | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       837 | NS      | $25880.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                     | Lakeland Financial Corp.                                | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       467 | NS      | $31966.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.                    | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $29628.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc., Class A                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      7569 | NS      | $64866.33     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas, Inc.                     | Northern Oil & Gas, Inc.                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1794 | NS      | $46931.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.             | Kulicke & Soffa Industries, Inc.                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       964 | NS      | $36150.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                                         | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       345 | NS      | $9090.75      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                     | Alarm.com Holdings, Inc.                                | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       908 | NS      | $53236.04     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality, Inc.    | Pursuit Attractions and Hospitality, Inc.               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       392 | NS      | $14621.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                 | Arcosa, Inc.                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       892 | NS      | $88263.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech, Inc.                        | Krystal Biotech, Inc.                                   | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       465 | NS      | $68680.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8047 | NC      | $-33045.72    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Stepan Co.                                   | Stepan Co.                                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       387 | NS      | $19361.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                               | Harmonic, Inc.                                          | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      2065 | NS      | $19865.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy, Inc.                                   | Etsy, Inc.                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      1904 | NS      | $100931.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.                         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1837 | NS      | $44822.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                             | Sealed Air Corp.                                        | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      2685 | NS      | $87181.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                   | Yelp, Inc., Class A                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1166 | NS      | $36868.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                                 | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1201 | NS      | $33531.92     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                                      | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       931 | NS      | $26617.29     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                | Sterling Infrastructure, Inc.                           | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       556 | NS      | $154862.68    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                         | Douglas Emmett, Inc.                                    | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3058 | NS      | $49570.18     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                         | JBG SMITH Properties                                    | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1334 | NS      | $28600.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                   | Granite Construction, Inc.                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       798 | NS      | $85984.50     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1008 | NS      | $20593.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.                         | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       720 | NS      | $22147.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                                 | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $11988.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1464 | NS      | $10657.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                            | S&T Bancorp, Inc.                                       | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       699 | NS      | $27617.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                               | Ingevity Corp.                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       666 | NS      | $38881.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                     | Perdoceo Education Corp.                                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1125 | NS      | $36832.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.                         | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       492 | NS      | $15409.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                  | Qorvo, Inc.                                             | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      1706 | NS      | $154734.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                        | Mr Cooper Group, Inc.                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1169 | NS      | $220391.57    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                             | WisdomTree, Inc.                                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2116 | NS      | $28798.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                            | Shake Shack, Inc., Class A                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       735 | NS      | $77910.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                | Summit Hotel Properties, Inc.                           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      1996 | NS      | $10938.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                      | Veris Residential, Inc.                                 | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      1482 | NS      | $23311.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                | Sylvamo Corp.                                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       625 | NS      | $28831.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                          | MARA Holdings, Inc.                                     | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      6427 | NS      | $102703.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Everus Construction Group, Inc.              | Everus Construction Group, Inc.                         | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |       931 | NS      | $73027.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                         | Century Aluminum Co.                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |       954 | NS      | $21302.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1816 | NS      | $37936.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                    | CTS Corp.                                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       545 | NS      | $23157.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       430 | NS      | $34172.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                 | SiTime Corp.                                            | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       381 | NS      | $92076.27     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                                 | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       788 | NS      | $6768.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                      | Veeco Instruments, Inc.                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1095 | NS      | $26849.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       464 | NS      | $56283.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co.                                | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       155 | NS      | $5646.65      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1748 | NS      | $46287.04     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                            | OSI Systems, Inc.                                       | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       285 | NS      | $65564.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2365 | NS      | $47607.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                   | DNOW, Inc.                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1928 | NS      | $30848.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                  | Vicor Corp.                                             | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       422 | NS      | $21568.42     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust, Inc.               | Medical Properties Trust, Inc.                          | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     10972 | NS      | $49374.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Kennametal, Inc.                             | Kennametal, Inc.                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      1392 | NS      | $29830.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                            | Alamo Group, Inc.                                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       190 | NS      | $40177.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.               | Bread Financial Holdings, Inc.                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |       850 | NS      | $56261.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       623 | NS      | $9345.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    331472 | PA      | $331472.01    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.          | Alpha Metallurgical Resources, Inc.                     | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $29838.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                   | Highwoods Properties, Inc.                              | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      1969 | NS      | $62082.57     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                           | Pitney Bowes, Inc.                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      2880 | NS      | $34905.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                              | AMERISAFE, Inc.                                         | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       348 | NS      | $16070.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                                    | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       913 | NS      | $70529.25     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                  | Phillips Edison & Co., Inc.                             | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      2290 | NS      | $80585.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                 | Simmons First National Corp., Class A                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      2596 | NS      | $53944.88     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6414 | NS      | $37265.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                     | G-III Apparel Group Ltd.                                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       695 | NS      | $18765.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                 | Chefs' Warehouse, Inc. (The)                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       647 | NS      | $40851.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       418 | NS      | $19349.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                        | Quaker Chemical Corp.                                   | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       249 | NS      | $36122.43     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      1856 | NS      | $82721.92     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2880 | NS      | $37267.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                               | Archrock, Inc.                                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3229 | NS      | $79950.04     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.              | Atlantic Union Bankshares Corp.                         | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2601 | NS      | $92933.73     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                            | Forward Air Corp.                                       | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       383 | NS      | $11501.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      6562 | NC      | $-196992.72   | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| eXp World Holdings, Inc.                     | eXp World Holdings, Inc.                                | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      1568 | NS      | $16981.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                              | BancFirst Corp.                                         | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       365 | NS      | $48534.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)               | Cheesecake Factory, Inc. (The)                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       832 | NS      | $51134.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt, Inc.                        | Leggett & Platt, Inc.                                   | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2468 | NS      | $23717.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                    | AZZ, Inc.                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       546 | NS      | $61637.94     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                             | BorgWarner, Inc.                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      4013 | NS      | $171595.88    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       465 | NS      | $26398.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel, Inc.                      | Worthington Steel, Inc.                                 | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |       639 | NS      | $21278.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                | Vericel Corp.                                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       919 | NS      | $33414.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                    | FMC Corp.                                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2281 | NS      | $89187.10     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                         | Liberty Energy, Inc., Class A                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2958 | NS      | $33277.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    132589 | PA      | $132588.80    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $25896.78     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                   | Green Brick Partners, Inc.                              | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       554 | NS      | $38691.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                         | First Hawaiian, Inc.                                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2296 | NS      | $59581.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                           | MP Materials Corp.                                      | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |      2433 | NS      | $173083.62    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.               | Quanex Building Products Corp.                          | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       858 | NS      | $18249.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                | Progyny, Inc.                                           | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $32238.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.           | Provident Financial Services, Inc.                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2386 | NS      | $47338.24     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                 | Core Natural Resources, Inc.                            | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       913 | NS      | $67799.38     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro, Inc.                                  | Enpro, Inc.                                             | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       384 | NS      | $84007.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                              | PRA Group, Inc.                                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       724 | NS      | $12373.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International, Inc.                  | Innovex International, Inc.                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       705 | NS      | $12168.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                      | TransMedics Group, Inc.                                 | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |       618 | NS      | $71045.28     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                                         | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       665 | NS      | $21266.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    729238 | PA      | $729238.42    | 2.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                              | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $33736.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc., Class A                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      1434 | NS      | $22542.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                           | Buckle, Inc. (The)                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       554 | NS      | $31350.86     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                                 | N-able, Inc.                                            | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1312 | NS      | $10574.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                           | StoneX Group, Inc.                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       795 | NS      | $81225.15     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                              | Cable One, Inc.                                         | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |        84 | NS      | $13564.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                       | Tri Pointe Homes, Inc.                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1655 | NS      | $58471.15     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | Energizer Holdings, Inc.                                | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      1200 | NS      | $33072.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1537 | NS      | $26451.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                         | Thryv Holdings, Inc.                                    | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       751 | NS      | $9657.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                       | Dycom Industries, Inc.                                  | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |       526 | NS      | $132799.22    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp., Class A                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      1898 | NS      | $114278.58    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                                   | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       588 | NS      | $24049.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       537 | NS      | $38497.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                   | Dynavax Technologies Corp.                              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      2040 | NS      | $20644.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.    | Kratos Defense & Security Solutions, Inc.               | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      3039 | NS      | $200087.76    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      3011 | NS      | $87228.67     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1458 | NS      | $33563.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                               | Veracyte, Inc.                                          | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      1430 | NS      | $43386.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                           | Piper Sandler Cos.                                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       300 | NS      | $100137.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       461 | NS      | $48598.62     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                           | ProAssurance Corp.                                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       937 | NS      | $22309.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1546 | NS      | $11935.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                         | CareTrust REIT, Inc.                                    | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      3862 | NS      | $132891.42    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                           | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1067 | NS      | $15450.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1657360 | PA      | $1657360.06   | 4.97%             |  |  |  | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.  | HA Sustainable Infrastructure Capital, Inc.             | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      2208 | NS      | $62353.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1374 | NS      | $53847.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                          | Owens & Minor, Inc.                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1341 | NS      | $6570.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                            | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      4172 | NS      | $66626.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                        | Virtu Financial, Inc., Class A                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1475 | NS      | $61832.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                                       | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1287 | NS      | $32676.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                            | Masterbrand, Inc.                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2314 | NS      | $29410.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                   | Tandem Diabetes Care, Inc.                              | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1216 | NS      | $15212.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                            | MillerKnoll, Inc.                                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1237 | NS      | $26113.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer