Units Cost Market Value U.S. EQUITY FUND U.S. Equities 85.03% Domestic Common 1ST SOURCE CORP 1,795 57,000 83,396 2U INC 6,238 222,289 259,937 3D SYSTEMS CORP 783 8,343 31,297 3M CO 80,201 14,025,780 15,930,325 A O SMITH CORP 54,788 3,225,279 3,948,023 175,480 11,078,567 20,343,396 ABBVIE INC 121,727 9,154,811 13,711,329 ABERCROMBIE & FITCH CO 7,288 180,477 338,382 ABIOMED INC 60,466 9,399,005 18,872,043 ABM INDUSTRIES INC 8,274 243,324 366,952 ACACIA RESEARCH CORP 6,067 72,919 41,013 CO INC 17,523 679,821 1,099,568 ACADIA REALTY TRUST 10,177 215,378 223,487 ACCO BRANDS CORP 12,675 79,809 109,385 ACI WORLDWIDE INC 29,873 368,983 1,109,483 ACTIVISION BLIZZARD INC 92,045 5,845,060 8,784,775 ACUITY BRANDS INC 11,272 1,044,038 2,108,202 ACUSHNET HOLDINGS CORP 3,517 77,074 173,740 ADAPTIVE BIOTECHNOLOGIES CORP 119,579 3,959,951 4,885,998 ADDUS HOMECARE CORP 1,094 96,339 95,441 ADOBE INC 34,819 7,463,541 20,391,399 ADT INC 22,659 186,187 244,491 ADTALEM GLOBAL EDUCATION INC 6,094 210,909 217,190 ADTRAN INC 5,574 101,104 115,103 ADVANCE AUTO PARTS INC 1,404 197,986 288,017 ADVANCED DRAINAGE SYSTEMS INC 93,305 2,188,117 10,876,564 ADVANCED MICRO DEVICES INC 94,909 5,568,528 8,914,802 ADVANSIX INC 4,074 111,355 121,650 ADVERUM BIOTECHNOLOGIES INC 10,751 41,092 37,629 AECOM 36,671 1,517,683 2,322,008 AEGLEA BIOTHERAPEUTICS INC 3,372 27,291 23,469 AES CORP/THE 17,005 246,894 443,320 AFFILIATED MANAGERS GROUP INC 8,716 787,879 1,344,094 AFLAC INC 36,379 1,336,449 1,952,097 AGCO CORP 12,601 972,364 1,642,918 AGILENT TECHNOLOGIES INC 457 23,558 67,549 AGIOS PHARMACEUTICALS INC 7,624 378,452 420,159 AGNC INVESTMENT CORP 86,249 1,485,530 1,456,746 AGREE REALTY CORP 8,051 444,677 567,515 AIR LEASE CORP 21,743 673,356 907,553 AIR PRODUCTS AND CHEMICALS INC 20,508 3,707,967 5,899,741 AIR TRANSPORT SERVICES GROUP I 7,305 169,339 169,695 AKAMAI TECHNOLOGIES INC 273,116 20,311,451 31,845,326 AKEBIA THERAPEUTICS INC 11,351 47,709 43,020 ALAMO GROUP INC 570 42,443 87,028 ALARM.COM HOLDINGS INC 470,116 23,234,558 39,818,825 ALASKA AIR GROUP INC 35,477 1,755,008 2,139,618 ALBANY INTERNATIONAL CORP 3,040 235,523 271,350 ALBEMARLE CORP 6,587 529,075 1,109,646 ALBIREO PHARMA INC 625 23,252 21,988 ALCOA CORP 28,565 702,273 1,052,335 ALEXANDER & BALDWIN INC 9,612 208,839 176,092 ALEXANDRIA REAL ESTATE EQUITIE 4,059 516,305 738,494 ALEXION PHARMACEUTICALS INC 14,105 2,024,948 2,591,230 ALIGN TECHNOLOGY INC 56,865 15,064,138 34,744,515 ALLEGHANY CORP 2,168 954,921 1,446,208 ALLEGHENY TECHNOLOGIES INC 17,594 400,622 366,835 ALLEGIANCE BANCSHARES INC 2,206 63,309 84,799 ALLETE INC 6,683 327,997 467,676 ALLIANCE DATA SYSTEMS CORP 8,317 786,221 866,548 ALLIANT ENERGY CORP 5,454 161,068 304,115 HOLDINGS 6,929 251,789 275,358 HEALTHCARE SOLUTION 17,472 187,904 323,407 CORP/THE 36,957 3,026,345 4,820,671 INC 19,144 479,228 954,137 ALPHABET INC-CL A 21,523 22,228,176 52,554,646 ALPHABET INC-CL C 20,979 22,208,167 52,580,087 ALTAIR ENGINEERING INC 134,455 5,425,770 9,273,361 ALTERYX INC 81,318 4,676,108 6,994,974 ALTRA INDUSTRIAL MOTION CORP 8,502 335,184 552,800 AMAZON.COM INC 34,452 35,624,579 118,520,392 AMBAC FINANCIAL GROUP INC 5,600 100,619 87,696 AMC ENTERTAINMENT HOLDINGS INC 50,409 790,445 2,857,182 AMC NETWORKS INC 1,954 45,154 130,527 AMEDISYS INC 23,234 5,081,091 5,690,704 AMERCO 14,588 4,761,927 8,598,167

End of Month: 6/30/2021 Unaudited Holdings Report Page 1 of 27 Units Cost Market Value AMEREN CORP 5,836 288,649 467,113 AMERICAN AIRLINES GROUP INC 113,243 1,979,257 2,401,884 AMERICAN ASSETS TRUST INC 6,521 184,662 243,168 AMERICAN AXLE & MANUFACTURING 13,262 93,119 137,262 AMERICAN CAMPUS COMMUNITIES IN 24,150 936,389 1,128,288 AMERICAN ELECTRIC POWER CO INC 67,837 4,814,064 5,738,332 AMERICAN EQUITY INVESTMENT LIF 10,576 178,754 341,816 AMERICAN EXPRESS CO 63,378 5,858,179 10,471,947 AMERICAN FINANCE TRUST INC 18,583 153,414 157,584 AMERICAN FINANCIAL GROUP INC/O 13,686 884,586 1,706,918 AMERICAN HOMES 4 RENT 57,135 1,596,169 2,219,695 AMERICAN INTERNATIONAL GROUP I 822,600 36,070,961 39,155,760 AMERICAN NATIONAL BANKSHARES I 1,089 24,719 33,857 AMERICAN NATIONAL GROUP INC 1,594 141,631 236,789 AMERICAN PUBLIC EDUCATION INC 1,676 47,695 47,498 AMERICAN SOFTWARE INC/GA 144,682 810,341 3,177,217 AMERICAN STATES WATER CO 2,192 177,948 174,396 AMERICAN SUPERCONDUCTOR CORP 3,422 39,934 59,509 AMERICAN TOWER CORP 28,015 3,754,296 7,567,972 AMERICAN VANGUARD CORP 3,575 51,443 62,598 AMERICAN WATER WORKS CO INC 93,127 9,371,299 14,353,665 AMERICAN WOODMARK CORP 2,293 177,062 187,315 AMERICA'S CAR-MART INC/TX 346 41,109 49,035 AMERICOLD REALTY TRUST 37,891 1,380,958 1,434,174 AMERIPRISE FINANCIAL INC 4,141 557,190 1,030,612 AMERIS BANCORP 7,957 222,880 402,863 AMERISAFE INC 2,395 124,148 142,958 AMERISOURCEBERGEN CORP 3,286 352,760 376,214 AMETEK INC 6,978 562,300 931,563 AMGEN INC 37,217 6,494,597 9,071,644 AMKOR TECHNOLOGY INC 11,095 79,889 262,619 AMPHASTAR PHARMACEUTICALS INC 3,197 66,889 64,452 AMPHENOL CORP 23,308 1,500,243 1,594,500 AMYRIS INC 18,398 157,600 301,175 ANALOG DEVICES INC 65,251 8,039,554 11,233,612 ANAPLAN INC 231,831 9,346,833 12,356,592 ANAPTYSBIO INC 2,780 75,553 72,085 ANDERSONS INC/THE 4,327 123,551 132,103 ANGIODYNAMICS INC 11,700 254,977 317,421 ANIKA THERAPEUTICS INC 1,598 50,605 69,177 ANNALY CAPITAL MANAGEMENT INC 66,752 701,311 592,758 ANSYS INC 52,948 3,242,054 18,376,133 ANTERO MIDSTREAM CORP 45,762 370,296 475,467 ANTERO RESOURCES CORP 29,576 301,330 444,527 ANTHEM INC 92,508 21,245,515 35,319,554 APARTMENT INVESTMENT AND MANAG 18,475 778,685 123,967 APELLIS PHARMACEUTICALS INC 138,068 5,359,572 8,725,898 API GROUP CORP 22,327 314,676 466,411 APOGEE ENTERPRISES INC 3,259 75,804 132,739 APOLLO COMMERCIAL REAL ESTATE 17,412 169,866 277,721 APPFOLIO INC 161,558 17,663,139 22,811,990 APPLE HOSPITALITY REIT INC 28,020 415,592 427,585 APPLE INC 1,052,439 41,035,094 144,142,045 APPLIED MATERIALS INC 55,464 2,568,927 7,898,074 APTARGROUP INC 11,195 1,203,049 1,576,704 ARAMARK 38,144 1,254,497 1,420,864 ARBOR REALTY TRUST INC 14,900 159,476 265,518 ARCBEST CORP 3,543 95,052 206,167 ARCHER-DANIELS-MIDLAND CO 14,251 530,175 863,611 ARCHROCK INC 17,836 187,171 158,919 ARCONIC CORP 11,874 208,410 422,952 ARCOSA INC 6,426 193,156 377,463 ARCUS BIOSCIENCES INC 5,607 161,662 153,968 ARENA PHARMACEUTICALS INC 88,174 6,468,099 6,013,467 ARES COMMERCIAL REAL ESTATE CO 4,645 43,182 68,235 ARGAN INC 2,126 94,796 101,602 ARISTA NETWORKS INC 35,019 8,909,177 12,687,734 ARMADA HOFFLER PROPERTIES INC 7,391 98,818 98,226 ARMOUR RESIDENTIAL REIT INC 7,258 190,069 82,886 ARMSTRONG WORLD INDUSTRIES INC 4,898 358,234 525,359 ARROW ELECTRONICS INC 18,384 1,467,603 2,092,651 ARROW FINANCIAL CORP 1,028 22,760 36,957 ARTESIAN RESOURCES CORP 1,363 50,278 50,118 ARTHUR J GALLAGHER & CO 10,543 816,021 1,476,863 ASGN INC 1,589 107,392 154,022 ASHFORD HOSPITALITY TRUST INC 13,564 70,601 61,852 ASHLAND GLOBAL HOLDINGS INC 9,513 639,288 832,388 ASPEN TECHNOLOGY INC 39,588 4,659,892 5,444,934 ASSOCIATED BANC-CORP 20,071 277,305 411,054 ASSOCIATED CAPITAL GROUP INC 139 5,094 5,402 ASSURANT INC 9,584 821,527 1,496,829 ASTEC INDUSTRIES INC 3,249 134,221 204,492

End of Month: 6/30/2021 Unaudited Holdings Report Page 2 of 27 Units Cost Market Value ASTRONICS CORP 8,256 88,728 144,563 AT&T INC 868,165 30,978,912 24,985,789 ATARA BIOTHERAPEUTICS INC 9,368 160,485 145,672 ATLANTIC CAPITAL BANCSHARES IN 1,803 20,677 45,904 ATLANTIC UNION BANKSHARES CORP 9,934 255,293 359,809 ATLAS AIR WORLDWIDE HOLDINGS I 3,563 161,049 242,676 ATMOS ENERGY CORP 2,762 183,385 265,456 ATN INTERNATIONAL INC 1,386 75,951 63,049 AUTODESK INC 100,403 9,801,383 29,307,636 AUTOMATIC DATA PROCESSING INC 26,365 3,104,485 5,236,616 AUTONATION INC 17,810 1,199,719 1,688,566 AUTOZONE INC 403 530,024 601,365 AVALONBAY COMMUNITIES INC 4,139 550,846 863,768 AVANGRID INC 7,200 374,262 370,296 AVANOS MEDICAL INC 6,204 238,996 225,639 AVERY DENNISON CORP 5,922 692,513 1,245,041 AVIENT CORP 11,519 337,867 566,274 AVISTA CORP 7,758 232,555 331,034 AVNET INC 13,191 415,107 528,695 AXOS FINANCIAL INC 6,373 171,424 295,643 AXT INC 4,830 31,010 53,033 AZEK CO INC/THE 13,968 545,480 593,081 AZZ INC 3,045 128,374 157,670 B RILEY FINANCIAL INC 2,818 69,479 212,759 B&G FOODS INC 7,928 258,842 260,038 BADGER METER INC 61,205 2,573,477 6,005,435 BAKER HUGHES CO 197,816 3,784,580 4,524,052 BALCHEM CORP 15,415 378,549 2,023,373 BALL CORP 19,776 1,571,773 1,602,252 BANC OF CALIFORNIA INC 5,487 83,471 96,242 BANCFIRST CORP 2,359 82,188 147,272 BANCORP INC/THE 6,558 52,556 150,900 BANCORPSOUTH BANK 12,736 281,584 360,811 BANK OF AMERICA CORP 1,194,375 28,682,290 49,244,081 BANK OF HAWAII CORP 5,063 279,951 426,406 BANK OF MARIN BANCORP 1,040 33,572 33,176 BANK OF NEW YORK MELLON CORP/T 356,352 15,714,854 18,255,913 BANK OZK 20,475 728,595 863,226 BANKUNITED INC 11,013 212,236 470,145 BANNER CORP 3,081 118,952 167,021 BAR HARBOR BANKSHARES 1,829 45,022 52,346 BARNES GROUP INC 6,234 214,036 319,493 INC 43,702 2,653,292 3,518,011 BEACON ROOFING SUPPLY INC 1,982 70,985 105,542 BEAZER HOMES USA INC 3,397 71,218 65,528 BECTON DICKINSON AND CO 39,158 9,026,556 9,522,834 BED BATH & BEYOND INC 15,665 337,664 521,488 BELDEN INC 4,700 276,613 237,679 BELLRING BRANDS INC 5,096 97,096 159,709 BENCHMARK ELECTRONICS INC 4,059 78,676 115,519 INC 260,748 50,184,963 72,467,084 BERKSHIRE HILLS BANCORP INC 5,409 65,491 148,261 BERRY CORP 8,091 55,788 54,372 BERRY GLOBAL GROUP INC 19,464 1,038,428 1,269,442 BEST BUY CO INC 7,002 493,597 805,090 BEYOND MEAT INC 1,874 223,332 295,136 BGC PARTNERS INC 41,048 240,714 232,742 BIG LOTS INC 4,509 174,946 297,639 BIOCRYST PHARMACEUTICALS INC 19,759 278,459 312,390 BIOGEN INC 18,120 5,122,543 6,274,412 BIOMARIN PHARMACEUTICAL INC 4,498 379,704 375,313 BIO-RAD LABORATORIES INC 456 119,329 293,796 BIO-TECHNE CORP 32,781 1,650,535 14,759,973 BJ'S WHOLESALE CLUB HOLDINGS I 4,292 202,413 204,213 BLACK HILLS CORP 78,016 4,466,319 5,120,190 BLACK KNIGHT INC 59,629 3,609,490 4,649,869 BLACKBAUD INC 14,705 400,059 1,125,962 BLACKROCK INC 17,679 7,530,667 15,468,595 BLACKSTONE MORTGAGE TRUST INC 16,634 471,202 530,458 BLUCORA INC 5,885 78,965 101,869 BLUE BIRD CORP 1,664 24,132 41,367 BLUEBIRD BIO INC 8,359 470,838 267,321 BOISE CASCADE CO 4,467 142,155 260,649 BOK FINANCIAL CORP 4,372 247,991 378,615 BONANZA CREEK ENERGY INC 3,820 139,193 179,807 BOOKING HOLDINGS INC 6,076 10,094,939 13,294,835 BORGWARNER INC 45,237 1,724,828 2,195,804 BOSTON OMAHA CORP 1,997 34,778 63,325 BOSTON PRIVATE FINANCIAL HOLDI 8,523 96,735 125,714 BOSTON PROPERTIES INC 21,315 2,634,080 2,442,486 BOSTON SCIENTIFIC CORP 157,847 4,893,751 6,749,538 BOTTOMLINE TECHNOLOGIES DE INC 4,526 176,338 167,824

End of Month: 6/30/2021 Unaudited Holdings Report Page 3 of 27 Units Cost Market Value BRADY CORP 5,838 317,091 327,162 BRAEMAR HOTELS & RESORTS INC 5,507 32,629 34,198 BRANDYWINE REALTY TRUST 24,476 305,992 335,566 BRIDGEWATER BANCSHARES INC 3,226 36,782 52,100 BRIGHAM MINERALS INC 5,786 72,346 123,184 BRIGHT HORIZONS FAMILY SOLUTIO 3,175 417,169 467,074 BRIGHTHOUSE FINANCIAL INC 21,547 858,915 981,250 BRIGHTVIEW HOLDINGS INC 6,047 92,548 97,478 BRISTOL-MYERS SQUIBB CO 396,861 23,805,820 26,518,252 BRISTOW GROUP INC 1,008 39,564 25,815 BRIXMOR PROPERTY GROUP INC 70,263 1,172,144 1,608,320 BROADCOM INC 31,242 8,036,172 14,897,435 BROADMARK REALTY CAPITAL INC 15,948 148,755 168,889 BROADRIDGE FINANCIAL SOLUTIONS 35 5,624 5,654 INC 22,718 495,987 179,472 BROOKLINE BANCORP INC 6,209 102,075 92,825 BROOKS AUTOMATION INC 1,649 155,452 157,117 BROWN & BROWN INC 40,992 1,259,729 2,178,315 BRT APARTMENTS CORP 2,077 22,948 36,015 BRUNSWICK CORP/DE 11,015 676,184 1,097,314 BRYN MAWR BANK CORP 2,643 69,559 111,508 BUCKLE INC/THE 3,665 75,866 182,334 BUILDERS FIRSTSOURCE INC 35,755 1,252,059 1,525,308 BURLINGTON STORES INC 116 30,985 37,351 BUSINESS FIRST BANCSHARES INC 2,641 51,316 60,611 BYLINE BANCORP INC 3,146 51,213 71,194 CABLE ONE INC 5,495 7,744,080 10,510,891 CABOT OIL & GAS CORP 939,176 16,324,539 16,398,013 CACI INTERNATIONAL INC 4,577 894,305 1,167,684 CADENCE BANCORP 9,831 188,774 205,271 CADIZ INC 1,777 22,159 24,167 CAI INTERNATIONAL INC 1,971 38,917 110,376 CALIFORNIA RESOURCES CORP 10,406 345,843 313,637 CALIFORNIA WATER SERVICE GROUP 6,288 348,857 349,236 CALIX INC 1,163 55,836 55,243 CALLAWAY GOLF CO 14,325 248,402 483,182 CAL-MAINE FOODS INC 4,416 170,729 159,903 CAMBRIDGE BANCORP 615 44,693 51,039 CAMDEN NATIONAL CORP 1,689 45,696 80,667 CAMDEN PROPERTY TRUST 17,899 1,594,699 2,374,660 CAMPBELL SOUP CO 27,843 1,303,077 1,269,362 CANNAE HOLDINGS INC 11,101 275,337 376,435 CAPITAL CITY BANK GROUP INC 2,028 45,625 52,302 CAPITAL ONE FINANCIAL CORP 56,354 4,565,162 8,717,400 CAPITOL FEDERAL FINANCIAL INC 15,174 190,863 178,750 CAPSTAR FINANCIAL HOLDINGS INC 3,268 41,581 66,994 CAPSTEAD MORTGAGE CORP 11,267 106,667 69,179 CARA THERAPEUTICS INC 5,498 80,722 78,456 CARDINAL HEALTH INC 5,688 325,801 324,728 CARDIOVASCULAR SYSTEMS INC 263,502 8,934,589 11,238,360 CARETRUST REIT INC 11,150 208,608 259,015 CARGURUS INC 171,145 6,076,436 4,489,133 CARLISLE COS INC 5,514 654,546 1,055,269 CARLYLE GROUP INC/THE 28,973 896,408 1,346,665 CARMAX INC 56,395 3,729,499 7,283,414 CARRIAGE SERVICES INC 6,890 238,383 254,723 CARRIER GLOBAL CORP 31,307 736,190 1,521,520 CARROLS RESTAURANT GROUP INC 5,076 28,221 30,507 CARS.COM INC 7,374 45,727 105,669 CARTER'S INC 76,353 7,196,221 7,877,339 CASELLA WASTE SYSTEMS INC 1,423 85,935 90,261 CASEY'S GENERAL STORES INC 5,412 760,364 1,053,392 CASS INFORMATION SYSTEMS INC 1,476 59,927 60,147 CATALENT INC 28,958 2,240,134 3,130,939 CATCHMARK TIMBER TRUST INC 6,874 69,915 80,426 CATERPILLAR INC 52,859 6,287,586 11,503,704 CATHAY GENERAL BANCORP 9,800 233,652 385,728 CATO CORP/THE 1,504 43,951 25,372 CBIZ INC 6,193 121,939 202,945 INC 16,761 1,995,280 1,995,397 CBRE GROUP INC 8,097 364,453 694,156 CBTX INC 2,037 51,287 55,630 CDK GLOBAL INC 15,351 643,888 762,791 CDW CORP/DE 51,600 4,412,381 9,011,940 CECO ENVIRONMENTAL CORP 5,677 45,698 40,647 CELANESE CORP 1,475 154,334 223,610 CENTENE CORP 66,381 4,061,181 4,841,166 CENTENNIAL RESOURCE DEVELOPMEN 19,564 143,502 132,644 CENTERPOINT ENERGY INC 31,393 632,061 769,756 CENTRAL GARDEN & PET CO 4,327 129,389 212,096 CENTRAL PACIFIC FINANCIAL CORP 1,864 33,857 48,576 CO 5,900 58,921 76,051

End of Month: 6/30/2021 Unaudited Holdings Report Page 4 of 27 Units Cost Market Value CENTURY BANCORP INC/MA 302 16,994 34,428 CENTURY COMMUNITIES INC 4,161 131,160 276,873 CERIDIAN HCM HOLDING INC 20,361 1,852,070 1,953,027 CERNER CORP 6,997 548,901 546,886 CF INDUSTRIES HOLDINGS INC 33,392 1,034,076 1,718,018 CH ROBINSON WORLDWIDE INC 17,625 1,648,035 1,650,934 CHAMPIONX CORP 23,726 382,062 608,572 INC 37,075 769,727 854,208 CHARLES RIVER LABORATORIES INT 799 146,952 295,566 CHARLES SCHWAB CORP/THE 182,096 7,590,874 13,258,410 CHART INDUSTRIES INC 1,785 106,897 261,181 CHARTER COMMUNICATIONS INC 8,612 2,930,889 6,213,127 CHATHAM LODGING TRUST 6,516 55,536 83,861 CHEFS' WAREHOUSE INC/THE 3,662 99,066 116,561 CHEGG INC 132,270 6,543,400 10,992,960 CHEMOCENTRYX INC 6,234 85,859 83,473 CHEMOURS CO/THE 12,213 222,636 425,012 CHESAPEAKE ENERGY CORP 12,229 649,788 634,930 CHESAPEAKE UTILITIES CORP 2,133 261,587 256,664 CHEVRON CORP 219,180 23,354,174 22,956,913 CHEWY INC 138,550 4,245,575 11,043,821 CHICO'S FAS INC 13,216 104,429 86,961 CHIMERA INVESTMENT CORP 28,497 421,735 429,165 CHIMERIX INC 6,710 30,529 53,680 CHOICE HOTELS INTERNATIONAL IN 86,335 5,696,799 10,261,778 CHURCH & DWIGHT CO INC 5,285 445,144 450,388 CHUY'S HOLDINGS INC 2,852 60,909 106,266 CIENA CORP 24,680 1,006,227 1,404,045 CIGNA CORP 38,065 6,793,803 9,024,070 CIMAREX ENERGY CO 13,787 627,793 998,868 CINCINNATI BELL INC 3,674 62,537 56,653 CINCINNATI FINANCIAL CORP 8,028 536,425 936,225 CINEMARK HOLDINGS INC 2,277 63,227 49,980 CINTAS CORP 1,200 414,052 458,400 CIRRUS LOGIC INC 7,698 429,747 655,254 CIT GROUP INC 11,940 284,705 615,985 INC 706,386 38,384,883 49,976,810 CITIZENS & NORTHERN CORP 1,254 24,566 30,723 CITIZENS FINANCIAL GROUP INC 199,219 5,784,447 9,138,176 CITIZENS INC/TX 6,273 44,422 33,184 CITRIX SYSTEMS INC 10,904 1,396,241 1,278,712 CITY HOLDING CO 1,439 107,234 108,270 CITY OFFICE REIT INC 7,039 60,600 87,495 CIVISTA BANCSHARES INC 2,707 44,117 59,825 CLEAN ENERGY FUELS CORP 16,416 77,332 166,622 CLEAN HARBORS INC 157,445 8,893,080 14,664,427 CLEAR CHANNEL OUTDOOR HOLDINGS 41,084 115,651 108,462 CLEARWATER PAPER CORP 2,131 84,332 61,735 CLEARWAY ENERGY INC 12,120 273,499 316,364 CLEVELAND-CLIFFS INC 74,109 885,915 1,597,790 CLOROX CO/THE 3,590 660,094 645,877 CLOUDERA INC 15,520 123,936 246,147 CME GROUP INC 44,053 6,610,329 9,369,192 CMS ENERGY CORP 6,460 302,602 381,657 CNA FINANCIAL CORP 2,100 66,953 95,529 CNB FINANCIAL CORP/PA 1,462 23,420 33,363 CNO FINANCIAL GROUP INC 19,754 275,426 466,589 CNX RESOURCES CORP 27,159 394,097 370,992 COCA-COLA CO/THE 425,355 19,764,040 23,015,959 COEUR MINING INC 28,753 224,855 255,327 COGNEX CORP 504,973 15,317,537 42,442,981 COGNIZANT TECHNOLOGY SOLUTIONS 47,763 3,025,758 3,308,065 COHERENT INC 7,865 1,125,517 2,079,034 COHU INC 5,069 112,445 186,489 COLFAX CORP 18,761 717,088 859,441 COLGATE-PALMOLIVE CO 121,817 8,672,198 9,909,813 COLUMBIA BANKING SYSTEM INC 7,784 193,556 300,151 COLUMBIA FINANCIAL INC 4,995 76,140 86,014 COLUMBIA PROPERTY TRUST INC 15,486 293,285 269,302 COLUMBIA SPORTSWEAR CO 5,108 423,993 502,423 COLUMBUS MCKINNON CORP/NY 3,985 125,831 192,236 COMCAST CORP 759,561 28,349,777 43,310,168 COMERICA INC 24,238 1,127,385 1,729,139 COMMERCE BANCSHARES INC/MO 14,968 659,628 1,116,014 COMMERCIAL METALS CO 16,811 242,473 516,434 COMMERCIAL VEHICLE GROUP INC 2,499 26,727 26,564 COMMSCOPE HOLDING CO INC 655,458 10,505,538 13,967,810 COMMUNITY BANK SYSTEM INC 6,336 294,213 479,318 INC 11,967 193,829 184,770 COMMUNITY TRUST BANCORP INC 1,705 55,399 68,848 COMPUTER PROGRAMS AND SYSTEMS 1,679 51,029 55,793 COMSCORE INC 7,312 26,557 36,560

End of Month: 6/30/2021 Unaudited Holdings Report Page 5 of 27 Units Cost Market Value COMSTOCK RESOURCES INC 11,334 69,120 75,598 COMTECH TELECOMMUNICATIONS COR 2,857 44,924 69,025 INC 12,194 409,303 443,618 CONCRETE PUMPING HOLDINGS INC 5,444 16,313 46,111 CONDUENT INC 22,239 191,111 166,793 CONNECTONE BANCORP INC 5,201 84,942 136,110 CONN'S INC 2,833 57,067 72,242 CONOCOPHILLIPS 195,170 10,090,745 11,885,853 CONSOLIDATED COMMUNICATIONS HO 9,001 127,006 79,119 CONSOLIDATED EDISON INC 21,046 1,519,042 1,509,419 CONTAINER STORE GROUP INC/THE 5,224 53,991 68,121 CONTINENTAL RESOURCES INC/OK 11,152 171,679 424,111 COOPER COS INC/THE 1,097 284,677 434,708 COOPER-STANDARD HOLDINGS INC 1,954 68,009 56,666 COREPOINT LODGING INC 6,935 111,696 74,205 CORESITE REALTY CORP 1,983 236,967 266,912 CORNING INC 256,410 6,192,320 10,487,169 CORPORATE OFFICE PROPERTIES TR 13,546 371,224 379,153 CORTEVA INC 26,421 808,309 1,171,771 COSTAR GROUP INC 23,080 2,037,163 1,911,486 COSTCO WHOLESALE CORP 25,642 5,150,700 10,145,770 COTY INC 78,025 526,770 728,754 COUPA SOFTWARE INC 10,995 2,263,276 2,881,899 COUSINS PROPERTIES INC 22,914 738,866 842,777 COVENANT LOGISTICS GROUP INC 2,200 41,257 45,496 COVETRUS INC 14,456 315,183 390,312 COWEN INC 2,683 65,179 110,137 CRA INTERNATIONAL INC 648 14,086 55,469 CRANE CO 9,554 572,372 882,503 CREDIT ACCEPTANCE CORP 24,969 8,343,208 11,338,673 CREE INC 18,520 1,062,560 1,813,664 CROSS COUNTRY HEALTHCARE INC 3,279 40,924 54,136 CROSSFIRST BANKSHARES INC 6,937 65,285 95,384 CROWN CASTLE INTERNATIONAL COR 24,917 2,524,419 4,861,307 CROWN HOLDINGS INC 17,006 1,185,806 1,738,183 CRYOLIFE INC 1,715 42,338 48,706 CSX CORP 342,327 7,297,479 10,981,850 CTO REALTY GROWTH INC 754 33,687 40,354 CTS CORP 4,609 102,824 171,270 CUBESMART 29,146 855,466 1,350,043 CULLEN/FROST BANKERS INC 83,149 6,719,830 9,312,688 INC 61,026 8,687,571 14,878,749 CUSTOMERS BANCORP INC 3,215 53,660 125,353 CVB FINANCIAL CORP 15,508 263,088 319,310 CVR ENERGY INC 5,449 117,317 97,864 CVS HEALTH CORP 305,933 23,200,105 25,527,050 CYMABAY THERAPEUTICS INC 9,426 67,828 41,097 CYRUSONE INC 25,420 1,670,031 1,818,038 DAILY JOURNAL CORP 107 26,915 36,220 DAKTRONICS INC 2,876 23,360 18,953 DANA INC 17,531 268,424 416,537 DANAHER CORP 56,328 6,084,321 15,116,182 DARDEN RESTAURANTS INC 4,853 506,144 708,489 DARLING INGREDIENTS INC 162,747 3,535,139 10,985,423 DATADOG INC 237,466 11,637,635 24,715,461 DAVITA INC 121 8,570 14,572 DECKERS OUTDOOR CORP 3,467 1,319,745 1,331,571 DEERE & CO 22,378 3,075,795 7,892,944 DEL TACO RESTAURANTS INC 4,297 36,471 43,013 DELEK US HOLDINGS INC 8,855 203,940 191,445 DELL TECHNOLOGIES INC 46,621 3,401,750 4,646,715 DELUXE CORP 119,875 5,421,347 5,726,429 DENNY'S CORP 3,539 29,094 58,358 DENTSPLY SIRONA INC 4,719 241,327 298,524 DEVON ENERGY CORP 116,631 2,243,657 3,404,459 DIAMONDBACK ENERGY INC 16,418 806,432 1,541,486 DIAMONDROCK HOSPITALITY CO 26,029 252,849 252,481 DICK'S SPORTING GOODS INC 9,011 332,883 902,812 DIGI INTERNATIONAL INC 3,395 40,099 68,273 DIGITAL REALTY TRUST INC 28,812 3,845,733 4,335,054 DILLARD'S INC 1,013 29,706 183,231 DIME COMMUNITY BANCSHARES INC 4,419 102,297 148,567 DIODES INC 1,055 47,452 84,157 SERVICES 8,244 459,178 975,183 DISCOVERY INC 497,301 13,740,488 14,420,703 DISH NETWORK CORP 10,518 400,388 439,652 DIVERSIFIED HEALTHCARE TRUST 30,292 192,766 126,621 DMC GLOBAL INC 166,491 4,608,874 9,358,459 DOLBY LABORATORIES INC 287,357 19,558,717 28,244,320 CORP 18,332 3,572,256 3,966,861 DOLLAR TREE INC 7,503 705,036 746,549 DOMINION ENERGY INC 99,551 7,129,586 7,323,967

End of Month: 6/30/2021 Unaudited Holdings Report Page 6 of 27 Units Cost Market Value DOMTAR CORP 6,871 166,600 377,630 DONALDSON CO INC 185,229 8,709,291 11,767,598 DONEGAL GROUP INC 2,488 37,419 36,250 DONNELLEY FINANCIAL SOLUTIONS 4,140 43,021 136,620 DOUGLAS EMMETT INC 139,411 5,253,728 4,686,998 DOVER CORP 34,832 3,798,902 5,245,699 DOW INC 69,428 3,887,779 4,393,404 DR HORTON INC 6,615 258,639 597,798 DRIL-QUIP INC 4,271 237,252 144,488 DSP GROUP INC 2,792 42,136 41,322 DTE ENERGY CO 5,632 435,104 729,907 DUCK CREEK TECHNOLOGIES INC 9,855 433,091 428,791 DUKE ENERGY CORP 83,490 6,553,863 8,242,133 DUKE REALTY CORP 8,826 198,604 417,911 DUN & BRADSTREET HOLDINGS INC 226,862 5,150,912 4,848,041 DUPONT DE NEMOURS INC 121,301 9,262,345 9,389,910 DXC TECHNOLOGY CO 48,435 1,367,289 1,886,059 DXP ENTERPRISES INC/TX 2,206 60,051 73,460 DYCOM INDUSTRIES INC 1,249 67,671 93,088 DYNATRACE INC 2,177 129,923 127,180 DZS INC 2,169 25,823 45,007 BANCORP INC 3,679 148,516 206,318 EAGLE MATERIALS INC 5,830 450,962 828,501 EAGLE PHARMACEUTICALS INC/DE 766 33,798 32,785 EARTHSTONE ENERGY INC 3,505 28,694 38,800 EAST WEST BANCORP INC 25,306 992,521 1,814,187 EASTERLY GOVERNMENT PROPERTIES 10,412 225,231 219,485 EASTMAN CHEMICAL CO 3,103 270,072 362,275 EASTMAN CO 4,278 42,876 35,593 EBAY INC 41,421 1,663,194 2,908,168 ECHO GLOBAL LOGISTICS INC 3,177 60,366 97,661 ECHOSTAR CORP 5,774 175,225 140,250 ECOLAB INC 17,121 2,516,468 3,526,412 EDGEWELL PERSONAL CARE CO 6,210 249,563 272,619 EDISON INTERNATIONAL 44,942 2,546,855 2,598,546 EDWARDS LIFESCIENCES CORP 50,372 3,537,593 5,217,028 EHEALTH INC 2,122 132,690 123,925 EL POLLO LOCO HOLDINGS INC 3,815 50,208 69,776 ELANCO ANIMAL HEALTH INC 11,588 349,573 401,988 ELECTRONIC ARTS INC 25,612 3,145,442 3,683,774 ELEMENT SOLUTIONS INC 418,665 5,026,611 9,788,388 ELI LILLY & CO 67,390 8,145,665 15,467,353 ELLINGTON FINANCIAL INC 5,851 67,362 112,047 EMCOR GROUP INC 6,425 410,384 791,496 EMCORE CORP 3,847 38,451 35,469 EMERALD HOLDING INC 3,087 51,487 16,639 EMERGENT BIOSOLUTIONS INC 6,063 384,226 381,908 EMERSON ELECTRIC CO 59,296 3,634,032 5,706,647 EMPIRE STATE REALTY TRUST INC 17,982 278,085 215,784 EMPLOYERS HOLDINGS INC 2,516 68,215 107,685 ENANTA PHARMACEUTICALS INC 2,057 98,873 90,529 ENCOMPASS HEALTH CORP 91,166 6,115,286 7,113,683 ENCORE CAPITAL GROUP INC 3,938 139,699 186,622 ENCORE WIRE CORP 2,120 81,794 160,675 ENERSYS 5,097 354,369 498,130 ENNIS INC 3,779 62,052 81,324 ENOVA INTERNATIONAL INC 4,438 86,838 151,824 ENPRO INDUSTRIES INC 3,107 179,449 301,845 ENTERCOM COMMUNICATIONS CORP 16,578 28,021 71,451 ENTERGY CORP 5,580 461,986 556,326 ENTERPRISE BANCORP INC/MA 1,022 22,549 33,471 ENTERPRISE FINANCIAL SERVICES 2,905 77,439 134,763 ENTRAVISION COMMUNICATIONS COR 10,356 36,766 69,178 ENVISTA HOLDINGS CORP 22,143 483,328 956,799 EOG RESOURCES INC 62,724 5,182,213 5,233,691 EPLUS INC 1,647 141,399 142,778 EPR PROPERTIES 12,280 535,474 646,910 EQT CORP 64,523 1,090,987 1,436,282 EQUIFAX INC 3,271 690,545 783,437 EQUINIX INC 8,864 4,990,068 7,114,246 EQUITABLE HOLDINGS INC 116,532 2,393,771 3,548,399 EQUITRANS MIDSTREAM CORP 50,621 524,451 430,785 EQUITY BANCSHARES INC 1,424 31,175 43,418 EQUITY COMMONWEALTH 118,315 3,611,145 3,099,853 EQUITY LIFESTYLE PROPERTIES IN 12,853 792,338 955,106 34,997 2,159,897 2,694,769 ERIE INDEMNITY CO 14,156 2,313,418 2,737,063 ESCALADE INC 1,839 32,170 42,205 ESCO TECHNOLOGIES INC 2,893 265,428 271,392 ESSENTIAL PROPERTIES REALTY TR 14,686 297,011 397,109 ESSENTIAL UTILITIES INC 32,897 1,147,170 1,503,393 PROPERTY TRUST INC 8,468 2,080,020 2,540,485

End of Month: 6/30/2021 Unaudited Holdings Report Page 7 of 27 Units Cost Market Value ESTEE LAUDER COS INC/THE 19,097 2,759,313 6,074,374 ETHAN ALLEN INTERIORS INC 3,348 46,550 92,405 ETSY INC 67,290 3,168,278 13,850,974 EURONET WORLDWIDE INC 54,307 7,742,116 7,350,452 EVERCORE INC 6,441 464,023 906,700 EVERGY INC 6,298 281,930 380,588 EVERSOURCE ENERGY 46,511 3,264,188 3,732,043 EVOLENT HEALTH INC 7,700 111,998 162,624 EW SCRIPPS CO/THE 7,849 96,818 160,041 EXACT SCIENCES CORP 209,182 7,242,606 26,003,414 EXELIXIS INC 5,461 119,196 99,499 CORP 131,353 5,295,415 5,820,251 EXPEDITORS INTERNATIONAL OF WA 14,960 1,662,908 1,893,936 EXTRA SPACE STORAGE INC 4,423 649,273 724,576 EXTRACTION OIL & GAS INC 1,165 66,131 63,970 EXXON MOBIL CORP 420,139 33,893,541 26,502,368 EZCORP INC 6,223 90,596 37,525 F5 NETWORKS INC 177,643 31,696,485 33,158,842 FACEBOOK INC 161,513 23,468,338 56,159,685 FACTSET RESEARCH SYSTEMS INC 11,509 1,900,902 3,862,535 FARMERS NATIONAL BANC CORP 3,206 36,551 49,725 FARMLAND PARTNERS INC 3,579 32,663 43,127 FARO TECHNOLOGIES INC 1,126 83,301 87,569 FASTENAL CO 1,999 79,201 103,948 FB FINANCIAL CORP 4,198 129,020 156,669 FEDERAL AGRICULTURAL MORTGAGE 1,073 64,707 106,120 FEDERAL REALTY INVESTMENT TRUS 21,052 1,888,913 2,466,663 FEDERATED HERMES INC 11,718 306,097 397,357 FEDEX CORP 61,495 10,321,302 18,345,803 FERRO CORP 1,955 26,088 42,169 FIBROGEN INC 1,790 72,476 47,668 FIDELITY D&D BANCORP INC 516 31,160 27,916 FIDELITY NATIONAL FINANCIAL IN 136,133 4,697,373 5,916,340 FIDELITY NATIONAL INFORMATION 70,125 8,892,475 9,934,609 FIESTA RESTAURANT GROUP INC 3,329 33,406 44,708 FIFTH THIRD BANCORP 35,495 877,820 1,356,974 FINANCIAL INSTITUTIONS INC 2,246 40,417 67,380 FIREEYE INC 26,541 338,104 536,659 FIRST AMERICAN FINANCIAL CORP 20,398 802,235 1,271,815 FIRST BANCORP INC/THE 1,326 33,014 39,051 FIRST BANCORP/SOUTHERN PINES N 2,576 54,925 105,384 FIRST BANCSHARES INC/THE 2,978 74,692 111,467 FIRST BANK/HAMILTON NJ 1,606 18,744 21,745 FIRST BUSEY CORP 6,644 148,131 163,841 FIRST CHOICE BANCORP 2,535 49,019 77,241 FIRST CITIZENS BANCSHARES INC/ 11,645 4,417,471 9,697,257 FIRST COMMONWEALTH FINANCIAL C 8,647 86,842 121,663 FIRST COMMUNITY BANKSHARES INC 2,844 67,378 84,893 FIRST FINANCIAL BANCORP 10,879 159,648 257,071 FIRST FINANCIAL CORP/IN 1,213 40,953 49,515 FIRST FOUNDATION INC 4,145 53,462 93,304 FIRST HAWAIIAN INC 17,218 424,200 487,958 FIRST INDUSTRIAL REALTY TRUST 18,844 623,283 984,222 FIRST INTERNET BANCORP 1,736 41,648 53,781 FIRST INTERSTATE BANCSYSTEM IN 5,152 149,820 215,508 FIRST MERCHANTS CORP 6,658 173,635 277,439 FIRST MID BANCSHARES INC 1,777 53,470 71,986 FIRST MIDWEST BANCORP INC/IL 12,549 214,688 248,847 FIRST OF LONG ISLAND CORP/THE 3,140 53,543 66,662 FIRST REPUBLIC BANK/CA 53,098 3,400,188 9,938,353 FIRST SOLAR INC 166,998 9,062,956 15,114,989 FIRSTCASH INC 4,631 368,215 353,994 FIRSTENERGY CORP 24,346 897,647 905,915 FISERV INC 65,002 6,519,727 6,948,064 FLAGSTAR BANCORP INC 5,821 179,495 246,054 FLOWERS FOODS INC 46,679 964,618 1,129,632 FLOWSERVE CORP 23,676 850,061 954,616 FLUENT INC 7,795 23,671 22,839 FLUIDIGM CORP 8,924 67,239 54,972 FLUSHING FINANCIAL CORP 3,844 55,313 82,377 FMC CORP 22,333 2,460,736 2,416,431 FNB CORP/PA 59,061 568,763 728,222 FOOT LOCKER INC 14,055 492,044 866,210 FORD MOTOR CO 430,999 5,862,179 6,404,645 FORESTAR GROUP INC 3,398 58,587 71,052 FORTIVE CORP 21,044 1,359,783 1,467,609 FORTUNE BRANDS HOME & SECURITY 23,048 1,605,111 2,295,811 FOSSIL GROUP INC 6,201 122,736 88,550 FOUR CORNERS PROPERTY TRUST IN 2,340 65,708 64,607 FOX CORP 20,611 751,609 755,391 FRANCHISE GROUP INC 2,677 61,128 94,230 FRANKLIN RESOURCES INC 14,492 542,752 463,599

End of Month: 6/30/2021 Unaudited Holdings Report Page 8 of 27 Units Cost Market Value FRANKLIN STREET PROPERTIES COR 14,930 82,874 78,532 FREEPORT-MCMORAN INC 113,211 3,521,551 4,201,260 FRONTDOOR INC 3,922 172,927 195,394 FRP HOLDINGS INC 790 25,429 43,987 FTI CONSULTING INC 4,774 354,554 652,176 FUELCELL ENERGY INC 11,508 126,192 102,421 FULTON FINANCIAL CORP 27,606 386,322 435,623 FUTUREFUEL CORP 3,979 48,084 38,198 G1 THERAPEUTICS INC 2,353 52,684 51,625 GAMCO INVESTORS INC 128 1,368 3,213 CO INC 21,907 148,202 120,269 GAP INC/THE 30,652 559,308 1,031,440 GATX CORP 4,109 231,901 363,523 GCP APPLIED TECHNOLOGIES INC 6,090 142,695 141,653 GENERAC HOLDINGS INC 35,322 1,492,107 14,663,928 GENERAL ELECTRIC CO 3,519,183 41,447,211 47,368,203 GENERAL MILLS INC 107,313 5,968,255 6,538,581 CO 551,277 19,800,328 32,619,060 INC 1,579 112,011 100,551 GENTEX CORP 848,917 19,948,129 28,090,664 GENTHERM INC 100,614 4,206,903 7,148,625 GENUINE PARTS CO 23,665 2,303,085 2,992,913 GENWORTH FINANCIAL INC 62,288 298,009 242,923 GERMAN AMERICAN BANCORP INC 2,846 62,547 105,871 GERON CORP 38,516 69,845 54,308 GETTY REALTY CORP 2,026 53,568 63,110 GIBRALTAR INDUSTRIES INC 3,376 141,845 257,623 G-III APPAREL GROUP LTD 5,549 123,063 182,340 GILEAD SCIENCES INC 214,622 14,584,278 14,778,871 GLACIER BANCORP INC 10,683 328,668 588,420 GLADSTONE COMMERCIAL CORP 5,520 96,354 124,531 GLADSTONE LAND CORP 2,782 37,059 66,935 GLAUKOS CORP 207,504 12,322,992 17,602,564 GLOBAL MEDICAL REIT INC 7,018 96,345 103,586 GLOBAL NET LEASE INC 10,930 195,177 202,205 GLOBAL PAYMENTS INC 35,280 6,013,916 6,616,411 GLOBE LIFE INC 64,595 5,746,947 6,152,674 GLOBUS MEDICAL INC 10,689 524,293 828,718 GMS INC 5,344 132,931 257,260 GOHEALTH INC 5,105 68,576 57,227 GROUP INC/THE 81,885 16,861,724 31,077,814 GOODRX HOLDINGS INC 178,700 8,712,480 6,434,987 GOODYEAR TIRE & RUBBER CO/THE 34,212 485,104 586,730 GOOSEHEAD INSURANCE INC 52,204 2,462,769 6,645,569 GORMAN-RUPP CO/THE 192 5,523 6,612 GOSSAMER BIO INC 8,625 91,784 70,035 GP STRATEGIES CORP 1,558 20,921 24,492 GRACO INC 190,276 8,185,328 14,403,893 GRAFTECH INTERNATIONAL LTD 20,102 265,828 233,585 GRAHAM HOLDINGS CO 477 220,421 302,370 GRAND CANYON EDUCATION INC 6,535 675,287 587,954 GRANITE CONSTRUCTION INC 5,364 166,744 222,767 GRANITE POINT MORTGAGE TRUST I 7,167 82,044 105,713 GRAPHIC PACKAGING HOLDING CO 598,528 10,771,135 10,857,298 GRAY TELEVISION INC 8,406 117,364 196,700 GREAT AJAX CORP 3,604 35,024 46,780 GREAT LAKES DREDGE & DOCK CORP 9,558 88,862 139,642 GREAT SOUTHERN BANCORP INC 1,310 67,868 70,609 GREAT WESTERN BANCORP INC 5,313 138,860 174,213 GREEN BRICK PARTNERS INC 3,204 44,151 72,859 GREEN DOT CORP 5,221 252,139 244,604 GREEN PLAINS INC 4,279 80,461 143,860 GREENBRIER COS INC/THE 4,398 122,262 191,665 GREIF INC 3,939 183,943 237,483 GRIFFON CORP 6,018 113,248 154,241 GROCERY OUTLET HOLDING CORP 12,375 437,374 428,918 GROUP 1 AUTOMOTIVE INC 2,147 127,113 331,561 GROUPON INC 3,448 64,458 148,816 GTY TECHNOLOGY HOLDINGS INC 6,098 21,378 43,357 GUARANTY BANCSHARES INC/TX 706 20,704 24,053 GUESS? INC 5,457 127,855 144,065 GUIDEWIRE SOFTWARE INC 259,548 17,192,988 29,256,251 H&R BLOCK INC 10,052 183,988 236,021 HAEMONETICS CORP 1,979 154,933 131,881 HAIN CELESTIAL GROUP INC/THE 40,197 1,495,841 1,612,704 HALLIBURTON CO 253,383 5,277,531 5,858,215 HAMILTON BEACH BRANDS HOLDING 2,138 41,688 47,613 HAMILTON LANE INC 38,690 2,699,445 3,525,433 HANCOCK WHITNEY CORP 11,132 254,515 494,706 HANESBRANDS INC 20,703 250,680 386,525 HANMI FINANCIAL CORP 2,723 32,307 51,900 HANNON ARMSTRONG SUSTAINABLE I 9,103 282,985 511,133

End of Month: 6/30/2021 Unaudited Holdings Report Page 9 of 27 Units Cost Market Value HANOVER INSURANCE GROUP INC/TH 5,869 480,791 796,071 HARBORONE BANCORP INC 5,015 51,846 71,915 HARLEY-DAVIDSON INC 102,249 4,094,175 4,685,049 HARMONIC INC 13,129 72,175 111,859 HARSCO CORP 9,948 136,965 203,138 HARTFORD FINANCIAL SERVICES GR 139,331 5,278,017 8,634,342 HARVARD BIOSCIENCE INC 8,842 42,901 73,654 HASBRO INC 3,732 270,551 352,749 HAVERTY FURNITURE COS INC 1,965 37,737 84,023 HAWAIIAN ELECTRIC INDUSTRIES I 14,452 460,484 611,031 HAWAIIAN HOLDINGS INC 6,104 87,606 148,754 HAWKINS INC 1,988 36,388 65,107 HAYNES INTERNATIONAL INC 1,301 56,286 46,029 HB FULLER CO 5,293 336,410 336,688 HCA HEALTHCARE INC 43,776 6,611,430 9,050,250 HCI GROUP INC 652 28,480 64,828 HEALTHCARE REALTY TRUST INC 17,690 523,485 534,238 HEALTHCARE SERVICES GROUP INC 4,407 143,539 139,129 HEALTHCARE TRUST OF AMERICA IN 35,033 993,055 935,381 HEALTHPEAK PROPERTIES INC 18,151 587,099 604,247 HEALTHSTREAM INC 3,690 80,023 103,099 HEARTLAND EXPRESS INC 1,739 33,435 29,789 HEARTLAND FINANCIAL USA INC 4,316 147,140 202,809 HECLA MINING CO 63,214 255,910 470,312 HEIDRICK & STRUGGLES INTERNATI 2,409 62,551 107,321 HELIOS TECHNOLOGIES INC 134,238 3,024,938 10,477,276 HELIX ENERGY SOLUTIONS GROUP I 18,670 206,285 106,606 HELMERICH & PAYNE INC 13,678 515,491 446,313 HEMISPHERE MEDIA GROUP INC 3,930 41,325 46,374 HENRY SCHEIN INC 20,456 1,497,592 1,517,631 HERC HOLDINGS INC 43,732 4,839,777 4,901,045 HERITAGE COMMERCE CORP 7,036 69,291 78,311 HERITAGE FINANCIAL CORP/WA 4,097 78,377 102,507 HERITAGE INSURANCE HOLDINGS IN 3,251 45,884 27,894 HERITAGE-CRYSTAL CLEAN INC 1,788 35,751 53,068 HERMAN MILLER INC 7,255 203,039 342,001 HERSHA HOSPITALITY TRUST 5,015 28,342 53,961 HERSHEY CO/THE 921 116,746 160,420 HESS CORP 180,610 8,944,735 15,770,865 HEWLETT ENTERPRISE CO 665,976 8,124,648 9,709,930 HEXCEL CORP 23,479 1,045,417 1,465,090 HIGHWOODS PROPERTIES INC 18,363 688,803 829,457 HILLENBRAND INC 10,368 299,706 457,021 HILL-ROM HOLDINGS INC 125,720 12,025,686 14,280,535 HILLTOP HOLDINGS INC 9,015 168,825 328,146 HOLDINGS INC 3,495 250,857 421,567 HINGHAM INSTITUTION FOR SAVING 114 22,254 33,117 HNI CORP 5,852 192,840 257,312 HOLLYFRONTIER CORP 25,976 688,283 854,610 HOLOGIC INC 13,952 883,688 930,877 HOME BANCORP INC 1,327 40,111 50,572 HOME BANCSHARES INC/AR 20,019 369,780 494,069 HOME DEPOT INC/THE 78,166 13,494,614 24,926,356 HOMESTREET INC 1,847 40,667 75,247 HOMETRUST BANCSHARES INC 1,089 17,580 30,383 HOOKER FURNITURE CORP 1,815 59,878 62,872 HOPE BANCORP INC 11,635 133,371 164,984 HORACE MANN EDUCATORS CORP 4,973 126,809 186,090 HORIZON BANCORP INC/IN 13,644 248,508 237,815 HORMEL FOODS CORP 16,096 679,710 768,584 HOST HOTELS & RESORTS INC 128,055 2,192,267 2,188,460 HOSTESS BRANDS INC 16,216 243,358 262,537 HOUGHTON MIFFLIN HARCOURT CO 13,491 99,099 148,941 HOWARD BANCORP INC 1,873 27,232 30,211 HOWARD HUGHES CORP/THE 5,906 419,684 575,599 HOWMET AEROSPACE INC 87,969 1,665,383 3,032,291 HP INC 22,837 404,500 689,449 HUB GROUP INC 4,348 191,888 286,881 HUBBELL INC 9,238 1,184,171 1,726,028 HUDSON PACIFIC PROPERTIES INC 47,131 1,224,423 1,311,184 HUMANA INC 14,568 4,368,365 6,449,545 HUNTINGTON BANCSHARES INC/OH 76,134 907,474 1,086,433 HUNTSMAN CORP 29,703 586,178 787,724 HURON CONSULTING GROUP INC 2,474 110,787 121,597 HOTELS CORP 52,045 4,092,363 4,040,774 HYSTER-YALE MATERIALS HANDLING 1,470 83,627 107,281 IAA INC 121,850 4,351,188 6,645,699 IAC/INTERACTIVECORP 2,699 411,489 416,105 ICF INTERNATIONAL INC 2,290 148,343 201,199 ICU MEDICAL INC 8,178 1,706,613 1,683,032 IDACORP INC 7,056 502,348 687,960 IDEX CORP 56,724 5,157,586 12,482,116

End of Month: 6/30/2021 Unaudited Holdings Report Page 10 of 27 Units Cost Market Value IHEARTMEDIA INC 7,662 77,828 206,261 II-VI INC 231,677 9,809,362 16,817,433 TOOL WORKS INC 29,156 4,356,126 6,518,115 ILLUMINA INC 12,220 4,085,512 5,782,626 IMMUNOGEN INC 13,960 58,941 91,996 INCYTE CORP 286 24,833 24,061 INDEPENDENCE HOLDING CO 555 8,979 25,708 INDEPENDENCE REALTY TRUST INC 14,048 135,651 256,095 INDEPENDENT BANK CORP 3,876 186,016 292,638 INDEPENDENT BANK CORP/MI 3,285 50,437 71,317 INDEPENDENT BANK GROUP INC 4,713 232,131 348,668 INDUSTRIAL LOGISTICS PROPERTIE 6,353 113,887 166,067 INFRASTRUCTURE AND ENERGY ALTE 1,534 19,121 19,727 INC 363,699 11,347,568 17,752,148 INGLES MARKETS INC 2,204 88,512 128,427 INC 12,540 1,061,903 1,134,870 INNOSPEC INC 2,095 179,605 189,828 INNOVIVA INC 6,931 93,576 92,945 INOGEN INC 197,821 16,753,859 12,891,995 INSEEGO CORP 8,140 85,253 82,133 INSIGHT ENTERPRISES INC 3,271 150,167 327,133 INSTEEL INDUSTRIES INC 2,187 37,679 70,312 INTEGER HOLDINGS CORP 4,066 331,913 383,017 INTEGRA LIFESCIENCES HOLDINGS 172,161 9,792,116 11,748,267 INTEL CORP 466,642 18,782,136 26,197,282 INTERACTIVE BROKERS GROUP INC 2,790 166,689 183,387 INTERCONTINENTAL EXCHANGE INC 68,248 5,594,136 8,101,038 INTERDIGITAL INC 102,635 6,747,894 7,495,434 INTERFACE INC 6,622 66,606 101,317 INTERNATIONAL BANCSHARES CORP 6,486 212,145 278,509 INTERNATIONAL BUSINESS MACHINE 109,421 15,553,732 16,040,024 INTERNATIONAL FLAVORS & FRAGRA 14,162 1,861,429 2,115,803 INTERNATIONAL PAPER CO 140,809 6,340,817 8,633,000 INTERPUBLIC GROUP OF COS INC/T 60,509 1,300,475 1,965,937 INTREPID POTASH INC 955 22,089 30,426 INTUIT INC 77,215 13,378,157 37,848,477 INTUITIVE SURGICAL INC 26,069 9,936,699 23,974,095 INVACARE CORP 4,712 80,031 38,026 INVESCO MORTGAGE CAPITAL INC 30,719 247,493 119,804 INVESTORS BANCORP INC 19,507 178,984 278,170 INVESTORS TITLE CO 221 34,977 38,593 INVITATION HOMES INC 14,246 353,537 531,233 IONIS PHARMACEUTICALS INC 2,352 132,875 93,821 IOVANCE BIOTHERAPEUTICS INC 229,819 7,701,970 5,979,890 IPG PHOTONICS CORP 76,360 12,122,064 16,094,397 IQVIA HOLDINGS INC 10,289 1,892,726 2,493,230 IRIDIUM COMMUNICATIONS INC 5,653 111,146 226,063 IRON MOUNTAIN INC 18,533 551,539 784,317 IRONWOOD PHARMACEUTICALS INC 746,848 9,202,389 9,611,934 ISTAR INC 10,150 122,963 210,410 ITRON INC 81,699 4,773,056 8,168,266 ITT INC 16,983 971,523 1,555,473 IVERIC BIO INC 9,458 59,329 59,680 J M SMUCKER CO/THE 4,210 415,126 545,490 JABIL INC 3,977 113,792 231,143 JACK HENRY & ASSOCIATES INC 7,876 1,306,562 1,287,805 JACK IN THE BOX INC 2,778 230,156 309,580 JAMF HOLDING CORP 3,135 104,049 105,242 JB HUNT TRANSPORT SERVICES INC 6,538 918,079 1,065,367 JBG SMITH PROPERTIES 19,480 592,716 613,815 JEFFERIES FINANCIAL GROUP INC 30,914 588,307 1,057,259 JELD-WEN HOLDING INC 9,128 160,334 239,701 JETBLUE AIRWAYS CORP 546,292 8,015,562 9,166,780 JOHN WILEY & SONS INC 5,745 241,486 345,734 JOHNSON & JOHNSON 303,676 37,563,829 50,027,584 JOHNSON OUTDOORS INC 440 24,899 53,240 JONES LANG LASALLE INC 8,055 913,527 1,574,430 JOUNCE THERAPEUTICS INC 2,394 12,751 16,279 JPMORGAN CHASE & CO 357,010 32,906,359 55,529,335 JUNIPER NETWORKS INC 107,467 2,737,257 2,939,222 KAISER ALUMINUM CORP 2,151 161,993 265,627 KANSAS CITY SOUTHERN 2,425 288,515 687,172 KAR AUCTION SERVICES INC 283,196 5,171,667 4,970,090 KB HOME 7,481 177,880 304,626 KBR INC 4,228 98,990 161,298 KEARNY FINANCIAL CORP/MD 6,429 66,609 76,827 KELLOGG CO 23,563 1,490,053 1,515,808 KELLY SERVICES INC 4,670 86,239 111,940 KEMPER CORP 10,083 717,367 745,134 KENNAMETAL INC 10,975 353,468 394,222 KENNEDY-WILSON HOLDINGS INC 16,588 267,614 329,604 KEURIG DR PEPPER INC 70,560 2,094,217 2,486,534

End of Month: 6/30/2021 Unaudited Holdings Report Page 11 of 27 Units Cost Market Value KEYCORP 48,098 800,123 993,224 KEYSIGHT TECHNOLOGIES INC 2,299 225,098 354,989 KEZAR LIFE SCIENCES INC 4,409 22,122 23,941 KILROY REALTY CORP 41,510 2,583,285 2,890,756 KIMBALL ELECTRONICS INC 2,221 14,597 48,285 KIMBERLY-CLARK CORP 29,972 3,653,483 4,009,654 KIMCO REALTY CORP 89,986 1,345,808 1,876,208 KINDER MORGAN INC 671,323 11,805,310 12,238,218 KIRBY CORP 9,249 590,828 560,859 KITE REALTY GROUP TRUST 10,752 204,128 236,652 KKR & CO INC 29,041 909,076 1,720,389 KKR REAL ESTATE FINANCE TRUST 4,017 66,902 86,888 KNIGHT- HO 288,853 11,177,577 13,131,257 KNOLL INC 7,079 84,492 183,983 KNOWLES CORP 11,016 257,386 217,456 KOHL'S CORP 27,347 822,366 1,507,093 KOPPERS HOLDINGS INC 913 34,033 29,536 KORN FERRY 6,809 221,991 493,993 CO/THE 115,727 5,715,151 4,719,347 KRATON CORP 3,995 66,534 128,999 KROGER CO/THE 40,971 1,224,967 1,569,599 KRONOS WORLDWIDE INC 4,376 51,937 62,664 KVH INDUSTRIES INC 2,516 24,288 30,947 L BRANDS INC 4,473 216,622 322,324 LABORATORY CORP OF AMERICA HOL 2,515 375,829 693,763 LADDER CAPITAL CORP 12,742 155,984 147,043 LAKELAND BANCORP INC 5,895 97,188 103,045 LAKELAND FINANCIAL CORP 2,661 118,054 164,024 LAM RESEARCH CORP 7,301 2,324,664 4,750,761 LAMAR ADVERTISING CO 1,967 130,510 205,394 LAMB WESTON HOLDINGS INC 129,250 8,409,376 10,425,305 LANDEC CORP 1,906 22,943 21,443 LANDS' END INC 1,776 44,270 72,905 INC 87,190 7,770,509 13,777,764 LANTHEUS HOLDINGS INC 7,128 193,890 197,018 LAREDO PETROLEUM INC 1,135 99,012 105,317 INC 12,959 171,089 188,035 LA-Z-BOY INC 6,609 206,949 244,797 LEAR CORP 10,639 1,450,807 1,864,804 LEGGETT & PLATT INC 46,108 1,840,232 2,388,855 LEIDOS HOLDINGS INC 78,252 7,316,685 7,911,277 LEMONADE INC 54,963 4,237,569 6,013,502 LENDINGCLUB CORP 11,941 204,485 216,490 LENNAR CORP 12,119 736,419 1,182,829 LENNOX INTERNATIONAL INC 58,259 9,015,937 20,437,257 LEXINGTON REALTY TRUST 33,961 344,072 405,834 LGI HOMES INC 45,745 7,532,142 7,407,945 LHC GROUP INC 35,911 6,962,292 7,191,537 LIBERTY BROADBAND CORP 5,940 647,571 1,028,856 LIBERTY MEDIA CORP-LIBERTY FOR 39,735 1,341,594 1,885,565 LIBERTY MEDIA CORP-LIBERTY SIR 11,902 373,993 552,701 LIBERTY OILFIELD SERVICES INC 10,816 98,693 153,155 LIBERTY TRIPADVISOR HOLDINGS I 10,055 43,865 40,924 LIFE STORAGE INC 130,408 9,835,293 13,999,299 LIFETIME BRANDS INC 1,905 24,306 28,518 LIGAND PHARMACEUTICALS INC 1,645 229,267 215,808 LIMONEIRA CO 568 13,146 9,968 LINCOLN ELECTRIC HOLDINGS INC 62,770 5,705,008 8,267,437 LINCOLN NATIONAL CORP 14,288 806,065 897,858 LINEAGE CELL THERAPEUTICS INC 15,007 42,695 42,770 LITHIA MOTORS INC 4,138 1,132,459 1,421,982 LITTELFUSE INC 43,443 8,206,041 11,068,842 LIVE NATION ENTERTAINMENT INC 4,233 391,976 370,768 LIVERAMP HOLDINGS INC 87,032 5,642,599 4,077,449 LKQ CORP 6,031 202,261 296,846 LOEWS CORP 11,247 509,930 614,649 LOUISIANA-PACIFIC CORP 13,292 771,870 801,375 LOWE'S COS INC 57,291 5,353,530 11,112,735 LTC PROPERTIES INC 4,819 192,113 185,001 LUMBER LIQUIDATORS HOLDINGS IN 3,156 50,556 66,592 LUMENTUM HOLDINGS INC 142,348 8,918,690 11,676,806 LUTHER BURBANK CORP 2,932 31,385 34,774 LYDALL INC 2,501 81,429 151,361 M&T BANK CORP 58,703 7,039,572 8,530,133 M/I HOMES INC 3,322 92,627 194,902 MACATAWA BANK CORP 4,943 41,708 43,251 MACERICH CO/THE 18,786 628,141 342,845 MACK-CALI REALTY CORP 11,374 261,441 195,064 MACQUARIE INFRASTRUCTURE CORP 9,302 546,464 355,988 MACROGENICS INC 4,461 93,961 119,822 MACY'S INC 33,900 525,559 642,744 MADISON SQUARE GARDEN ENTERTAI 2,735 168,514 229,658

End of Month: 6/30/2021 Unaudited Holdings Report Page 12 of 27 Units Cost Market Value MADISON SQUARE GARDEN SPORTS C 2,246 331,801 387,592 MAGELLAN HEALTH INC 2,610 224,312 245,862 MANHATTAN ASSOCIATES INC 174,719 5,002,336 25,306,300 MANITOWOC CO INC/THE 4,443 96,314 108,854 MANPOWERGROUP INC 10,056 739,185 1,195,759 MARATHON OIL CORP 1,491,795 14,806,291 20,318,248 MARATHON PETROLEUM CORP 118,346 5,652,822 7,150,465 MARCUS & MILLICHAP INC 2,816 77,362 109,458 MARCUS CORP/THE 3,320 61,480 70,417 MARINEMAX INC 3,093 56,388 150,753 MARKEL CORP 9,038 7,049,596 10,725,485 MARLIN BUSINESS SERVICES CORP 1,333 15,332 30,339 MARRIOTT INTERNATIONAL INC/MD 17,249 1,801,963 2,354,833 MARRIOTT VACATIONS WORLDWIDE C 6,606 752,328 1,052,336 MARSH & MCLENNAN COS INC 57,824 5,661,172 8,134,680 MARTEN TRANSPORT LTD 4,530 68,224 74,700 MARTIN MARIETTA MATERIALS INC 6,097 1,725,579 2,144,986 MASCO CORP 19,976 1,010,260 1,176,786 MASIMO CORP 1,850 451,661 448,533 MASTEC INC 8,683 513,685 921,266 MASTERCARD INC 58,735 9,570,408 21,443,561 MATERION CORP 1,363 47,863 102,702 MATRIX SERVICE CO 3,546 56,967 37,233 MATSON INC 5,363 196,449 343,232 MATTHEWS INTERNATIONAL CORP 3,713 183,773 133,519 MAXAR TECHNOLOGIES INC 11,534 380,015 460,437 MAXIM INTEGRATED PRODUCTS INC 20,930 1,997,149 2,205,185 MBIA INC 8,684 63,941 95,524 MCCORMICK & CO INC/MD 12,022 962,082 1,061,783 MCDONALD'S CORP 91,658 15,308,680 21,172,081 MCGRATH RENTCORP 1,322 77,214 107,836 MCKESSON CORP 5,540 1,006,483 1,059,470 MDC HOLDINGS INC 7,490 216,678 378,994 MDU RESOURCES GROUP INC 28,120 600,674 881,281 MEDALLIA INC 8,606 291,149 290,453 MEDICAL PROPERTIES TRUST INC 108,380 1,851,674 2,178,438 MEDNAX INC 8,628 206,851 260,134 MERCADOLIBRE INC 19,160 2,538,276 29,847,256 MERCANTILE BANK CORP 2,290 50,057 69,158 MERCHANTS BANCORP/IN 1,409 29,927 55,289 MERCK & CO INC 293,898 20,119,230 22,856,447 GENERAL CORP 4,366 198,063 283,572 MEREDITH CORP 2,778 96,844 120,676 MERIDIAN BANCORP INC 12,719 233,490 260,231 MERIDIAN BIOSCIENCE INC 552 7,626 12,243 MERITAGE HOMES CORP 4,573 281,295 430,228 MERITOR INC 2,885 69,110 67,567 MERSANA THERAPEUTICS INC 2,531 35,572 34,371 META FINANCIAL GROUP INC 2,832 84,571 143,384 METHODE ELECTRONICS INC 4,725 165,892 232,517 METLIFE INC 99,761 4,431,154 5,970,696 METROPOLITAN BANK HOLDING CORP 1,241 44,296 74,733 MFA FINANCIAL INC 54,652 193,855 250,853 MGE ENERGY INC 3,289 190,023 244,833 MGIC INVESTMENT CORP 52,888 452,116 719,277 MICROCHIP TECHNOLOGY INC 95,600 6,345,578 14,315,144 MICRON TECHNOLOGY INC 89,704 3,514,263 7,623,046 MICROSOFT CORP 554,863 49,705,650 150,312,387 MID PENN BANCORP INC 832 21,858 22,838 MID-AMERICA APARTMENT COMMUNIT 8,177 1,077,066 1,377,170 MIDDLEBY CORP/THE 93,086 9,041,408 16,128,080 MIDDLESEX WATER CO 1,343 111,296 109,763 MIDLAND STATES BANCORP INC 2,318 54,906 60,894 MIDWESTONE FINANCIAL GROUP INC 1,738 39,498 50,002 MILLER INDUSTRIES INC/TN 6,280 239,335 247,683 MINERALS TECHNOLOGIES INC 4,241 254,135 333,639 MISTRAS GROUP INC 2,860 24,179 28,114 MKS INSTRUMENTS INC 74,371 6,223,049 13,234,319 MODERNA INC 19,396 4,265,776 4,557,672 MODINE MANUFACTURING CO 6,314 56,744 104,749 MOELIS & CO 3,415 191,832 194,279 MOHAWK INDUSTRIES INC 9,900 1,182,181 1,902,681 MOLINA HEALTHCARE INC 37,437 6,790,073 9,473,807 INC 233,676 10,369,193 14,590,729 MONEYGRAM INTERNATIONAL INC 6,566 47,898 66,185 MONMOUTH REAL ESTATE INVESTMEN 10,117 167,734 189,390 MONOLITHIC POWER SYSTEMS INC 25,760 7,517,548 9,620,072 MONRO INC 2,394 129,208 152,043 MONSTER BEVERAGE CORP 26,073 1,640,956 2,381,769 MOODY'S CORP 12,120 2,596,014 4,391,924 MORGAN STANLEY 170,554 7,687,506 15,638,096 MORNINGSTAR INC 566 81,054 145,524

End of Month: 6/30/2021 Unaudited Holdings Report Page 13 of 27 Units Cost Market Value MOSAIC CO/THE 49,855 832,910 1,590,873 MOTORCAR PARTS OF AMERICA INC 2,136 56,597 47,932 SOLUTIONS INC 4,920 638,502 1,066,902 MOVADO GROUP INC 1,750 36,212 55,073 MR COOPER GROUP INC 10,375 210,855 342,998 MRC GLOBAL INC 8,208 110,982 77,155 MSA SAFETY INC 10,280 1,469,839 1,702,162 MSC INDUSTRIAL DIRECT CO INC 41,337 3,313,974 3,709,169 MSCI INC 995 529,086 530,415 MSG NETWORKS INC 4,308 68,932 62,811 MUELLER INDUSTRIES INC 8,681 250,217 375,974 MUELLER WATER PRODUCTS INC 23,757 243,648 342,576 MURPHY OIL CORP 154,200 4,791,086 3,589,776 MVB FINANCIAL CORP 1,289 19,606 54,989 MYR GROUP INC 1,438 62,862 130,743 MYRIAD GENETICS INC 289,747 10,272,262 8,860,463 NANOSTRING TECHNOLOGIES INC 804 24,776 52,091 NASDAQ INC 5,450 453,289 958,110 NATHAN'S FAMOUS INC 321 19,764 22,894 NATIONAL BANK HOLDINGS CORP 3,299 113,461 124,504 NATIONAL CINEMEDIA INC 11,932 119,993 60,495 NATIONAL FUEL GAS CO 11,786 487,038 615,819 NATIONAL HEALTH INVESTORS INC 5,416 381,364 363,143 NATIONAL HEALTHCARE CORP 1,319 73,743 92,198 NATIONAL INSTRUMENTS CORP 147,649 5,444,556 6,242,600 NATIONAL RETAIL PROPERTIES INC 28,157 987,667 1,320,000 NATIONAL WESTERN LIFE GROUP IN 368 72,551 82,576 NATURAL GROCERS BY VITAMIN COT 1,463 15,765 15,713 NATURE'S SUNSHINE PRODUCTS INC 1,521 19,126 26,420 NATUS MEDICAL INC 2,114 38,269 54,922 NAUTILUS INC 4,238 73,475 71,410 NAVIENT CORP 24,956 222,296 482,399 CORP 6,268 206,088 278,926 NBT BANCORP INC 5,044 124,943 181,433 NCR CORP 18,135 344,445 827,137 NEENAH INC 2,609 137,489 130,894 NEKTAR THERAPEUTICS 58,478 1,319,958 1,003,482 NELNET INC 2,193 76,059 164,979 NEOGEN CORP 491,914 4,741,651 22,647,721 NEOPHOTONICS CORP 5,206 44,116 53,153 NETAPP INC 3,464 153,219 283,424 INC 59,648 10,462,559 31,506,670 NETGEAR INC 3,923 103,032 150,329 NETSCOUT SYSTEMS INC 48,881 838,826 1,395,064 NEW JERSEY RESOURCES CORP 11,642 322,593 460,674 NEW RESIDENTIAL INVESTMENT COR 92,356 1,203,398 978,050 NEW SENIOR INVESTMENT GROUP IN 12,211 96,775 107,213 NEW YORK COMMUNITY BANCORP INC 73,034 799,567 804,835 NEW YORK MORTGAGE TRUST INC 45,895 124,311 205,151 NEW YORK TIMES CO/THE 27,063 972,518 1,178,594 NEWELL BRANDS INC 105,912 2,148,248 2,909,403 NEWMARKET CORP 843 288,908 271,429 NEWMONT CORP 94,356 5,157,083 5,980,283 NEWPARK RESOURCES INC 11,981 100,470 41,454 NEWS CORP 78,858 1,110,567 2,003,546 NEXPOINT RESIDENTIAL TRUST INC 2,665 95,743 146,522 NEXSTAR MEDIA GROUP INC 5,401 706,833 798,700 NEXTERA ENERGY INC 264,605 11,504,124 19,390,254 NEXTGEN HEALTHCARE INC 191,176 3,248,991 3,171,610 NEXTIER OILFIELD SOLUTIONS INC 23,759 163,722 113,093 NI HOLDINGS INC 2,063 35,885 39,218 NICOLET BANKSHARES INC 1,113 53,532 78,288 NIKE INC 86,450 6,219,615 13,355,661 NISOURCE INC 169,646 4,125,808 4,156,327 NL INDUSTRIES INC 3,104 19,862 20,176 NMI HOLDINGS INC 9,907 177,458 222,709 NN INC 7,160 84,939 52,626 NORDSON CORP 7,730 1,580,008 1,696,812 NORDSTROM INC 190,449 8,497,535 6,964,720 NORFOLK SOUTHERN CORP 21,681 2,566,702 5,754,354 NORTHERN OIL AND GAS INC 5,921 121,647 122,979 CORP 10,718 906,967 1,239,215 NORTHFIELD BANCORP INC 5,296 58,089 86,854 NORTHRIM BANCORP INC 1,099 32,051 46,982 NORTHWEST BANCSHARES INC 10,189 131,886 138,978 NORTHWEST NATURAL HOLDING CO 3,302 167,271 173,421 NORTHWEST PIPE CO 1,374 26,619 38,816 NORTHWESTERN CORP 5,902 289,818 355,418 NORTONLIFELOCK INC 59,747 1,612,152 1,626,313 NOW INC 13,462 276,941 127,754 NRG ENERGY INC 24,395 683,712 983,119 NU SKIN ENTERPRISES INC 6,445 294,347 365,109

End of Month: 6/30/2021 Unaudited Holdings Report Page 14 of 27 Units Cost Market Value NUANCE COMMUNICATIONS INC 25,338 566,739 1,379,401 NUCOR CORP 14,596 692,956 1,400,194 NUVASIVE INC 110,158 6,127,886 7,466,509 NV5 GLOBAL INC 1,205 111,406 113,885 NVE CORP 34 1,973 2,518 NVIDIA CORP 80,018 14,207,519 64,022,402 NVR INC 2,583 4,120,006 12,846,034 OAK STREET HEALTH INC 756 39,484 44,279 OCCIDENTAL PETROLEUM CORP 32,954 1,469,682 1,030,472 OCEANEERING INTERNATIONAL INC 12,282 295,183 191,231 OCEANFIRST FINANCIAL CORP 4,474 80,699 93,238 ODP CORP/THE 7,156 219,316 343,560 OFFICE PROPERTIES INCOME TRUST 6,607 231,329 193,651 OGE ENERGY CORP 28,586 730,508 961,919 OIL STATES INTERNATIONAL INC 9,118 145,316 71,576 OIL-DRI CORP OF AMERICA 695 23,908 23,755 OKTA INC 89,600 4,875,744 21,923,328 OLD DOMINION FREIGHT LINE INC 786 136,549 199,487 OLD NATIONAL BANCORP/IN 19,674 313,264 346,459 OLD REPUBLIC INTERNATIONAL COR 60,240 1,006,643 1,500,578 OLD SECOND BANCORP INC 3,772 34,721 46,773 OLLIE'S BARGAIN OUTLET HOLDING 9,949 891,613 837,009 OLYMPIC STEEL INC 1,219 21,210 35,826 OMEGA HEALTHCARE INVESTORS INC 45,431 1,468,192 1,648,691 OMNICOM GROUP INC 7,904 495,275 632,241 ON SEMICONDUCTOR CORP 28,565 549,295 1,093,468 ONE GAS INC 5,752 361,192 426,338 ONE LIBERTY PROPERTIES INC 3,536 61,480 100,387 ONEMAIN HOLDINGS INC 15,786 598,794 945,739 ONEOK INC 14,255 746,767 793,148 ONTO INNOVATION INC 4,172 157,193 304,723 OPKO HEALTH INC 51,569 258,718 208,854 OPPENHEIMER HOLDINGS INC 1,397 37,900 71,023 OPTION CARE HEALTH INC 13,692 298,744 299,444 ORACLE CORP 287,957 13,037,735 22,414,573 ORASURE TECHNOLOGIES INC 4,148 48,913 42,061 ORCHID ISLAND CAPITAL INC 9,258 63,058 48,049 ORIGIN BANCORP INC 2,727 78,101 115,788 ORMAT TECHNOLOGIES INC 113,088 5,978,585 7,863,009 ORRSTOWN FINANCIAL SERVICES IN 2,198 35,835 50,708 ORTHOFIX MEDICAL INC 2,654 104,455 106,452 ORTHOPEDIATRICS CORP 135,956 6,466,698 8,589,700 OTIS WORLDWIDE CORP 20,185 1,173,723 1,650,527 OTTER TAIL CORP 2,876 85,370 140,378 OUTFRONT MEDIA INC 19,002 344,284 456,618 OVINTIV INC 32,214 313,883 1,013,775 OWENS & MINOR INC 1,514 24,557 64,088 OWENS CORNING 26,849 1,300,591 2,628,517 OXFORD INDUSTRIES INC 2,060 116,155 203,610 INC 116,812 8,896,558 10,425,471 PACIFIC BIOSCIENCES OF CALIFOR 13,068 318,731 456,988 PACIFIC PREMIER BANCORP INC 9,593 240,879 405,688 PACKAGING CORP OF AMERICA 35,450 3,233,005 4,800,639 PACWEST BANCORP 19,800 591,333 814,968 PAR PACIFIC HOLDINGS INC 5,116 66,121 86,000 PARAMOUNT GROUP INC 27,893 213,848 280,883 PARK AEROSPACE CORP 23,718 313,135 353,398 PARK HOTELS & RESORTS INC 42,000 852,915 865,620 PARK NATIONAL CORP 1,712 143,025 201,023 PARKER-HANNIFIN CORP 5,432 946,669 1,668,222 PARK-OHIO HOLDINGS CORP 1,376 49,035 44,225 PATTERSON COS INC 10,220 362,945 310,586 PATTERSON-UTI ENERGY INC 22,364 365,375 222,298 PAYCHEX INC 118,019 8,905,274 12,663,439 PAYCOM SOFTWARE INC 72,885 4,037,837 26,491,511 PAYPAL HOLDINGS INC 146,642 11,595,860 42,743,210 PBF ENERGY INC 12,620 137,547 193,086 PC CONNECTION INC 1,367 37,873 63,251 PCSB FINANCIAL CORP 772 13,569 14,027 PDC ENERGY INC 12,526 225,613 573,566 PDF SOLUTIONS INC 3,193 45,596 58,049 PEAPACK-GLADSTONE FINANCIAL CO 2,356 42,290 73,201 PEBBLEBROOK HOTEL TRUST 17,396 404,680 409,676 PEGASYSTEMS INC 1,318 138,027 183,452 PELOTON INTERACTIVE INC 117,900 7,153,756 14,621,958 PENN VIRGINIA CORP 1,590 32,772 37,540 PENNYMAC FINANCIAL SERVICES IN 4,792 221,094 295,762 PENNYMAC MORTGAGE INVESTMENT T 12,302 235,708 259,080 PENSKE AUTOMOTIVE GROUP INC 4,363 186,751 329,363 PEOPLES BANCORP INC/OH 1,937 50,061 57,374 PEOPLES FINANCIAL SERVICES COR 796 34,334 33,910 PEOPLE'S UNITED FINANCIAL INC 70,167 925,242 1,202,662

End of Month: 6/30/2021 Unaudited Holdings Report Page 15 of 27 Units Cost Market Value PEPSICO INC 125,952 14,612,246 18,662,308 CO 134,482 5,234,285 6,521,032 PERKINELMER INC 18,795 1,723,125 2,902,136 PETMED EXPRESS INC 341 12,027 10,861 PFIZER INC 631,680 20,428,069 24,736,589 PG&E CORP 71,409 1,208,857 726,230 PGT INNOVATIONS INC 5,325 84,478 123,700 PHILLIPS 66 16,593 1,292,618 1,424,011 PHOTRONICS INC 5,657 52,938 74,729 PHYSICIANS REALTY TRUST 26,693 463,852 493,020 PIEDMONT OFFICE REALTY TRUST I 14,590 197,572 269,477 PILGRIM'S PRIDE CORP 19,774 464,534 438,587 PINNACLE FINANCIAL PARTNERS IN 10,553 495,721 931,724 PINNACLE WEST CAPITAL CORP 74,101 5,485,428 6,074,059 PIONEER NATURAL RESOURCES CO 5,968 744,646 969,919 PIPER SANDLER COS 2,349 141,769 304,336 PLANET FITNESS INC 6,561 431,475 493,715 PLANTRONICS INC 310,589 10,812,041 12,960,879 PLEXUS CORP 305,449 16,397,155 27,921,093 PNC FINANCIAL SERVICES GROUP I 50,876 6,206,786 9,705,106 PNM RESOURCES INC 10,411 314,686 507,744 POLARIS INC 2,641 238,056 361,711 PORTLAND GENERAL ELECTRIC CO 14,697 585,207 677,238 POST HOLDINGS INC 15,051 1,283,968 1,632,582 POTLATCHDELTIC CORP 8,666 374,203 460,598 POWELL INDUSTRIES INC 1,069 40,191 33,086 POWER INTEGRATIONS INC 247,940 7,482,472 20,345,956 PPD INC 14,063 597,430 648,164 PPG INDUSTRIES INC 10,619 1,205,484 1,802,788 PPL CORP 517,079 15,295,477 14,462,700 PQ GROUP HOLDINGS INC 6,355 99,902 97,613 PRA GROUP INC 5,552 189,977 213,585 PRA HEALTH SCIENCES INC 67,848 6,992,669 11,209,168 PRECIGEN INC 7,963 39,846 51,919 PREFERRED APARTMENT COMMUNITIE 6,595 50,729 64,301 PREFERRED BANK/LOS ANGELES CA 165 5,614 10,440 PREFORMED LINE PRODUCTS CO 376 24,580 27,899 PREMIER FINANCIAL BANCORP INC 1,536 22,452 25,882 PREMIER FINANCIAL CORP 2,435 36,873 69,178 PREMIER INC 16,019 543,934 557,301 PRESTIGE CONSUMER HEALTHCARE I 6,199 294,129 322,968 PRICESMART INC 2,693 162,610 245,090 PRIMERICA INC 6,986 963,915 1,069,836 PRIMORIS SERVICES CORP 3,654 88,790 107,537 PRINCIPAL FINANCIAL GROUP INC 18,327 825,660 1,158,083 PROASSURANCE CORP 5,121 155,437 116,503 PROCTER & GAMBLE CO/THE 268,701 26,568,614 36,255,826 PROGRESSIVE CORP/THE 71,339 5,258,337 7,006,203 PROLOGIS INC 91,597 6,458,843 10,948,589 PROPETRO HOLDING CORP 10,586 94,107 96,968 PROS HOLDINGS INC 399,126 6,204,394 18,188,172 PROSPERITY BANCSHARES INC 92,506 6,108,552 6,641,931 PROTO LABS INC 233,650 20,662,770 21,449,070 PROVIDENT BANCORP INC 824 8,280 13,439 PROVIDENT FINANCIAL SERVICES I 9,013 147,649 206,308 PRUDENTIAL FINANCIAL INC 23,060 1,927,011 2,362,958 PS BUSINESS PARKS INC 16,629 2,186,319 2,462,422 PTC INC 104,385 7,683,501 14,745,425 PTC THERAPEUTICS INC 147,364 7,386,402 6,229,076 PUBLIC SERVICE ENTERPRISE GROU 15,326 641,563 915,575 PUBLIC STORAGE 10,410 2,240,082 3,130,183 PULTEGROUP INC 29,285 925,556 1,598,082 PURE STORAGE INC 633,685 10,398,955 12,375,868 PVH CORP 112,251 7,725,923 12,077,085 Q2 HOLDINGS INC 276,598 16,748,757 28,373,423 QCR HOLDINGS INC 1,824 42,973 87,716 QORVO INC 4,144 369,177 810,774 QTS REALTY TRUST INC 4,925 356,370 380,703 QUALCOMM INC 69,581 5,495,642 9,945,212 QUANEX BUILDING PRODUCTS CORP 4,916 84,517 122,113 QUANTA SERVICES INC 22,306 1,124,332 2,020,254 QUEST DIAGNOSTICS INC 7,757 746,294 1,023,691 QUIDEL CORP 113,738 4,505,712 14,572,113 QURATE RETAIL INC 89,721 891,120 1,174,448 RADIAN GROUP INC 23,278 408,262 517,936 RADIANT LOGISTICS INC 4,733 29,619 32,847 RALPH LAUREN CORP 6,740 528,133 794,039 RAMBUS INC 13,125 184,886 311,194 RANGE RESOURCES CORP 26,960 426,677 451,850 RAYMOND JAMES FINANCIAL INC 5,119 353,716 664,958 RAYONIER ADVANCED MATERIALS IN 7,906 32,235 52,891 RAYONIER INC 340,642 9,803,290 12,239,267

End of Month: 6/30/2021 Unaudited Holdings Report Page 16 of 27 Units Cost Market Value RBB BANCORP 1,667 43,738 40,375 RE/MAX HOLDINGS INC 2,766 86,585 92,191 READY CAPITAL CORP 8,920 119,846 141,560 REALOGY HOLDINGS CORP 14,817 326,783 269,966 REALTY INCOME CORP 11,718 593,046 782,059 REATA PHARMACEUTICALS INC 61,413 9,782,816 8,691,782 REDFIN CORP 99,921 2,320,128 6,335,991 REDWOOD TRUST INC 13,790 191,841 166,445 REGAL BELOIT CORP 6,361 592,290 849,257 REGENCY CENTERS CORP 41,990 2,016,867 2,690,299 REGENERON PHARMACEUTICALS INC 8,078 3,812,700 4,511,886 REGENXBIO INC 2,335 94,523 90,715 REGIONAL MANAGEMENT CORP 1,224 32,136 56,965 REGIONS FINANCIAL CORP 51,084 788,914 1,030,875 REGIS CORP 2,858 55,637 26,751 REINSURANCE GROUP OF AMERICA I 13,364 1,278,322 1,523,496 RELIANCE STEEL & ALUMINUM CO 9,904 839,130 1,494,514 RELIANT BANCORP INC 2,274 45,557 63,058 RENASANT CORP 6,534 176,965 261,360 RENEWABLE ENERGY GROUP INC 5,542 140,267 345,488 RENT-A-CENTER INC/TX 1,921 117,126 101,947 REPLIGEN CORP 83,169 12,285,064 16,602,196 REPUBLIC BANCORP INC/KY 1,002 35,093 46,222 REPUBLIC FIRST BANCORP INC 5,722 21,525 22,831 REPUBLIC SERVICES INC 6,719 383,320 739,157 RESIDEO TECHNOLOGIES INC 17,175 275,414 515,250 RESOURCES CONNECTION INC 5,168 63,915 74,212 RETAIL OPPORTUNITY INVESTMENTS 15,307 225,664 270,322 RETAIL PROPERTIES OF AMERICA I 27,185 207,167 311,268 RETAIL VALUE INC 3,319 52,705 72,188 REV GROUP INC 4,936 59,937 77,446 REVLON INC 827 11,541 10,619 REX AMERICAN RESOURCES CORP 698 51,224 62,946 REXFORD INDUSTRIAL REALTY INC 167,719 7,829,805 9,551,597 REXNORD CORP 7,222 211,278 361,389 REYNOLDS CONSUMER PRODUCTS INC 6,769 216,730 205,439 RHYTHM PHARMACEUTICALS INC 5,452 113,034 106,750 RIBBON COMMUNICATIONS INC 9,114 57,589 69,358 RINGCENTRAL INC 20,000 3,568,721 5,811,600 RITE AID CORP 6,933 291,672 113,008 RLI CORP 842 66,379 88,065 RLJ LODGING TRUST 20,943 348,208 318,962 ROBERT HALF INTERNATIONAL INC 4,323 273,708 384,617 ROCKWELL AUTOMATION INC 4,745 1,008,092 1,357,165 ROCKY BRANDS INC 813 22,013 45,203 ROGERS CORP 382 50,239 76,706 ROPER TECHNOLOGIES INC 12,149 4,441,538 5,712,460 ROSS STORES INC 30,873 3,125,279 3,828,252 ROYAL GOLD INC 19,447 2,178,824 2,218,903 RPC INC 8,908 64,151 44,095 RPM INTERNATIONAL INC 7,399 589,500 656,143 RPT REALTY 12,198 79,903 158,330 RR DONNELLEY & SONS CO 8,769 55,727 55,069 RUSH ENTERPRISES INC 7,608 222,402 319,749 SYSTEM INC 9,055 464,558 673,058 RYMAN HOSPITALITY PROPERTIES I 1,240 62,861 97,910 S&P GLOBAL INC 21,122 4,261,678 8,669,525 S&T BANCORP INC 3,325 79,331 104,073 SABRA HEALTH CARE REIT INC 27,172 411,773 494,530 SAFEHOLD INC 1,340 53,966 105,190 SAFETY INSURANCE GROUP INC 1,698 96,667 132,919 SAGE THERAPEUTICS INC 109,234 7,456,227 6,205,584 SALESFORCE.COM INC 109,462 18,560,283 26,738,283 SANDERSON FARMS INC 511 53,822 96,053 SANDY SPRING BANCORP INC 7,473 205,879 329,783 SANMINA CORP 7,406 185,785 288,538 SANTANDER CONSUMER USA HOLDING 7,937 128,483 288,272 SAUL CENTERS INC 890 28,145 40,451 SBA COMMUNICATIONS CORP 2,330 679,555 742,571 SCANSOURCE INC 2,960 79,194 83,265 INC 8,165 197,297 177,752 SCHNITZER STEEL INDUSTRIES INC 4,301 114,007 210,964 SCHOLASTIC CORP 3,902 110,673 147,847 SCULPTOR CAPITAL MANAGEMENT IN 2,706 40,438 66,541 SEABOARD CORP 30 76,256 116,062 SEACOAST BANKING CORP OF FLORI 5,460 137,429 186,459 SEAGEN INC 27,140 4,184,494 4,284,863 SEALED AIR CORP 10,776 435,877 638,478 SEASPINE HOLDINGS CORP 3,010 36,427 61,735 SEAWORLD ENTERTAINMENT INC 3,890 69,639 194,267 SECUREWORKS CORP 3,145 36,097 58,277 SEI INVESTMENTS CO 16,948 914,443 1,050,268

End of Month: 6/30/2021 Unaudited Holdings Report Page 17 of 27 Units Cost Market Value SELECT ENERGY SERVICES INC 10,624 81,680 64,169 SELECTIVE INSURANCE GROUP INC 7,388 334,136 599,536 SEMPRA ENERGY 32,976 3,493,739 4,368,660 SENECA FOODS CORP 731 21,977 37,339 SENSIENT TECHNOLOGIES CORP 3,318 238,640 287,206 SERITAGE GROWTH PROPERTIES 4,625 137,921 85,100 SERVICE CORP INTERNATIONAL/US 25,970 1,075,407 1,391,732 SERVICE PROPERTIES TRUST 20,648 214,643 260,165 SERVICENOW INC 41,528 7,803,968 22,821,712 SHERWIN-WILLIAMS CO/THE 20,045 2,863,733 5,461,260 SHOE CARNIVAL INC 1,370 31,300 98,078 SIERRA BANCORP 2,214 39,940 56,346 SIGNATURE BANK/NEW YORK NY 9,647 1,154,116 2,369,786 SILGAN HOLDINGS INC 119,522 3,132,957 4,960,163 SILICON LABORATORIES INC 54,797 4,671,197 8,397,640 SIMMONS FIRST NATIONAL CORP 11,563 227,263 339,258 SIMON PROPERTY GROUP INC 3,408 402,500 444,676 SIMPLY GOOD FOODS CO/THE 10,187 170,061 371,927 SINCLAIR BROADCAST GROUP INC 6,110 119,413 202,974 SIRIUS XM HOLDINGS INC 28,253 163,880 184,775 SITE CENTERS CORP 19,535 187,905 294,197 SIX FLAGS ENTERTAINMENT CORP 14,358 535,417 621,414 SJW GROUP 3,425 200,132 216,803 SKECHERS USA INC 19,628 592,050 978,063 SKYWEST INC 6,804 169,566 293,048 SKYWORKS SOLUTIONS INC 4,999 496,228 958,558 SL GREEN REALTY CORP 16,687 1,230,435 1,334,960 SLEEP NUMBER CORP 219,513 5,847,261 24,135,454 SLM CORP 42,687 338,924 893,866 SM ENERGY CO 13,499 390,193 332,480 SMARTFINANCIAL INC 1,750 36,058 42,018 SMARTSHEET INC 319,645 14,943,102 23,116,726 SNAP-ON INC 41,746 6,307,583 9,327,309 SOLAREDGE TECHNOLOGIES INC 35,672 4,518,250 9,858,671 SOLARWINDS CORP 9,565 183,401 161,553 SOLID BIOSCIENCES INC 3,193 10,152 11,686 SONIC AUTOMOTIVE INC 2,944 57,987 131,715 SONOCO PRODUCTS CO 16,679 727,756 1,115,825 SOUTH JERSEY INDUSTRIES INC 12,751 326,802 330,633 SOUTH STATE CORP 51,849 3,995,837 4,239,174 SOUTHERN CO/THE 214,679 10,625,626 12,990,226 SOUTHERN FIRST BANCSHARES INC 899 27,246 45,993 SOUTHERN MISSOURI BANCORP INC 618 18,389 27,785 SOUTHSIDE BANCSHARES INC 3,433 123,862 131,244 SOUTHWEST AIRLINES CO 39,906 1,566,146 2,118,610 SOUTHWEST GAS HOLDINGS INC 7,184 412,953 475,509 SOUTHWESTERN ENERGY CO 2,444,707 10,885,315 13,861,489 SPARTANNASH CO 5,089 89,745 98,269 SPECTRUM BRANDS HOLDINGS INC 6,025 360,495 512,366 SPERO THERAPEUTICS INC 2,122 27,318 29,623 SPIRE INC 8,596 542,021 621,233 SPIRIT AEROSYSTEMS HOLDINGS IN 21,474 530,703 1,013,358 SPIRIT AIRLINES INC 12,588 261,993 383,179 SPIRIT REALTY CAPITAL INC 18,613 731,829 890,446 SPROUTS FARMERS MARKET INC 8,140 198,622 202,279 SPX CORP 1,812 64,118 110,677 SPX FLOW INC 5,526 231,343 360,516 SQUARE INC 121,330 12,772,237 29,580,254 SS&C TECHNOLOGIES HOLDINGS INC 6,276 349,169 452,249 STAG INDUSTRIAL INC 20,881 588,042 781,576 STAMPS.COM INC 102,054 10,565,471 20,440,396 STANDARD MOTOR PRODUCTS INC 1,783 76,309 77,293 STANDEX INTERNATIONAL CORP 1,910 122,815 181,278 STANLEY BLACK & DECKER INC 9,872 1,220,050 2,023,661 STARBUCKS CORP 70,754 4,245,627 7,911,005 STARTEK INC 3,790 14,399 27,023 STARWOOD PROPERTY TRUST INC 52,485 1,048,689 1,373,532 STATE AUTO FINANCIAL CORP 2,212 48,364 37,869 STATE STREET CORP 146,064 10,654,313 12,018,146 STEEL DYNAMICS INC 115,769 5,028,655 6,899,832 STEELCASE INC 12,201 159,320 184,357 STEPAN CO 2,371 198,296 285,160 INC 124,789 9,385,359 8,928,653 STERLING BANCORP/DE 30,900 440,433 766,011 STERLING CONSTRUCTION CO INC 4,005 50,820 96,641 STEWART INFORMATION SERVICES C 2,751 74,729 155,954 STIFEL FINANCIAL CORP 14,578 505,172 945,529 STITCH FIX INC 267,479 7,123,958 16,128,984 YARDS BANCORP INC 2,171 67,805 110,482 STONERIDGE INC 3,852 99,718 113,634 STONEX GROUP INC 2,344 79,844 142,210 STORE CAPITAL CORP 329,683 9,338,446 11,377,360

End of Month: 6/30/2021 Unaudited Holdings Report Page 18 of 27 Units Cost Market Value STRATEGIC EDUCATION INC 98,774 10,623,769 7,512,750 STRYKER CORP 35,121 5,813,648 9,121,977 SUMMIT FINANCIAL GROUP INC 1,239 26,227 27,270 SUMMIT HOTEL PROPERTIES INC 14,453 142,913 134,846 SUMMIT MATERIALS INC 14,115 245,637 491,908 SUN COMMUNITIES INC 6,882 929,914 1,179,575 SUNCOKE ENERGY INC 17,780 112,189 126,949 SUNNOVA ENERGY INTERNATIONAL I 6,039 155,211 227,429 SUNPOWER CORP 3,200 48,511 93,504 SUNRUN INC 37,478 2,038,095 2,090,523 SUNSTONE HOTEL INVESTORS INC 27,409 323,433 340,420 SUPER MICRO COMPUTER INC 571,792 16,090,781 20,115,643 SUPERNUS PHARMACEUTICALS INC 6,079 147,492 187,172 SUTRO BIOPHARMA INC 5,001 83,382 92,969 SVB FINANCIAL GROUP 2,826 676,431 1,572,471 SWITCH INC 257,390 4,786,917 5,433,503 SYKES ENTERPRISES INC 5,547 131,164 297,874 SYNCHRONY FINANCIAL 29,194 783,939 1,416,493 SYNDAX PHARMACEUTICALS INC 4,206 77,239 72,217 SYNEOS HEALTH INC 86,489 6,580,959 7,739,901 SYNNEX CORP 6,173 293,983 751,624 SYNOPSYS INC 1,376 366,476 379,487 SYNOVUS FINANCIAL CORP 24,328 653,012 1,067,513 SYSCO CORP 31,878 1,876,741 2,478,515 T ROWE PRICE GROUP INC 8,282 924,161 1,639,588 TAKE-TWO INTERACTIVE SOFTWARE 2,127 369,706 376,522 TALOS ENERGY INC 2,494 43,707 39,006 TANDEM DIABETES CARE INC 57,039 3,552,843 5,555,599 TANGER FACTORY OUTLET CENTERS 11,769 84,645 221,846 TAPESTRY INC 45,031 865,427 1,957,948 TARGA RESOURCES CORP 33,063 1,137,218 1,469,650 TARGET CORP 48,624 4,670,813 11,754,366 TAYLOR MORRISON HOME CORP 15,686 346,165 414,414 TCR2 THERAPEUTICS INC 3,519 81,906 57,747 TEAM INC 3,300 64,285 22,110 TEGNA INC 27,247 232,114 511,154 TEJON RANCH CO 2,579 40,452 39,227 TELADOC HEALTH INC 117,080 8,261,271 19,469,233 TELEDYNE TECHNOLOGIES INC 1,517 331,892 635,365 TELEFLEX INC 21,922 6,050,384 8,808,040 TELEPHONE AND DATA SYSTEMS INC 12,857 320,175 291,340 TENET HEALTHCARE CORP 11,489 247,943 769,648 INC 6,490 105,388 125,387 TERADATA CORP 185,727 5,396,242 9,280,778 TERRENO REALTY CORP 8,487 482,669 547,581 TESLA INC 115,836 7,324,073 78,733,729 TEXAS CAPITAL BANCSHARES INC 6,181 308,706 392,432 TEXAS INSTRUMENTS INC 86,897 8,887,163 16,710,293 TFS FINANCIAL CORP 6,570 95,526 133,371 THERMO FISHER SCIENTIFIC INC 43,773 13,543,264 22,082,165 THERMON GROUP HOLDINGS INC 4,539 91,100 77,345 THOR INDUSTRIES INC 4,603 342,646 520,139 TIDEWATER INC 2,652 76,199 31,957 TILLY'S INC 2,238 20,770 35,763 TIMKEN CO/THE 11,626 467,962 936,939 TIMKENSTEEL CORP 6,175 105,404 87,376 TIPTREE INC 9,265 55,618 86,165 TITAN MACHINERY INC 2,291 37,431 70,884 INC 2,105 27,821 55,383 TJX COS INC/THE 394,159 15,391,741 26,574,200 T-MOBILE US INC 104,681 10,596,758 15,160,949 TOLL BROTHERS INC 10,002 337,424 578,216 TOMPKINS FINANCIAL CORP 1,572 77,892 121,924 TOPBUILD CORP 1,045 200,618 206,680 TORO CO/THE 3,112 203,060 341,947 TOWNE BANK/PORTSMOUTH VA 8,249 152,578 250,935 TPG RE FINANCE TRUST INC 8,283 97,973 111,406 TRADE DESK INC/THE 407,000 7,617,624 31,485,520 TRADEWEB MARKETS INC 2,341 199,589 197,955 TRANSUNION 3,496 362,250 383,896 TRAVELERS COS INC/THE 106,697 12,870,892 15,973,608 TREDEGAR CORP 3,093 57,733 42,591 TREEHOUSE FOODS INC 6,612 354,325 294,366 TREVENA INC 13,418 26,366 22,676 TRICO BANCSHARES 2,981 81,769 126,931 TRIMAS CORP 5,177 125,725 157,018 TRIMBLE INC 159,139 5,271,258 13,022,344 TRINITY INDUSTRIES INC 11,524 219,125 309,880 TRIPADVISOR INC 20,028 452,027 807,128 TRISTATE CAPITAL HOLDINGS INC 3,820 60,596 77,890 TRIUMPH BANCORP INC 2,722 93,293 202,109 TRIUMPH GROUP INC 12,219 174,249 253,544

End of Month: 6/30/2021 Unaudited Holdings Report Page 19 of 27 Units Cost Market Value TRUEBLUE INC 4,186 74,868 117,668 TRUECAR INC 13,640 52,033 77,066 TRUIST FINANCIAL CORP 169,759 7,892,701 9,421,625 TRUSTCO BANK CORP NY 2,272 71,809 78,111 TRUSTMARK CORP 7,414 170,099 228,351 TTM TECHNOLOGIES INC 13,261 152,621 189,632 TUPPERWARE BRANDS CORP 6,255 219,534 148,556 TURNING POINT THERAPEUTICS INC 5,059 393,991 394,703 TUTOR PERINI CORP 5,830 99,465 80,746 TWILIO INC 32,766 11,974,771 12,915,047 TWITTER INC 33,183 1,238,863 2,283,322 TWO HARBORS INVESTMENT CORP 32,090 415,723 242,600 TYLER TECHNOLOGIES INC 43,804 1,590,167 19,815,615 TYSON FOODS INC 15,682 877,860 1,156,704 UBER TECHNOLOGIES INC 448,006 17,009,675 22,454,061 UBIQUITI INC 667 207,534 208,231 UDR INC 51,828 2,188,503 2,538,535 UFP INDUSTRIES INC 1,970 74,186 146,450 UFP TECHNOLOGIES INC 772 35,812 44,328 UGI CORP 333,818 11,985,253 15,459,112 ULTRAGENYX PHARMACEUTICAL INC 2,545 238,797 242,666 UMB FINANCIAL CORP 5,470 259,876 509,038 UMH PROPERTIES INC 3,074 40,685 67,075 UMPQUA HOLDINGS CORP 36,622 526,638 675,676 UNDER ARMOUR INC 1,034,519 16,734,885 20,972,348 UNIFI INC 1,751 32,517 42,654 UNIFIRST CORP/MA 1,867 237,302 438,073 UNION PACIFIC CORP 55,698 7,452,331 12,249,661 UNISYS CORP 7,397 109,754 187,218 INC 10,942 470,334 572,157 UNITED BANKSHARES INC/WV 15,348 413,098 560,202 UNITED COMMUNITY BANKS INC/GA 7,301 172,489 233,705 UNITED FIRE GROUP INC 3,198 88,198 88,681 UNITED INSURANCE HOLDINGS CORP 3,139 30,405 17,892 UNITED NATURAL FOODS INC 7,439 261,456 275,094 INC 54,664 6,765,480 11,368,472 UNITED RENTALS INC 1,826 389,611 582,512 UNITED STATES CELLULAR CORP 2,207 80,317 80,136 UNITED STATES LIME & MINERALS 166 11,600 23,089 UNITED STATES STEEL CORP 42,472 693,368 1,019,328 UNITED THERAPEUTICS CORP 6,336 767,811 1,136,742 UNITEDHEALTH GROUP INC 120,803 32,472,952 48,374,353 UNITI GROUP INC 24,073 256,652 254,933 UNITIL CORP 1,493 53,146 79,084 INC 36,100 732,251 880,118 UNIVERSAL ELECTRONICS INC 1,650 78,123 80,025 UNIVERSAL HEALTH SERVICES INC 6,046 626,698 885,316 UNIVERSAL INSURANCE HOLDINGS I 2,500 41,541 34,700 UNIVEST FINANCIAL CORP 8,242 235,705 217,342 UNUM GROUP 46,763 1,085,055 1,328,069 URBAN EDGE PROPERTIES 14,837 245,507 283,387 URBAN OUTFITTERS INC 8,131 184,311 335,160 URSTADT BIDDLE PROPERTIES INC 4,975 81,026 96,416 US BANCORP 163,681 7,954,578 9,324,907 US ECOLOGY INC 4,283 140,119 160,698 US FOODS HOLDING CORP 38,216 1,014,421 1,465,966 US SILICA HOLDINGS INC 9,233 133,582 106,733 US XPRESS ENTERPRISES INC 5,271 31,014 45,331 VALERO ENERGY CORP 18,121 1,167,406 1,414,888 VALLEY NATIONAL BANCORP 48,298 459,169 648,642 VALMONT INDUSTRIES INC 3,155 451,361 744,738 VALVOLINE INC 26,463 468,216 858,989 VANDA PHARMACEUTICALS INC 5,901 65,799 126,931 VAREX IMAGING CORP 4,183 87,189 112,188 VECTRUS INC 1,427 67,866 67,911 VEECO INSTRUMENTS INC 6,255 164,503 150,370 VEEVA SYSTEMS INC 109,605 7,204,450 34,081,675 VENTAS INC 23,843 1,371,084 1,361,435 VERA BRADLEY INC 3,118 26,124 38,632 VEREIT INC 34,131 1,236,033 1,567,637 VERICEL CORP 303,218 5,020,230 15,918,945 VERINT SYSTEMS INC 7,975 273,833 359,433 VERISIGN INC 3,641 810,047 829,019 VERITEX HOLDINGS INC 5,041 111,736 178,502 VERITIV CORP 1,837 50,969 112,829 VERIZON COMMUNICATIONS INC 446,874 24,490,320 25,038,350 VERSO CORP 3,920 25,144 69,384 VERTEX PHARMACEUTICALS INC 30,534 5,089,015 6,156,570 VF CORP 6,519 396,267 534,819 VIACOMCBS INC 28,266 1,116,548 1,278,166 VIASAT INC 310,696 15,582,392 15,485,089 VIAVI SOLUTIONS INC 3,169 55,744 55,965

End of Month: 6/30/2021 Unaudited Holdings Report Page 20 of 27 Units Cost Market Value THERAPEUTICS INC 8,529 65,442 51,089 VILLAGE SUPER MARKET INC 1,645 39,714 38,674 VIRGIN GALACTIC HOLDINGS INC 6,767 218,572 311,282 VIRTU FINANCIAL INC 13,399 363,478 370,214 VISA INC 112,846 12,606,200 26,385,652 VISHAY INTERTECHNOLOGY INC 15,758 223,146 355,343 VISHAY PRECISION GROUP INC 1,649 60,190 56,132 VISTRA CORP 76,084 1,484,488 1,411,358 VIVINT SMART HOME INC 8,323 144,399 109,864 VMWARE INC 8,757 1,142,484 1,400,857 VOCERA COMMUNICATIONS INC 199,592 4,740,458 7,953,741 VORNADO REALTY TRUST 29,301 1,466,629 1,367,478 VOXX INTERNATIONAL CORP 2,405 46,191 33,694 VOYA FINANCIAL INC 17,215 764,421 1,058,723 VROOM INC 13,350 564,990 558,831 VULCAN MATERIALS CO 6,114 834,174 1,064,264 W R BERKLEY CORP 77,432 2,845,874 5,763,264 W&T OFFSHORE INC 11,360 33,049 55,096 CORP 7,882 88,752 126,112 BOOTS ALLIANCE INC 124,231 7,919,827 6,535,793 WALKER & DUNLOP INC 3,192 171,748 333,181 WALMART INC 181,811 16,683,817 25,638,987 WALT DISNEY CO/THE 212,602 23,726,863 37,369,054 WARRIOR MET COAL INC 6,301 121,604 108,377 WASHINGTON FEDERAL INC 8,962 193,418 284,812 WASHINGTON REAL ESTATE INVESTM 10,421 260,775 239,683 WASHINGTON TRUST BANCORP INC 2,019 60,816 103,676 WASTE MANAGEMENT INC 37,269 3,184,057 5,221,760 WATERSTONE FINANCIAL INC 2,858 40,554 56,188 WATSCO INC 23,532 3,972,874 6,745,212 WATTS WATER TECHNOLOGIES INC 51,224 3,541,603 7,474,094 WAYFAIR INC 1,171 365,857 369,696 WEBSTER FINANCIAL CORP 14,570 480,804 777,164 WEC ENERGY GROUP INC 8,070 380,842 717,827 WEINGARTEN REALTY INVESTORS 18,569 432,895 595,508 WEIS MARKETS INC 2,036 104,193 105,180 WELLS FARGO & CO 1,266,392 56,815,361 57,354,894 WELLTOWER INC 21,181 1,473,385 1,760,141 INC 6,841 296,036 304,561 WESBANCO INC 8,196 207,981 292,023 WESCO INTERNATIONAL INC 6,090 266,998 626,174 WEST BANCORP INC 2,098 31,208 58,220 WESTAMERICA BANCORP 2,489 141,668 144,437 WESTERN ALLIANCE BANCORP 10,013 415,526 929,707 WESTERN DIGITAL CORP 8,911 511,346 634,196 WESTERN UNION CO/THE 46,705 1,076,784 1,072,814 WESTINGHOUSE AIR BRAKE TECHNOL 6,469 470,335 532,399 WESTLAKE CHEMICAL CORP 5,815 382,507 523,873 WESTROCK CO 20,822 668,142 1,108,147 WEX INC 81,229 10,851,267 15,750,303 WEYERHAEUSER CO 29,937 818,713 1,030,432 WHIRLPOOL CORP 5,524 836,959 1,204,342 WHITESTONE REIT 6,971 77,387 57,511 WHITING PETROLEUM CORP 4,876 777,598 265,938 WIDEOPENWEST INC 5,083 32,364 105,269 WILLDAN GROUP INC 795 26,951 29,924 WILLIAMS COS INC/THE 97,173 2,253,487 2,579,943 WILLIAMS-SONOMA INC 4,717 519,909 753,069 WILLIS LEASE FINANCE CORP 360 11,747 15,430 CORP 10,345 478,257 782,392 WISDOMTREE INVESTMENTS INC 18,933 82,141 117,385 WORKDAY INC 17,136 3,578,513 4,091,049 INC 13,874 381,837 230,170 WORLD ACCEPTANCE CORP 620 53,827 99,349 WORLD FUEL SERVICES CORP 7,622 202,127 241,846 WORTHINGTON INDUSTRIES INC 5,066 193,829 309,938 WP CAREY INC 6,447 436,749 481,075 WSFS FINANCIAL CORP 6,162 168,763 287,088 WW GRAINGER INC 344 105,176 150,672 WW INTERNATIONAL INC 4,365 105,655 157,751 WYNDHAM HOTELS & RESORTS INC 7,748 391,251 560,103 XCEL ENERGY INC 23,390 1,122,893 1,540,933 XENIA HOTELS & RESORTS INC 14,789 152,969 276,998 XEROX HOLDINGS CORP 27,832 589,967 653,774 XPERI HOLDING CORP 11,591 289,464 257,784 XPO LOGISTICS INC 2,755 207,859 385,397 XYLEM INC/NY 97,927 5,431,667 11,747,323 YELP INC 264 6,203 10,549 YETI HOLDINGS INC 135,241 3,892,613 12,417,829 YUM CHINA HOLDINGS INC 14,341 745,847 950,091 YUM! BRANDS INC 27,776 2,528,605 3,195,073 ZILLOW GROUP INC 181,050 5,297,293 22,127,931

End of Month: 6/30/2021 Unaudited Holdings Report Page 21 of 27 Units Cost Market Value HOLDINGS INC 45,537 4,721,129 7,323,260 ZIONS BANCORP NA 27,526 908,981 1,455,024 ZOETIS INC 24,692 2,260,869 4,601,601 ZOGENIX INC 6,940 129,788 119,923 ZOOM VIDEO COMMUNICATIONS INC 41,746 11,124,099 16,156,954 ZUMIEZ INC 2,257 45,000 110,570 ZYNGA INC 833,312 7,948,853 8,858,107 AARON'S CO INC/THE 3,496 51,386 111,837 ACADEMY SPORTS & OUTDOORS INC 7,654 245,317 315,651 AMERICAN WELL CORP 24,094 359,452 303,103 APARTMENT INCOME REIT CORP 27,547 1,025,878 1,306,554 ARRAY TECHNOLOGIES INC 13,699 481,456 213,704 BLUEGREEN VACATIONS HOLDING CO 2,702 56,203 48,636 BROADSTONE NET LEASE INC 17,614 398,898 412,344 CENTERSPACE 1,728 135,141 136,339 CONCENTRIX CORP 6,245 378,248 1,004,196 DATTO HOLDING CORP 3,652 101,832 101,672 EASTERN BANKSHARES INC 16,390 259,372 337,142 FIRST HORIZON CORP 90,519 992,682 1,564,168 GATOS SILVER INC 2,053 18,898 35,907 GLATFELTER CORP 5,805 113,647 81,096 LESLIE'S INC 9,048 226,950 248,730 MCAFEE CORP 4,859 85,417 136,149 MEDIAALPHA INC 519 21,520 21,850 EVERGREEN INC 5,324 87,969 80,233 PARSONS CORP 3,258 107,369 128,235 PASSAGE BIO INC 4,590 77,644 60,772 PRAXIS PRECISION MEDICINES INC 2,771 65,159 50,654 PROG HOLDINGS INC 6,993 282,468 336,573 RELAY THERAPEUTICS INC 976 44,992 35,712 SERVISFIRST BANCSHARES INC 1,949 75,453 132,493 STRIDE INC 5,005 107,972 160,811 TRI POINTE HOMES INC 14,465 221,723 309,985 TERMINIX GLOBAL HOLDINGS INC 19,953 887,932 951,958 10X GENOMICS INC 41,658 6,456,918 8,157,470 UNITY SOFTWARE INC 91,100 11,378,182 10,005,513 VIATRIS INC 67,779 973,583 968,562 VONTIER CORP 10,100 330,239 329,058 AIRBNB INC 74,330 11,976,028 11,382,896 SNAP INC 250,050 11,116,600 17,038,407 SNOWFLAKE INC 54,567 14,903,268 13,194,301 SPROUT SOCIAL INC 121,900 6,291,841 10,900,298 ALLAKOS INC 55,570 6,795,022 4,744,011 KODIAK SCIENCES INC 51,231 4,971,692 4,764,483 SHIFT4 PAYMENTS INC 76,642 5,308,675 7,182,888 CRYOPORT INC 80,998 3,813,815 5,112,594 APA CORP 716,767 17,687,141 15,503,670 NOV INC 748,618 17,035,154 11,468,828 A-MARK PRECIOUS METALS INC 1,436 47,987 66,774 ALBERTSONS COS INC 21,942 415,194 431,380 ALTA EQUIPMENT GROUP INC 4,323 42,542 57,453 ALTABANCORP 1,822 54,756 78,911 AMALGAMATED FINANCIAL CORP 2,799 40,736 43,748 AMERANT BANCORP INC 2,744 43,923 58,667 AMERICAN OUTDOOR BRANDS INC 1,829 39,017 64,271 ATEA PHARMACEUTICALS INC 7,273 202,305 156,224 BM TECHNOLOGIES INC 491 6,144 6,108 BJ'S RESTAURANTS INC 2,690 149,397 132,187 CARTER BANKSHARES INC 2,742 31,804 34,302 COASTAL FINANCIAL CORP/WA 1,701 47,640 48,581 DAVE & BUSTER'S ENTERTAINMENT 3,703 171,305 150,342 DYNEX CAPITAL INC 2,684 47,728 50,083 EBIX INC 3,019 99,238 102,344 FS BANCORP INC 751 45,538 53,524 GENERATION BIO CO 2,831 96,560 76,154 HACKETT GROUP INC/THE 3,012 42,159 54,276 IDEAYA BIOSCIENCES INC 1,561 24,121 32,765 INNOVATIVE INDUSTRIAL PROPERTI 1,712 304,502 327,026 MESA AIR GROUP INC 6,537 94,612 60,990 METROCITY BANKSHARES INC 2,095 31,729 36,683 MYERS INDUSTRIES INC 2,741 61,228 57,561 NATERA INC 707 79,400 80,266 NETSTREIT CORP 5,223 91,549 120,442 NKARTA INC 1,746 61,520 55,331 NURIX THERAPEUTICS INC 2,124 70,236 56,350 OPORTUN FINANCIAL CORP 4,319 91,151 86,510 PRIMIS FINANCIAL CORP 2,851 39,053 43,506 RACKSPACE TECHNOLOGY INC 1,857 36,414 36,416 RANPAK HOLDINGS CORP 3,512 64,119 87,905 RED RIVER BANCSHARES INC 597 31,280 30,154 SHOALS TECHNOLOGIES GROUP INC 15,734 498,981 558,557 SILVERGATE CAPITAL CORP 43,450 4,651,850 4,923,754

End of Month: 6/30/2021 Unaudited Holdings Report Page 22 of 27 Units Cost Market Value SOLARIS OILFIELD INFRASTRUCTUR 6,646 86,605 64,732 SOUTH PLAINS FINANCIAL INC 2,178 41,534 50,377 SPIRIT OF TEXAS BANCSHARES INC 723 13,432 16,513 TRAVEL + LEISURE CO 17,764 588,164 1,056,070 US CONCRETE INC 1,932 108,622 142,582 WINMARK CORP 262 46,114 50,325 C3.AI INC 4,725 300,161 295,454 CERTARA INC 3,583 97,675 101,506 CISCO SYSTEMS INC/DELAWARE 500,091 20,416,129 26,504,823 DRIVEN BRANDS HOLDINGS INC 6,099 174,631 188,581 LUMEN TECHNOLOGIES INC 27,724 551,005 376,769 SIGNIFY HEALTH INC 4,585 134,302 139,522 CASTLE BIOSCIENCES INC 56,200 3,635,991 4,121,146 DESKTOP METAL INC 121,000 2,982,238 1,391,500 FUBOTV INC 216,100 5,751,516 6,936,810 ANI PHARMACEUTICALS INC 1,210 39,980 42,411 ADAPTHEALTH CORP 9,755 291,693 267,385 AEMETIS INC 2,872 34,737 32,080 ADVANTAGE SOLUTIONS INC 9,455 107,172 102,019 AKOUOS INC 2,971 44,779 37,286 ALERUS FINANCIAL CORP 1,866 60,833 54,133 ALLOGENE THERAPEUTICS INC 5,024 121,499 131,026 ALTO INGREDIENTS INC 8,851 54,389 54,080 ALTIMMUNE INC 4,022 64,694 39,617 ANNEXON INC 3,859 92,397 86,866 ARCUTIS BIOTHERAPEUTICS INC 3,081 84,398 84,080 ARCTURUS THERAPEUTICS HOLDINGS 2,613 90,780 88,424 ARES MANAGEMENT CORP 3,337 209,271 212,200 ASSETMARK FINANCIAL HOLDINGS I 2,219 57,720 55,608 ATHIRA PHARMA INC 3,991 43,281 40,868 ATLAS TECHNICAL CONSULTANTS IN 1,376 13,134 13,320 ATOSSA THERAPEUTICS INC 13,464 116,127 85,092 AVIDITY BIOSCIENCES INC 3,102 90,772 76,650 AVIS BUDGET GROUP INC 6,331 511,234 493,122 AVROBIO INC 4,489 44,404 39,907 BLACK DIAMOND THERAPEUTICS INC 2,819 36,261 34,364 BLUEPRINT MEDICINES CORP 471 42,777 41,429 BRIDGEBIO PHARMA INC 4,382 264,907 267,127 BRIGHTSPIRE CAPITAL INC 11,054 136,523 103,908 INC 5,382 52,071 53,497 CARDIFF ONCOLOGY INC 4,475 34,301 29,759 CATALYST PHARMACEUTICALS INC 12,017 72,721 69,098 CENTRUS ENERGY CORP 1,169 30,821 29,669 CHARGEPOINT HOLDINGS INC 23,967 759,133 832,614 CHEMED CORP 1,615 789,653 766,318 CHINOOK THERAPEUTICS INC 3,892 60,694 54,955 CITIUS PHARMACEUTICALS INC 14,053 53,753 48,904 CONSTELLATION PHARMACEUTICALS 4,489 151,786 151,728 CORMEDIX INC 4,249 33,622 29,148 CULLINAN ONCOLOGY INC 1,532 42,133 39,449 CURIOSITYSTREAM INC 2,654 38,337 36,201 DIAMOND HILL INVESTMENT GROUP 376 64,614 62,909 DIGITALBRIDGE GROUP INC 60,167 641,600 475,319 DYNE THERAPEUTICS INC 3,717 81,195 78,206 EIGER BIOPHARMACEUTICALS INC 3,962 34,357 33,756 ENVESTNET INC 428 33,795 32,468 FASTLY INC 19,589 1,187,904 1,167,504 FINANCE OF AMERICA COS INC 4,133 32,423 31,535 FORMA THERAPEUTICS HOLDINGS IN 3,979 103,701 99,037 FREQUENCY THERAPEUTICS INC 3,959 42,809 39,432 FULGENT GENETICS INC 2,202 180,880 203,090 INTERNATIONAL IN 34,930 70,384 64,271 GEVO INC 24,157 197,000 175,621 GLOBAL INDUSTRIAL CO 711 19,624 26,101 GOGO INC 6,796 79,391 77,338 GRITSTONE BIO INC 3,355 26,022 30,631 HF FOODS GROUP INC 4,481 23,752 23,704 HIBBETT INC 2,155 59,782 193,153 HOMOLOGY MEDICINES INC 5,191 37,962 37,739 HOULIHAN LOKEY INC 816 65,966 66,741 HYLIION HOLDINGS CORP 11,724 146,491 136,585 IBIO INC 26,745 42,571 40,385 IDEANOMICS INC 50,564 156,496 143,602 IMMUNITYBIO INC 7,350 106,239 104,958 INOVIO PHARMACEUTICALS INC 25,588 236,241 237,201 INOZYME PHARMA INC 1,781 30,194 30,348 INVITAE CORP 18,426 634,854 621,509 IROBOT CORP 318 29,574 29,698 ITEOS THERAPEUTICS INC 2,499 63,631 64,099 KINNATE BIOPHARMA INC 1,594 39,438 37,108 KRONOS BIO INC 4,228 105,551 101,261 KRYSTAL BIOTECH INC 1,425 96,434 96,900

End of Month: 6/30/2021 Unaudited Holdings Report Page 23 of 27 Units Cost Market Value KURA ONCOLOGY INC 7,864 174,899 163,964 CORP 12,504 137,607 138,294 MANNKIND CORP 27,440 130,127 149,548 MAYVILLE ENGINEERING CO INC 1,124 19,740 22,604 MESA LABORATORIES INC 606 165,348 164,329 MIMEDX GROUP INC 4,564 51,413 57,050 MIRATI THERAPEUTICS INC 24,029 3,802,338 3,881,404 MISONIX INC 8,904 203,793 197,491 MISSION PRODUCE INC 4,071 86,773 84,310 MODIVCARE INC 1,029 179,633 175,002 MULTIPLAN CORP 41,738 393,381 397,346 MUSTANG BIO INC 8,613 30,606 28,595 NGM BIOPHARMACEUTICALS INC 3,529 75,285 69,592 NEOLEUKIN THERAPEUTICS INC 3,338 34,222 30,810 NEWAGE INC 10,136 25,512 22,603 ONCORUS INC 2,527 39,433 34,873 OPENDOOR TECHNOLOGIES INC 55,620 951,884 986,143 ORIC PHARMACEUTICALS INC 3,141 58,748 55,564 ORGANON & CO 36,318 1,094,922 1,098,983 PERDOCEO EDUCATION CORP 8,688 111,226 106,602 PERSONALIS INC 4,067 108,156 102,895 PETCO HEALTH & WELLNESS CO INC 11,481 255,242 257,289 PING IDENTITY HOLDING CORP 5,385 128,393 123,317 INDUSTRIAL REIT INC 3,624 73,216 72,552 POSEIDA THERAPEUTICS INC 3,559 35,663 35,661 PROVENTION BIO INC 6,864 62,613 57,864 RADIUS GLOBAL INFRASTRUCTURE I 5,444 78,747 78,938 RBC BEARINGS INC 2,627 531,130 523,876 REPAY HOLDINGS CORP 5,336 129,415 128,277 REPLIMUNE GROUP INC 997 38,794 38,305 REVOLUTION MEDICINES INC 6,314 210,532 200,406 SQZ BIOTECHNOLOGIES CO 2,817 40,015 40,706 SEER INC 1,154 38,707 37,828 SELECTA BIOSCIENCES INC 9,938 45,955 41,541 SHENANDOAH TELECOMMUNICATIONS 3,954 197,901 191,809 SILVERBACK THERAPEUTICS INC 1,574 50,371 48,621 SITEONE LANDSCAPE SUPPLY INC 3,130 526,027 529,784 SORRENTO THERAPEUTICS INC 3,239 31,938 31,386 SURFACE ONCOLOGY INC 4,118 30,700 30,720 TONIX PHARMACEUTICALS HOLDING 40,429 48,313 44,876 TRANSLATE BIO INC 4,024 92,152 110,821 TRAVERE THERAPEUTICS INC 6,731 105,959 98,205 TURTLE BEACH CORP 341 10,865 10,885 TUSIMPLE HOLDINGS INC 6,354 357,810 452,659 VAXCYTE INC 3,497 83,943 78,717 VERACYTE INC 8,350 350,713 333,833 VIEW INC 10,487 87,934 88,930 VIRACTA THERAPEUTICS INC 3,513 40,136 39,837 WORLD WRESTLING ENTERTAINMENT 754 45,195 43,649 YORK WATER CO/THE 621 28,809 28,131 ZYMERGEN INC 1,863 76,672 74,539 AGILON HEALTH INC 236 9,298 9,575 ALTICE USA INC 823 28,673 28,097 CLOUDFLARE INC 1,577 165,334 166,910 DOMINO'S PIZZA INC 204 93,426 95,164 DOORDASH INC 1,551 274,096 276,590 FLEETCOR TECHNOLOGIES INC 2,658 697,292 680,607 GODADDY INC 5,444 473,024 473,410 HAYWARD HOLDINGS INC 2,915 72,086 75,848 MARVELL TECHNOLOGY INC 48,740 1,734,945 2,843,004 O'REILLY AUTOMOTIVE INC 1,123 625,675 635,854 RESMED INC 155 37,897 38,211 UWM HOLDINGS CORP 1,679 15,782 14,188 VERISK ANALYTICS INC 3,979 695,131 695,211 VIMEO INC 762 37,337 37,338 COINBASE GLOBAL INC 16,200 5,879,215 4,103,460 COURSERA INC 74,500 3,559,854 2,947,220 UIPATH INC 38,700 2,716,472 2,628,891 BLACKSTONE GROUP INC/THE 47,038 4,635,412 4,569,271 KLA CORP 10,287 3,253,207 3,335,148 WESCO INTERNATIONAL INC 1 21 25 GAMCO INVESTORS INC 0 0 0 QUANTUMSCAPE CORP 2,735 79,219 80,026 UMC USEIF 3,204,891 48,210,426 75,040,613 Total of U.S. Equities 4,184,939,738 6,595,732,823

International Equities 5.95% International Common Stocks BAHAMAS ONESPAWORLD HOLDINGS LTD 7998 85225.87 77500.62

End of Month: 6/30/2021 Unaudited Holdings Report Page 24 of 27 Units Cost Market Value BERMUDA ALPHA & OMEGA SEMICONDUCTOR LT 2,441 28,870 74,182 ARCH CAPITAL GROUP LTD 17,019 409,418 662,720 ARGO GROUP INTERNATIONAL HOLDI 4,466 144,471 231,473 ASSURED GUARANTY LTD 11,339 294,029 538,376 AXALTA COATING SYSTEMS LTD 41,146 1,033,270 1,254,542 AXIS CAPITAL HOLDINGS LTD 12,133 532,307 594,638 BUNGE LTD 19,981 1,057,839 1,561,515 ENSTAR GROUP LTD 1,572 229,761 375,582 EVEREST RE GROUP LTD 5,550 999,034 1,398,656 FRONTLINE LTD/BERMUDA 15,065 105,217 135,585 GENPACT LTD 368,320 9,387,289 16,732,778 GOLAR LNG LTD 11,356 249,916 150,467 INVESCO LTD 63,596 888,585 1,699,921 JAMES RIVER GROUP HOLDINGS LTD 1,394 52,484 52,303 LAZARD LTD 2,823 94,315 127,741 NABORS INDUSTRIES LTD 597 343,376 68,201 NORDIC AMERICAN TANKERS LTD 17,356 187,886 56,928 NORWEGIAN CRUISE LINE HOLDINGS 60,929 1,327,326 1,791,922 RENAISSANCERE HOLDINGS LTD 6,619 876,024 985,040 SIGNET JEWELERS LTD 1,593 40,223 128,698 TEXTAINER GROUP HOLDINGS LTD 6,287 128,775 212,312 WHITE MOUNTAINS INSURANCE GROU 5,153 4,007,473 5,915,799 IHS MARKIT LTD 94,955 5,055,534 10,697,630 ATHENE HOLDING LTD 24,419 896,872 1,648,283 BANK OF NT BUTTERFIELD & SON L 6,577 200,496 233,155 ESSENT GROUP LTD 11,476 430,969 515,846 LIBERTY LATIN AMERICA LTD 24,606 358,317 345,215 WATFORD HOLDINGS LTD 2,299 34,245 80,442 SFL CORP LTD 13,236 153,263 101,255 SIRIUSPOINT LTD 10,668 123,439 107,427 TRITON INTERNATIONAL LTD 7,544 227,267 394,853 KINIKSA PHARMACEUTICALS LTD 1,953 29,358 27,205 NABORS INDUSTRIES LTD C/WTS 34 - 340 PAYSAFE LTD 41,688 509,202 504,842 BRITISH VIRGIN ISLANDS BIOHAVEN PHARMACEUTICAL HOLDIN 2,200 216,399 213,576 CAPRI HOLDINGS LTD 25,569 659,137 1,462,291 CANADA LIONS GATE ENTERTAINMENT CORP 21,468 336,638 414,541 OPEN TEXT CORP 249,348 5,885,895 12,666,878 MAGNA INTERNATIONAL INC 195,883 8,875,936 18,146,601 SHOPIFY INC 26,830 2,370,416 39,198,093 ENERGY FUELS INC/CANADA 13,276 26,790 80,320 GFL ENVIRONMENTAL INC 252,863 4,498,304 8,071,387 BROOKFIELD INFRASTRUCTURE CORP 4,531 282,104 341,637 IMAX CORP 6,040 63,665 129,860 PRIMO WATER CORP 19,569 272,832 327,389 BROOKFIELD RENEWABLE CORP 18,754 720,280 786,543 XBIOTECH INC 1,717 33,335 28,434 TRILLIUM THERAPEUTICS INC 10,266 109,179 99,580 CAYMAN ISLANDS FRESH DEL MONTE PRODUCE INC 3,619 90,809 118,993 GREENLIGHT CAPITAL RE LTD 2,795 29,720 25,518 SEA LTD 19,000 5,071,924 5,217,400 HERBALIFE NUTRITION LTD 11,031 560,255 581,665 FABRINET 641 61,081 61,453 MEIRAGTX HOLDINGS PLC 3,454 55,864 53,537 DIVERSEY HOLDINGS LTD 888 15,451 15,904 STONECO LTD 3,996 269,542 267,972 CURACAO SCHLUMBERGER LTD 400,837 14,395,156 12,830,792 FRANCE SANOFI 147,299 6,766,133 7,756,765 CONSTELLIUM SE 15,194 294,384 287,926 GUERNSEY CI AMDOCS LTD 21,024 1,311,538 1,626,417 IRELAND ACCENTURE PLC 52,941 9,084,114 15,606,477 AON PLC 22,313 3,772,136 5,327,452 EATON CORP PLC 41,191 3,072,345 6,103,682 ENDO INTERNATIONAL PLC 28,367 165,646 132,758 MEDTRONIC PLC 308,182 28,583,399 38,254,632 PENTAIR PLC 212,999 8,715,035 14,375,303 PERRIGO CO PLC 30,661 1,640,796 1,405,807 STERIS PLC 1,912 208,412 394,446 JOHNSON CONTROLS INTERNATIONAL 161,534 9,083,650 11,086,078 PLC 76,698 3,311,618 3,466,750 PROTHENA CORP PLC 5,452 112,247 280,287 WILLIS TOWERS WATSON PLC 6,748 1,055,478 1,552,175 ALLEGION PLC 16,166 2,123,218 2,251,924 NVENT ELECTRIC PLC 26,727 570,053 834,951

End of Month: 6/30/2021 Unaudited Holdings Report Page 25 of 27 Units Cost Market Value JAZZ PHARMACEUTICALS PLC 55,430 8,886,265 9,846,585 HORIZON THERAPEUTICS PLC 5,242 502,809 490,861 TRANE TECHNOLOGIES PLC 12,365 1,024,984 2,276,891 ICON PLC 8,161 1,668,555 1,686,960 ISLE OF MAN EROS STX GLOBAL CORP 21,173 78,928 32,395 ISRAEL CAESARSTONE LTD 2,613 65,224 38,568 FIVERR INTERNATIONAL LTD 20,125 4,233,171 4,880,111 GLOBAL-E ONLINE LTD 60,700 2,711,392 3,464,756 JERSEY C I JANUS HENDERSON GROUP PLC 14,100 553,330 547,221 PLC 17,809 1,829,990 2,801,890 AMCOR PLC 148,833 1,646,835 1,705,626 CLARIVATE PLC 20,328 548,694 559,630 LIBERIA ROYAL CARIBBEAN CRUISES LTD 161,911 13,522,666 13,807,770 LUXEMBOURG ARDAGH GROUP SA 3,410 69,278 83,613 MARSHALL ISLANDS COSTAMARE INC 9,743 68,469 115,065 DHT HOLDINGS INC 13,281 85,455 86,194 DORIAN LPG LTD 4,610 54,267 65,093 SCORPIO TANKERS INC 6,394 173,534 140,988 TEEKAY CORP 8,595 34,853 31,973 TEEKAY TANKERS LTD 2,951 46,345 42,553 INTERNATIONAL SEAWAYS INC 2,998 56,251 57,502 GENCO SHIPPING & TRADING LTD 2,646 17,817 49,956 SAFE BULKERS INC 8,863 18,074 35,541 EAGLE BULK SHIPPING INC 987 26,519 46,705 DIAMOND S SHIPPING INC 3,860 40,897 38,446 NETHERLANDS CNH INDUSTRIAL NV 940,213 8,612,246 15,720,361 CORE LABORATORIES NV 72,554 5,591,328 2,825,978 FRANK'S INTERNATIONAL NV 16,177 113,770 49,016 LYONDELLBASELL INDUSTRIES NV 7,313 610,997 752,288 QIAGEN NV 32,134 1,098,351 1,554,643 ROYAL DUTCH SHELL PLC 338,768 17,532,275 13,686,227 NXP SEMICONDUCTORS NV 23,983 4,896,408 4,933,783 JUST EAT TAKEAWAY.COM NV 1 17 15 PANAMA BANCO LATINOAMERICANO DE COMER 4,306 56,213 66,183 CARNIVAL CORP 42,541 1,258,012 1,121,381 COPA HOLDINGS SA 5,828 434,843 439,023 PUERTO RICO FIRST BANCORP/PUERTO RICO 25,284 149,049 301,385 OFG BANCORP 5,004 76,773 110,688 POPULAR INC 11,815 550,950 886,716 TRIPLE-S MANAGEMENT CORP 2,815 61,645 62,690 SINGAPORE FLEX LTD 616,838 5,452,528 11,022,895 SWEDEN TELEFONAKTIEBOLAGET LM ERICSSO 764,916 5,949,428 9,622,643 SWITZERLAND CHUBB LTD 53,953 6,780,438 8,575,290 GARMIN LTD 199,270 13,576,369 28,822,413 TE CONNECTIVITY LTD 77,900 5,556,278 10,532,859 CREDIT SUISSE GROUP AG 658,500 7,237,239 6,907,665 UNITED KINGDOM GLAXOSMITHKLINE PLC 270,773 11,715,741 10,782,181 PLC 54,930 938,818 1,355,123 VODAFONE GROUP PLC 623,883 17,709,510 10,687,116 LIVANOVA PLC 1,698 98,591 142,819 UNILEVER PLC 210,100 11,627,632 12,290,850 GATES INDUSTRIAL CORP PLC 13,340 205,567 241,054 SENSATA TECHNOLOGIES HOLDING P 22,440 934,677 1,300,847 TRONOX HOLDINGS PLC 14,186 285,085 317,766 ATLASSIAN CORP PLC 8,057 1,666,261 2,069,521 LUXFER HOLDINGS PLC 4,947 64,320 110,071 ROYALTY PHARMA PLC 4,067 185,894 166,706 Total of International Equities 324,284,851 461,758,655

Total of International Equities 324,284,851 461,758,655

Private Real Estate Partnerships 2.51% UMC REAL ESTATE 12,068,367 130,798,694 194,533,169 Total of Private Real Estate Partnerships 130,798,694 194,533,169

End of Month: 6/30/2021 Unaudited Holdings Report Page 26 of 27 Units Cost Market Value Partnerships 4.50% UMC PRIVATE EQUITY 10,312,717 153,262,570 349,231,083 Total of Private Equity Partnerships 153,262,570 349,231,083

Derivatives 0.02%

S&P MID 400 EMINI FUTURE (CME) 5 0 -5,087 E-MINI RUSS 2000 FUTURE (CME) 138 0 -85,108 S&P 500 EMINI INDEX FUT (CME) 690 0 1,776,295 Total Derivatives 1,686,100

Cash Equivalent Securities & Others 1.98% Master Notes/Money Markets BNY MELLON CASH RESERVE 52,944 52,944 52,944 U S TREASURY BILL 2,250,000 2,249,370 2,249,370 UMC CASH SWEEP ACCOUNT 147,626,595 147,626,595 147,626,595 Total of Master Notes/Money Markets 149,928,909 149,928,909 Others (Payables, Receiveables, etc.) 3,700,811.67 3,700,811.67 Total of Cash Equivalent Securities & Others 153,629,721 153,629,721

Total of U.S. EQUITY FUND 4,946,915,573 7,756,571,551

End of Month: 6/30/2021 Unaudited Holdings Report Page 27 of 27