T. Rowe Price Extended Equity Market Index Fund PEXMX 03/31/2020

(Unaudited)

Portfolio of Investments

Investments in Securities Coupon % Maturity Shares/Par Value ($) % of Net Assets

1-800-Flowers.com 28,968 383,247 0.057%

1st Source 7,052 228,696 0.034%

22nd Century 180,800 135,600 0.020%

2U 11,700 248,274 0.037%

3D Systems 47,150 363,527 0.054%

8x8 19,700 273,042 0.041%

AAON 7,990 386,077 0.058%

Aaron's 13,935 317,439 0.047%

Abercrombie & Fitch 18,800 170,892 0.025%

ABM Industries 9,350 227,766 0.034%

Acacia Communications 2,040 137,047 0.020%

Acadia Healthcare 17,400 319,290 0.048%

ACADIA Pharmaceuticals 28,600 1,208,350 0.180%

Acadia Realty Trust, REIT 19,550 242,225 0.036%

Acceleron Pharma 9,000 808,830 0.121%

Acco Brands 5,000 25,250 0.004%

ACI Worldwide 24,300 586,845 0.088%

ACM Research 2,800 82,908 0.012%

Acorda Therapeutics 169,200 157,796 0.024%

Acuity Brands 5,700 488,262 0.073%

Adamas Pharmaceuticals 84,300 243,627 0.036%

Adams Resources & Energy 2,500 58,750 0.009%

Adient 17,100 155,097 0.023%

Adtalem Global Education 8,100 216,999 0.032%

Advanced Disposal Services 4,500 147,600 0.022%

Advanced Drainage Systems 1,991 58,615 0.009%

Advanced Energy Industries 6,450 312,761 0.047%

Adverum Biotechnologies 11,600 113,332 0.017%

AECOM 31,022 926,007 0.138%

Aegion 7,350 131,786 0.020%

Aerie Pharmaceuticals 7,600 102,600 0.015%

Aerojet Rocketdyne Holdings 12,510 523,293 0.078%

AeroVironment 6,300 384,048 0.057%

Affiliated Managers Group 5,100 301,614 0.045%

AGCO 12,750 602,438 0.090%

Agenus 61,800 151,410 0.023%

Agilysys 8,652 144,488 0.022%

Agios Pharmaceuticals 19,100 677,668 0.101%

AG Mortgage Investment Trust, REIT 24,500 67,130 0.010%

AGNC Investment, REIT 71,674 758,311 0.113%

Agree Realty, REIT 8,000 495,200 0.074%

AgroFresh Solutions 2,200 3,608 0.001%

Aimmune Therapeutics 19,800 285,516 0.043%

Air Lease 9,200 203,688 0.030%

Akebia Therapeutics 18,212 138,047 0.021%

Akorn 162,200 91,027 0.014%

Alarm.com Holdings 12,800 498,048 0.074%

Albany International 7,803 369,316 0.055%

Alcoa 10,600 65,296 0.010%

Alector 5,500 132,715 0.020%

Alexander & Baldwin, REIT 3,350 37,587 0.006%

Alexander's, REIT 700 193,165 0.029%

Alkermes 32,000 461,440 0.069%

Allakos 3,200 142,368 0.021%

Alleghany 2,618 1,446,052 0.216%

Allegheny Technologies 28,700 243,950 0.036%

Allegiant Travel 2,900 237,220 0.035%

ALLETE 10,582 642,116 0.096%

Allied Healthcare Products 24,000 420,240 0.063%

Allison Transmission Holdings 20,900 681,549 0.102%

Allscripts Healthcare Solutions 9,400 66,176 0.010%

Ally Financial 78,700 1,135,641 0.169%

Alnylam Pharmaceuticals 20,500 2,231,425 0.333%

Alteryx 11,491 1,093,598 0.163%

Altice USA 45,900 1,023,111 0.153%

Page 1 of 21

Altisource Portfolio Solutions 12,600 96,642 0.014%

Altra Industrial Motion 16,400 286,836 0.043%

Ambarella 3,100 150,536 0.022%

AMC Networks 9,000 218,790 0.033%

Amedisys 7,300 1,339,842 0.200%

AMERCO 1,300 377,715 0.056%

American Assets Trust, REIT 9,000 225,000 0.034%

American Campus Communities, REIT 22,526 625,097 0.093%

American Eagle Outfitters 48,780 387,801 0.058%

American Equity Investment Life 14,600 274,480 0.041%

American Financial Group 10,610 743,549 0.111%

American Homes 4 Rent, REIT 54,100 1,255,120 0.187%

American States Water Company 9,800 801,052 0.119%

American Vanguard 5,066 73,254 0.011%

Americold Realty Trust, REIT 29,031 988,215 0.147%

Ameris Bancorp 9,100 216,216 0.032%

Amicus Therapeutics 44,000 406,560 0.061%

Amkor Technology 14,120 109,995 0.016%

AMN Healthcare Services 11,605 670,885 0.100%

Anaplan 12,000 363,120 0.054%

Andersons 9,350 175,313 0.026%

Angiodynamics 20,000 208,600 0.031%

Anixter International 1,700 149,379 0.022%

Annaly Capital Management, REIT 221,620 1,123,613 0.168%

Anworth Mortgage Asset, REIT 103,400 116,842 0.017%

Apellis Pharmaceuticals 7,600 203,604 0.030%

Apergy 40,600 233,450 0.035%

Apogee Enterprises 7,700 160,314 0.024%

Apollo Commercial Real Estate Finance, REIT 17,543 130,169 0.019%

Apollo Global Management 32,000 1,072,000 0.160%

Appfolio 1,394 154,664 0.023%

Appian 11,800 474,714 0.071%

Apple Hospitality REIT, REIT 26,700 244,839 0.037%

Applied Industrial Technologies 2,762 126,279 0.019%

AptarGroup 10,460 1,041,188 0.155%

AquaBounty Technologies 2,617 4,266 0.001%

Aramark 40,700 812,779 0.121%

ArcBest 4,200 73,584 0.011%

Arch Capital Group 64,700 1,841,362 0.275%

Arch Coal 3,900 112,710 0.017%

Archrock 43,367 163,060 0.024%

Arcosa 6,752 268,324 0.040%

Arena Pharmaceuticals 6,900 289,800 0.043%

Ares Commercial Real Estate, REIT 24,200 169,158 0.025%

Ares Management 8,000 247,440 0.037%

Argo Group International Holdings 12,687 470,180 0.070%

Arlo Technologies 37,452 91,008 0.014%

ARMOUR Residential REIT, REIT 11,725 103,297 0.015%

Armstrong Flooring 22,849 32,674 0.005%

Armstrong Worldwide Industries 9,000 714,780 0.107%

Arrow Electronics 8,775 455,159 0.068%

Arrow Financial 7,005 195,229 0.029%

Arrowhead Pharmaceuticals 27,400 788,298 0.118%

Asbury Automotive Group 3,340 184,468 0.028%

ASGN 8,950 316,114 0.047%

Ashford 1,346 7,740 0.001%

Ashford Hospitality Trust, REIT 125,000 92,400 0.014%

Ashland Global Holdings 8,000 400,560 0.060%

Aspen Technology 14,500 1,378,515 0.206%

Associated Banc-Corp 30,627 391,719 0.058%

Assured Guaranty 17,500 451,325 0.067%

Astec Industries 5,700 199,329 0.030%

Asure Software 33,300 198,468 0.030%

Athene Holding 11,000 273,020 0.041%

Atkore International 7,200 151,704 0.023%

Atlantic Capital Bancshares 2,379 28,239 0.004%

Atlantic Union Bankshares 10,729 234,965 0.035%

ATN International 2,600 152,646 0.023%

Autoliv 13,300 611,933 0.091%

Autonation 5,400 151,524 0.023%

Avalara 9,923 740,256 0.110%

Avangrid 14,100 617,298 0.092%

Page 2 of 21

Avanos Medical 10,042 270,431 0.040%

Avantor 27,081 338,242 0.050%

Avis Budget Group 13,700 190,430 0.028%

Avista 12,890 547,696 0.082%

Avnet 12,750 320,025 0.048%

Aware Inc/MA 12,000 34,200 0.005%

Axalta Coating Systems 31,800 549,186 0.082%

Axis Capital Holdings 18,800 726,620 0.108%

Axon Enterprise 9,979 706,214 0.105%

Axos Financial 19,400 351,722 0.052%

Axsome therapeutics 6,200 364,746 0.054%

AZZ 8,400 236,208 0.035%

Badger Meter 2,900 155,440 0.023%

Balchem 6,500 641,680 0.096%

Banc First 9,800 327,026 0.049%

Banc of California 31,400 251,200 0.037%

Bancorp 11,200 67,984 0.010%

BancorpSouth Bank 14,575 275,759 0.041%

Bandwidth 2,800 188,412 0.028%

Bank of Hawaii 6,266 346,134 0.052%

Bank OZK 14,200 237,140 0.035%

BankUnited 28,618 535,157 0.080%

Banner 9,373 309,684 0.046%

Bar Harbor Bankshares 4,021 69,483 0.010%

Barnes Group 8,900 372,287 0.056%

Beacon Roofing Supply 8,800 145,552 0.022%

Belden 13,163 474,921 0.071%

Benchmark Electronics 7,900 157,921 0.024%

Benefitfocus 26,200 233,442 0.035%

Benefytt Technologies 10,900 244,051 0.036%

Berry Global 24,600 829,266 0.124%

BGC Partners 77,700 195,804 0.029%

Big Lots 18,600 264,492 0.039%

Biohaven Pharmaceutical Holding 10,929 371,914 0.055%

BioMarin Pharmaceutical 28,990 2,449,655 0.365%

Bio-Rad Laboratories 3,005 1,053,433 0.157%

Bio-Techne 5,000 948,100 0.141%

BioTelemetry 2,600 100,126 0.015%

BJ's Restaurants 6,133 85,187 0.013%

BJ s Wholesale Club Holdings 11,500 292,905 0.044%

Blackbaud 9,100 505,505 0.075%

Black Hills 5,340 341,920 0.051%

Black Knight 22,052 1,280,339 0.191%

Blackline 3,504 184,345 0.027%

Blackstone 110,600 5,040,042 0.752%

Blackstone Mortgage Trust, REIT 23,700 441,294 0.066%

Bloomin Brands 3,700 26,418 0.004%

Blucora 13,100 157,855 0.024%

Bluebird Bio 10,400 477,984 0.071%

Blueprint Medicines 12,600 736,848 0.110%

Bluerock Residential Growth REIT, REIT 31,400 174,898 0.026%

Boise Cascade 9,200 218,776 0.033%

BOK Financial 6,560 279,194 0.042%

Bonanza Creek Energy 15,400 173,250 0.026%

Booz Allen Hamilton 26,900 1,846,416 0.275%

Boston Beer 1,500 551,340 0.082%

Boston Private Financial 27,599 197,333 0.029%

Bottomline Technologies 9,700 355,505 0.053%

Box 51,600 724,464 0.108%

Boyd Gaming 15,700 226,394 0.034%

Brady 9,700 437,761 0.065%

Brandywine Realty Trust, REIT 33,343 350,768 0.052%

Bright Horizons Family Solutions 9,100 928,200 0.138%

Brighthouse Financial 15,300 369,801 0.055%

Brinker 9,779 117,446 0.018%

Brinks Company 9,549 497,025 0.074%

Brixmor Property, REIT 35,400 336,300 0.050%

Brookdale Senior Living 39,000 121,680 0.018%

Brookline Bancorp 24,129 272,175 0.041%

Brooks Automation 12,000 366,000 0.055%

Brown & Brown 34,000 1,231,480 0.184%

Bruker 28,550 1,023,803 0.153%

Page 3 of 21

Brunswick 16,200 572,994 0.085%

Builders FirstSource 31,500 385,245 0.057%

Bunge Limited 28,602 1,173,540 0.175%

Burlington Stores 13,400 2,123,364 0.317%

BWX Technologies 21,937 1,068,551 0.159%

Cable One 990 1,627,570 0.243%

Cabot 12,350 322,582 0.048%

Cabot Microelectronics 3,942 449,940 0.067%

CACI International 4,500 950,175 0.142%

Cadence BanCorp 46,618 305,348 0.046%

Cadiz 6,900 80,523 0.012%

Caesars Entertainment 92,800 627,328 0.094%

Calamos 15,300 0 0.000%

CalAmp 15,000 67,500 0.010%

Caleres 13,430 69,836 0.010%

California Resources 27,900 27,900 0.004%

California Water Service Group 8,850 445,332 0.066%

Callaway Golf 12,600 128,772 0.019%

Callon Petroleum 117,325 64,282 0.010%

Cal-Maine Foods 4,700 206,706 0.031%

Camden National 4,800 150,960 0.023%

Camden Property Trust, REIT 14,700 1,164,828 0.174%

Cannae Holdings 16,000 535,840 0.080%

Cantel Medical 7,100 254,890 0.038%

Canterbury Park Holding 24,781 257,475 0.038%

Capital Senior Living 16,500 9,570 0.001%

Capitol Federal Financial 28,244 327,913 0.049%

Cara Therapeutics 11,100 146,631 0.022%

Cardiovascular Systems 13,200 464,772 0.069%

Cardlytics 2,600 90,896 0.014%

CareDx 6,800 148,444 0.022%

CareTrust REIT, REIT 15,200 224,808 0.034%

Carlisle Companies 9,420 1,180,138 0.176%

Carpenter Technology 8,200 159,900 0.024%

Carriage Services 7,200 116,280 0.017%

Carters 7,200 473,256 0.071%

Carvana 10,634 585,827 0.087%

Casella Waste Systems 11,275 440,402 0.066%

Casey's General Stores 6,800 900,932 0.134%

CASI Pharmaceuticals 24,500 49,980 0.007%

Catalent 24,400 1,267,580 0.189%

Cathay Bancorp 13,056 299,635 0.045%

Cato 21,900 233,673 0.035%

Cavco Industries 1,100 159,434 0.024%

CBIZ 23,350 488,482 0.073%

CDK Global 21,400 702,990 0.105%

CDW Corp/DE 2,800 261,156 0.039%

Cedar Realty Trust, REIT 21,500 20,062 0.003%

CEL-SCI 12,200 140,788 0.021%

Celsion 60,200 54,427 0.008%

CenterState Bank 18,810 324,096 0.048%

Central Garden & Pet 13,800 352,866 0.053%

Century Aluminum 50,700 183,534 0.027%

Century Bancorp 4,050 252,072 0.038%

Cerence 5,288 81,435 0.012%

Ceridian HCM Holding 14,201 711,044 0.106%

Charles & Colvard 2,868 1,940 0.000%

Charles River Laboratories International 5,900 744,639 0.111%

Chart Industries 11,000 318,780 0.048%

Chase 2,550 209,840 0.031%

Chefs' Warehouse 8,400 84,588 0.013%

Chegg 14,500 518,810 0.077%

Chemed 2,600 1,126,320 0.168%

Chemours 32,500 288,275 0.043%

Cheniere Energy 47,900 1,604,650 0.239%

Cherry Hill Mortgage Investment, REIT 28,100 174,220 0.026%

Chesapeake Utilities 6,200 531,402 0.079%

Chewy 5,541 207,732 0.031%

Chico's 36,600 47,214 0.007%

Children's Place 650 12,714 0.002%

Chimera Investment, REIT 48,420 440,622 0.066%

Choice Hotels International 6,700 410,375 0.061%

Page 4 of 21

Churchill Downs 8,100 833,895 0.124%

Ciena 18,900 752,409 0.112%

Cimarex Energy 5,072 85,362 0.013%

CIM Commercial Trust, REIT 2,994 33,203 0.005%

Cimpress 3,000 159,600 0.024%

Cinemark Holdings 17,900 182,401 0.027%

Cirrus Logic 14,540 954,260 0.142%

CIT Group 7,700 132,902 0.020%

Citizens 15,133 98,667 0.015%

Citizens & Northern 2,222 44,440 0.007%

City Holding Company 8,250 548,873 0.082%

City Office REIT 34,100 246,543 0.037%

Clean Harbors 9,600 492,864 0.074%

Clear Channel Outdoor Holdings 47,200 30,208 0.005%

Clearwater Paper 9,388 204,752 0.031%

Clearway Energy 14,600 274,480 0.041%

Cleveland-Cliffs 143,580 567,141 0.085%

Cloudera 29,400 231,378 0.035%

Clovis Oncology 34,650 220,374 0.033%

CNA Financial 8,500 263,840 0.039%

CNO Financial Group 26,900 333,291 0.050%

Coca-Cola Consolidated 1,300 271,089 0.040%

Coeur Mining 42,600 136,746 0.020%

Cogent Communications Holdings 8,600 704,942 0.105%

Cognex 36,000 1,519,920 0.227%

Cohen & Steers 7,700 349,965 0.052%

Coherent 3,900 414,999 0.062%

Coherus Biosciences 30,700 497,954 0.074%

Cohu 24,700 305,786 0.046%

Colfax 14,800 293,040 0.044%

Collegium Pharmaceutical 11,300 184,529 0.028%

Colony Capital, REIT 157,534 275,685 0.041%

Columbia Banking System 13,850 371,180 0.055%

Columbia Property Trust, REIT 9,700 121,250 0.018%

Columbia Sportswear 4,462 311,314 0.046%

Comfort Systems USA 9,406 343,789 0.051%

Commerce Bancshares 19,662 989,982 0.148%

Commercial Metals 13,900 219,481 0.033%

CommScope Holding 43,700 398,107 0.059%

Community Bank System 8,828 519,086 0.077%

Community Trust Bancorp 8,672 275,683 0.041%

Commvault Systems 15,400 623,392 0.093%

Compass Minerals 7,500 288,525 0.043%

Comtech Telecommunications 6,460 85,853 0.013%

Conduent 81,200 198,940 0.030%

ConMed 6,050 346,484 0.052%

ConnectOne Bancorp 17,083 229,596 0.034%

Conns 19,000 79,420 0.012%

CONSOL Energy 33,100 122,139 0.018%

Constellation Pharmaceuticals 2,000 62,860 0.009%

Continental Resources 27,500 210,100 0.031%

Cooper Tire 3,300 53,790 0.008%

Corbus Pharmaceuticals Holdings 46,800 245,232 0.037%

CoreCivic, REIT 21,291 237,820 0.035%

Core Laboratories 17,880 184,879 0.028%

CoreLogic 22,730 694,174 0.104%

Core-Mark Holding 12,990 371,124 0.055%

CorEnergy Infrastructure Trust, REIT 10,240 188,211 0.028%

CoreSite Realty, REIT 8,400 973,560 0.145%

Cornerstone Building Brands 44,700 203,832 0.030%

Cornerstone OnDemand 9,300 295,275 0.044%

Corporate Office Properties Trust, REIT 8,200 181,466 0.027%

CorVel 4,150 226,217 0.034%

CoStar Group 6,202 3,641,876 0.543%

Coupa Software 11,500 1,606,895 0.240%

Cousins Properties, REIT 25,231 738,511 0.110%

Covanta Holding 23,604 201,814 0.030%

Covetrus 41,401 337,004 0.050%

Cowen 18,924 182,806 0.027%

Cracker Barrel Old Country Store 5,600 466,032 0.070%

Craft Brew Alliance 8,100 120,690 0.018%

CRA International 5,050 168,721 0.025%

Page 5 of 21

Crane 8,041 395,456 0.059%

Credit Acceptance 1,900 485,811 0.072%

Cree 18,300 648,918 0.097%

Crocs 18,200 309,218 0.046%

Cross Country Healthcare 18,000 121,320 0.018%

Crowdstrike Holdings 3,510 195,437 0.029%

Crown Holdings 24,150 1,401,666 0.209%

CryoLife 11,450 193,734 0.029%

CSG Systems International 10,300 431,055 0.064%

CTS 13,250 329,793 0.049%

CubeSmart, REIT 47,000 1,259,130 0.188%

Cubic 5,100 210,681 0.031%

Cullen/Frost Bankers 9,950 555,111 0.083%

Curtiss-Wright 8,000 739,280 0.110%

CVB Financial 13,106 262,775 0.039%

CVR Energy 9,400 155,382 0.023%

Cyberoptics 9,300 159,123 0.024%

Cypress Semiconductor 61,250 1,428,350 0.213%

CyrusOne, REIT 24,400 1,506,700 0.225%

Dana 22,600 176,506 0.026%

Darling Ingredients 31,600 605,772 0.090%

Dave & Buster's Entertainment 10,100 132,108 0.020%

Dawson Geophysical 369 359 0.000%

Deckers Outdoor 3,600 482,400 0.072%

Delek US Holdings 5,743 90,510 0.014%

Dell Technologies 31,597 1,249,661 0.186%

Deluxe 5,628 145,934 0.022%

Denny's 23,700 182,016 0.027%

Designer Brands 13,800 68,724 0.010%

Dexcom 17,200 4,631,444 0.691%

DiamondRock Hospitality, REIT 51,151 259,847 0.039%

Dick's Sporting Goods 8,800 187,088 0.028%

Digi International 9,060 86,432 0.013%

Digirad 3,960 15,721 0.002%

Dillard's 6,700 247,565 0.037%

Dine Brands Global 5,400 154,872 0.023%

Diodes 11,050 449,017 0.067%

Diversified Healthcare Trust, REIT 29,014 105,321 0.016%

DMC Global 7,000 161,070 0.024%

DocuSign 22,700 2,097,480 0.313%

Dolby Laboratories 11,640 631,004 0.094%

Domino's Pizza 6,664 2,159,602 0.322%

Domtar 11,016 238,386 0.036%

Donaldson 14,142 546,305 0.081%

Donnelley Financial Solutions 15,275 80,499 0.012%

Dorman Products 4,900 270,823 0.040%

Douglas Dynamics 3,800 134,938 0.020%

Douglas Emmett, REIT 28,200 860,382 0.128%

Dril-Quip 11,400 347,700 0.052%

Dropbox 20,060 363,086 0.054%

DSP Group 21,490 287,966 0.043%

Ducommun 5,800 144,130 0.022%

Dunkin Brands 15,300 812,430 0.121%

DURECT 126,600 196,230 0.029%

DXP Enterprises 8,100 99,306 0.015%

Dycom Industries 7,763 199,121 0.030%

Dynatrace Holdings 12,358 294,615 0.044%

Dynavax Technologies 65,600 231,568 0.035%

Dynex Capital, REIT 21,899 228,626 0.034%

Eagle Bancorp 11,500 347,415 0.052%

Eagle Materials 9,870 576,605 0.086%

Easterly Government Properties, REIT 2,886 71,111 0.011%

EastGroup Properties, REIT 8,750 914,200 0.136%

East West Bancorp 34,800 895,752 0.134%

Eaton Vance 18,966 611,654 0.091%

Echostar 12,944 413,820 0.062%

Edgewell Personal Care 10,250 246,820 0.037%

E-Health 4,018 565,815 0.084%

Elanco Animal Health 77,984 1,746,062 0.260%

Elastic 5,700 318,117 0.047%

Eldorado Resorts 13,600 195,840 0.029%

Element Solutions 45,600 381,216 0.057%

Page 6 of 21

El Paso Electric 2,884 195,997 0.029%

EMCOR Group 9,860 604,615 0.090%

Emergent BioSolutions 8,000 462,880 0.069%

Empire State Realty Trust, REIT 13,300 119,168 0.018%

Encompass Health 15,700 1,005,271 0.150%

Encore Capital 8,200 191,716 0.029%

Energizer Holdings 13,550 409,888 0.061%

Energous 93,900 69,768 0.010%

EnerSys 9,400 465,488 0.069%

Ennis Business Forms 11,357 213,284 0.032%

Enphase Energy 15,400 497,266 0.074%

EnPro Industries 5,350 211,753 0.032%

Ensign 17,100 643,131 0.096%

Enstar 1,400 222,670 0.033%

Entegris 25,977 1,162,990 0.173%

Envestnet 8,500 457,130 0.068%

Envista Holdings 28,200 421,308 0.063%

EPAM Systems 10,900 2,023,694 0.302%

Epizyme 11,000 170,610 0.025%

ePlus 3,200 200,384 0.030%

EPR Properties, REIT 14,680 355,550 0.053%

EQT 29,300 207,151 0.031%

Equitable Holdings 66,980 967,861 0.144%

Equitrans Midstream 7,200 36,216 0.005%

Equity Commonwealth, REIT 22,176 703,201 0.105%

Equity LifeStyle Properties, REIT 36,680 2,108,366 0.315%

Erie Indemnity 707 104,806 0.016%

ESCO Technologies 9,140 693,817 0.103%

Esperion Therapeutics 11,300 356,289 0.053%

Essent 21,400 563,676 0.084%

Essential Properties Realty Trust, REIT 37,700 492,362 0.073%

Essential Utilities 36,232 1,474,642 0.220%

Etsy 22,400 861,056 0.128%

Euronet Worldwide 11,350 972,922 0.145%

Everbridge 6,387 679,321 0.101%

Evercore 7,500 345,450 0.052%

Everi Holdings 36,700 121,110 0.018%

Everspin Technologies 10,200 26,724 0.004%

EVERTEC 15,800 359,134 0.054%

Evolent Health 49,700 269,871 0.040%

EW Scripps 36,645 276,303 0.041%

Exact Sciences 29,000 1,682,000 0.251%

Exelixis 73,190 1,260,332 0.188%

Exlservice Holdings 5,800 301,774 0.045%

Exponent 14,200 1,021,122 0.152%

Express 91,000 135,590 0.020%

Extended Stay America 36,900 269,739 0.040%

EZCORP 26,100 108,837 0.016%

Fabrinet 7,600 414,656 0.062%

FactSet Research Systems 6,500 1,694,420 0.253%

Fair Isaac 4,085 1,256,914 0.187%

Farmer Bros. 7,000 48,720 0.007%

FARO Technologies 5,500 244,750 0.037%

Fate Therapeutics 7,600 168,796 0.025%

FBL Financial 3,542 165,305 0.025%

Fdo Holdings 11,000 352,990 0.053%

Federal Agricultural Mortgage 1,700 94,571 0.014%

Federal Signal 10,600 289,168 0.043%

Federated Hermes 6,400 121,920 0.018%

Ferro 25,760 241,114 0.036%

FibroGen 20,500 712,375 0.106%

FireEye 54,200 573,436 0.086%

First American Financial 24,630 1,044,558 0.156%

First Bancorp North Carolina 10,375 239,455 0.036%

First BanCorp-Puerto Rico 27,200 144,704 0.022%

First Busey 14,991 256,496 0.038%

FirstCash 9,438 677,082 0.101%

First Citizens BancShares 1,470 489,319 0.073%

First Commonwealth Financial 38,900 355,546 0.053%

First Community 11,200 260,960 0.039%

First Financial 5,350 180,402 0.027%

First Financial Bancorp 20,572 306,729 0.046%

Page 7 of 21

First Financial Bankshares 20,376 546,892 0.082%

First Hawaiian 10,500 173,565 0.026%

First Horizon National 42,500 342,550 0.051%

First Industrial Realty, REIT 16,765 557,101 0.083%

First Merchants 11,813 312,926 0.047%

First Midwest Bancorp 17,893 236,814 0.035%

First Solar 17,800 641,868 0.096%

First United 4,211 60,175 0.009%

Five9 12,500 955,750 0.143%

Five Below 11,300 795,294 0.119%

Flexion Therapeutics 12,900 101,523 0.015%

Flowers Foods 36,483 748,631 0.112%

Fluor 25,009 172,812 0.026%

Flushing Financial 9,825 131,262 0.020%

FNB 57,567 424,269 0.063%

FNF 55,193 1,373,202 0.205%

Foot Locker 8,603 189,696 0.028%

ForeScout Technologies 2,800 88,452 0.013%

Forestar Group 921 9,532 0.001%

Forrester Research 6,300 184,149 0.027%

Forty Seven 5,871 560,211 0.084%

Fox Factory Holding 7,500 315,000 0.047%

Franklin Electric 5,400 254,502 0.038%

Franklin Street Properties, REIT 21,400 122,622 0.018%

Freightcar America 15,700 14,601 0.002%

Fresh Del Monte Produce 9,300 256,773 0.038%

Freshpet 4,700 300,189 0.045%

frontdoor 12,050 419,099 0.063%

FRP Holdings 2,300 98,900 0.015%

FTI Consulting 7,295 873,722 0.130%

Fulton Financial 19,102 219,482 0.033%

GAMCO Investors 900 9,891 0.001%

GameStop 51,600 180,600 0.027%

Gaming & Leisure Properties, REIT 44,657 1,237,445 0.185%

GATX 6,650 416,024 0.062%

GCI Liberty 22,762 1,296,751 0.193%

GCP Applied Technologies 13,865 246,797 0.037%

Generac Holdings 8,400 782,628 0.117%

Genesco 5,300 70,702 0.011%

Genie Energy 16,842 120,926 0.018%

GenMark Diagnostics 42,400 174,688 0.026%

Genpact 31,700 925,640 0.138%

Gentex 32,320 716,211 0.107%

Gentherm 10,200 320,280 0.048%

Genworth Financial 86,600 287,512 0.043%

German American Bancorp 6,733 184,821 0.028%

Getty Realty, REIT 7,643 181,445 0.027%

Glacier Bancorp 15,812 537,687 0.080%

Gladstone Land, REIT 32,000 379,200 0.057%

Glatfelter 13,800 168,636 0.025%

Glaukos 6,800 209,848 0.031%

Global Blood Therapeutics 16,200 827,658 0.123%

Global Net Lease, REIT 32,433 433,629 0.065%

Global Self Storage, REIT 31,399 110,210 0.016%

Globus Medical 21,100 897,383 0.134%

Glu Mobile 67,900 427,091 0.064%

GMS 13,085 205,827 0.031%

GoDaddy 31,700 1,810,387 0.270%

Gold Resource 92,600 254,650 0.038%

Goodyear Tire & Rubber 36,798 214,164 0.032%

GoPro 75,200 197,024 0.029%

Graco 29,054 1,415,801 0.211%

Graham 5,250 67,725 0.010%

Graham Holdings 1,190 405,992 0.061%

Grand Canyon Education 10,400 793,364 0.118%

Granite Construction 17,346 263,312 0.039%

Granite Point Mortgage Trust, REIT 15,292 77,530 0.012%

Graphic Packaging Holding 42,413 517,439 0.077%

Great Western Bancorp 11,600 237,568 0.035%

Greenbrier Companies 23,700 420,438 0.063%

Green Dot 13,600 345,304 0.052%

Greif 4,900 152,341 0.023%

Page 8 of 21

Griffon 11,900 150,535 0.022%

Grocery Outlet Holding 6,932 238,045 0.036%

Groupon 107,900 105,764 0.016%

Group One Automotive 4,200 185,892 0.028%

GrubHub 13,800 562,074 0.084%

Guardant Health 11,600 807,360 0.120%

Guess ? 11,620 78,667 0.012%

Guidewire Software 17,700 1,403,787 0.209%

Haemonetics 7,700 767,382 0.114%

Hain Celestial Group 11,000 285,670 0.043%

Halozyme Therapeutics 28,900 519,911 0.078%

Hancock Whitney 13,835 270,059 0.040%

Hanover Insurance Group 8,320 753,626 0.112%

Harsco 13,160 91,725 0.014%

Harvard Bioscience 4,800 10,608 0.002%

Hawaiian Airlines 15,600 162,864 0.024%

Hawaiian Electric Industries 24,300 1,046,115 0.156%

Haynes International 2,200 45,342 0.007%

H.B. Fuller 7,540 210,592 0.031%

HD Supply Holdings 37,000 1,051,910 0.157%

Healthcare Realty Trust, REIT 26,880 750,758 0.112%

Healthcare Services 15,250 364,628 0.054%

Healthcare Trust of America, REIT 35,473 861,284 0.128%

HealthEquity 11,800 596,962 0.089%

HealthStream 9,400 225,130 0.034%

Heartland Express 9,623 178,699 0.027%

Hecla Mining 55,100 100,282 0.015%

H&E Equipment Services 11,300 165,884 0.025%

HEICO 10,271 766,319 0.114%

HEICO 10,225 653,378 0.097%

Heidrick & Struggles International 10,658 239,805 0.036%

Helen of Troy Limited 5,100 734,553 0.110%

Helios Technologies 7,900 299,568 0.045%

Herbalife Nutrition 22,000 641,520 0.096%

Herc Holdings 3,855 78,873 0.012%

Herman Miller 9,950 220,890 0.033%

Heron Therapeutics 20,100 235,974 0.035%

Hersha Hospitality Trust, REIT 15,800 56,564 0.008%

Hertz Global Holdings 22,041 136,213 0.020%

Heska 3,300 182,490 0.027%

Hexcel 12,500 464,875 0.069%

HighPoint Resources 3,432 652 0.000%

Highwoods Properties, REIT 15,713 556,554 0.083%

Hillenbrand 16,800 321,048 0.048%

Hill-Rom Holdings 8,450 850,070 0.127%

Hilltop Holdings 22,798 344,706 0.051%

Hilton Grand Vacations 12,010 189,398 0.028%

HMS Holdings 22,400 566,048 0.084%

HNI Corporation 4,280 107,813 0.016%

Home Bancshares 29,476 353,417 0.053%

HomeStreet 14,600 324,558 0.048%

Hope Bancorp 30,600 251,532 0.038%

Horace Mann Educators 9,210 336,994 0.050%

Horizon Global 46,100 86,207 0.013%

Horizon therapeutics 23,400 693,108 0.103%

Hostess Brands 21,900 233,454 0.035%

Houlihan Lokey 2,715 141,506 0.021%

Hovnanian Enterprises 23,384 192,684 0.029%

Howard Hughes 6,000 303,120 0.045%

Hubbell 8,333 956,128 0.143%

Hub Group 6,400 291,008 0.043%

HubSpot 7,800 1,038,882 0.155%

Hudson Pacific Properties, REIT 13,800 349,968 0.052%

Huntsman 37,200 536,796 0.080%

Hurco Companies 5,900 171,690 0.026%

Hyatt Hotels 7,800 373,620 0.056%

Hyster-Yale Materials Handling 4,600 184,414 0.028%

IAA 20,700 620,172 0.093%

IAC/InterActiveCorp 12,430 2,227,829 0.332%

IBERIABANK 6,655 240,645 0.036%

ICU Medical 4,300 867,611 0.129%

IdaCorp 8,910 782,209 0.117%

Page 9 of 21

Idera Pharmaceuticals 10,200 13,464 0.002%

IDT 10,442 56,596 0.008%

II-VI 17,562 500,517 0.075%

Immersion 35,900 192,424 0.029%

Immunomedics 45,500 613,340 0.091%

Impinj 9,300 155,403 0.023%

Independence Realty Trust, REIT 10,300 92,082 0.014%

Independent Bank Group 3,000 71,040 0.011%

Independent Bank (MA) 10,050 646,919 0.097%

Infinera 48,500 257,050 0.038%

Ingevity 10,900 383,680 0.057%

Ingredion 10,700 807,850 0.121%

Innospec 1,900 132,031 0.020%

Innovative Industrial Properties, REIT 2,000 151,860 0.023%

Innoviva 11,900 139,944 0.021%

Inovalon Holdings 29,400 489,804 0.073%

Inovio Pharmaceuticals 30,000 223,200 0.033%

Inphi 10,600 839,202 0.125%

Insight Enterprises 10,250 431,833 0.064%

Insmed 30,321 486,046 0.073%

Insperity 11,000 410,300 0.061%

Insulet 10,900 1,805,912 0.269%

Integer Holdings 6,150 386,589 0.058%

Integra LifeSciences Holdings 10,100 451,167 0.067%

Interactive Brokers 18,800 811,596 0.121%

Intercept Pharmaceuticals 6,100 384,056 0.057%

InterDigital 8,060 359,718 0.054%

Interface 11,500 86,940 0.013%

International Bancshares 10,302 276,918 0.041%

Inter Parfums 7,600 352,260 0.053%

Intevac 15,600 63,804 0.010%

INTL FCStone 6,381 231,375 0.035%

Invacare 27,900 207,297 0.031%

Invesco Mortgage Capital, REIT 15,000 51,150 0.008%

Investors Bancorp 50,135 400,579 0.060%

Invitae 9,300 127,131 0.019%

Invitation Homes, REIT 80,668 1,723,875 0.257%

Ionis Pharmaceuticals 27,180 1,285,070 0.192%

Iovance Biotherapeutics 15,988 478,601 0.071%

iRhythm Technologies 1,665 135,448 0.020%

Iridium Communications 14,918 333,119 0.050%

iRobot 6,400 261,760 0.039%

Ironwood Pharmaceuticals 35,000 353,150 0.053%

Itron 3,500 195,405 0.029%

ITT 14,100 639,576 0.095%

j2 Global 11,200 838,320 0.125%

Jabil 24,400 599,752 0.089%

Jack in the Box 9,000 315,450 0.047%

James River Group Holdings 9,300 337,032 0.050%

Janus Henderson 23,728 363,513 0.054%

Jazz Pharmaceuticals 10,700 1,067,218 0.159%

JBG SMITH Properties, REIT 31,200 993,096 0.148%

Jefferies Financial 44,347 606,223 0.090%

JetBlue Airways 53,200 476,140 0.071%

J & J Snack Foods 2,240 271,040 0.040%

John Bean Technologies 6,672 495,529 0.074%

John B Sanfilippo & Son 3,300 295,020 0.044%

John Wiley & Sons 6,870 257,556 0.038%

Jones Lang LaSalle 9,310 940,124 0.140%

Kaiser Aluminum 2,836 196,478 0.029%

Kaman 5,361 206,238 0.031%

KAR Auction Services 29,500 354,000 0.053%

KB Home 16,500 298,650 0.045%

KBR 17,500 361,900 0.054%

Kearny Financial Corp. 31,484 270,448 0.040%

KEMET 11,000 265,760 0.040%

Kemper 13,450 1,000,277 0.149%

Kennametal 16,100 299,782 0.045%

Kennedy-Wilson Holdings 30,100 403,942 0.060%

Keurig Dr Pepper 44,400 1,077,588 0.161%

Kforce 12,156 310,829 0.046%

Kilroy Realty, REIT 18,520 1,179,724 0.176%

Page 10 of 21

Kimball Electronics 6,517 71,166 0.011%

Kimball International 8,690 103,498 0.015%

Kinsale Capital 1,418 148,224 0.022%

Kirby 6,600 286,902 0.043%

Kite Realty Group Trust, REIT 35,100 332,397 0.050%

KKR 100,000 2,347,000 0.350%

Knight-Swift Transportation Holdings 26,092 855,818 0.128%

Knoll 13,300 137,256 0.020%

Knowles 9,300 124,434 0.019%

Koppers 7,200 89,064 0.013%

Korn Ferry 11,600 282,112 0.042%

Kosmos Energy 139,604 125,029 0.019%

Kratos Defense & Security Solutions 32,100 444,264 0.066%

Krystal Biotech 1,900 82,156 0.012%

Kulicke & Soffa 13,600 283,832 0.042%

KVH Industries 7,400 69,782 0.010%

Lamar Advertising, REIT 15,092 773,918 0.115%

Lancaster Colony 4,465 645,818 0.096%

Landstar System 7,400 709,364 0.106%

Lattice Semiconductor 27,700 493,614 0.074%

Lawson Products 5,000 133,600 0.020%

Lazard 25,700 605,492 0.090%

La-Z-Boy 11,350 233,243 0.035%

LCI Industries 5,000 334,150 0.050%

Lear 8,900 723,125 0.108%

Legg Mason 8,500 415,225 0.062%

LeMaitre Vascular 14,700 366,324 0.055%

LendingTree 1,325 242,992 0.036%

Lennox International 5,890 1,070,743 0.160%

Lexicon Pharmaceuticals 90,742 176,947 0.026%

Lexington Realty Trust, REIT 30,329 301,167 0.045%

LHC Group 4,800 672,960 0.100%

Liberty Broadband 6,175 660,725 0.099%

Liberty Broadband 28,250 3,127,840 0.467%

Liberty Global 27,234 449,633 0.067%

Liberty Global 64,528 1,013,735 0.151%

Liberty Latin America 18,329 192,821 0.029%

Liberty Latin America 31,015 318,214 0.047%

Liberty Media Corp-Liberty Formula One 39,100 1,064,693 0.159%

Liberty Media Corp-Liberty Formula One 7,400 191,068 0.029%

Liberty SiriusXM 11,000 348,590 0.052%

Liberty SiriusXM 25,400 803,148 0.120%

Life Storage, REIT 11,400 1,077,870 0.161%

Lifevantage 9,000 92,700 0.014%

Ligand Pharmaceuticals 3,586 260,774 0.039%

Lincoln Electric Holdings 7,180 495,420 0.074%

Lithia Motors 3,500 286,265 0.043%

Littelfuse 4,839 645,619 0.096%

LivaNova 8,000 362,000 0.054%

LivePerson 15,100 343,525 0.051%

LiveRamp Holdings 18,500 609,020 0.091%

LogMeIn 9,100 757,848 0.113%

Louisiana Pacific 24,500 420,910 0.063%

LPL Financial Holdings 14,600 794,678 0.119%

LSI Industries 10,325 39,029 0.006%

LTC Properties, REIT 13,250 409,425 0.061%

lululemon athletica 20,600 3,904,730 0.582%

Lumentum Holdings 13,760 1,014,112 0.151%

Luminex 14,100 388,173 0.058%

Lyft 29,000 778,650 0.116%

Macatawa Bank 22,400 159,488 0.024%

Macerich Company, REIT 10,000 56,300 0.008%

Mack-Cali Realty, REIT 5,034 76,668 0.011%

Macquarie Infrastructure 11,400 287,850 0.043%

Madison Square Garden 3,321 702,093 0.105%

Magellan Health 5,900 283,849 0.042%

Malibu Boats 5,000 143,950 0.021%

Manhattan Associates 12,340 614,779 0.092%

ManpowerGroup 9,542 505,631 0.075%

Mantech International 1,801 130,879 0.020%

Marine Products 8,600 69,488 0.010%

Markel 2,674 2,481,178 0.370%

Page 11 of 21

Marriott Vacations Worldwide 4,079 226,711 0.034%

Marvell Technology Group 102,003 2,308,328 0.344%

Masimo 6,800 1,204,416 0.180%

Masonite International 5,300 251,485 0.038%

Mastec 11,850 387,851 0.058%

Mastech Digital 25,782 331,041 0.049%

Match 8,600 567,944 0.085%

Materion 6,500 227,565 0.034%

Matrix Service 14,700 139,209 0.021%

Matson 16,450 503,699 0.075%

Mattel 55,539 489,299 0.073%

Matthews International 9,000 217,710 0.032%

Maximus 10,600 616,920 0.092%

MaxLinear 22,370 261,058 0.039%

MBIA 26,900 192,066 0.029%

MDC Holdings 5,243 121,638 0.018%

MDU Resources 27,391 588,907 0.088%

Media General 21,600 2,071 0.000%

Medical Properties Trust, REIT 72,100 1,246,609 0.186%

Medifast 5,300 331,250 0.049%

MEDNAX 27,200 316,608 0.047%

Medpace Holdings 3,900 286,182 0.043%

Meet 15,000 88,050 0.013%

Mercury General 13,100 533,432 0.080%

Mercury Systems 8,000 570,720 0.085%

Meredith 18,900 230,958 0.034%

Meridian Bancorp 30,065 337,329 0.050%

Meridian Bioscience 14,875 124,950 0.019%

Meritage 7,300 266,523 0.040%

Merit Medical Systems 16,806 525,188 0.078%

Meritor 16,900 223,925 0.033%

Mesa Laboratories 2,100 474,789 0.071%

Methode Electronics 9,850 260,336 0.039%

MFA Financial, REIT 45,600 70,680 0.011%

MGE Energy 5,994 392,427 0.059%

MGIC Investment 57,800 367,030 0.055%

MicroStrategy 3,606 425,869 0.064%

Middleby 11,293 642,346 0.096%

Middlesex Water 8,800 529,056 0.079%

M/I Homes 12,970 214,394 0.032%

Minerals Technologies 7,110 257,809 0.038%

Mirati Therapeutics 7,927 609,348 0.091%

Mitek Systems 40,900 322,292 0.048%

MKS Instruments 5,700 464,265 0.069%

Mobile Iron 97,500 370,500 0.055%

Mobile Mini 15,400 403,942 0.060%

Moderna therapeutics 30,500 913,475 0.136%

Molina Healthcare 13,450 1,879,100 0.280%

Momenta Pharmaceuticals 23,000 625,600 0.093%

MongoDB 5,761 786,607 0.117%

Monmouth Real Estate Investment Trust, REIT 28,900 348,245 0.052%

Monolithic Power Systems 6,564 1,099,207 0.164%

Monro 6,500 284,765 0.042%

Moog 5,630 284,484 0.042%

Morningstar 5,700 662,625 0.099%

Motorcar Parts of America 9,700 122,026 0.018%

Movado Group 16,100 190,302 0.028%

Mr Cooper 36,085 264,503 0.039%

MSA Safety 6,200 627,440 0.094%

MSC Industrial Direct 7,700 423,269 0.063%

MSG Networks 15,664 159,773 0.024%

MTBC 37,800 207,900 0.031%

Mueller Industries 12,500 299,250 0.045%

Mueller Water Products 51,643 413,660 0.062%

Murphy Oil 17,400 106,662 0.016%

Murphy USA 5,200 438,672 0.065%

Myers Industries 11,115 119,486 0.018%

MyoKardia 14,100 661,008 0.099%

MYR Group 9,300 243,567 0.036%

Myriad Genetics 23,180 331,706 0.049%

Natera 17,600 525,536 0.078%

National Bank Holdings 16,500 394,350 0.059%

Page 12 of 21

National Beverage 2,448 104,407 0.016%

National Fuel Gas Company 14,830 553,011 0.082%

National General Holdings 15,600 258,180 0.039%

National Health Investors, REIT 9,120 451,622 0.067%

National Instruments 30,925 1,022,999 0.153%

National Presto 1,700 120,377 0.018%

National Retail Properties, REIT 25,130 808,935 0.121%

National Vision Holdings 23,122 449,029 0.067%

National Western Life 1,110 190,920 0.028%

Navient 26,700 202,386 0.030%

Navistar 18,100 298,469 0.045%

NBT Bancorp 11,780 381,554 0.057%

NCR 21,100 373,470 0.056%

Nektar Therapeutics 42,760 763,266 0.114%

Nelnet 3,922 178,098 0.027%

Neogen 9,666 647,525 0.097%

NeoGenomics 21,500 593,615 0.089%

Netgear 11,500 262,660 0.039%

NetScout Systems 6,200 146,754 0.022%

NetSol Technologies 6,000 15,000 0.002%

Neurocrine Biosciences 17,500 1,514,625 0.226%

Nevro 8,846 884,423 0.132%

New Jersey Resources 22,350 759,230 0.113%

Newmark 50,004 212,517 0.032%

NewMarket 1,200 459,444 0.069%

New Relic 13,200 610,368 0.091%

New Residential Investment, REIT 77,350 387,524 0.058%

Newstar Financial 6,000 4,179 0.001%

New York Community Bancorp 87,437 821,033 0.122%

New York Times 17,200 528,212 0.079%

Nexstar Media 8,497 490,532 0.073%

NextGen Healthcare 20,600 215,064 0.032%

NIC 10,900 250,700 0.037%

NMI Holdings 9,700 112,617 0.017%

NN 27,200 47,056 0.007%

Nordson 7,020 948,191 0.141%

Northern Oil & Gas 311,000 206,224 0.031%

Northrim Bank 8,425 227,475 0.034%

Northwest Bancshares 20,579 238,099 0.036%

NorthWestern 9,700 580,351 0.087%

Northwest Natural Holding 9,990 616,883 0.092%

Novanta 5,620 448,926 0.067%

NOW 9,600 49,536 0.007%

Nuance Communications 42,311 709,979 0.106%

NuPathe 81,200 0 0.000%

Nu Skin Enterprises 7,800 170,430 0.025%

Nutanix 30,100 475,580 0.071%

NuVasive 11,300 572,458 0.085%

NVE 2,900 150,887 0.023%

nVent Electric 35,200 593,824 0.089%

Oasis Petroleum 13,100 4,585 0.001%

Oceaneering International 64,700 190,218 0.028%

OceanFirst Financial 18,114 288,194 0.043%

Ocwen Financial 183,530 91,765 0.014%

Odonate therapeutics 4,500 124,245 0.019%

Office Depot 143,575 235,463 0.035%

OFG Bancorp 4,200 46,956 0.007%

OGE Energy 30,400 934,192 0.139%

O-I Glass 53,700 381,807 0.057%

Oil States International 49,330 100,140 0.015%

Okta 17,363 2,122,800 0.317%

Old National Bancorp 26,430 348,612 0.052%

Old Republic International 46,593 710,543 0.106%

Olin 19,130 223,247 0.033%

Ollies Bargain Outlet Holdings 14,700 681,198 0.102%

Olympic Steel 9,400 97,290 0.015%

Omega Healthcare Investors, REIT 41,450 1,100,083 0.164%

Omeros 17,000 227,290 0.034%

Omnicell 11,220 735,808 0.110%

OMNOVA Solutions 14,900 151,086 0.023%

OncoSec Medical 5,660 7,188 0.001%

OnDeck Capital 36,300 55,902 0.008%

Page 13 of 21

ONE Gas 10,900 911,458 0.136%

OneMain Holdings 13,800 263,856 0.039%

ON Semiconductor 62,560 778,246 0.116%

Onto Innovation 10,100 299,667 0.045%

OraSure Technologies 32,975 354,811 0.053%

ORBCOMM 83,500 203,740 0.030%

Orion Energy Systems 29,600 109,520 0.016%

Ormat Technologies 6,800 460,088 0.069%

Oshkosh 12,600 810,558 0.121%

OSI Systems 2,538 174,919 0.026%

Otonomy 18,700 36,839 0.005%

Otter Tail 7,250 322,335 0.048%

Outfront Media, REIT 10,794 145,503 0.022%

Owens Corning 23,100 896,511 0.134%

Oxford Industries 3,800 137,788 0.021%

Pacific Premier Bancorp 15,500 292,020 0.044%

Pacira BioSciences 7,300 244,769 0.037%

PacWest Bancorp 12,012 215,255 0.032%

Palo Alto Networks 18,500 3,033,260 0.452%

Papa John's International 4,940 263,648 0.039%

Paramount, REIT 64,358 566,350 0.084%

Park Aerospace 13,400 168,840 0.025%

Park Hotels & Resorts, REIT 24,200 191,422 0.029%

Park National 4,340 336,958 0.050%

Park Ohio Holdings 3,000 56,820 0.008%

Parsley Energy 46,200 264,726 0.039%

Patterson Companies 19,819 303,033 0.045%

Patterson-UTI Energy 89,700 210,795 0.031%

Paylocity Holding 8,100 715,392 0.107%

PBF Energy 10,600 75,048 0.011%

PC Connection 5,200 214,292 0.032%

PC-Tel 8,300 55,195 0.008%

PDC Energy 28,800 178,848 0.027%

PDF Solutions 19,901 233,240 0.035%

Peabody Energy 70,200 203,580 0.030%

Peapack-Gladstone Financial 10,157 182,318 0.027%

Pebblebrook Hotel Trust, REIT 26,580 289,456 0.043%

Pegasystems 2,300 163,829 0.024%

Peloton Interactive 6,200 164,610 0.025%

Pennant 8,550 121,068 0.018%

Penn National Gaming 23,004 291,001 0.043%

Pennsylvania REIT, REIT 109,231 99,575 0.015%

PennyMac Financial Services 4,665 103,143 0.015%

Penske Auto 4,016 112,448 0.017%

Penumbra 7,800 1,258,374 0.188%

Peoples Bancorp 3,550 78,633 0.012%

Performance Food 18,620 460,286 0.069%

Perspecta 33,400 609,216 0.091%

PGT Innovations 22,700 190,453 0.028%

Photronics 23,960 245,830 0.037%

Physicians Realty Trust, REIT 52,900 737,426 0.110%

Piedmont Office Realty Trust, REIT 29,400 519,204 0.077%

Pilgrim's Pride 10,300 186,636 0.028%

Pinnacle Financial Partners 12,649 474,843 0.071%

Pinterest 18,800 290,272 0.043%

Piper Sandler 5,950 300,892 0.045%

Pixelworks 34,800 99,180 0.015%

Planet Fitness 9,109 443,608 0.066%

Plantronics 8,250 82,995 0.012%

Plexus 2,060 112,394 0.017%

Plug Power 61,900 219,126 0.033%

PNM Resources 18,219 692,322 0.103%

Polaris 6,740 324,531 0.048%

PolyOne 16,130 305,986 0.046%

Pool 7,277 1,431,895 0.214%

Popular 22,530 788,550 0.118%

Portland General Electric 10,700 512,958 0.077%

Portola Pharmaceuticals 15,600 111,228 0.017%

Post Holdings 11,585 961,207 0.143%

PotlatchDeltic, REIT 9,459 296,918 0.044%

Powerfleet 10,800 37,368 0.006%

Power Integrations 2,400 211,992 0.032%

Page 14 of 21

Power REIT, REIT 7,138 74,449 0.011%

PRA Group 19,550 541,926 0.081%

PRA Health Sciences 15,100 1,253,904 0.187%

Preferred Bank 3,359 113,601 0.017%

Premier 10,100 330,472 0.049%

Premier Financial Bancorp 10,262 127,249 0.019%

Prestige Consumer Healthcare 8,600 315,448 0.047%

PRGX Global 27,100 75,880 0.011%

PriceSmart 4,450 233,848 0.035%

Primerica 7,500 663,600 0.099%

Primoris Services 13,800 219,420 0.033%

Principia Biopharma 2,400 142,512 0.021%

ProAssurance 16,640 416,000 0.062%

Progenics Pharmaceuticals 55,400 210,520 0.031%

Proofpoint 10,300 1,056,677 0.158%

Pros Holdings 12,800 397,184 0.059%

Prosperity Bancshares 11,760 567,420 0.085%

Proto Labs 8,000 609,040 0.091%

Providence Service 5,400 296,352 0.044%

Provident Financial Services 10,118 130,117 0.019%

PS Business Parks, REIT 5,200 704,704 0.105%

PTC 21,500 1,316,015 0.196%

PTC Therapeutics 15,600 695,916 0.104%

Pulse Biosciences 13,000 93,080 0.014%

Puma Biotechnology 39,700 335,068 0.050%

Pure Storage 47,400 583,020 0.087%

Q2 Holdings 8,900 525,634 0.078%

QTS Realty Trust, REIT 10,500 609,105 0.091%

Quaker Chemical 2,200 277,816 0.041%

Qualys 2,600 226,174 0.034%

Quidel 7,800 762,918 0.114%

Qumu 15,350 25,481 0.004%

Quorum Health 22,800 10,296 0.002%

Quotient Technology 12,590 81,835 0.012%

Qurate Retail 42,650 260,378 0.039%

Radian 37,758 488,966 0.073%

RadNet 17,900 188,129 0.028%

Rafael Holdings 5,221 66,881 0.010%

Ra Pharmaceuticals 4,800 230,448 0.034%

Rapid7 2,100 90,993 0.014%

Rayonier Advanced Materials 43,356 45,957 0.007%

Rayonier, REIT 32,351 761,866 0.114%

RBC Bearings 3,900 439,881 0.066%

Ready Capital, REIT 15,000 108,300 0.016%

RealPage 13,120 694,442 0.104%

Reata Pharmaceuticals 3,825 552,101 0.082%

Redfin 16,500 254,430 0.038%

Red Robin Gourmet Burgers 4,450 37,914 0.006%

Red Rock Resorts 24,900 212,895 0.032%

Red Violet 4,000 72,000 0.011%

Redwood Trust, REIT 35,200 178,112 0.027%

Regal Beloit 7,400 465,830 0.069%

REGENXBIO 12,200 395,036 0.059%

Regis 21,300 125,883 0.019%

Reinsurance Group of America 8,220 691,631 0.103%

REI - SECURITY LENDING COLLATERAL 5,013,617 50,136,172 7.479%

Reliance Steel & Aluminum 7,800 683,202 0.102%

Relmada therapeutics 2,900 98,919 0.015%

RE/MAX Holdings 9,200 201,664 0.030%

RenaissanceRe Holdings 8,595 1,283,405 0.191%

Renasant 8,352 182,408 0.027%

Renewable Energy 11,200 229,936 0.034%

Rent-A-Center 13,550 191,597 0.029%

Repligen 8,700 839,898 0.125%

Resideo Technologies 25,844 125,085 0.019%

Retail Opportunity Investments, REIT 43,500 360,615 0.054%

Retail Properties of America, REIT 48,200 249,194 0.037%

Retail Value, REIT 10,967 134,346 0.020%

Rev 32,538 135,683 0.020%

Revance Therapeutics 15,600 230,880 0.034%

Rexford Industrial Realty, REIT 13,000 533,130 0.080%

Rexnord 18,200 412,594 0.062%

Page 15 of 21

Rex Stores Resources 2,050 95,346 0.014%

RGC Resources 12,879 372,589 0.056%

RH 4,000 401,880 0.060%

Ribbon Communications 15,700 47,571 0.007%

RingCentral 12,679 2,686,807 0.401%

RLI 2,200 193,446 0.029%

RLJ Lodging Trust, REIT 27,096 209,181 0.031%

Rocket Pharmaceuticals 17,499 244,111 0.036%

Rockwell Medical 28,600 58,630 0.009%

Rogers 4,550 429,611 0.064%

Roku 15,114 1,322,173 0.197%

Royal Gold 8,550 749,921 0.112%

RPM 27,700 1,648,150 0.246%

RPT Realty, REIT 46,300 279,189 0.042%

RTI Surgical Holdings 33,300 56,943 0.008%

Rush Enterprises 6,500 207,480 0.031%

Ryder System 4,375 115,675 0.017%

Ryman Hospitality Properties, REIT 9,726 348,677 0.052%

Sabra Health Care REIT, REIT 19,146 209,074 0.031%

Sabre 28,800 170,784 0.025%

Safety Insurance Group 3,915 330,543 0.049%

SAGE Therapeutics 13,800 396,336 0.059%

Saia 6,100 448,594 0.067%

SAIC 6,671 497,857 0.074%

SailPoint Technologies Holding 9,500 144,590 0.022%

Salem Media 20,450 17,873 0.003%

Sally Beauty Supply 17,100 138,168 0.021%

Sanderson Farms 4,540 559,873 0.084%

Sandy Spring Bancorp 12,930 292,735 0.044%

Sangamo Therapeutics 59,200 377,104 0.056%

Sanmina 10,900 297,352 0.044%

Santander Consumer USA Holdings 17,700 246,207 0.037%

Sarepta Therapeutics 15,716 1,537,339 0.229%

Saul Centers, REIT 8,900 291,386 0.043%

ScanSource 4,300 91,977 0.014%

Scholastic 11,420 291,096 0.043%

Scientific Games 16,830 163,251 0.024%

Scotts Miracle Gro 7,100 727,040 0.108%

Seacoast Banking 21,539 394,379 0.059%

SEACOR Holdings 6,450 173,892 0.026%

SEACOR Marine Holdings 5,487 24,033 0.004%

SeaSpine Holdings 397 3,243 0.000%

Seattle Genetics 21,920 2,529,130 0.377%

SEI Investments 19,556 906,225 0.135%

Selective Insurance 13,600 675,920 0.101%

Select Medical Holdings 18,500 277,500 0.041%

Semtech 13,100 491,250 0.073%

Sensata Technologies Holding 23,400 676,962 0.101%

Sensient Technologies 7,380 321,104 0.048%

Seritage Growth Properties, REIT 12,100 110,231 0.016%

Service Corporation International 34,331 1,342,685 0.200%

ServiceMaster Global Holdings 26,200 707,400 0.106%

ServiceNow 1,600 458,528 0.068%

Service Properties Trust, REIT 24,350 131,490 0.020%

Shake Shack 6,500 245,310 0.037%

Shenandoah Telecommunications 5,700 280,725 0.042%

SigmaTron International 1,000 2,820 0.000%

Signature Bank 11,600 932,524 0.139%

Silgan Holdings 9,940 288,459 0.043%

Silicon Laboratories 6,500 555,165 0.083%

Simmons First National 9,210 169,464 0.025%

Simpson Manufacturing 7,600 471,048 0.070%

Sinclair Broadcasting 18,810 302,465 0.045%

Sirius XM Holdings 232,387 1,147,992 0.171%

SITE Centers, REIT 17,900 93,259 0.014%

SiteOne Landscape Supply 6,900 507,978 0.076%

Six Flags Entertainment 14,600 183,084 0.027%

SJW 1,922 111,034 0.017%

Skechers U.S.A. 26,300 624,362 0.093%

SkyWest 2,530 66,261 0.010%

Sleep Number 10,600 203,096 0.030%

SLM Corporation 74,700 537,093 0.080%

Page 16 of 21

Smartsheet 18,950 786,615 0.117%

Snap Inc. 130,442 1,550,955 0.231%

SolarEdge Technologies 9,000 736,920 0.110%

Solaris Oilfield Infrastructure 28,300 148,575 0.022%

Sonic Automotive 5,120 67,994 0.010%

Sonoco Products 19,787 917,127 0.137%

Sorrento Therapeutics 67,696 124,561 0.019%

South Jersey Industries 14,140 353,500 0.053%

Southside Bancshares 15,890 482,897 0.072%

South State 8,204 481,821 0.072%

Southwest Gas Holdings 12,000 834,720 0.125%

Spark Energy 30,000 188,100 0.028%

Spartan Motors 16,800 216,888 0.032%

Spartannash 8,800 126,016 0.019%

Spectrum Brands Holdings 6,411 233,168 0.035%

Spectrum Pharmaceuticals 118,500 276,105 0.041%

Spire 8,510 633,825 0.095%

Spirit AeroSystems Holdings 17,400 416,382 0.062%

Spirit Airlines 11,800 152,102 0.023%

Spirit Realty Capital, REIT 10,160 265,684 0.040%

Splunk 29,000 3,660,670 0.546%

Sportsman's Warehouse Holdings 40,300 248,248 0.037%

Sprint 117,900 1,016,298 0.152%

Sprouts Farmers Market 19,900 369,941 0.055%

SPS Commerce 8,200 381,382 0.057%

SPX 12,705 414,691 0.062%

SPX FLOW 3,405 96,770 0.014%

Square 54,187 2,838,315 0.423%

SS&C Technologies Holdings 31,500 1,380,330 0.206%

STAG Industrial, REIT 21,900 493,188 0.074%

Stamps.com 3,300 429,264 0.064%

Standard Motor Products 7,250 301,383 0.045%

Starwood Property Trust, REIT 53,000 543,250 0.081%

State Auto Financial 10,770 299,298 0.045%

S&T Bancorp 12,800 349,696 0.052%

Steelcase 12,059 119,022 0.018%

Steel Dynamics 43,028 969,851 0.145%

Stepan 5,000 442,300 0.066%

Stericycle 14,300 694,694 0.104%

Sterling Bancorp 39,495 412,723 0.062%

Sterling Construction 14,800 140,600 0.021%

Steven Madden 15,650 363,550 0.054%

Stewart Information Services 5,080 135,484 0.020%

Stifel Financial 13,086 540,190 0.081%

Stock Yards Bancorp 8,981 259,820 0.039%

Stoneridge 14,100 236,175 0.035%

STORE Capital, REIT 26,900 487,428 0.073%

Strategic Education 5,425 758,198 0.113%

Summit Hotel Properties, REIT 30,200 127,444 0.019%

Summit Materials 22,792 341,880 0.051%

SunCoke Energy 28,800 110,880 0.017%

Sun Communities, REIT 14,250 1,779,113 0.265%

Sunstone Hotel Investors, REIT 36,974 322,044 0.048%

Surmodics 8,050 268,226 0.040%

Sykes Enterprises 10,740 291,269 0.043%

Synaptics 6,275 363,134 0.054%

Syneos Health 11,700 461,214 0.069%

Synnex 4,600 336,260 0.050%

Synovus Financial 24,932 437,806 0.065%

Tactile Systems Technology 8,450 339,352 0.051%

Tandem Diabetes Care 9,900 637,065 0.095%

Tanger Factory Outlet Centers, REIT 16,680 83,400 0.012%

Targa Resources 46,300 319,933 0.048%

Taubman Centers, REIT 8,600 360,168 0.054%

Taylor Morrison Home 15,800 173,800 0.026%

TCF Financial 32,945 746,534 0.111%

TD Ameritrade Holding 53,468 1,853,201 0.276%

Team 25,847 168,006 0.025%

Tech Data 3,680 481,528 0.072%

TEGNA 18,016 195,654 0.029%

Teladoc Health 13,800 2,139,138 0.319%

Teledyne Technologies 7,500 2,229,525 0.333%

Page 17 of 21

Telephone & Data Systems 22,685 380,201 0.057%

Teligent 35,300 9,884 0.001%

Tempur Sealy International 8,650 378,092 0.056%

Tenet Healthcare 17,400 250,560 0.037%

Tennant 2,500 144,875 0.022%

Tenneco 53,050 190,980 0.028%

Teradata 18,651 382,159 0.057%

Teradyne 29,900 1,619,683 0.242%

Terex 16,000 229,760 0.034%

Terreno Realty, REIT 16,200 838,350 0.125%

Tesla 24,908 13,051,792 1.947%

Tetraphase Pharmaceuticals 8,180 10,470 0.002%

Tetra Tech 9,850 695,607 0.104%

TETRA Technologies 63,800 20,416 0.003%

Texas Capital Bancshares 9,000 199,530 0.030%

Texas Roadhouse 9,600 396,480 0.059%

TFS Financial 14,100 215,307 0.032%

The Cheesecake Factory 7,540 128,783 0.019%

The GEO Group, REIT 17,266 209,955 0.031%

The Hackett Group 13,300 169,176 0.025%

Theravance Biopharma 23,200 536,152 0.080%

Thermon Group Holdings 19,300 290,851 0.043%

The Trade Desk 7,900 1,524,700 0.227%

Third Point Reinsurance 24,750 183,398 0.027%

Thor Industries 11,400 480,852 0.072%

Timken 11,200 362,208 0.054%

TimkenSteel 42,100 135,983 0.020%

Titan International 22,950 35,573 0.005%

Titan Machinery 16,300 141,647 0.021%

Toll Brothers 17,120 329,560 0.049%

Tompkins Financial 6,517 467,921 0.070%

TopBuild 6,100 437,004 0.065%

Toro 19,520 1,270,557 0.190%

Towne Bank/Portsmouth VA 15,678 283,615 0.042%

Tradeweb Markets 14,608 614,120 0.092%

Translate Bio 12,900 128,613 0.019%

Transocean 211,700 245,572 0.037%

TransUnion 30,037 1,987,849 0.297%

Tredegar 6,900 107,847 0.016%

TreeHouse Foods 17,143 756,863 0.113%

Trex 11,000 881,540 0.132%

Tribune Publishing 12,900 104,619 0.016%

TriCo Bancshares 4,000 119,280 0.018%

Trimble 41,924 1,334,441 0.199%

Trinet 11,200 421,792 0.063%

Trinity Industries 26,958 433,215 0.065%

Trinseo 9,100 164,801 0.025%

TripAdvisor 5,000 86,950 0.013%

Tri Pointe 49,900 437,623 0.065%

Triumph Group 15,100 102,076 0.015%

TRP Government Reserve 0.95 20,654,473 20,654,473 3.081%

TrueBlue 8,700 111,012 0.017%

TrueCar 70,800 171,336 0.026%

Trupanion 6,400 166,592 0.025%

Trustco Bank 23,750 128,488 0.019%

Trustmark 13,500 314,550 0.047%

TTEC Holdings 3,490 128,153 0.019%

TTM Technologies 21,050 217,657 0.032%

Tupperware Brands 60,120 97,394 0.015%

Tutor Perini 22,000 147,840 0.022%

Twilio 24,900 2,228,301 0.332%

Twist Bioscience 5,000 152,900 0.023%

Two Harbors Investment, REIT 30,572 116,479 0.017%

Tyler Technologies 6,800 2,016,608 0.301%

Uber Technologies 37,700 1,052,584 0.157%

Ubiquiti 3,900 552,162 0.082%

UGI 23,890 637,146 0.095%

Ultragenyx Pharmaceutical 11,700 519,831 0.078%

UMB Financial 7,712 357,683 0.053%

UMH Properties, REIT 33,400 362,724 0.054%

Umpqua Bank 41,864 456,318 0.068%

UniFirst 2,200 332,398 0.050%

Page 18 of 21

Unisys 16,100 198,835 0.030%

United Bankshares 12,800 295,424 0.044%

United Community Banks 18,596 340,493 0.051%

United Fire Group 10,900 355,449 0.053%

United Therapeutics 9,100 862,908 0.129%

Unitil 1,200 62,784 0.009%

Univar Solutions 17,700 189,744 0.028%

Universal 8,240 364,290 0.054%

Universal Display 8,400 1,106,952 0.165%

Universal Electronics 7,400 283,938 0.042%

Universal Forest Products 9,870 367,065 0.055%

Universal Health Realty Income Trust, REIT 5,750 579,658 0.086%

Universal Insurance Holdings 15,000 268,800 0.040%

Univest Financial 11,500 187,680 0.028%

Uranium Energy 65,500 36,680 0.005%

Urban Edge Properties, REIT 6,000 52,860 0.008%

Urban Outfitters 14,100 200,784 0.030%

Urstadt Biddle Properties, REIT 13,700 193,170 0.029%

USA Truck 16,300 51,671 0.008%

U.S. Cellular 4,393 128,671 0.019%

US Ecology 12,300 373,920 0.056%

US Foods Holding 37,900 671,209 0.100%

US Global Investors 56,500 54,811 0.008%

U.S. Steel 59,800 377,338 0.056%

U.S. Treasury Bill 1.52 4/9/20 1,444,000 1,443,971 0.215%

U.S. Treasury Bill 0.26 8/20/20 1,696,000 1,695,103 0.253%

Vail Resorts 8,400 1,240,764 0.185%

Valaris 137,935 62,085 0.009%

Valley National Bancorp 26,700 195,177 0.029%

Valmont Industries 3,700 392,126 0.058%

Valvoline 42,987 562,700 0.084%

Varonis Systems 2,000 127,340 0.019%

Vector Group 23,282 219,316 0.033%

Vectrus 9,444 391,076 0.058%

Veeva Systems 22,900 3,580,873 0.534%

Veracyte 6,800 165,308 0.025%

VEREIT, REIT 138,140 675,505 0.101%

Verint Systems 18,400 791,200 0.118%

Verso 19,200 216,576 0.032%

Viad 8,677 184,213 0.027%

ViaSat 8,100 290,952 0.043%

Viavi Solutions 48,500 543,685 0.081%

VICI Properties, REIT 65,200 1,084,928 0.162%

Virtu Financial 13,796 287,233 0.043%

Virtusa 3,700 105,080 0.016%

Virtus Investment Partners 4,734 360,305 0.054%

Vishay Intertechnology 23,778 342,641 0.051%

Vishay Precision 9,383 188,411 0.028%

Visteon 6,200 297,476 0.044%

Vistra Energy 74,030 1,181,519 0.176%

VMware 16,325 1,976,958 0.295%

Vocera Communications 8,200 174,168 0.026%

Vonage Holdings 40,400 292,092 0.044%

Voya Financial 31,300 1,269,215 0.189%

Wabash National 6,300 45,486 0.007%

WABCO Holdings 6,300 850,815 0.127%

Waddell & Reed Financial 21,740 247,401 0.037%

Walker & Dunlop 7,900 318,133 0.047%

Washington Federal 17,968 466,449 0.070%

Washington Real Estate Investment Trust, REIT 15,400 367,598 0.055%

Watsco 5,100 805,953 0.120%

Watts Water Technologies 5,050 427,483 0.064%

WaVe Life Sciences 29,800 279,226 0.042%

Wayfair 13,500 721,440 0.108%

WD-40 2,800 562,380 0.084%

Webster Financial 21,910 501,739 0.075%

Weight Watchers 5,100 86,241 0.013%

Weingarten Realty Investors, REIT 22,940 331,024 0.049%

Welbilt 25,600 131,328 0.020%

Wendy's 35,040 521,395 0.078%

Werner Enterprises 5,453 197,726 0.029%

WesBanco 19,542 463,145 0.069%

Page 19 of 21

WESCO International 5,451 124,555 0.019%

WestAmerica Bank 4,846 284,848 0.042%

West Bancorporation 13,000 212,550 0.032%

Western Alliance Bancorp 26,219 802,564 0.120%

Western New England Bancorp 13,100 88,556 0.013%

Westlake Chemical 6,142 234,440 0.035%

West Pharmaceutical Services 11,548 1,758,183 0.262%

WEX 6,600 690,030 0.103%

White Mountains Insurance Group 648 589,680 0.088%

Willamette Valley Vineyards 10,850 52,080 0.008%

Williams-Sonoma 16,000 680,320 0.101%

Willis Lease Finance 6,500 172,900 0.026%

Wingstop 5,100 406,470 0.061%

Winnebago 7,420 206,350 0.031%

Wolverine World Wide 9,300 141,360 0.021%

Woodward 8,700 517,128 0.077%

Workday 30,500 3,971,710 0.592%

Workiva 4,100 132,553 0.020%

World Fuel Services 12,200 307,196 0.046%

World Wrestling Entertainment 10,800 366,444 0.055%

Worthington Industries 10,963 287,779 0.043%

WP Carey, REIT 25,370 1,473,490 0.220%

WPX Energy 65,800 200,690 0.030%

W. R. Grace 8,200 291,920 0.044%

Wright Medical 19,525 559,391 0.083%

WSFS Financial 18,739 466,976 0.070%

W&T Offshore 63,300 107,610 0.016%

Wyndham destinations 8,800 190,960 0.028%

Wyndham Hotels & Resorts 9,800 308,798 0.046%

Xencor 19,200 573,696 0.086%

Xenia Hotels & Resorts, REIT 24,000 247,200 0.037%

XOMA 18,734 381,237 0.057%

Xperi 9,100 126,581 0.019%

XPO Logistics 18,100 882,375 0.132%

Yelp 18,000 324,540 0.048%

YRC Worldwide 83,088 139,588 0.021%

Zedge 4,980 4,382 0.001%

Zendesk 22,300 1,427,423 0.213%

Zillow 9,241 313,917 0.047%

Zillow 23,182 835,016 0.125%

Zoom Video Communications 3,600 526,032 0.078%

Zscaler 13,357 812,907 0.121%

Zynerba Pharmaceuticals 59,400 227,502 0.034%

Zynga 137,537 942,128 0.141%

Total Investments in Securities 721,550,325

Futures Contracts Contracts Expiration Contract Value Unrealized G/L % of Net Assets

E-MINI RUSS 2000 FUT 6/20 308 6/19/2020 17,673,040 157,044 2.636%

S&P MID 400 EMINI FUT 6/20 35 6/19/2020 5,032,300 (29,575) 0.751%

Total Futures Contracts 127,469

NET ASSETS 670,355,675

NET ASSET VALUE PER SHARE

Extended Equity Market Index Fund Shares 21.09

($670,355,675 / 31,787,281 Shares Outstanding)

ADR American Depository Receipts

ADS American Depository Shares

AR Auction Rate security with an interest rate reset feature through a modified Dutch auction at predetermined short-term intervals; rate shown is effective rate at period end

ARM Adjustable Rate Mortgage

BAN Bond Anticipation Note

CDA Community Development Administration

CLN Credit Linked Note

CMO Collateralized Mortgage Obligation

COP Certificate of Participation

DOT Department of Transportation

EFA Educational Facility Authority

Page 20 of 21

ETC Equipment Trust Certificate

FDR Fiduciary Depository Receipt

FRN Floating Rate Note

GDR Global Depository Receipts

GDS Global Depository Shares

GO General Obligation

HDA Housing Development Authority

HEFA Health & Education Facility Authority

HFA Health Facility Authority

HFC Housing Finance Corp

HFFA Health Facility Financing Authority

HHEFA Health & Higher Education Facility Authority

IDA Industrial Development Authority/Agency

IDB Industrial Development Bond

IDC Industrial Development Corp

IDRB Industrial Development Revenue Bond

IO Interest Only security for which the fund receives interest on notional principal (par)

PCR Pollution Control Revenue

PFA Public Finance Authority

PIK Payment-in-kind

PTC Pass-Through Certificate

RAC Revenue Anticipation Certificate

RAN Revenue Anticipation Note

RAW Revenue Anticipation Warrant

REIT Real Estate Investment Trust

RIB Residual interest bond issued by a third party securitization trust and purchased directly through a cash transaction that involved no exchange of previously held securities; rate varies

inversely to short-term rates and the rate presented is the effective rate at period-end

STEP Stepped coupon bond for which the coupon rate of interest will adjust on specified future dates(s)

TAN Tax Anticipation Note

TAW Tax Anticipation Warrant

TBA To Be Announced purchase commitment

TDFA Trade & Deposit Facility Agreement

TECP Tax-Exempt Commercial Paper

TRAN Tax Revenue Anticipation Note

VR Variable Rate; rate shown is effective rate at period end

VRDN Variable Rate Demand Note under which the holder has the right to sell the security to the issuer or the issuer's agent at a predetermined price (generally par) on specified dates upon

required notification; rate shown is effective rate at period-end

Important Information

The portfolio data contained herein is for informational purposes only and does not constitute a recommendation or an offer for a particular security or investment. Unlike the fund's regulatory

filings, the portfolio data and its presentation in this document do not conform to Generally Accepted Accounting Principles (GAAP) and Securities and Exchange Commission (SEC) presentation

requirements. The holdings are not audited and the information may differ in certain respects, such as derivatives exposure and security name, from the information found in the complete list

of portfolio investments in the semiannual and annual shareholder reports and Form N-Q.

Page 21 of 21