# EDGAR Filing Document

**Accession Number:** 0001518042
**File Stem:** 0000910472-25-000443
**Filing Date:** 2025-8
**Character Count:** 178614
**Document Hash:** 76bfca76b54294da8827a64b86cc834a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-25-000443.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0000910472-25-000443

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHERN LIGHTS FUND TRUST II
- **CENTRAL INDEX KEY:** 0001518042

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22549
- **FILM NUMBER:** 251274557

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 631-470-2600

**MAIL ADDRESS:**
- **STREET 1:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022

## Series and Classes Contracts Data

### Acclivity Small Cap Value Fund (Series ID: S000063456)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000205616 | Acclivity Small Cap Value Class N Shares | AXVNX           |
| C000205617 | Acclivity Small Cap Value Class I Shares | AXVIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHERN LIGHTS FUND TRUST II

- **b. Investment Company Act file number:** 811-22549

- **c. CIK number of Registrant:** 0001518042

- **d. LEI of Registrant:** 549300TH7YXW5G2QY588

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Acclivity Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000063456

- **c. LEI of Series:** 549300EEQLNTNSQDT124

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $32326602.84

**Total Liabilities:** $1620348.27

**Net Assets:** $30706254.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205616 | -5.98%               | 5.18%                | 4.63%                |
| Class ID C000205617 | -5.94%               | 5.18%                | 4.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-376179.66              | $-1600270.24                               |
| Month 2  | $-197719.10              | $1572347.35                                |
| Month 3  | $18927.51                | $1287627.15                                |

### Schedule of Portfolio Investments

| Name                                           | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Gentex Corp                                    | GENTEX CORP                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      1213 | NS      | $26673.87     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Bio-Rad Laboratories, Inc.                     | BIO-RAD LABS-A                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |       562 | NS      | $135621.84    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Oppenheimer Holdings Inc.                      | OPPENHEIMER HO-A                     | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1107 | NS      | $72807.39     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corporation                  | AMER WOODMARK CO                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       352 | NS      | $18786.24     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Bancorp Inc                              | UNITY BANCORP                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       507 | NS      | $23869.56     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                          | JACKSON FI-A                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3767 | NS      | $334471.93    | 1.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Old Republic International Corporation         | OLD REPUB INTL                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      6840 | NS      | $262929.60    | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corporation                               | LEAR CORP                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1748 | NS      | $166025.04    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                    | ROGERS CORP                          | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       292 | NS      | $19996.16     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                | ICU MEDICAL                          | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |       152 | NS      | $20086.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Stewart Information Services Corporation       | STEWART INFO SVC                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       781 | NS      | $50843.10     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc.                         | VEECO INSTRUMENT                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1145 | NS      | $23266.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| G III Apparel Group Ltd                        | G III APPAREL                        | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2423 | NS      | $54275.20     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Seacoast Banking Corporation Of Florida        | SEACOAST BANK/FL                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2299 | NS      | $63498.38     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoe Carnival Inc                              | SHOE CARNIVAL                        | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $19982.28     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Bristow Group Inc                              | BRISTOW GROUP IN                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2138 | NS      | $70489.86     | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc.                     | SALLY BEAUTY HOL                     | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      3987 | NS      | $36919.62     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Sanmina Corp                                   | SANMINA CORP                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       271 | NS      | $26511.93     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Great Lakes Dredge & Dock Corporation          | GREAT LAKES DRED                     | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2184 | NS      | $26622.96     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| The Mosaic Company                             | MOSAIC CO/THE                        | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       763 | NS      | $27834.24     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| TD Synnex Corp                                 | TD SYNNEX CORP                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       249 | NS      | $33789.30     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Graham Holdings Co                             | GRAHAM HOLDING-B                     | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       132 | NS      | $124894.44    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp Michigan                 | INDEP BANK/MICH                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $23950.99     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| GMS Inc                                        | GMS INC                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       333 | NS      | $36213.75     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Lands End Inc.                                 | LANDS' END INC                       | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       773 | NS      | $8278.83      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Heidrick & Struggles International Inc         | HEIDRICK & STRUG                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       592 | NS      | $27089.92     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Spectrum Brands Holdings Inc                   | SPECTRUM BRANDS                      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       770 | NS      | $40810.00     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corp.                                 | RENASANT CORP                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2774 | NS      | $99669.82     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| APA Corp.                                      | APA CORP                             | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     12771 | NS      | $233581.59    | 0.76%             |  |  |  | No            | 1                  | On Loan: —       |
| Winnebago Industries Inc.                      | WINNEBAGO INDS                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       824 | NS      | $23896.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Helmerich & Payne Inc                          | HELMERICH & PAYN                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      2498 | NS      | $37869.68     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Advanced Materials Inc                | RAYONIER ADV                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      3654 | NS      | $14067.90     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                     | KORN FERRY                           | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       535 | NS      | $39231.55     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Littelfuse Inc.                                | LITTELFUSE INC                       | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |       153 | NS      | $34689.69     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Cadence Bank                                   | CADENCE BANK                         | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2059 | NS      | $65846.82     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC Networks Inc                               | AMC NETWORKS-A                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3066 | NS      | $19223.82     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Medallion Financial Corp.                      | MEDALLION FINL                       | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      2600 | NS      | $24778.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Patterson-UTI Energy Inc.                      | PATTERSON-UTI                        | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      7278 | NS      | $43158.54     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Baycom Corp                                    | BAYCOM CORP                          | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       512 | NS      | $14187.52     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Group 1 Automotive, Inc.                       | GROUP 1 AUTOMOTI                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       376 | NS      | $164202.96    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| CNX Resources Corporation                      | CNX RESOURCES CO                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1746 | NS      | $58805.28     | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Air Lease Corporation                          | AIR LEASE C                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      3426 | NS      | $200386.74    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacific Premier Bancorp Inc                    | PACIFIC PREMIER                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4121 | NS      | $86911.89     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Clover Health Investments Corp                 | CLOVER HEALTH IN                     | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |      4463 | NS      | $12451.77     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                      | PROSPERITY BNCSH                     | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2086 | NS      | $146520.64    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| LCI Industries                                 | LCI INDUSTRIES                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       470 | NS      | $42859.30     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Hillenbrand, Inc.                              | HILLENBRAND INC                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      3028 | NS      | $60771.96     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| SiriusXM Holdings Inc                          | SIRIUS XM HOLDIN                     | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13207 | NS      | $303364.79    | 0.99%             |  |  |  | No            | 1                  | On Loan: —       |
| Advansix Inc                                   | ADVANSIX INC                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1362 | NS      | $32347.50     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| EZCORP Inc.                                    | EZCORP INC-A                         | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6464 | NS      | $89720.32     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmark Group Inc                              | NEWMARK GROUP-A                      | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5495 | NS      | $66764.25     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Century Communities Inc                        | CENTURY COMMUNIT                     | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1152 | NS      | $64880.64     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                   | NATIONAL VISION                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1719 | NS      | $39554.19     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corporation                            | OSHKOSH CORP                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |       973 | NS      | $110474.42    | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Hometrust Bancshares Inc.                      | HOMETRUST BANCSH                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $27645.99     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Oil And Gas, Inc.                     | NORTHERN OIL AND                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3709 | NS      | $105150.15    | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| Kohl's Corp.                                   | KOHLS CORP                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      7064 | NS      | $59902.72     | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Ryder System, Inc.                             | RYDER SYSTEM INC                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |       299 | NS      | $47541.00     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc.                                    | BELDEN INC                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |       257 | NS      | $29760.60     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                               | WEIS MARKETS INC                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $55962.28     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Qorvo Inc                                      | QORVO INC                            | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       460 | NS      | $39058.60     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                                 | KENNAMETAL INC                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3688 | NS      | $84676.48     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Agco Corporation                               | AGCO CORP                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       211 | NS      | $21766.76     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Macy's, Inc.                                   | MACY'S INC                           | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     11948 | NS      | $139313.68    | 0.45%             |  |  |  | No            | 1                  | On Loan: —       |
| Ramaco Resources Inc.                          | RAMACO RESOURC-A                     | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      2172 | NS      | $28540.08     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Corecivic Inc                                  | CORECIVIC INC                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |       962 | NS      | $20269.34     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Asgn Incorporated                              | ASGN INC                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       435 | NS      | $21719.55     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ATN International Inc.                         | ATN INTERNATIONA                     | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1327 | NS      | $21563.75     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| The Manitowoc Company, Inc.                    | MANITOWOC CO                         | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      2227 | NS      | $26768.54     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Conmed Corporation                             | CONMED CORP                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       317 | NS      | $16509.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co.                                  | SM ENERGY CO                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      6576 | NS      | $162492.96    | 0.53%             |  |  |  | No            | 1                  | On Loan: —       |
| First Busey Corporation                        | FIRST BUSEY CORP                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |       423 | NS      | $9680.36      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc.                                | SCANSOURCE INC                       | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1272 | NS      | $53182.32     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Enpro Inc                                      | ENPRO INC                            | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       151 | NS      | $28924.05     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank     | ZIONS BANCORP NA                     | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      1988 | NS      | $103256.72    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc.                | VIRTUS INVEST                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       136 | NS      | $24670.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| V2X Inc                                        | V2X INC                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       509 | NS      | $24711.95     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Lending Club Corporation                       | LENDINGCLUB CORP                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      3984 | NS      | $47927.52     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                             | VOYA FINANCIAL I                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |      2432 | NS      | $172672.00    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                  | LGI HOMES INC                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       426 | NS      | $21947.52     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BlueLinx Holdings Inc.                         | BLUELINX HOLDING                     | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       387 | NS      | $28785.06     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Sun Country Airlines Holdings Inc.             | SUN COUNTRY HOLD                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      3203 | NS      | $37635.25     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Proassurance Corp                              | PROASSURANCE COR                     | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      5160 | NS      | $117802.80    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corporation              | HORACE MANN EDUC                     | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2186 | NS      | $93932.42     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                      | EDGEWELL PERSONA                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1843 | NS      | $43144.63     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Good Times Restrnt                             | GOOD TIMES REST                      | CUSIP: 382140879<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       733 | NS      | $1312.07      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dentsply Sirona Inc                            | DENTSPLY SIRONA                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      4964 | NS      | $78828.32     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp                  | INTL BANCSHARES                      | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1390 | NS      | $92518.40     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustmark Corp                                 | TRUSTMARK CORP                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2033 | NS      | $74123.18     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Simply Good Foods Company                      | SIMPLY GOOD FOOD                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $18259.02     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Harmony Biosciences Holdings Inc               | HARMONY BIOSCIE                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $31884.40     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Unity Software Inc                             | UNITY SOFTWARE I                     | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Long             | EC               | CORP              | US        |       932 | NS      | $22554.40     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| AutoNation, Inc.                               | AUTONATION INC                       | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $101907.45    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Ramaco Resources Inc.                          | RAMACO RES-B                         | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        53 | NS      | $433.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wideopenwest Inc.                              | WIDEOPENWEST INC                     | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      4483 | NS      | $18200.98     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Ethan Allen Interiors Inc.                     | ETHAN ALLEN                          | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       715 | NS      | $19912.75     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| SKECHERS USA, Inc.                             | SKECHERS USA-A                       | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       509 | NS      | $32117.90     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Employers Holdings Inc.                        | EMPLOYERS HOLDIN                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1882 | NS      | $88792.76     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corporation                      | REGAL REXNORD CO                     | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1626 | NS      | $235704.96    | 0.77%             |  |  |  | No            | 1                  | On Loan: —       |
| Brighthouse Financial Inc.                     | BRIGHTHOUSE FINA                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2176 | NS      | $117003.52    | 0.38%             |  |  |  | No            | 1                  | On Loan: No      |
| Gibraltar Industries, Inc.                     | GIBRALTAR INDUST                     | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |       415 | NS      | $24485.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International, Inc. | CHARLES RIVER LA                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |       198 | NS      | $30042.54     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Incorporated                         | INGREDION INC                        | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       210 | NS      | $28480.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Enviri Corp.                                   | ENVIRI CORP                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      2968 | NS      | $25762.24     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Cathay General Bancorp                         | CATHAY GENERAL B                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       688 | NS      | $31324.64     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                            | MOUNT VERNON LIQUID ASSETS PORTFOLIO | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| O-I Glass Inc                                  | O-I GLASS INC                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2818 | NS      | $41537.32     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Alcoa Corporation                              | ALCOA CORP                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      8201 | NS      | $242011.51    | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Repay Holdings Corporation                     | REPAY HOLDINGS C                     | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               | CORP              | US        |      4841 | NS      | $23333.62     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                             | BYLINE BANCORP I                     | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1452 | NS      | $38811.96     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| National Healthcare Corporation                | NATL HEALTHCARE                      | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $60995.70     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                   | OMNICELL INC                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1000 | NS      | $29400.00     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Houghton                                | QUAKER CHEMICAL                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       313 | NS      | $35037.22     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Seneca Foods                                   | SENECA FOODS-A                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $31646.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Krispy Kreme Inc                               | KRISPY KREME INC                     | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7208 | NS      | $20975.28     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Commercial Metals Company                      | COMMERCIAL METAL                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       951 | NS      | $46513.41     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Innoviva Inc                                   | INNOVIVA INC                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       701 | NS      | $14083.09     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| The Timken Company                             | TIMKEN CO                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       485 | NS      | $35186.75     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| OceanFirst Financial Corp.                     | OCEANFIRST FINL                      | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1487 | NS      | $26186.07     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hallador Energy Co                             | HALLADOR ENERGY CO                   | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |      1141 | NS      | $18062.03     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| PINEAPPLE ENERGY, INC.                         | COMMUNICATIO-CVR                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |         2 | NS      | $0.24         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fonar Corporation                              | FONAR CORP                           | CUSIP: 344437405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       811 | NS      | $12132.56     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Inc.                                      | DANA INC                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      1416 | NS      | $24284.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp.                     | ALBANY INTL CORP                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       327 | NS      | $22932.51     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Microvast Holdings Inc.                        | MICROVAST HOLDIN                     | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      9635 | NS      | $34975.05     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Urban Outfitters Inc.                          | URBAN OUTFITTER                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1496 | NS      | $108519.84    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Steel Inc.                             | OLYMPIC STEEL                        | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1260 | NS      | $41063.40     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Peabody Energy Corp.                           | PEABODY ENERGY                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      7184 | NS      | $96409.28     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Trust Bancorp Inc                    | COMMUNI TRUST BA                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $23972.76     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bancshares Inc                          | UNITED BANCSHARE                     | CUSIP: 909458101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       172 | NS      | $4773.00      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DNOW Inc.                                      | DNOW INC                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      1514 | NS      | $22452.62     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitek Systems Inc.                             | MITEK SYSTEMS                        | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      2791 | NS      | $27630.90     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ultra Clean Holdings Inc                       | ULTRA CLEAN HOLD                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       819 | NS      | $18484.83     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Sphere Entertainment Co.                       | SPHERE ENTERTAIN                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |       952 | NS      | $39793.60     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc.                     | MINERALS TECH                        | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1208 | NS      | $66524.56     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Enterprise Financial Services Corp.            | ENTERPRISE FINAN                     | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1162 | NS      | $64026.20     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Park Ohio Holdings Corp.                       | PARK OHIO HLDGS                      | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $14073.68     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Option Care Health Inc                         | OPTION CARE HEAL                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      2729 | NS      | $88637.92     | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln National Corp.                         | LINCOLN NATL CRP                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      8630 | NS      | $298598.00    | 0.97%             |  |  |  | No            | 1                  | On Loan: No      |
| CTS Corporation                                | CTS CORP                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       499 | NS      | $21262.39     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| The ODP Corporation                            | ODP CORP/THE                         | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      1540 | NS      | $27920.20     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ACCO Brands Corporation                        | ACCO BRANDS CORP                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      7992 | NS      | $28611.36     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Inc                                    | PREMIER INC-CL A                     | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1540 | NS      | $33772.20     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| The Andersons Inc                              | ANDERSONS INC                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1060 | NS      | $38955.00     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ADT Inc                                        | ADT INC                              | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31906 | NS      | $270243.82    | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| United Security Bs                             | UNITED SECURI/CA                     | CUSIP: 911460103<br>LEI: 549300J2H2JYVXXP3J32 | Long             | EC               | CORP              | US        |       420 | NS      | $3633.00      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NV5 Global Inc.                                | NV5 GLOBAL INC                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1173 | NS      | $27084.57     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Advance Auto Parts Inc.                        | ADVANCE AUTO PAR                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |       758 | NS      | $35239.42     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| C&F Finl Corp                                  | C & F FINANCIAL                      | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       443 | NS      | $27346.39     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corporation                             | KEMPER CORP                          | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      1848 | NS      | $119269.92    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group, Inc.                  | ASBURY AUTO GRP                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       825 | NS      | $196795.50    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                     | MATSON INC                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       712 | NS      | $79281.20     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Skywest Inc                                    | SKYWEST INC                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       789 | NS      | $81243.33     | 0.26%             |  |  |  | No            | 1                  | On Loan: —       |
| El Pollo Loco Holdings Inc                     | EL POLLO LOCO HO                     | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      1994 | NS      | $21953.94     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Resources Corporation                   | ANTERO RESOURCES                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |       236 | NS      | $9506.08      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| RESOLUTE FOREST PRODUCTS, INC. - CVR           | RESOLUTE FOREST -CVR                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      3718 | NS      | $7733.44      | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Strategic Education Inc                        | STRATEGIC EDUCAT                     | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       333 | NS      | $28348.29     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Unico American Corporation                     | UNICO AMER CORP                      | CUSIP: 904607108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       246 | NS      | $0.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Netgear Inc                                    | NETGEAR INC                          | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1217 | NS      | $35378.19     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica Bancorp                            | WESTAMERICA BANC                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $30953.16     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Corp.                          | FIRST FINANCIAL                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $30508.97     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| TriCo Bancshares                               | TRICO BANCSHARES                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $31865.63     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Matador Resources Company                      | MATADOR RESOURCE                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4857 | NS      | $231776.04    | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Stellar Bancorp Inc                            | STELLAR BANCORP                      | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      2035 | NS      | $56939.30     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Anywhere Real Estate Inc.                      | ANYWHERE REAL ES                     | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      7308 | NS      | $26454.96     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| RPC Inc                                        | RPC INC                              | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |      3549 | NS      | $16786.77     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Greif, Inc.                                    | GREIF INC-CL A                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       436 | NS      | $28335.64     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Forestar Group Inc.                            | FORESTAR GROUP                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1715 | NS      | $34300.00     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Whirlpool Corp.                                | WHIRLPOOL CORP                       | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |       412 | NS      | $41785.04     | 0.14%             |  |  |  | No            | 1                  | On Loan: —       |
| Banner Corp                                    | BANNER CORPORATI                     | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       551 | NS      | $35346.65     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Hancock Whitney Corporation                    | HANCOCK WHITNEY                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      2296 | NS      | $131790.40    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutex Health Inc                               | NUTEX HEALTH INC                     | CUSIP: 67079U306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        93 | NS      | $11577.57     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Natural Grocers By Vitamin Cottage Inc.        | NATURAL GROCERS BY VITAMI            | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       856 | NS      | $33598.00     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Beazer Homes USA Inc.                          | BEAZER HOMES USA                     | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1120 | NS      | $25054.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SelectQuote Inc                                | SELECTQUOTE INC                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      6972 | NS      | $16593.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive, Inc.                         | SONIC AUTOMOTI-A                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       479 | NS      | $38286.47     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| United States Cellular Corporation             | US CELLULAR CORP                     | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       966 | NS      | $61795.02     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Comerica Incorporated                          | COMERICA INC                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      2022 | NS      | $120612.30    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.      | KNIGHT-SWIFT TRA                     | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       769 | NS      | $34012.87     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| Coffee Hldg Co Inc                             | COFFEE HOLDING C                     | CUSIP: 192176105<br>LEI: 549300FD5P29KIHQU051 | Long             | EC               | CORP              | US        |       355 | NS      | $1537.15      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashland Inc.                                   | ASHLAND INC                          | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |       905 | NS      | $45503.40     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Angi Inc                                       | ANGI INC                             | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      3127 | NS      | $47718.02     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hovnanian Enterprises, Inc.                    | HOVNANIAN ENT-A                      | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |       256 | NS      | $26764.80     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranger Energy Services Inc                     | RANGER ENERGY SE                     | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      1989 | NS      | $23748.66     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| US Physical Therapy Inc                        | US PHYSICAL THER                     | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       308 | NS      | $24085.60     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KVH Industries                                 | KVH INDUSTRIES                       | CUSIP: 482738101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       372 | NS      | $1982.76      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                           | HILLTOP HOLDINGS                     | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       613 | NS      | $18604.55     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Diversified                            | COMPASS DIVERSIF                     | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      4275 | NS      | $26847.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Incorporated                            | DIODES INC                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1178 | NS      | $62304.42     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Portillos Inc.                                 | PORTILLO'S-CL A                      | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1929 | NS      | $22511.43     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Marcus Corp                                    | MARCUS CORP                          | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2641 | NS      | $44527.26     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| First Bancorp                                  | FIRST BANCORP/NC                     | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       862 | NS      | $38005.58     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic First Bancorp Inc.                    | REPUBLIC FIRST                       | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      3100 | NS      | $0.62         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Commerce Corp.                        | HERITAGE COMMERC                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2595 | NS      | $25768.35     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Riley Exploration Permian Inc.                 | RILEY EXPLORATIO                     | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1183 | NS      | $31030.09     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Carriage Services, Inc.                        | CARRIAGE SERVICE                     | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       472 | NS      | $21589.28     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| GXO Logistics Inc.                             | GXO LOGISTIC                         | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       563 | NS      | $27418.10     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Huntington Ingalls Industries, Inc.            | HUNTINGTON INGAL                     | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |        94 | NS      | $22697.24     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kelly Services Inc                             | KELLY SERVICES-A                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      1773 | NS      | $20761.83     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Financial Institutions Inc.                    | FINANCIAL INST                       | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $33050.16     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Academy Sports and Outdoors Inc                | ACADEMY SPORTS &                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $106244.51    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                           | TTM TECHNOLOGIES                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       759 | NS      | $30982.38     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| USANA Health Sciences Inc.                     | USANA HEALTH SCI                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       799 | NS      | $24393.47     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecovyst Inc                                    | ECOVYST INC                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3877 | NS      | $31907.71     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Customers Bancorp, Inc.                        | CUSTOMERS BANCOR                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       602 | NS      | $35361.48     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Mistras Group Inc                              | MISTRAS GROUP IN                     | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |      1648 | NS      | $13200.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Ovintiv Inc                                    | OVINTIV INC                          | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |      3892 | NS      | $148090.60    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corporation                            | KNOWLES CORP                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       939 | NS      | $16545.18     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyworks Solutions, Inc.                       | SKYWORKS SOLUTIO                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       461 | NS      | $34353.72     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc                          | UNITED BANKSHS                       | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      3952 | NS      | $143971.36    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| World Kinect Corporation                       | WORLD KINECT COR                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      4003 | NS      | $113485.05    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                              | OWENS & MINOR                        | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3147 | NS      | $28637.70     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Ziff Davis Inc                                 | ZIFF DAVIS INC                       | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      2502 | NS      | $75735.54     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology, Inc.                         | AMKOR TECH INC                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      8237 | NS      | $172894.63    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Richardson Electronics, Ltd.                   | RICHARDSON ELEC                      | CUSIP: 763165107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        24 | NS      | $231.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DXC Technology Company                         | DXC TECHNOLOGY C                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      9505 | NS      | $145331.45    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Hennessy Advisors Inc.                         | HENNESSY ADVISOR                     | CUSIP: 425885100<br>LEI: 549300OM5HCSFZO7FR31 | Long             | EC               | CORP              | US        |        39 | NS      | $491.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Varex Imaging Corporation                      | VAREX IMAGIN                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      2518 | NS      | $21831.06     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Old Second Bancorp Inc.                        | OLD SECOND BNCRP                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      3280 | NS      | $58187.20     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Tutor Perini Corporation                       | TUTOR PERINI COR                     | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |       739 | NS      | $34570.42     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                           | TRI POINTE HOMES                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2697 | NS      | $86169.15     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Parent Inc             | FRONTIER COMMUNI                     | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4357 | NS      | $158594.80    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| AMN Healthcare Services Inc                    | AMN HEALTHCARE                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       954 | NS      | $19719.18     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp.                                      | FMC CORP                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      2935 | NS      | $122536.25    | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| JetBlue Airways Corporation                    | JETBLUE AIRWAYS                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |      7404 | NS      | $31318.92     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Avanos Medical Inc                             | AVANOS MEDICAL I                     | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1437 | NS      | $17588.88     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                     | ATKORE INC                           | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       695 | NS      | $49032.25     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Radian Group Inc.                              | RADIAN GROUP INC                     | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8857 | NS      | $319029.14    | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanda Pharmace Inc                             | VANDA PHARMACEUT                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      3286 | NS      | $15509.92     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Kyndryl Holdings Inc                           | KYNDRYL HOLDINGS                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |      7370 | NS      | $309245.20    | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Donegal Group Inc.                             | DONEGAL GRP-CL A                     | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2063 | NS      | $41311.58     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Goodyear Tire & Rubber Co. The                 | GOODYEAR TIRE                        | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      6492 | NS      | $67322.04     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Brick Partners Inc.                      | GREEN BRICK PART                     | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       621 | NS      | $39048.48     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corporation                        | BOYD GAMING CORP                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |       645 | NS      | $50458.35     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Permian Resources Corp                         | PERMIAN RESOURCE                     | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      2804 | NS      | $38190.48     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc.                           | HOME BANCSHARES                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2189 | NS      | $62298.94     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hayward Holdings Inc                           | HAYWARD HOLDINGS                     | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1353 | NS      | $18671.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Concentrix Corp.                               | CONCENTRIX CORP                      | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      2036 | NS      | $107612.78    | 0.35%             |  |  |  | No            | 1                  | On Loan: —       |
| Spartannash Co.                                | SPARTANNASH CO                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1228 | NS      | $32529.72     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanmi Financial Corp.                          | HANMI FINL CORP                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1078 | NS      | $26605.04     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Corp.                         | INDEP BANK/MA                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1618 | NS      | $101747.93    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                       | NORTHWEST BANCSH                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5135 | NS      | $65625.30     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| BrightView Holdings Inc.                       | BRIGHTVIEW HOLDI                     | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      2869 | NS      | $47768.85     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                               | NMI HOLDINGS INC                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1825 | NS      | $76996.75     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Resideo Technologies Inc                       | RESIDEO TECHN                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      7735 | NS      | $170634.10    | 0.56%             |  |  |  | No            | 1                  | On Loan: —       |
| Par Pacific Holdings, Inc.                     | PAR PACIFIC HOLD                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      3270 | NS      | $86753.10     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                    | PLEXUS CORP                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       223 | NS      | $30174.13     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital Bancorp Inc.                           | CAPITAL BANCORP                      | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       621 | NS      | $20853.18     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastman Chemical Company                       | EASTMAN CHEMICAL                     | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      1104 | NS      | $82424.64     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                             | IPG PHOTONICS                        | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       982 | NS      | $67414.30     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| NETSCOUT Systems Inc.                          | NETSCOUT SYSTEMS                     | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      3170 | NS      | $78647.70     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Company, Inc.                | ACADIA HEALTHCAR                     | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      3160 | NS      | $71700.40     | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| MGP Ingredients Inc.                           | MGP INGREDIENTS                      | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       466 | NS      | $13966.02     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcbest Corporation                            | ARCBEST CORP                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       597 | NS      | $45974.97     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Acme United Corp                               | ACME UNITED CORP                     | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |       104 | NS      | $4310.80      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc.                    | SAFETY INSURANCE                     | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       391 | NS      | $31041.49     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                      | CNO FINANCIAL GR                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1169 | NS      | $45100.02     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Everi Holdings Inc                             | EVERI HOLDINGS I                     | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      3017 | NS      | $42962.08     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                 | AMERIS BANCORP                       | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2795 | NS      | $180836.50    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                   | GENTHERM INC                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       783 | NS      | $22151.07     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Verint Systems Inc                             | VERINT SYSTEMS                       | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      2041 | NS      | $40146.47     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| American Axle & Manufacturing Holdings Inc.    | AMER AXLE & MFG                      | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4549 | NS      | $18559.92     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics, Inc.                    | BENCHMARK ELECTR                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1497 | NS      | $58128.51     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                                | NBT BANCORP INC                      | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $21896.85     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Eplus Inc                                      | EPLUS INC                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       470 | NS      | $33887.00     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc.                        | CACI INTL-A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |        57 | NS      | $27171.90     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| DMC Global Inc.                                | DMC GLOBAL INC                       | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1398 | NS      | $11267.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp.                        | SYNOVUS FINL                         | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1540 | NS      | $79695.00     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| 1-800-Flowers.Com Inc                          | 1-800-FLOWERS-A                      | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5336 | NS      | $26253.12     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Laureate Education, Inc.                       | LAUREATE EDUCATI                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      1386 | NS      | $32404.68     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaboard Corp Del                              | SEABOARD CORP                        | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        30 | NS      | $85836.00     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Insteel Industries Inc.                        | INSTEEL INDS                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       466 | NS      | $17339.86     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| 1st Source Corporation                         | 1ST SOURCE CORP                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $23959.02     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                        | KB HOME                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      1434 | NS      | $75958.98     | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank OZK Little Rock Arkansas                  | BANK OZK                             | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      2103 | NS      | $98967.18     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| BorgWarner Inc.                                | BORGWARNER INC                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |      7394 | NS      | $247551.12    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc.                             | POST HOLDINGS IN                     | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |       556 | NS      | $60620.68     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bandwidth Inc                                  | BANDWIDTH INC-A                      | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      1799 | NS      | $28604.10     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate Bancsystem Inc.               | FIRST INTER/MT-A                     | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      3701 | NS      | $106662.82    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| IAC Inc                                        | IAC INC                              | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      2679 | NS      | $100033.86    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Concrete Pumping Holdings Inc.                 | CONCRETE PUMPING                     | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $17656.65     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                        | ENERSYS                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       369 | NS      | $31649.13     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Security Nat Finl                              | SECURITY NATL-A                      | CUSIP: 814785309<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2714 | NS      | $26732.90     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc.                 | CSG SYSTEMS INTL                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       630 | NS      | $41145.30     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Deluxe Corporation                             | DELUXE CORP                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1411 | NS      | $22449.01     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mister Car Wash Inc                            | MISTER CAR WASH                      | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8267 | NS      | $49684.67     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Entertainment Inc                       | GOLDEN ENTERTAIN                     | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      1106 | NS      | $32549.58     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesbanco Inc                                   | WESBANCO INC                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1604 | NS      | $50734.52     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Ribbon Communications Inc.                     | RIBBON COMMUNICA                     | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      8952 | NS      | $35897.52     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                                  | CABLE ONE INC                        | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       268 | NS      | $36397.08     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Logistics Holdings Inc.              | UNIVERSAL LOGIST                     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       846 | NS      | $21471.48     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaiser Aluminium Corporation                   | KAISER ALUMINUM                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       517 | NS      | $41308.30     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc.                           | THOR INDUSTRIES                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      1747 | NS      | $155151.07    | 0.51%             |  |  |  | No            | 1                  | On Loan: —       |
| E2open Parent Holdings Inc                     | E2OPEN PARENT HO                     | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7465 | NS      | $24111.95     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corporation                      | FIRST HORIZON CO                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       858 | NS      | $18189.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesco International, Inc.                      | WESCO INTL                           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       438 | NS      | $81117.60     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| OPENLANE Inc                                   | OPENLANE INC                         | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      2828 | NS      | $69144.60     | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Chord Energy Corp.                             | CHORD ENERGY COR                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1272 | NS      | $123193.20    | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| PVH Corp.                                      | PVH CORP                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |      1499 | NS      | $102831.40    | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Bread Financial Holdings Inc                   | BREAD FINANCIAL                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4827 | NS      | $275718.24    | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Antero Midstream Corporation                   | ANTERO MIDSTREAM                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9993 | NS      | $189367.35    | 0.62%             |  |  |  | No            | 1                  | On Loan: —       |
| Fox Factory Holding Corporation                | FOX FACTORY HOLD                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |       514 | NS      | $13333.16     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| The Greenbrier Companies, Inc.                 | GREENBRIER COS                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1611 | NS      | $74186.55     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp.                          | MGIC INVT CORP                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     10832 | NS      | $301562.88    | 0.98%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastern Co                                     | EASTERN CO                           | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |       189 | NS      | $4312.98      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Photronics Inc.                                | PHOTRONICS INC                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2964 | NS      | $55812.12     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                   | AMEDISYS INC                         | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       403 | NS      | $39651.17     | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| Neogen Corp                                    | NEOGEN CORP                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      3887 | NS      | $18579.86     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| First Hawaiian Inc.                            | FIRST HAWAIIA                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2117 | NS      | $52840.32     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimas Corporation                             | TRIMAS CORP                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1029 | NS      | $29439.69     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Perdoceo Education Corp.                       | PERDOCEO EDUCATI                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1197 | NS      | $39129.93     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Veradigm Inc                                   | VERADIGM INC                         | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      3974 | NS      | $18677.80     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilton Grand Vacations Inc                     | HILTON GRAND VAC                     | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |       928 | NS      | $38539.84     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Caesars Entertainment Inc.                     | CAESARS ENTERTAI                     | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      5401 | NS      | $153334.39    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| MillerKnoll Inc.                               | MILLERKNOLL INC                      | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1282 | NS      | $24896.44     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Kimball Electronics Inc.                       | KIMBALL ELECTRON                     | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       676 | NS      | $12999.48     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PRA Group Inc.                                 | PRA GROUP INC                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      3086 | NS      | $45518.50     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                   | TOPGOLF CALLAWAY                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     10583 | NS      | $85193.15     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntsman Corporation                           | HUNTSMAN CORP                        | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |      1998 | NS      | $20819.16     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Funds Inc.                      | FIRST AM-TR OB-X                     | CUSIP: 31846V328<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |    155419 | PA      | $155418.97    | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Driven Brands Holdings Inc                     | DRIVEN BRANDS HO                     | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1897 | NS      | $33311.32     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp.                       | FIRST FIN BANCRP                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3409 | NS      | $82702.34     | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| F N B Corp (Pennsylvania)                      | FNB CORP                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      4563 | NS      | $66528.54     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus Homecare Corp                            | ADDUS HOMECARE                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       138 | NS      | $15896.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Universal Corporation                          | UNIVERSAL CORP                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       971 | NS      | $56551.04     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corporation                 | MAGNOLIA OIL-A                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1701 | NS      | $38238.48     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Inc.                                       | MKS INC                              | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |       366 | NS      | $36365.76     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                               | COEUR MINING INC                     | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |      2464 | NS      | $21831.04     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Liberty Energy Inc                             | LIBERTY ENERGY I                     | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $24498.32     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Envista Holdings Corporation                   | ENVISTA HOLDINGS                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      3519 | NS      | $68761.26     | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| National Bank Holdings Corp                    | NATIONAL-CL A                        | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1053 | NS      | $39603.33     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                    | MATTHEWS INTL-A                      | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       713 | NS      | $17047.83     | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Middleby Corp.                                 | MIDDLEBY CORP                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |       160 | NS      | $23040.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| Henry Schein, Inc.                             | HENRY SCHEIN INC                     | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       426 | NS      | $31119.30     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| ANI Pharmaceuticals Inc.                       | ANI PHARMACEUTIC                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       266 | NS      | $17356.50     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                          | ICF INTERNATIONA                     | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       273 | NS      | $23125.83     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Midland States Bancorp Inc.                    | MIDLAND STATES B                     | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       828 | NS      | $14340.96     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| RCI Hospitality Holdings Inc.                  | RCI HOSPITALITY                      | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       419 | NS      | $15972.28     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Vaalco Energy Inc                              | VAALCO ENERGY                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      9273 | NS      | $33475.53     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Univest Financial Corp.                        | UNIVEST FINANCIA                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |       577 | NS      | $17333.08     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc.                | TELEPHONE & DATA                     | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6081 | NS      | $216361.98    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtu Financial Inc                            | VIRTU FINANCIA-A                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |       610 | NS      | $27321.90     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Financial Corp.                       | HERITAGE FINL                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1426 | NS      | $33995.84     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Industries Inc.                            | ABM INDUSTRIES                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       698 | NS      | $32952.58     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| First Merchants Corporation                    | FIRST MERCHANTS                      | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2371 | NS      | $90809.30     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| CVB Financial                                  | CVB FINANCIAL                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1788 | NS      | $35384.52     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Formfactor Inc                                 | FORMFACTOR INC                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       721 | NS      | $24809.61     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Affiliated Managers Group, Inc.                | AFFIL MANAGERS                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |       376 | NS      | $73985.52     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| GoodRx Holdings Inc                            | GOODRX HOLDIN-A                      | CUSIP: 38246G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6374 | NS      | $31742.52     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Taylor Morrison Home Corp                      | TAYLOR MORRISON                      | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4766 | NS      | $292727.72    | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                               | BOISE CASCADE CO                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       477 | NS      | $41413.14     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ManpowerGroup Inc.                             | MANPOWERGROUP IN                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      1408 | NS      | $56883.20     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Supernus Pharmaceuticals, Inc                  | SUPERNUS PHARMAC                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1205 | NS      | $37981.60     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Inc                         | CHEESECAKE FACTO                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1566 | NS      | $98125.56     | 0.32%             |  |  |  | No            | 1                  | On Loan: —       |
| Paramount Global                               | PARAMOUNT GLOB-B                     | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     21644 | NS      | $279207.60    | 0.91%             |  |  |  | No            | 1                  | On Loan: —       |
| Western Alliance Bancorp                       | WESTERN ALLIANCE                     | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      1565 | NS      | $122038.70    | 0.40%             |  |  |  | No            | 1                  | On Loan: —       |
| Castle Biosciences Inc                         | CASTLE BIOSCIENC                     | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1025 | NS      | $20930.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc.                          | RUSH ENTER-CL A                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       654 | NS      | $33687.54     | 0.11%             |  |  |  | No            | 1                  | On Loan: —       |
| AdaptHealth Corporation                        | ADAPTHEALTH CORP                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5657 | NS      | $53345.51     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients, Inc                       | DARLING INGREDIE                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      2266 | NS      | $85972.04     | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Mueller Water Products, Inc.                   | MUELLER WATER-A                      | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      1093 | NS      | $26275.72     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider National Inc                         | SCHNEIDER NATL-B                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      1564 | NS      | $37770.60     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                                 | PROTO LABS INC                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1276 | NS      | $51091.04     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| NOV Inc.                                       | NOV INC                              | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     12632 | NS      | $157015.76    | 0.51%             |  |  |  | No            | 1                  | On Loan: —       |
| Interface, Inc.                                | INTERFACE INC                        | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       857 | NS      | $17937.01     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Integral Ad Science Holding Corp.              | INTEGRAL AD SCIE                     | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2503 | NS      | $20799.93     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Mueller Industries Inc.                        | MUELLER INDS                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       388 | NS      | $30834.36     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Biglari Holdings Inc.                          | BIGLARI HOLDIN-B                     | CUSIP: 08986R309<br>LEI: 549300J4OQ973AEQEG06 | Long             | EC               | CORP              | US        |       128 | NS      | $37402.88     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Incorporated                         | SYNAPTICS INC                        | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       607 | NS      | $39345.74     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Company                       | ALLEGIANT TRAVEL                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       942 | NS      | $51762.90     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Cannae Holdings Inc.                           | CANNAE HOLDINGS                      | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      3116 | NS      | $64968.60     | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ViaSat, Inc.                                   | VIASAT INC                           | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      2666 | NS      | $38923.60     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Preformed Line Products Co.                    | PREFORMED LINE                       | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       195 | NS      | $31162.95     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Berry Corp. (Bry)                              | BERRY CORP                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7401 | NS      | $20500.77     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic, Inc.                             | CIRRUS LOGIC INC                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       288 | NS      | $30025.44     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| HF Sinclair Corp.                              | HF SINCLAIR CORP                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |      4025 | NS      | $165347.00    | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc.                      | ENCORE CAPITAL G                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       871 | NS      | $33716.41     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc               | PRESTIGE CONSUME                     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       408 | NS      | $32578.80     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Company                           | HECLA MINING CO                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |      3836 | NS      | $22977.64     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp.                                 | ECHOSTAR CORP-A                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     10595 | NS      | $293481.50    | 0.96%             |  |  |  | No            | 1                  | On Loan: —       |
| Peoples Bancorp Inc. (Ohio)                    | PEOPLES BANC INC                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1935 | NS      | $59094.90     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TowneBank (Portsmouth Virginia)                | TOWNE BANK                           | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      1177 | NS      | $40229.86     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc.(South Carolina)    | UNITED COMMUNITY                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      3336 | NS      | $99379.44     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Intrepid Potash Inc.                           | INTREPID POTASH                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       750 | NS      | $26797.50     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Adeia Inc.                                     | ADEIA INC                            | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $33780.46     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Heritage Insurance Holdings Inc                | HERITAGE INSURAN                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1535 | NS      | $38282.90     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc.                        | GENWORTH FINANCI                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     36886 | NS      | $286973.08    | 0.93%             |  |  |  | No            | 1                  | On Loan: No      |
| Covenant Logistics Group Inc.                  | COVENANT LOGISTI                     | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $24929.74     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Montana Inc                      | EAGLE BANCORP MO                     | CUSIP: 26942G100<br>LEI: 549300P2SVRIY3YU1412 | Long             | EC               | CORP              | US        |       166 | NS      | $2767.22      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alaska Air Group Inc.                          | ALASKA AIR GROUP                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      2928 | NS      | $144877.44    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc.                        | WERNER ENT                           | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1380 | NS      | $37756.80     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Escalade Inc.                                  | ESCALADE INC                         | CUSIP: 296056104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       481 | NS      | $6724.38      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bankfinancial Corp                             | BANKFINANCIAL                        | CUSIP: 06643P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $9776.65      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                 | ALBEMARLE CORP                       | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       848 | NS      | $53144.16     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| Glacier Bancorp Inc.                           | GLACIER BANCORP                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |       965 | NS      | $41572.20     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ranpak Holdings Corp.                          | RANPAK HOLDINGS CORP                 | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      4763 | NS      | $17003.91     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Inc.                                   | COMPASS INC - A                      | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Long             | EC               | CORP              | US        |      9737 | NS      | $61148.36     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Holley Inc                                     | HOLLEY INC                           | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      8123 | NS      | $16246.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| HighPeak Energy Inc                            | HIGHPEAK ENERGY                      | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      2395 | NS      | $23471.00     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| First Mid Bancshares Inc.                      | FIRST MID BANCSH                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $25905.59     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corporation                            | VISTEON CORP                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       256 | NS      | $23884.80     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Dun & Bradstreet Holdings Inc                  | DUN & BRADSTREET                     | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     17494 | NS      | $159020.46    | 0.52%             |  |  |  | No            | 1                  | On Loan: —       |
| ThredUP Inc.                                   | THREDUP- CLASS A                     | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      3059 | NS      | $22911.91     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Point Holdings Llc                        | FIVE POINT HOL-A                     | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3755 | NS      | $20652.50     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Bancorp Inc.                                | FS BANCORP INC                       | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $7718.48      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                                | S & T BANCORP                        | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $58091.52     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                               | QUIDELORTHO CORP                     | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      2846 | NS      | $82021.72     | 0.27%             |  |  |  | No            | 1                  | On Loan: —       |
| Murphy Oil Corporation                         | MURPHY OIL CORP                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7538 | NS      | $169605.00    | 0.55%             |  |  |  | No            | 1                  | On Loan: —       |
| Webster Financial Corp.                        | WEBSTER FINL                         | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      1062 | NS      | $57985.20     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Celanese Corporation                           | CELANESE CORP                        | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |       492 | NS      | $27222.36     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Trustco Bank Corp NY                           | TRUSTCO BANK NY                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       783 | NS      | $26167.86     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corporation                             | CHEMED CORP                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       363 | NS      | $176755.59    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| PC Connection Inc.                             | PC CONNECTION                        | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       491 | NS      | $32297.98     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Elanco Animal Health Inc                       | ELANCO ANIMAL HE                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      9882 | NS      | $141114.96    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Utah Medical Products Inc.                     | UTAH MEDICAL PRO                     | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |        83 | NS      | $4724.36      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Avient Corporation                             | AVIENT CORP                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |       727 | NS      | $23489.37     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                            | MERITAGE HOMES C                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1705 | NS      | $114183.85    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Weyco Group Inc.                               | WEYCO GROUP                          | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       784 | NS      | $25997.44     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker, Inc.                   | STANLEY BLACK &                      | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |       732 | NS      | $49593.00     | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Amphastar Pharmaceuticals Inc                  | AMPHASTAR PHARMA                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1326 | NS      | $30444.96     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| WSFS Financial Corporation                     | WSFS FINANCIAL                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2406 | NS      | $132330.00    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Crescent Energy Co.                            | CRESCENT ENERG-A                     | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14848 | NS      | $127692.80    | 0.42%             |  |  |  | No            | 1                  | On Loan: —       |
| HA Sustainable Infrastructure Capital Inc      | HA SUSTAINABLE I                     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |      1097 | NS      | $29465.42     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Avnet, Inc.                                    | AVNET INC                            | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      1713 | NS      | $90926.04     | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingles Markets, Incorporated                   | INGLES MARKETS-A                     | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1554 | NS      | $98492.52     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Incorporated                          | TELEFLEX INC                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |       873 | NS      | $103328.28    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| B&G Foods, Inc.                                | B&G FOODS INC                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |        35 | NS      | $148.05       | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Hillman Solutions Corp                         | HILLMAN SOLUTION                     | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4478 | NS      | $31972.92     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Indemnity Group LLC                     | GLOBAL INDEMNI-A                     | CUSIP: 37959R103<br>LEI: 549300KNR55WEKSPTK65 | Long             | EC               | CORP              | US        |      1716 | NS      | $53813.76     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Mohawk Industries, Inc.                        | MOHAWK INDS                          | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       906 | NS      | $94985.04     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Civitas Resources Inc                          | CIVITAS RESOURCE                     | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3548 | NS      | $97640.96     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| National Presto Industries Inc.                | NATL PRESTO INDS                     | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       207 | NS      | $20277.72     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Fluor Corporation                              | FLUOR CORP                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |       522 | NS      | $26762.94     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Alight Inc                                     | ALIGHT INC-CL A                      | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     17342 | NS      | $98155.72     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corporation                               | OLIN CORP                            | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       228 | NS      | $4580.52      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc.                                 | M/I HOMES INC                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       663 | NS      | $74335.56     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| La-Z-Boy Inc                                   | LA-Z-BOY INC                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       530 | NS      | $19700.10     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Xerox Holdings Corporation                     | XEROX HOLDINGS C                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      5597 | NS      | $29496.19     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Victorias Secret and Co                        | VICTORIA'S SECRE                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       874 | NS      | $16186.48     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| United Fire Group Inc                          | UNITED FIRE GROU                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2961 | NS      | $84980.70     | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                    | MAXIMUS INC                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       470 | NS      | $32994.00     | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Willis Lease Finance Corp.                     | WILLIS LEASE                         | CUSIP: 970646105<br>LEI: 54930023EP1OE5MKWF89 | Long             | EC               | CORP              | US        |       200 | NS      | $28556.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| California Resources Corporation               | CALIFORNIA RESOU                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      4337 | NS      | $198070.79    | 0.65%             |  |  |  | No            | 1                  | On Loan: —       |
| Clear Secure Inc                               | CLEAR SECURE I-A                     | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1335 | NS      | $37059.60     | 0.12%             |  |  |  | No            | 1                  | On Loan: —       |
| GEO Group Inc                                  | GEO GROUP INC/TH                     | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3081 | NS      | $73789.95     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| First American Financial Corporation           | FIRST AMERICAN F                     | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      3514 | NS      | $215724.46    | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Regional Management Corp.                      | REGIONAL MANAGEM                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1368 | NS      | $39959.28     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                  | BERKSHIRE HILLS                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1268 | NS      | $31750.72     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Corsair Gaming Inc                             | CORSAIR GAMING I                     | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1669 | NS      | $15738.67     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Biosciences Inc                         | PACIRA BIOSCIENC                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      2030 | NS      | $48517.00     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FB Financial Corp.                             | FB FINANCIAL COR                     | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       568 | NS      | $25730.40     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Harley-Davidson, Inc.                          | HARLEY-DAVIDSON                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      1266 | NS      | $29877.60     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| American Public Education Inc.                 | AMERICAN PUBLIC                      | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      1934 | NS      | $58909.64     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Cars.com Inc                                   | CARS.COM INC                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       922 | NS      | $10925.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Helios Technologies Inc                        | HELIOS TECHNOLOGIES INC              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |       713 | NS      | $23792.81     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Gulfport Energy Operating Corp.                | GULFPORT ENERGY                      | CUSIP: 402635502<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $43653.89     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Axos Financial Inc                             | AXOS FINANCIAL I                     | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       509 | NS      | $38704.36     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Insight Enterprises Inc.                       | INSIGHT ENTERPRI                     | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       162 | NS      | $22369.77     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Ligand Pharmaceuticals Incorporated            | LIGAND PHARM                         | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       110 | NS      | $12504.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifirst Corp                                  | UNIFIRST CORP/MA                     | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       520 | NS      | $97874.40     | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Howard Hughes Holdings Inc.                    | HOWARD HUGHES HO                     | CUSIP: 44267T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       777 | NS      | $52447.50     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                   | VISHAY INTERTECH                     | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      1652 | NS      | $26233.76     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| ProPetro Holding Corp.                         | PROPETRO HOLDING                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8404 | NS      | $50171.88     | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Tegna Inc                                      | TEGNA INC                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     10722 | NS      | $179700.72    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Sierra Bancorp                                 | SIERRA BANCORP                       | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $7125.60      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| PENN Entertainment Inc                         | PENN ENTERTAINME                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5299 | NS      | $94693.13     | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corporation      | INTEGRA LIFESCIE                     | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      2932 | NS      | $35975.64     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Koppers Holdings Inc                           | KOPPERS HOLDINGS                     | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $38676.45     | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Bancorp Inc. (Kentucky)               | REPUBLIC BNCRP-A                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       243 | NS      | $17765.73     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Dolby Laboratories Inc.                        | DOLBY LABORATO-A                     | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |       434 | NS      | $32228.84     | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| Enovis Corporation                             | ENOVIS CORP                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      1619 | NS      | $50771.84     | 0.17%             |  |  |  | No            | 1                  | On Loan: —       |
| LKQ Corporation                                | LKQ CORP                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |      5095 | NS      | $188565.95    | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Bancorp Inc.                              | HOME BANCORP INC                     | CUSIP: 43689E107<br>LEI: 5493008ATL42O3U2YM84 | Long             | EC               | CORP              | US        |       290 | NS      | $15016.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| The Gap Inc.                                   | GAP INC/THE                          | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |      4625 | NS      | $100871.25    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Kulicke and Soffa Industries, Inc.             | KULICKE & SOFFA                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       477 | NS      | $16504.20     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Legacy Housing Corp.                           | LEGACY HOUSING C                     | CUSIP: 52472M101<br>LEI: V6WE5M18QYITU8L1QF76 | Long             | EC               | CORP              | US        |      1167 | NS      | $26444.22     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Movado Group Inc                               | MOVADO GROUP                         | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1066 | NS      | $16256.50     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Guess Inc                                      | GUESS? INC                           | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1956 | NS      | $23648.04     | 0.08%             |  |  |  | No            | 1                  | On Loan: —       |
| AXIS Capital Holdings Limited                  | AXIS CAPITAL                         | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2799 | NS      | $290592.18    | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp  PA          | FIRST COMMON FIN                     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      3809 | NS      | $61820.07     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| TreeHouse Foods, Inc.                          | TREEHOUSE FOODS                      | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2313 | NS      | $44918.46     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Marten Transport Ltd.                          | MARTEN TRANSPORT                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1336 | NS      | $17354.64     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Central Garden & Pet Company                   | CENTRAL GARDEN-A                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2504 | NS      | $78350.16     | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Pennymac Financial Services Inc                | PENNYMAC FINANCI                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1035 | NS      | $103127.40    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| SunCoke Energy, Inc.                           | SUNCOKE ENERGY I                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3406 | NS      | $29257.54     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Certara Inc                                    | CERTARA INC                          | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         8 | NS      | $93.60        | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Monro Inc                                      | MONRO INC                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1747 | NS      | $26047.77     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Miller Industries Inc. (Tennessee)             | MILLER INDS/TENN                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       712 | NS      | $31655.52     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Bumble Inc                                     | BUMBLE INC-A                         | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5530 | NS      | $36442.70     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Steelcase Inc                                  | STEELCASE INC-A                      | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      5408 | NS      | $56405.44     | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Grocery Outlet Holding Corp.                   | GROCERY OUTLET                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1715 | NS      | $21300.30     | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Azenta Inc                                     | AZENTA INC                           | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |       854 | NS      | $26286.12     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Arrow Electronics, Inc.                        | ARROW ELECTRONIC                     | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      1040 | NS      | $132527.20    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury Systems Inc                            | MERCURY SYSTEMS                      | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       343 | NS      | $18473.98     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Pediatrix Medical Group Inc                    | PEDIATRIX MEDICA                     | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4302 | NS      | $61733.70     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Foot Locker, Inc.                              | FOOT LOCKER INC                      | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      4946 | NS      | $121177.00    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Titan Machinery Inc.                           | TITAN MACHINERY                      | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2189 | NS      | $43364.09     | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc.                        | DIGI INTL INC                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       622 | NS      | $21682.92     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| American Eagle Outfitters Inc.                 | AMER EAGLE OUTF                      | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      2746 | NS      | $26416.52     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| HUB Group Inc                                  | HUB GROUP-A                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1875 | NS      | $62681.25     | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Teladoc Health Inc                             | TELADOC HEALTH I                     | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |      8573 | NS      | $74670.83     | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Group Inc                        | NEXSTAR MEDIA                        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       491 | NS      | $84918.45     | 0.28%             |  |  |  | No            | 1                  | On Loan: —       |
| Old National Bancorp                           | OLD NATL BANCORP                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      2223 | NS      | $47438.82     | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Crafts Inc                               | CROWN CRAFTS INC                     | CUSIP: 228309100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $898.31       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products, Inc.                  | STANDARD MOTOR                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       876 | NS      | $26910.72     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corporation                          | BRUNSWICK CORP                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |       512 | NS      | $28282.88     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Alamo Group Inc                                | ALAMO GROUP                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        80 | NS      | $17470.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Colony Bankcorp Inc.                           | COLONY BANKCORP                      | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378 | NS      | $6225.66      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Gray Media Inc.                                | GRAY MEDIA INC                       | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     11313 | NS      | $51247.89     | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Incorporated                     | LITHIA MOTORS                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |       696 | NS      | $235122.72    | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandridge Energy, Inc.                         | SANDRIDGE ENERGY                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      1886 | NS      | $20406.52     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| United Natural Foods, Inc.                     | UNITED NATURAL                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      7008 | NS      | $163356.48    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Stepan Co                                      | STEPAN CO                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       684 | NS      | $37332.72     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Under Armour, Inc.                             | UNDER ARMOUR-A                       | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      6955 | NS      | $47502.65     | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Angiodynamics Inc                              | ANGIODYNAMICS IN                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      2410 | NS      | $23907.20     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ARK Restaurants Cp                             | ARK RESTAURANTS                      | CUSIP: 040712101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $91.25        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MRC Global Inc                                 | MRC GLOBAL INC                       | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      1533 | NS      | $21017.43     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| New Fortress Energy Inc.                       | NEW FORTRESS ENE                     | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      8323 | NS      | $27632.36     | 0.09%             |  |  |  | No            | 1                  | On Loan: —       |
| Helix Energy Solutions Group, Inc.             | HELIX ENERGY SOL                     | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      4300 | NS      | $26832.00     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Perimeter Solutions Inc.                       | PERIMETER SOLUTI                     | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1020 | NS      | $14198.40     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CNB Financial Corp (Pennsylvania)              | CNB FINL CORP/PA                     | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       649 | NS      | $14836.14     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Marinemax Inc                                  | MARINEMAX INC                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1526 | NS      | $38363.64     | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Entrada Therapeutics Inc.                      | ENTRADA THERAPEU                     | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2520 | NS      | $16934.40     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp              | MARRIOTT VACATIO                     | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1390 | NS      | $100510.90    | 0.33%             |  |  |  | No            | 1                  | On Loan: —       |
| Village Super Market Inc.                      | VILLAGE SUPER -A                     | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1480 | NS      | $56980.00     | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Precision Group Inc.                    | VISHAY PRECI                         | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       215 | NS      | $6041.50      | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Oportun Financial Corp.                        | OPORTUN FINANCIAL CORP               | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      1222 | NS      | $8749.52      | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Tandy Leather Factory Inc                      | TANDY LEATHER FA                     | CUSIP: 87538X105<br>LEI: 549300XB36MQTBM8UQ34 | Long             | EC               | CORP              | US        |       149 | NS      | $461.90       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** NORTHERN LIGHTS FUND TRUST II

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer